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Matheus was a Ph.D. student in Statistics at the King Abdullah University of Science and Technology (KAUST), doing research under the joint supervision of Prof. Raphaël Huser and Prof. Hernando Ombao. Matheus successfully defended his PhD thesis entitled "Modeling and Inference for Multivariate Time Series, with Applications to Integer-Valued Processes and Nonstationary Extreme Data" on April 4th, 2023; see his PhD thesis here. His PhD committee was composed of Professors Raphaël Huser (chair), Prof. Hernando Ombao (co-chair), Miguel de Carvalho (external examiner from the University of Edinburgh, UK), Paula Moraga, and Diogo Gomes. For his next career steps, Matheus has accepted a faculty position as a tenure-track Assistant Professor at California State University Fullerton (CSUF), US, starting in August, 2023.
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:
- MIS development and management.
- Quantitative analysis and forecasting.
- 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.
