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portfolio
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publications
Optimal group size in microlending
Published in Annals of Finance, 2022
Recommended citation: Protter, P., Quintos, A. Optimal group size in microlending. Ann Finance 18, 121–132 (2022). https://doi.org/10.1007/s10436-020-00382-0
Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk
Published in Annals of Operations Research, 2022
Recommended citation: Jarrow, R., Protter, P., Quintos, A. Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. Ann Oper Res (2022). https://doi.org/10.1007/s10479-022-05146-9
Stopping Times Occurring Simultaneously
Published in ESAIM: PS, 2024
Recommended citation: Protter, P., Quintos, A. “Stopping Times Occurring Simultaneously”, ESAIM: PS, 28, 110-131 (2024). https://doi.org/10.1051/ps/2024001
Robust Reinforcement Learning under Diffusion Models for Data with Jumps
Published in arXiv, 2024
Recommended citation: Jiang, C., Kim D., Quintos, A., Wang, Y. Robust Reinforcement Learning under Diffusion Models for Data with Jumps. Preprint (2024). https://arxiv.org/abs/2411.11697
Dependent Default Modeling through Multivariate Generalized Cox Processes
Published in arXiv, 2025
Recommended citation: Gueye, D., Quintos, A. Dependent Default Modeling through Multivariate Generalized Cox Processes. Preprint (2025). https://arxiv.org/abs/2508.05022
runs
teaching
Research Mentor
Undergraduate Research Experiences in Mathematical Modeling (CSUREMM), Columbia University, Department of Statistics and Department of Mathematics, 2021
- Supervised 2 teams of 3 undergraduate students on interdisciplinary projects:
- Alzheimer’s brain in a network diffusion model
- Discrete-event market simulation of the Figgie card game
- Helped mentees to understand methods of research and scholarship
- Trained students in mathematical and statistical skills
Directed Reading Program Mentor
Department of Mathematics, Columbia University, 2021
- Read and discuss probability research articles with an undergraduate student
Teaching Assistant Experience
Undergraduate/Graduate courses, Columbia University, Department of Statistics, 2022
These are the courses that I TA’d for:
- Stochastic Processes and Applications
- Elementary Stochastic Processes
- Calculus-based Introduction to Statistics
- Statistical Inference and Probability
- Applied Linear Regression Analysis
Assistant Professor
Department of Statistics, University of Wisconsin-Madison, 2022