Cristiano Augusto Coelho Fernandes

Time series, econometrics, and statistical methods applied to finance, social sciences, and energy.


Cristiano Augusto Coelho Fernandes obtained his PhD in Statistics from the University of London at the London School of Economics in 1990. He also holds a M.Sc. degree in Electrical Engineering from the Pontifical Catholic University of Rio de Janeiro (1985) and bachelor's degree in physics from the Federal University of Pernambuco (1981). He is currently an associated professor at the Electrical Engineering Department of the the Pontifical Catholic University of Rio de Janeiro where he teaches statistics for both graduation and under graduation students. His main research interests are time series models with time-dependent coefficients (state-space models and generalized autoregressive models via score function) and its applications in finance, insurance, asset liability management, and energy. He also participate in many projects with private and public companies using econometrics and statistical methods for data analytics applications.