I am a Full Professor of Statistics at Universidade Federal do Rio Grande do Sul (UFRGS), Brazil.
My research topics of interest are the following:
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  • High Dimensional and Infinite Dimensional Time Series
  • Dynamic Copulas
  • LASSO in Time Series
  • Volatility and Risk Analysis
  • Frontier Models
  • Machine Learning for Forecasting
  • Applied Statistics for Finance and Economics

Nowadays I am the president of the Brazilian Statistical Society, vice-director of the Institute of Mathematics and Statistics at UFRGS, as well as the coordinator of the graduation programme in Statistics and permanent member of the graduation programme in Economics at UFRGS.

... and I love London!