RiO 2017 – Posters

Cesar Igal Torres Ortiz (USP – POLI)
Bayesian Econometrics in Macro-Stress Testing

David Evangelista da Silveira Junior (KAUST)
New closed-form approximation in multi-asset market making 

Fernando A L Aiube (UERJ)
Financialization of the commodity future markets through factor models

Helder Alan Rojas Molina (IME – USP)
A stochastic model for price and spread dynamics in some liquidity regimens

Isaque Santa Brigida Pimentel (École Polytechnique)
Asymptotic non-linear continuous-time valuation with hedging and dissymetric risk function

Luiz Paulo da Cruz Scarp (UNIFAMINAS)
An agent-based artificial options markets 

Matheus Lima Cornejo (UFES)
Robust singular spectrum analysis: an empirical study

Melba Luz Torres Ortiz (IME – USP)
Numerical Solutions for Partial Differential Equations via Simulated Annealing

Rosember Guerra (EAFIT)
Focused Estimation in Portfolio Selection Problems 

Winicius Botelho Faquieri (UERJ)
Financialization of the commodity future markets through factor models  

Yuri Resende Fonseca (IME)
Predicting volatility surfaces with GAS models and SABR parametrization