Álvaro Veiga

Non-linear statistical models.

BSC in Electrical Engineering from the Pontifical Catholic University of Rio de Janeiro (1978), MSc from the Federal University of Rio de Janeiro (1982), Certificat d’Etude Specialisées (CES, 1984) and a PhD from the Ecole Nationale Superieure des Telecommunications (ENST, 1989). He is currently an Associate Professor at the Department of Electrical Engineering at the Pontifical Catholic University of Rio de Janeiro. His areas of interest include Nonlinear Time Series Models, Multivariate Data Analysis, Empirical Finance, Risk Modeling and Management, Stochastic Optimization. Has a strong role in Asset and Liability Management and Risk Risk Models in Insurance.