This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International

Savings end soon:

  • 00
    Days
  • 00
    Hrs
  • 00
    Mins
  • 00
    Secs
7 - 10 November, 2022
W Barcelona

Filipe Andre Santos
Quantitative Research Analyst at BNP Paribas

Profile

Started academic career at the Lisbon School of Economics in 2007. Graduated with a Bsc in Applied Mathematics, an Msc in Mathematical Finance and a Phd in Applied Mathematics, focused on the topic of dynamical systems.

Between 2010 and 2019 I taught classes in various disciplines (Calculus/Algebra, Programming Languages, Statistics). Participated in research projects on Complex dynamics of simple systems, Optimization theory ,and Lyapunov Exponents.

Joined BNP Paribas, Lisbon Hub, in the beginning of 2020 as a Junior Quantitative Research Analyst.

Agenda Sessions

  • Backtesting of longer term predictions. Threshold invariance and its limits

    15:10