Olá!

 I’m a third year Ph.D. student at NYU Stern,  advised by Professor Josh Reed and Professor Hanna Halaburda. My interest lies in studying decision making  problems with stochastic process, in particular, how it allows to understand dynamics in platforms  such as  social networks and decentralized exchanges.   At NYU Stern, I also help organize the Blockchain Lab.

Papers:

• Optimal Arbitrage Timing between Decentralized and Centralized, with Josh Reed

•  Flexible conditional density estimation for time series, Rafael Izbicki,  Alex Okuno, 

and Rafael Stern

• "Parametric portfolio policy, transaction costs and regularization",  with  Eduardo Fonseca Mendes, Marcelo Fernandes. Presented at the Bachelier Finance Society, 12th World Congress.