Biography
Mathematics Ph.D. Candidate at Instituto Superior Técnico, Universidade de Lisboa (IST-UL). Doctoral scholarship holder from the FCT (Foundation for Science and Technology), research plan to be conducted at the Center for Grupo Matemática Física (GFM) and at the Korteweg-de Vries Institute for Mathematics (KdVI) under the co-supervision of Sven Karbach and Léonard Monsaingeon. Holder MSc in Stochastics and Financial Mathematics at the University of Amsterdam where my supervisor was Asma Khedher and BSc in Mathematics from Lancaster University where my academic advisor was Yemon Choi. I devote my free time to projects that aim to promote innovation in technology and science such as hackathons as Junction in Portugal and lastly to the organization of the Portuguese National Olympiads in Artificial Inteligence.
Research Interests
- Stochastic Analysis, Financial Mathematics, Optimal Transport, Mathematical Modelling.
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.
Teaching
- Fall 2024 - Machine Learning (Nova SBE)
- Fall 2024 - Computer Programming (Nova SBE)
Contact
Email: diogo.franquinho@tecnico.pt
Email: diogo.franquinho@novasbe.pt
Office: Room 2.15, Mathematics Department, IST
Office: Office D105, NOVA SBE