Bruno Fanzeres dos Santos – Departamento de Engenharia Industrial

Equipe


Bruno Fanzeres dos Santos
bruno.santos@puc-rio.br
Dr. Bruno Fanzeres holds a B.Sc. in Industrial and Electrical Engineering and an M.Sc. and P.hD. in Operations Research, all from the Pontifical Catholic University of Rio de Janiero (PUC-Rio). He worked as a visiting P.hD. student at the Industrial and System Engineering Department, Georgia Institute of Technology (ISyE-GA Tech). 
 
Since 2018 Dr. Fanzeres is an assistant professor at the Industrial Engineering Department of PUC-Rio within the concentration area of Finance and Investment Analysis. He is also a researcher at the Laboratory of Applied Mathematical Programming and Statistics (LAMPS).
 
His main area of research is decision making under uncertainty with applications to finance, insurance and power systems. 
 
The main fields of interest are: 
 
   .) Power systems operations and economics; 
   .) Energy (electricity and gas) markets; 
   .) Derivative and insurance pricing; 
   .) Portfolio optimization; 
   .) Optimization under uncertainty (stochastic, robust and distributionally robust optimization);
   .) Hierarchical optimization (multi-level optimization);
   .) Game Theory;
   .) Modern multivariate statistics and data analysis.
 
 
 
 

Histórico:

(Português do Brasil) Doutorado em Pesquisa Operacional - Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio)

(Português do Brasil) Mestrado em Pesquisa Operacional - Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio)

(Português do Brasil) Engenharia Industrial e Engenharia Elétrica pela Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio)