Ruan Felipe da Silva e Sousa

PhD candidate in Applied Mathematics (FGV/EMAp) and MSc candidate in Systems Engineering (COPPE/UFRJ). I work on stochastic optimization, GPU accelerated stuff (on everything i can get my hands on =) ), generative models, and AI-agent engineering on my free time. Ask me about it!

Two parallel research fronts, one common thread.

My doctorate studies stochastic optimization in the context of the Brazilian power system: cut selection, the NEWAVE–DECOMP coupling, different SDDP formulations and other general techniques. My master's traces modern generative models through the lens of Optimal Transport, from normalizing flows to flow matching, and the connecting idea of moving mass from where it is to where it should be!

Building systems where mathematics matters.

Data engineer and general consultant at LabMA/UFRJ, helping generate and optimize the brazilian biometric tables. Earlier: Early engineer at Pluma Finance, quant trading systems and scientific ML.

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Four small tools, shipped and public.

Open-source, outside the day job — db_orchestrator, citation-xray, sparring, llm-chunking. Mostly Python, mostly born from an actual itch.

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The whole story, one document.

Education, experience, publications, skills — the structured version, bilingual, downloadable as a PDF.

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