Marcelo Magalhaes Taddeo
Associate Professor
Department of Mathematics
Universiade Federal da Bahia
Brazil
Biography
He is Bachelor in Pure Mathematics (2001), Master in Applied Mathematics (2003) and Doctor in Statistics (2008), all by the Institute of Mathematics and Statistics at the University of São Paulo (IME-USP). He graduated with honors (honorable mention) and has professional experience in applied and computational mathematics, econometrics, mathematical modeling in finance, statistical analysis and data mining (artificial intelligence, big data, etc ...). He has experience in start-ups (as founder and collaborator) and has worked as a researcher, developer and modeling and risk specialist in telecommunication companies, Internet and financial institutions. He is currently a professor in the Statistics Department of the Federal University of Bahia.
Research Interest
Temporary Series
Publications
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TADDEO, MM ; TADDEO, MM . Stochastic generalized autoregressive score models and applications to stochastic volatility. 2015
