Hi, my name is Wilson Freitas and this is my personal site.

I am a physicist that works for financial institutions developing quantitative models to evaluate risk, pricing and forecast.

I finished my graduation in Physics in 2002, at this time I was working with software development and it was very good time where I could understand the overall process and costs involved in software projects and the dynamics of software industry.

On August 2004 I quit my job and back to University to get my master degree, I've got my it at PUC-Rio working with Econophysics at August 2006. My dissertation was on Stock Markets' simulations, the physicists call it Microsimulation or Agent-based models (it has nothing to do with intelligent agents of computer science). The idea is to explain the process of price formation by the interaction between traders (particles in a physicist point of view). By this approach was possible to stress the system with many scenarios where we could see the impacts on price formation.

In August 2006 I started my doctor degree in the Department of Eletrical Engineering at PUC-Rio as a student of the Computational Intelligence Laboratory, the idea was to study the use of artificial intelligence in financial problems. I have started to study financial derivatives and its applications and my project would be in optimizations in derivatives calculations with stochastic process embeded in polynomial spaces (functional spaces), basically an analytical approximation of a stochatic process with orthogonal polynomials, maybe a new way to beat Monte Carlo (everybody wants to beat Monte Carlo). Despite the relevance of this project, in July 2007, I have decided to quit my doctor's to work with financial risk for an international Bank. I had left my family in Rio de Janeiro and moved to São Paulo.

In June 2008 a new change, I have moved to Algorithmics Inc., a Canadian financial risk company and now I'm happy working with quantitative modeling and software development.

When I'm not working I like to be with my family: my wife Lissandra and my two sons Pedro and Bruno.

Interests

• Financial derivatives
  • Options
  • Exotic Options
  • Credit Derivatives
• Probabilistic Algorithms and Stochastic process simulations
• Agent-based models
• Artificial Intelligence models applied to finance
  • Artificial neural networks
  • Genetic algorithms and genetic programming
  • Clustering
• Programming: Python, C, C++, Java (in this order)