I am passionate about simulating natural phenomena from my small laptop — it's like having a small part of the universe inside my room.
My latest project focused on the development of an open-source scientific package for the fast and accurate simulation of the time-independent wavefunction of a Quantum Harmonic Oscillator, a model widely used in Photonic Quantum Computing. This package, called Fast Wave, was developed as part of my master's research, which is now completed.
My journey in Artificial Intelligence and Data Science blends research, applied development, and production-ready solutions.
I specialize in:
- ✅ Time-series ML: ECL% forecasting for bank budgeting (BACEN 4,966) using ARIMA/SARIMAX, Prophet, N-BEATS/N-HiTS, Autoformer/FEDformer.
- ✅ Risk Modeling and Validation, including Credit Risk, Operational Risk, Market Risk, Microcredit, and Climate & Environmental Risk.
- ✅ Development of challenger models using techniques like MLP, XGBoost, LightGBM, XGBSE, and clustering algorithms such as KMeans, PAM, CLARA.
- ✅ Implementation of probabilistic models like Value at Risk (VaR) and RAROC.
- ✅ Anomaly detection systems, particularly for event logs using machine learning algorithms like Isolation Forest.
- ✅ Advanced Natural Language Processing (NLP) applied to trajectory prediction with Transformer models (Huggingface), treating sequences of geospatial points as sentences.
- ✅ Model Governance, Reproducibility, EDA, Benchmarking, Feature Engineering, and Model Performance Evaluation.
- ✅ Proficient in Python, R, SQL, and distributed systems with tools like RabbitMQ and ElasticSearch.
- Smart Farming with Deep Neural Networks: DOI
- Trajectory Modeling via NLP: DOI — Teach GitHub
- Deep Learning for Trajectory Classification: DOI
- Neuroevolution for Game AI: DOI
- Credit Risk Modeling in Python — DataCamp · Aug 2025 · Credential ID: 42,185,742
This experience combines academic rigor with real-world AI, delivering solutions in Machine Learning, NLP, Forecast, Risk Modeling, Deep Learning, Data Science, and Model Governance.
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