Diogo Sousa Franquinho

01Introduction

Diogo Sousa Franquinho

Joint PhD Candidate in MathematicsUniversidade de Lisboa · University of Amsterdam

Understanding uncertainty through mathematics.

Portrait of Diogo Sousa Franquinho in a dark blue shirt against a plain blue-grey background.
Two samples from the same distribution.

I am a joint PhD candidate in Mathematics at Instituto Superior Técnico, Universidade de Lisboa, and the University of Amsterdam.

My research focuses on stochastic analysis and optimal transport, primarily motivated by problems in mathematical finance. It connects probability theory, functional analysis and partial differential equations, with broader interests in machine learning and the mathematical foundations of learning.

I am interested in the mathematical structures underlying complex stochastic systems: how randomness evolves over time, how it can be measured and compared, and how abstract theory connects with practical applications.

If you are a student, a researcher, or simply someone who shares these interests, I would be glad to hear from you.

Get in touch Research & teaching

Research
Stochastic analysis · Optimal transport
Motivated by
Mathematical finance · Machine learning
Affiliations
IST, ULisboa · KdVI, UvA

02Publications

Research in print

Peer-reviewed articles, most recent first. The complete record is kept on Google Scholar and ORCID.

  1. 2024 Journal article

    Neural network empowered liquidity pricing in a two-price economy under conic finance settings

    Michielon, M., Franquinho, D., Gentile, A., Khedher, A., & Spreij, P.

    Quantitative Finance, 24(8), 1129–1156

    • Mathematical finance
    • Conic finance
    • Neural networks
    • DOI 10.1080/14697688.2024.2390947
    • Cite (BibTeX) 
      @article{michielon2024neural,
  title     = {{Neural network empowered liquidity pricing in a two-price economy under conic finance settings}},
  author    = {Michielon, Matteo and Franquinho, Diogo and Gentile, Alessandro and Khedher, Asma and Spreij, Peter},
  journal   = {Quantitative Finance},
  year      = {2024},
  volume    = {24},
  number    = {8},
  pages     = {1129--1156},
  doi       = {10.1080/14697688.2024.2390947}
}
    • Presented at 4 conferences

03Affiliations & Contact

Where to find me

My doctoral research is carried out jointly between Amsterdam and Lisbon.

Amsterdam

Lisbon

Get in touch

Email is the best way to reach me, whether about research, possible collaborations, teaching or the notes on this site.

Email University of Amsterdam · KdVI
Email Instituto Superior Técnico
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