Assistant Professor
Deparment of Statistics,
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

Carlos Trucíos


Assistant Professor
Deparment of Statistics,
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