Biography
Mathematics Ph.D. candidate at Instituto Superior Técnico, Universidade de Lisboa (IST-UL), supported by a scholarship from the FCT (Foundation for Science and Technology). My research focuses on applications of stochastic analysis and optimal transport to finance and learning dynamics, 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 and the supervision of Ana Bela Cruzeiro. 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. Beyond academia, I am passionate about fostering innovation in technology and science. I run Gradient, which organizes hackathons as Junction in Portugal, and am involved in the organization of the Portuguese Olympiads in Artificial Intelligence.
Research Interests
- Stochastic Analysis, Optimal Transport, Mathematical Machine Learning, Financial Mathematics
Contact
Email: diogo.franquinho@tecnico.ulisboa.pt
Email: diogo.franquinho@novasbe.pt
Office: Room 2.15, Mathematics Department, IST
Office: Office D105, NOVA SBE
If you are interested in any of the topics mentioned above, or if we seem to have common interests, feel free to reach out.
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
- Spring 2025/26 - Assistant for Econometrics (Nova SBE)
- Fall 2025/26 - Assistant for Econometrics (Nova SBE)
- Fall 2025/26 - Assistant for Mathematics for Biologists (FCUL)
- Spring 2024/25 - Assistant for Machine Learning (Nova SBE)
- Fall 2024/25 - Assistant for 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 While I strive for accuracy, these notes are not peer-reviewed and should not be considered authoritative sources.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.