PhD students

1. Samir Warty

Ph.D. in Econometrics and Statistics (2014)
Thesis topic: Sequential Bayesian Learning for Stochastic Volatility with Variance-Gamma Jumps in Returns
Institution: The University of Chicago Booth School of Business

2. Maria Paula Rios Arango

Ph.D. in Econometrics and Statistics (2012)
Thesis title: Essays on Application of Particle Learning in Financial Econometrics
Institution: The University of Chicago Booth School of Business

3. Bruno Lund

Credit Risk for Financial Institutions Coordinator at Itau-Unibanco
D.Sc. in Economics (2009)
Thesis title: Essays in Macroeconomy and Dynamic Term-Structure Models
Institution: Graduate School of Economics, Getulio Vargas Foundation.

4. Fernando Ferraz do Nascimento

Assistant Professor of Statistics, Federal University of Piaui
D.Sc. in Statistics (2009)
Thesis title: Bayesian nonparametric approach to extreme value analysis
Institution: Institute of Mathematics, Federal University of Rio de Janeiro, Brazil.

5. Esther Salazar Gonzales

Researcher FDA, Washington, D.C.
D.Sc. in Statistics (2008)
Thesis title: Spatial Dynamic Factor Analysis
Institution: Institute of Mathematics, Federal University of Rio de Janeiro, Brazil.

6. Ralph dos Santos Silva

Assistant Professor, Department of Statistics, Federal University of Minas Gerais, Brazil
D.Sc. in Statistics (2006)
Thesis title: Skewed Bayesian Models
Institution: Institute of Mathematics, Federal University of Rio de Janeiro, Brazil.

7. Carlos Antonio Abanto-Valle

Assistant Professor of Statistics, Federal University of Rio de Janeiro
D.Sc. in Statistics (2005)
Thesis title: Stochastic simulation methods in nonlinear dynamic models: applications in stochastic volatility models
Institution: Institute of Mathematics, Federal University of Rio de Janeiro, Brazil.

8. Cibele Behrens

Instituto de Resseguros do Brasil
D.Sc. in Operations Research (2004)
Thesis title: Bayesian Analysis of Extreme Events with Threshold Estimation
Institution: COPPE, Federal University of Rio de Janeiro, Brazil.

9. Edison Americo Huarsaya Tito

Smart Decision Support System Software Development and Consulting
D.Sc. in Electrical Engineer (2003)
Thesis Title: Evolutionary Inference in Adaptive models
Institution: Department of Electrical Engineering, PUC/RJ, Brazil.