Davi Michel Valladão

Finance, optimization under uncertainty, decision theory and risk analysis





Davi Valladão holds the position of Associate Professor in the Department of Industrial Engineering at the Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil. As the Coordinator of Operations Research, Davi's primary research focus revolves around Optimization under Uncertainty, with a notable emphasis on its interaction with Risk Analysis, Machine Learning, and Computational Statistics. His research encompasses the application of optimization under uncertainty in energy systems, finance, and the oil and gas sector. Davi is a co-founder and research director of LAMPS, a pioneering research laboratory that harnesses the potential of optimization under uncertainty and statistical methodologies to create tailor-made cutting-edge tools for industrial sectors, particularly in the fields of energy and finance. Professor Davi Valladão also serves as a co-founder at LAMPS Co, a start-up spun off from the LAMPS laboratory at PUC-Rio. This strong university connection enables a unique blend of academic data science knowledge and a deep understanding of market dynamics, facilitating the delivery of practically grounded and scientifically informed solutions. With extensive experience in research and development, consulting projects, and the creation of advanced software solutions, LAMPS Co's mission is to realize innovation through the production of innovative technological products. These products are founded on robust principles of optimization, statistics, and machine learning, and are directly applied in the realms of electric power, oil and gas, as well as the financial sector, shaping the future of these industries through advanced technological innovation. Before his position as an Associate Professor at PUC-Rio, Davi served as a research team member at IBM Research - Brazil, operating within the domain of Natural Resources Optimization. He earned his Doctor of Science (D.Sc.) degree in Decision Support Systems in 2011 from PUC-Rio's Department of Electrical Engineering. During his doctoral program, he also engaged in collaborations as a visiting researcher at Princeton University's Department of Operations Research and Financial Engineering (ORFE). Additionally, Davi holds a Master's degree in Actuarial Science and Finance (2008), as well as a Bachelor's degree in Electrical and Industrial Engineering (2006), both awarded by PUC-Rio.