FAPESP Thematic Project Workshop 2026 Econometric Modeling and Forecasting in High-Dimensional Models

About the workshop

The workshop will bring together Brazilian and international researchers to discuss topics at the frontier of econometrics, finance, artificial intelligence, crypto finance, and climate risk. The programme includes a mini-course, invited conferences, and round-table discussions.

The event is aimed at master's and doctoral students, postdoctoral researchers, junior and senior faculty members, and professionals from the financial market and related sectors. The workshop will be held in a hybrid format, combining in-person activities at FGV EAESP with selected online presentations.

 

Venue

FGV EAESP - São Paulo School of Business Administration
Fundação Getulio Vargas
Av. 9 de Julho, 2029 - Bela Vista
São Paulo - SP, 01313-902, Brazil

Access is also available through Rua Itapeva, 432. The closest metro station is Trianon-MASP, on Line 2-Green.

Arrival at the venue

• Please arrive at least 20 minutes before the first session you plan to attend.
• Bring a photo ID for access to the FGV building.
• The registration desk will open at 08:30 on both days.
• Additional room and access instructions will be sent to registered participants.

Accommodation

Where to stay

Participants are advised to stay in the Bela Vista, Avenida Paulista, Jardins, or Paraíso areas. These neighborhoods provide convenient access to FGV EAESP, restaurants, and public transportation.

Closest to the venue

Options around Rua Itapeva and Bela Vista are generally within walking distance. Examples include Hotel Intercity Pamplona, Rosewood São Paulo, and H3 Hotel Paulista.

Avenida Paulista area

Hotels near Avenida Paulista provide easy access to the Trianon-MASP and Brigadeiro metro stations. Examples include Blue Tree Premium Paulista and other hotels along Paulista Avenue.

Budget options

Bela Vista also offers smaller hotels, hostels, and short-stay apartments. Check recent guest reviews and the exact walking route before booking.

The workshop organization does not have an official hotel or negotiated rate at this stage. Participants should book directly with their preferred accommodation provider. Prices and availability may change.

Airport Transfers

Getting to FGV EAESP

São Paulo is served mainly by Congonhas Airport (CGH), located within the city, and São Paulo/Guarulhos International Airport (GRU), located in Guarulhos. Travel time varies substantially according to traffic conditions.
 

From Congonhas Airport (CGH)

The most direct alternatives are an authorized taxi or an app-based car service. The airport has official taxi service points in the terminal.

• Suggested destination: FGV EAESP, Av. 9 de Julho, 2029, Bela Vista.
• Allow additional time during weekday morning and evening peak periods.
• Confirm the designated app-based pickup area shown in the airport signage or app.
   

From Guarulhos International Airport (GRU)

The most convenient door-to-door alternatives are an authorized taxi or an app-based car service. A lower-cost public transportation option is the CPTM Line 13-Jade train connection.

• The airport train connects GRU with São Paulo's rail and metro network.
• For FGV EAESP, continue toward Line 2-Green and exit at Trianon-MASP station.
• Passengers with heavy luggage may find a taxi or app-based car more practical.
   

Public transportation in São Paulo

FGV EAESP is approximately a 10-15 minute walk from Trianon-MASP station, depending on the building entrance and walking route. Use a current route-planning application on the day of travel, since service arrangements and traffic conditions can change.

For personal safety, use official taxi counters, designated app-based pickup areas, or clearly identified public transportation services. Do not accept unsolicited transport offers inside airport terminals.
 

Organizing Committee

• Pedro Valls (FGV EAESP)
• Marcelo Fernandes (FGV EESP)
• Emerson Marçal (FGV EESP)
• Luiz Hotta (IMECC UNICAMP)

Contact:

Prof. Pedro Valls
Department of Technology and Data Science - FGV EAESP
FGVquantfin - Centre of Quantitative Studies in Economics and Finance
pedro.valls@fgv.br