Biography
I am a Mathematics Ph.D. candidate at Instituto Superior Técnico, Universidade de Lisboa (IST-UL), supported by a doctoral scholarship from the FCT (Foundation for Science and Technology). I work on the interface of stochastic analysis and optimal transport with applications to finance and learning dynamics. My research is carried out at the Grupo de Física Matemática (GFM) and the Korteweg-de Vries Institute for Mathematics (KdVI), under the co-supervision of Sven Karbach and Léonard Monsaingeon. I hold an MSc in Stochastics and Financial Mathematics from the University of Amsterdam, where I was supervised by Asma Khedher, and a BSc in Mathematics from Lancaster University, where my academic advisor was Yemon Choi. I am passionate about fostering innovation in technology and science. I run Gradient that organizes hackathons such as Junction in Portugal and in the organization of the Portuguese Olympiads in Artificial Intelligence.
Research Interests
- Stochastic Analysis, Optimal Transport, Mathematical Machine Learning, Financial Mathematics
Publications
- Michielon, M., Franquinho, D., Gentile, A., Khedher, A., & Spreij, P. (2024). Neural network empowered liquidity pricing in a two-price economy under conic finance settings. Quantitative Finance, 1-28.
Archive
Teaching
- Fall 2025 - Econometrics (Nova SBE)
- Sprint 2025 2024 - Machine Learning (Nova SBE)
- Fall 2024 - Computer Programming (Nova SBE)
Technical Notes
Disclaimer: These are my personal notes compiled for my own reference and learning. They may contain errors, incomplete information, or personal interpretations. While I strive for accuracy, these notes are not peer-reviewed and should not be considered authoritative sources. Please consult textbooks, research papers, or other reliable sources for academic or professional purposes.
A collection of my personal notes on various mathematical and technical topics. These are primarily for my own reference but may be useful to others.
Machine Learning
Computer Programming
Number Theory
Linear Algebra
Discrete Mathematics
Mathematical Analysis
Contact
Email: diogo.franquinho@tecnico.pt
Email: diogo.franquinho@novasbe.pt
Office: Room 2.15, Mathematics Department, IST
Office: Office D105, NOVA SBE