Mateus Hiro Nagata
M.Res. in Economics and Decision Sciences - HEC Paris
M.A. in Economic Theory - ITAM
B.A. in Economic Sciences - University of Brasilia
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Description
Hi! My name is Mateus Hiro Nagata. A first-principles thinker Data Scientist/Economist. My interests revolve around transforming ML and data science analysis into actions using solid economic theory. Specifically, I can translate data-driven analysis into human-interpretable insights.
Currently, I devised new Machine Learning and Reinforcement Learning algorithms and applied them to Game Theory (the analysis of strategic interaction between agents) and Decision Theory (the analysis of individual decision). Those new algorithms were used to create papers that were accepted at JECCO 2025 and Science of Decision Making Conference and can be found in my Documents section.
My experiences include 4 papers published into top journals using Time-Series Analysis in Finance (and Extreme-Value Theory) and Machine Learning analysis and Predictions.
Research Projects
Algorithmic Game Theory x Reinforcement Learning
Decision Theory x Statistical Learning
Research
Representativity: A Possibility Theorem
Mateus Hiro Nagata
18th Society for Social Choice and Welfare Conference, Tokyo (2026, forthcoming)
On the Comparative Performance of Machine Learning and Economic Models for Risky Decision Making
Mateus Hiro Nagata
SDM 2025 (Chengdu, China) · GAIMSS 2025 (Paris, France)
Outcome Selection with Algorithmic Learners
Mateus Hiro Nagata, Francesco Giordano
JECCO 2025 (UK)
Published Papers
Retrodicting with the Truncated Lévy Flight
Raul Matsushita, P. Brom, Mateus Hiro Nagata, Sergio da Silva
Communications in Nonlinear Science and Numerical Simulation, 116 (2023)
The Duration of Historical Pandemics
Raul Matsushita, Mateus Hiro Nagata, Sergio da Silva
Communications in Nonlinear Science and Numerical Simulation, 106 (2022)
Bypassing the Truncation Problem of Truncated Lévy Flights
Raul Matsushita, Sergio da Silva, R. da Fonseca, Mateus Hiro Nagata
Physica A, 559 (2020)
An Empirical Overview of Nonlinearity and Overfitting in Machine Learning Using COVID-19 Data
Yuan Peng, Mateus Hiro Nagata
Chaos, Solitons & Fractals, 139 (2020) · 150+ citations
Guides
Academic
Useful links!
- Prorum A forum that has questions in numerous topics related to academia, organized by professor Cajueiro.
- Matheus Facure A website dedicated to causal relations, econometrics and machine learning in an unique way. Matheus Facure is an extremely talented guy working in Nubank.
- Tips4Economists A thread of useful links for econ students aiming to be a good grad researcher, by professor Masayuki Kudamatsu.
- How to Become a Pure Mathematician (or Statistician) For those who have an (unhealthy) deal of interest in mathematics (such as myself).
- quantecon If you believe that Python, Julia and Economics can change the world, this is how.
- https://aplicardesdemexico.github.io If tortillas are your main food source and you dream of doing a Ph.D. in Econ, this will help.
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