Applied Mathematics
& Scientific Computing

About Me

I received my Ph.D. in Mathematics from IMPA in December 2021. Prior to that, I obtained my M.S. in Mathematics from IMPA and my B.S. in Mathematics from Universidad Industrial de Santander (UIS).

My work combines ideas from numerical analysis, harmonic analysis, geometry, inverse problems, manifold learning, and scientific computing.

Publications

• Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance
  Engineering Applications of Artificial Intelligence — with Giorgio Consigli and Jorge Zubelli
• Multi-period portfolio selection with interval-based conditional value-at-risk
  Annals of Operations Research — with Giorgio Consigli and Liu
• A diffusion-map-based algorithm for gradient computation on manifolds and applications
  IEEE Access — with Jorge Zubelli and Silva Neto
• Recovering the fragmentation rate in the growth-fragmentation equation
  Inverse Problems — with Jorge Zubelli
• Diffusion representation for asymmetric kernels
  Applied Numerical Mathematics — with Jorge Zubelli and Silva Neto

Codes & Software

• Heat Equation through Hodge Laplacians for Vector Fields on the Sphere
  MATLAB implementation — Published 2026