I have interest in science in general as well as economics. Two directions I think it pays to pursue in economics are (1) the biological basis of economic behavior at the individual level, and (2) a statistical physics approach to aggregate economic phenomena.
Articles
Biological Correlates of the Allais Paradox (with Dinora Baldo and Raul Matsushita), Applied Economics (2013)
We conducted a questionnaire study with student subjects to look for explicit correlations between selected...
An Empirical Case Against the Use of Genetic-Based Learning Classifier Systems as Forecasting Devices (with Jaqueson Galimberti), Economics Bulletin (2012)
We adapt a genetic-based learning classifier system to a forecast evaluation exercise by making its...
Queuing Theory Applied to the Optimal Management of Bank Excess Reserves (with Cleiton Taufemback), Physica A (2012)
Although the economic literature on the optimal management of bank excess reserves is age-old and...
A Log-Periodic Fit for the Flash Crash of May 6, 2010 (with Raul Matsushita), Economics Bulletin (2011)
We show that a two-harmonic log-periodic formula fits the high-frequency data from the Dow Jones...
Algorithmic Complexity Theory Detects Decreases in the Relative Efficiency of Stock Markets in the Aftermath of the 2008 Financial Crisis (with Cleiton Taufemback and Ricardo Giglio), Economics Bulletin (2011)
The relative efficiency of financial markets can be evaluated using algorithmic complexity theory. Using this...
Books
Contributions to Books
Popular Press
Crisis, Imbalance, and Prospects for the Dollar, Currency Trader (2009)
One positive aspect of the financial crisis was the boost to the dollar. However, global...
Presentations
Micro 2: Varian Passo a Passo (2010)
Apresentação detalhada do material do livro-texto do Varian usado em cursos de Micro 2 no...