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Matheus B. Guerrero - Ph.D. Candidate, STAT

Location

Building 1, Al-Khawarizmi, 4th floor, 4200-WS21

Matheus is a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), doing research under the joint supervision of Prof. Hernando Ombao and Prof. Raphaël Huser.

Education and Early Career

Matheus obtained his Bachelor of Science degree in Mathematics (2008) and Statistics (2014) from the Universidade Federal de Uberlândia, Brazil. In 2012, Matheus received a study abroad scholarship (sponsored by Banco do Brasil S.A.) at Universidade do Minho, Portugal. He enrolled in courses in the undergraduate program in Applied Statistics and working as an intern at the insurance company AXA Portugal in the forecasting of non-life automobile claim reserves.

From 2010 to 2015, Matheus worked in the Treasury Department of the Open Market and Fixed Income Bureau of the Banco Triângulo. His main activity was pricing banking products and derivatives, reporting directly to the Board of Directors.
Other activities included:

  1. MIS development and management.
  2. Quantitative analysis and forecasting.
  3. Financial market monitoring.

In 2015, Matheus served as a College Professor teaching the courses Linear Algebra and Analytic Geometry, Calculus, and Numerical Analysis in the following undergraduate programs: Civil Engineering and Biology.

In 2018, he graduated with his Master of Science degree in Statistics from Universidade Federal de Minas Gerais, Brazil. Then, he joined the Ph.D. program in Statistics at KAUST.

Research Interest

His research interests lie in fields such as integer-valued time series analysis and extreme value theory.