Education institutions:

Polytechnic of Turin - Department of Mathematical Sciences

Ph.D. in Applied Mathematics
Part of the double degree agreement between Universidade de São Paulo and Politecnico di Torino / L'Università di Torino. Researcher in the area of dynamic programming/approximated dynamic programming/reinforcement learning applied to the lot sizing problem.

Polytechnic School - University of Sao Paulo

Ph.D. in Computer Engineering

Grade: A

Atividades e grupos: .

-Member of ICONE research group.

-Teaching Assistant of the discipline PSI3472 - Design and Implementation of Intelligent Electronic System

Disciplines:

PCS5024-1/4 Aprendizado Estatístico - A

PCS5012-8/1 Metodologia de Pesquisa Científica em Engenharia de Computação - B

PCS5031-1/4 Introdução à Ciência dos Dados - A

PSI5886-4/1 Princípios de Neurocomputação - A

PCS5708-6/1 Técnicas de Raciocínio Probabilístico em Inteligência Artificial - A

Atividades e grupos: . -Member of ICONE research group. -Teaching Assistant of the discipline PSI3472 - Design and Implementation of Intelligent Electronic System Disciplines: PCS5024-1/4 Aprendizado Estatístico - A PCS5012-8/1 Metodologia de Pesquisa Científica em Engenharia de Computação - B PCS5031-1/4 Introdução à Ciência dos Dados - A PSI5886-4/1 Princípios de Neurocomputação - A PCS5708-6/1 Técnicas de Raciocínio Probabilístico em Inteligência Artificial - A

Doctoral Student at Programa de Pós-Graduação em Engenharia Elétrica (PPGEE) program. Research theme: Reinforcement Learning, Neural Networks, Time-Series, Deep Reinforcement Learning, Trading Systems and Trading Signals, Quantitative trading, Portfolio Management, Time-series Forecasting, Operational Research.Doctoral Student at Programa de Pós-Graduação em Engenharia Elétrica (PPGEE) program. Research theme: Reinforcement Learning, Neural Networks, Time-Series, Deep Reinforcement Learning, Trading Systems and Trading Signals, Quantitative trading, Portfolio Management, Time-series Forecasting, Operational Research.

Fundação Getulio Vargas

M.Sc.\ in Economics

Grade: 7.5/10

Atividades e grupos: 

Mathematics - 8.28/10

Microeconomics - 8.32/10

International finance - 8.43/10

Numerical methods in finance - 9.31/10

Statistics - 6.2/10

Master's thesis: A study on neural network architecture applied to predict the return of Brazilian stocks. Thesis presented at the National Association of Postgraduate and Research in Administration 2017 (Associação Nacional de Pós-Graduação e Pesquisa em Administração – EnANPAD) Congress.

Polytechnic School - University of Sao Paulo

Bachelor

Grade: 6.1/10

Atividades e grupos: 

Scientific initiation: FINEP Scholarship - Gestão do Processo do Projeto em Habitação de Interesse Social com o uso da Modelagem da Informação da Construção

Work published in the SIICUSP - 2014

Undergraduate course assistance: Road projects technical assistent

 Published academic works:

1. Felizardo, L. K. (2024). Explorando os limites da aprendizagem por reforço profundo em ambientes simulados: um estudo sobre negociação de ativos financeiros e dimensionamento de lotes. Doctoral Thesis, Escola Politécnica, University of São Paulo, São Paulo. doi:10.11606/T.3.2024.tde-26082024-093343. Retrieved 2024-08-31, from www.teses.usp.br

2. L. Felizardo, E. Fadda, P. Brandimarte, E. Del-Moral-Hernandez "Reinforcement learning approaches for the stochastic discrete lot-sizing problem on parallel machines" Expert Systems with Applications Volume 246, 15 July 2024, 123036DOI: https://doi.org/10.1016/j.eswa.2023.123036

3. D. Gioia, L. Felizardo, P. Brandimarte, "Simulation-Based Inventory Management of Perishable Products Via Linear Discrete Choice Models", Computers & Operations Research September 2023, DOI: https://doi.org/10.1016/j.cor.2023.106270

4. L. Felizardo, "Reinforcement Learning Applied to Trading Systems: A Survey",preprint available at Arxiv, December 2022, arXiv preprint arXiv:2212.06064

5. L. Felizardo, E. Urbinate, E. Del-Moral-Hernandez "Deep learning stacking for financial time series forecasting: an analysis with synthetic and real-world time series", 2022: Anais do XIX Encontro Nacional de Inteligência Artificial e Computacional, 28 November 2022, DOI: https://doi.org/10.5753/eniac.2022

6. L. Felizardo, E.Y. Matsumoto, E. Del-Moral-Hernandez, "Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise", 2022 International Joint Conference on Neural Networks (IJCNN), 18-23 July 2022, DOI: 10.1109/IJCNN55064.2022.9892333

7. L. Felizardo, F. Paiva, E.Y. Matsumoto, C. de-Vita-Graves,A. Realli, E. Del-Moral-Hernandez, "Outperforming algorithmic trading reinforcement learning systems: A supervised approach to the cryptocurrency market", Expert Systems with Applications, Volume 202, 15 September 2022, 117259, DOI: https://doi.org/10.1016/j.eswa.2022.117259

8. D. Gioia, L. Felizardo, P. Brandimarte, "Inventory management of vertically differentiated perishable products with stock-out based substitution", Manufacturing Modelling, Management and Control - 10th MIM 2022, DOI: https://doi.org/10.1016/j.ifacol.2022.10.115

9. F. Paiva, L. Felizardo, A. Realli, R. Bianchi, "Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach", 2021 6th International Conference on AI in Finance (ICAIF), 2021, pp. 1-8, DOI: https://doi.org/10.1145/3490354.3494445

10. L. Felizardo, R. Oliveira, E. Del-Moral-Hernandez and F. Cozman, "Comparative study of Bitcoin price prediction using WaveNets, Recurrent Neural Networks and other Machine Learning Methods",2019 6th International Conference on Behavioral, Economic and Socio-Cultural Computing (BESC), 2019, pp. 1-6, doi: 10.1109/BESC48373.2019.8963009

11. L. Felizardo, A. Pinto, "A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns", 2017 Encontro da Associação Nacional de Pós-Graduação e Pesquisa em Administração (EnANPAD), 2017, arxiv: https://arxiv.org/abs/1901.09143