Silvana Acosta

Worked in the Central Insights Data Science Team analyzing player actions across various game titles. Utilized R, Python, and BigQuery for A/B testing, customer segmentation, and revenue forecasting. Contributed to the development of internal R packages and wrote technical reports for non-technical stakeholders.

Led validation projects for Anti-Financial Crime Models within the AI Monitoring & Surveillance Models Validation Team. Conducted model assessments, developed alternatives, and documented processes while supervising another data scientist.

Worked in the Risk Modeling Team, implementing dimension reduction techniques and clustering algorithms for clearing derivatives. Analyzed intra-daily data and performed automatic reporting and data visualizations.

Conducted simulations and developed mathematical results connecting discrete and continuous-time processes. Focused on high-frequency volatility estimation and worked in interdisciplinary teams.

Planned and presented tutorials in econometrics, leading discussions on multiple regression models and various econometric techniques for groups of students.

Assisted in writing macroeconomic reports and assembling datasets for analysis. Conducted forecasting analysis using various econometric methods.

Worked as a junior analyst in the Economic Analysis Team, updating international finance datasets and contributing to reports for clients.

Conducted research on estimating spot and integrated variance, covariances and betas of continuous-time Itô semi-martingales, both with parametric and non-parametric methods. CREATES is ranked in 2018 by IDEAS RePEc in the world’s top 4 in the field of Time-Series Econometrics.

Relevant Coursework: Measure Theory, Real Analysis and Probability, Probability Theory, Markov Chains, Mathematical Analysis, Advanced Financial Econometrics, High-Frequency Econometrics, and Modeling and Forecasting Volatility.

Relevant Coursework: Microeconomics, Macroeconomics, and Econometrics. Specialized courses included Industrial Organization and Contract Theory.

Ranked in the top 5% of my class and wrote my thesis on a Markov regime switching GARCH model for FX data.