"Crying over spilled coffee", Circa 2023. Captured by another PhD Student.
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.
Contact: ggrivol@gmail.com or ggs9313@stern.nyu.edu