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 Computational and Stochastic Mathematics (CEMAT) and at the Korteweg-de Vries Institute for Mathematics (KdVI) under the supervision of Sven Karbach. Holder MSc in Stochastics and Financial Mathematics at the University of Amsterdam where my supervisor was Asma Kheder and BSc in Mathematics from Lancaster University where my academic advisor was Yemon Choi.
Research Interests
- Stochastic Analysis, Stochastic Processes, Financial Mathematics, 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 - 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