Current and former PhD students

1. Renata Tavanielli

D.Sc. in Statistics (Expected defense for Dec-2024)
Thesis topic: Cholesky-based dynamic copula modeling
Institution: University of Sao Paulo

2. Rafael Campello de Alcantara

D.Sc. in Business Economics (Expected Dec-2023)
Thesis topic: Cutoff-aware BART for estimating Heterogeneous Treatment Effects in Regression Discontinuity Designs
Institution: Insper

3. Igor Ferreira Batista Martins

D.Sc. in Business Economics (Expected Dec-2023)
Thesis topic: Essays in Bayesian Financial Econometrics
Institution: Insper

4. Bruno do Prado Costa Levy

D.Sc. in Business Economics (2021)
Thesis topic: Dynamic ordering learning in multivariate forecasting
Institution: Insper

5. Henrique Bolfarine

D.Sc. in Statistics (2021)
Thesis topic: Decoupling Shrinkage and Selection in Gaussian Linear Factor Analysis
Institution: University of Sao Paulo

6. Helton Graziadei

D.Sc. in Statistics (2020)
Thesis topic: Some Bayesian generalizations of the integer-valued autoregressive model
Institution: University of Sao Paulo

7. Paloma Waisman Uribe

D.Sc. in Statistics (2017)
Thesis topic: Dynamic sparsity on time-varying Cholesky-based covariance matrices
Institution: University of Sao Paulo

8. Paolo Bonomolo

Ph.D. in Economics (2012)
Thesis topic: Does Inflation Walk on Unstable Paths? A Rational Sunspots Approach
Institution: Universita degli studi di Pavia, Italy.

9. 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

10. 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

11. Bruno Lund

D.Sc. in Economics (2009)
Thesis title: Essays in Macroeconomy and Dynamic Term-Structure Models
Institution: Graduate School of Economics, Getulio Vargas Foundation

12. 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.

13. Esther Salazar

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.

14. Ralph dos Santos Silva

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

15. Carlos Antonio Abanto-Valle

Assistant Professor of Statistics, Department of Statistical Methods, 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.

16. Cibele Behrens

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.

17. 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.