Cristiano Augusto Coelho Fernandes

Time series models with applications in Finance, Insurance, Energy  and Retail.

Cristiano Fernandes holds a PhD in Statistics from the London School of Economics – University of London (1990), Master in Electrical Engineering (Systems and Controls) from PUC-Rio (1985) and Bachelor in Physics from the Federal University of Pernambuco (1981).

He is currently Adjunct Professor of the Electrical Engineering Department of PUC-Rio, where he works in the concentration area of ​​Decision Support Methods.

He teaches disciplines of statistical content for the Graduation and Post-Graduation of PUC-Rio Engineering, and performs research on time series models with time-varying coefficients (state-space and dynamic conditional score models), with applications in Finance, Insurance and Energy. It also acts in projects sponsored by companies and public agencies involving the use of statistical and econometric models to obtain information from databases.