Draft:Fabio S. Dias

Fabio Dias is an English computer scientist and academic. He is the director for the relationship between the University of Surrey and Bloomberg L.P.. He is a distinguished lecturer of Finance and Econometrics at the University of Surrey, Guildford.

Education
Dias has a PhD in Econometrics and Statistical Science from University College London and a Master of Science in Statistics from the University of São Paulo. He has a BSc in Computer Science from the University of São Paulo.

Career
Dias started his banking career as a developer for the Front Office Technology at Credit Suisse.

After leaving the banking industry, he became a lecturer at the University of Surrey where he is module leader for financial modeling and director for the relationship between the University of Surrey and Bloomberg L.P.

Research
His research concluded that equity markets exhibit non-linear serial dependence at daily intervals that can be explained with the use of a time series model designed to predict the sign of a cumulative return series. These effects remain statistically significant even after allowing for transaction costs. A similar phenomenon was documented with commodity futures prices, where a probabilistic model based on the sign of a return series provided additional information about the skewness of future returns.