Marcelo Sardelich

I am a passionately curious person with great insight for business, and doing applied research is the best manner that I can enjoy this gift. For the past 15 years, as a Quantitative Portfolio Manager, I have been intimately involved in predictive science.

At my last role, at Votorantim Group, I was in charge of the Quantitative Proprietary Trading Desk, where I was responsible for investigation, for implementation, and for trading a portfolio of quantitative strategies. The predictive models makes extensive use of Machine Learning algorithms. Since I started my career at the Spanish BBVA bank in 2000, I have been constantly improving these models, and during my sabbatical in 2013, I was able to concentrate on experiments using specifically Online Social Media (OSM) data. These studies culminated in my PhD Research Proposal.

In the course of my academic life, I had the opportunity of being supervised by Dr. Mauricio D. Coutinho Filho, who participated in the early developments of the "Critical Exponents and Phase Transitions" area during his sabbatical at Harvard University. The subject of my Master dissertation, which I earned a degree with Honours, is the analysis of phase transitions in a problem from Random Walk theory. Soon after the Master's viva, my work was published in Physical Review E. The collaboration with postdoctoral researchers towards the analysis of phase transitions which arise from the "Casimir Effect" matured in another Physical Review E article.

I was awarded by two merit-based full studentships from CNPq and granted a teaching assistanship by the Physics school for one year. At University of York I am a Teaching Fellow. I am a fellow of British High Education Academy.

Citations here.