graduate at Economia from Faculdade de Ciências Econômicas de Bauru (1991), graduate at Física from Instituto de Física de São Carlos (1999), master's at Production Engineering from Universidade Federal de São Carlos (2000) and ph.d. at Física from Instituto de Física Teórica (2007). Has experience in Production Engineering, focusing on Timetable Series, acting on the following subjects: ensino de engenharia, ética, simulação, jogos de empresas and empresa cidadã. (Source: Lattes Curriculum)
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In many of the economic and financial behavior there is an interest in determining the relationships between variables, to order to build explanatory theories, conducting forecasts, optimization, etc. However, many of the situations have placed non-linear behavior, in which traditional techniques are not indicated because capture only linear correlations. Besides the aspect of non-lineari…
The empirical analysis of the financial market investigates the common statistical characteristics to the most of assets, instruments and in different time periods, nominating them stylized facts. The discovery of the stylized facts intensified the research for its understanding and of the mechanism that explains these behaviors in order to improve the modeling of risk of the financial ma…
The analysis of market efficiency is presented in three versions: the weak form, the half-fort and the fort. If a market be efficient doesn't have information available for the agents, that assist them to forecast behaviors future and thus the market follows a random walk. If a market doesn't be efficient, it is possible to assimilate information, through past returns, that can allow that…
| 3 / 2 | Completed research grants |
| 2 / 2 | Completed scholarships in Brazil |
| 5 / 4 | All research grants and scholarships |
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CV Lattes
ORCID