Biography

Since August 2024, Camilo has been an Assistant professor in USC's Department of Industrial & Systems Engineering. The overarching theme of his work is the theory and applications of stochastic control and stochastic analysis. He has studied applications to financial mathematics, contract theory, and optimal transport. Camilo's work has contributed to understanding economic behavioral features such as time inconsistency and its implications for optimal portfolio delegation models. He has also studied Schrödinger's problem, which is an entropy-regularized version of the celebrated optimal transport problem and the framework behind diffusion models, a class of generative models in machine learning. Before joining USC, Camilo was a Presidential Postdoctoral Fellow at Princeton University's ORFE department and a Chapman Fellow in Mathematics at Imperial College London. He holds a Ph.D. in Operations Research from Columbia University's IEOR department where he was a Cheung-Kong innovation fellow.

Research Interests

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