Dr. Paulo Serra

Biography

I am an assistant professor in the Mathematics Department of the Faculty of Science at Vrije Universiteit Amsterdam, Netherlands. I serve as a board member for the MSc Internship board of the Business Analytics program and the Examination Board of Mathematics Business Analytics at VU Amsterdam. Additionally, I am a board member of the Mathematical Statistics section of VVSOR and co-organise the (International) Bayes Club. My prior experience includes postdoctoral work at various prestigious institutions including the Korteweg-de Vries Institute and the Institute for Mathematical Stochastics at the University of Göttingen, Germany. I have been involved in projects funded by NWO's Zwaartekracht grant and have participated in the NOMDIS project at UNINOVA, Portugal. Currently, I teach courses such as Master Seminar in Stochastics, Statistics for Business Analytics, and Stochastic Processes in Finance. Additionally, I teach a Mastermath course in Bayesian Statistics and am involved in supervising PhD and MSc students as well as BSc internships. My research interests are centered around (non-parametric) Mathematical Statistics, including spline estimators, Bayesian non-parametrics, empirical Bayes, adaptation to non-standard asymptotic setups, statistical tracking of time-varying parameters, and implementation of algorithms for practical applications in programming.

Research Interests