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:
  • 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

... and I love London!