Assistant Professor
Deparment of Statistics,
Institute of Mathematics, Statistics and Scientific
Computing,
University of Campinas - Brazil.
Institute of Mathematics, Statistics and Scientific
Computing,
University of Campinas - Brazil.
Office: Room 206 - IMECC
E-mail: ctrucios at unicamp dot br
Research Interest: risk management,
portfolio allocation, volatility forecasting, robust
statistics, and statistical learning.
Currently, my
goal is to apply statistical learning techniques on
Economics and Finance as well as develop new volatility
forecasting procedures in high-dimensional and
high-frequency data.
Education
PhD in Statistics University of Campinas, 2016. Brazil Visiting PhD Student University Carlos III de Madrid, 2014. Spain MSc in Statistics University of Campinas, 2012. Brazil BSc in Statistics National University of San Marcos, 2009. Peru
Past positions
Assistant Professor Federal University of Rio de Janeiro, 2020-2022. Brazil Visiting Professor Federal University of ABC, 2020. Brazil Visiting Postdoctoral Researcher Université libre de Bruxelles, 2018. Belgium Postdoctoral Researcher São Paulo School of Economics-FGV, 2016-2019. Brazil