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Statistics

Location:
Berkeley, CA
Posted:
March 29, 2020

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Resume:

I am a Principal Data Scientist at Decision Next and an Econometrician specialized in model development. My expertise includes spatial autoregressive models (cross-sectional dependent models), frontier estimation and nonparametric methods. These models have a wide array of applications within antitrust, economics, finance, real estate, transportation, geography, heath economics, commodities markets and education. For instance, the interdependence between firms, which is often important in industrial organization and antitrust, is at the heart of spatial autoregressive models. At Decision Next I have made extensive use of Machine Learning time series forecast models, which where in turn used to prescribe business decisions in commodity industries. I have also used Bayesian approach to estimate quantiles to assess precision of forecasts to better inform customers of risk involved in business decisions and estimate what-if scenarios. I have developed structural models to better estimate what-if scenarios using among other approaches, linear regressions, system of linear equation models

(SEM), seemingly unrelated regressions (SUR), nonparametric regression, and limited dependent variable models such as logistic and probit regressions.

Prior to working at Decision Next, I was a consultant at Vega Economics and Econ One Research, where I developed econometric and statistical models used by economics experts in litigation cases. I was also statistical and econometrics consultant at International Food Policy Research Institute. In this role, I developed and implemented an econometric frontier approach to allow policy makers in Peru to identify rural regions with agricultural profit growth potential. I also taught courses in econometrics, statistics, mathematics, macroeconomics and microeconomics at the University of Colorado, Boulder and at Oregon State University.

I hold a Ph.D. in Economics from the University of Colorado, Boulder. My research has appeared in Econometric Reviews, Regional Science and Urban Economics, and Communications in Statistics - Theory and Methods. I am proficient in Matlab, Python (NumPy, Matplotlib, Pandas and ScyPy), R, and Stata. I am trilingual in English, Portuguese and Spanish.

Nationality: Brazil; USA Work Authorization: Permanent Resident (Green Card) PROFESSIONAL HISTORY

PRINCIPAL DATA SCIENTIST, Decision Next, San Francisco, CA 2019-present CONSULTANT, Vega Economics, Berkeley, CA 2017-2019 Advisor, Econ One Research, Berkeley, CA 2016-2017 Consultant, Econ One Research, Berkeley CA 2015-2016 Instructor, University of Colorado, Boulder, CO 2010-2014 Econometrics Consultant, International Food Policy Research Institute, Washington, DC 2010 Instructor, Oregon State University, Corvallis, OR 2006-2009 EDUCATION

Ph.D., University of Colorado, Boulder - Economics/Econometrics - Boulder, Colorado USA 2015 M.S., Oregon State University - Economics - Corvallis, Oregon USA 2009 M.A., Universidade Federal do Ceará - Economics - Brazil 2006 B.Sc., Universidade Federal do Ceará - Economics - Brazil 2003 1 of 3

Paulo Saraiva

Curriculum Vitae

Tel: 541-***-**** email: *******@********.*** Address: 2308 Prince St. Berkeley, CA PUBLICATIONS

• “GMM Estimation of SAR Simultaneous Equation Models with Unknown Heteroskedasticity,” with Xiaodong Liu, Econometric Reviews, 2017.

• “GMM Estimation of SAR Models with Endogenous Regressors” with Xiaodong Liu, Regional Science and Urban Economics, 2015.

• “On asymptotic normality of the local polynomial regression estimator with stochastic bandwidths,” with Carlos Martins-Filho, Communications in Statistics: Theory and Methods, 2012.

PRESENTATIONS

• “GMM Estimation of SAR Simultaneous Equation Models with Unknown Heteroskedasticity,” Econometrics Workshop at University of Colorado, Boulder, Department of Economics, 2015.

• “On asymptotic normality of the local polynomial regression estimator with stochastic bandwidths,” 20th Annual Meetings of the Midwest Econometrics Group, 2010.

• “On additive semiparametric frontier estimation,” Econometrics Workshop at University of Colorado, Boulder, Department of Economics, 2010.

• “Nonparametric additive profit frontier estimation: Efficiency for rural Peru,” Brownbag Series at International Food Policy Research Institute, 2010.

• “On additive semiparametric frontier estimation,” Brownbag Series at International Food Policy Research Institute, 2010.

• “On asymptotic distribution of the Rosenblatt density estimator based on stochastic bandwidths,” Econometrics Brownbag Series at Oregon State University, Department of Economics, 2008.

COURSES TAUGHT

• Math for Economists (Graduate): University of Colorado, Boulder.

• Intermedia Macroeconomics (Undergraduate): University of Colorado, Boulder.

• Introduction to Statistics (Undergraduate): University of Colorado, Boulder.

• Principles of Microeconomics (Undergraduate): Oregon State University.

• Econometrics Lab (Graduate): Oregon State University. FELLOWSHIPS AND AWARDS

• The 2011 Reuben A. Zubrow Fellowship in Economics.

• The 2009 – 2010 Wyn Owe Fellowship.

• The 2008 – 2009 D. Barton DeLoach Distinguished Graduate Fellowship in Economics.

• The 2008 – 2009 Oregon Lottery Graduate Scholarship.

• High pass in the Econometrics Qualifying exam, 2006.

• Conselho Nacional de Pesquisa e Desenvolvimento Técnico (CNPq) Scholarship, 2004 – 2005. 2 of 3

LANGUAGES AND STATISTICAL SOFTWARE SKILLS

OTHER EXPERIENCES

• Head of the student committee for Dr. Bruce McGough’s promotion, 2008.

• Graduate students’ representative in the Department of Economics at Oregon State University, 2007 – 2008.

• President of the Econometrics Graduate Students Group (EGSG) at Oregon State University, 2008 – 2009.

• Conselho Nacional de Pesquisa e Desenvolvimento Técnico (CNPq) Scientific Initiation Program, 2002 – 2003.

• Universidade Federal do Ceará, Scientific Initiation Program, 2001–2002. REFERENCES

• Mike Neal, Chief Executive Officer (CEO) and Co-Founder, Decision Next. 44 Montgomery, San Francisco, CA, USA, 94104. Email: ****.****@************.***.

• Robert Pierce, EVP Science & Development and Co-Founder, Decision Next. 44 Montgomery, San Francisco, CA, USA, 94104. Email: ******.******@************.***.

• David Rodriguez-Gomez, Vice President Human-Machine Forecasting, Decision Next. 44 Montgomery, San Francisco, CA, USA, 94104. Email: *****.*********@************.***.

• Xiaodong Liu (Ph.D. Advisor and Co-Author), Associate Professor, Department of Economics, University of Colorado - Boulder. Economics Building, 256 UCB, Boulder, CO, USA, 80309. Email: ********.***@********.***; Phone: 303-***-****.

• Xiaodong Liu (Ph.D. Advisor and Co-Author), Associate Professor, Department of Economics, University of Colorado - Boulder. Economics Building, 256 UCB, Boulder, CO, USA, 80309. Email: ********.***@********.***; Phone: 303-***-****.

• Marc Martos-Villa, Principle/Senior Economist. Econ One Research Suite 800 550 South Hope Street Los Angeles, CA 90071. Email: ***********@*******.***; Phone: 213-***-****. English Portuguese (native) Spanish

Matlab Stata R

Python Pandas NumPy

ScyPy Matplotlib

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