David Evangelista da Silveira Junior

Holds a bachelor’s in mathematics from the Federal University of São Carlos (2011), a master's degree from the National Institute of Pure and Applied Mathematics (2014) and a Ph.D. in Applied Mathematics from KAUST - King Abdullah University of Science and Technology. He won the prize for best article presented by a young researcher by the International Society of Dynamic Games during the 18th International Symposium of Dynamic Games and Applications in July 2018 in Grenoble, France for the article: On the existence of solutions for stationary mean-field games with congestion. He is a collaborator associated with École Polytechnique de Paris in the group of Prof. Mathieu Rosenbaum. Experienced in the area of partial differential equations, mean-field games and optimal control, acting mainly in the following areas: optimal control applied to finance, mean-field games and market microstructure.

Areas of interest: 

  • Partial Differential Equations
  • Mean-Field Games
  • Optimal Control
  • Quantitative Finance
  • Market microstructure
  • Market Making
  • Great Execution