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Renato Vicente

My interests can be broadly described as emergent phenomena in artificial and socio-biological complex systems.

Emergence in agentic systems, information processing, and real-world impact.

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Research Interests

Complex Systems Machine Learning Evolutionary Dynamics Multi-Agentic Systems Quantitative Finance
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Selected Publications

  1. 2025. D. B. Costa, F. Alves, R. Vicente. Moral Susceptibility and Robustness under Persona Role-Play in Large Language Models. arXiv:2511.08565.
  2. 2025. D. B. Costa, R. Vicente. Deceive, Detect, and Disclose: Large Language Models Play Mini-Mafia. arXiv:2509.23023.
  3. 2024. N. Caticha, R. S. Calsaverini, R. Vicente. Statistical Mechanics of Social Hierarchies: A Mathematical Model for the Evolution of Human Societal Structures. Physics 6(2):629-644.
  4. 2022. F. M. Polo, R. Izbicki, E. G. Lacerda Jr, J. P. Ibieta-Jimenez, R. Vicente. A unified framework for dataset shift diagnostics. arXiv:2205.08340.
  5. 2021. F. M. Polo, G. C. F. Mendonça, K. C. J. Parreira, L. Gianvechio, P. Cordeiro, J. B. Ferreira, L. M. P. de Lima, A. C. do A. Maia, R. Vicente. LegalNLP -- Natural Language Processing methods for the Brazilian Legal Language. arXiv:2110.15709.
  6. 2020. F. M. Polo, R. Vicente. Effective Sample Size, Dimensionality, and Generalization in Covariate Shift Adaptation. arXiv:2010.01184.
  7. 2015. N. Caticha, J. Cesar, R. Vicente. For whom will the Bayesian agents vote? Frontiers in Physics 3:25.
  8. 2013. R. H. Schonmann, R. Vicente, N. Caticha. Altruism Can Proliferate through Population Viscosity despite High Random Gene Flow. PLOS ONE 8(8):e72043.
  9. 2013. A. Manoel, R. Vicente. Statistical mechanics of reputation systems in autonomous networks. J. Stat. Mech. 2013:P08002.
  10. 2012. R. H. Schonmann, R. Vicente, R. Boyd. Invasion, polymorphic equilibria and fixation of a mutant social allele in group structured populations. arXiv:1211.3377.
  11. 2012. R. H. Schonmann, R. Boyd, R. Vicente. The Taylor-Frank method cannot be applied to some biologically important, continuous fitness functions. arXiv:1209.1412.
  12. 2011. R. H. Schonmann, R. Vicente, N. Caticha. Two-level Fisher-Wright framework with selection and migration: An approach to studying evolution in group structured populations. arXiv:1106.4783.
  13. 2009. R. S. Calsaverini, R. Vicente. An information theoretic approach to statistical dependence: copula information. arXiv:0911.4207.
  14. 2005. R. Vicente, C. M. de Toledo, V. B. P. Leite, N. Caticha. Underlying Dynamics of Typical Fluctuations of an Emerging Market Price Index: The Heston Model from Minutes to Months. arXiv:physics/0506101.
  15. 2000. T. Murayama, Y. Kabashima, D. Saad, R. Vicente. The Statistical Physics of Regular Low-Density Parity-Check Error-Correcting Codes. arXiv:cond-mat/0003121.
  16. 1998. R. Vicente, O. Kinouchi, N. Caticha. Statistical Mechanics of Online Learning of Drifting Concepts: A Variational Approach. arXiv:cond-mat/9801297.
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Teaching

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Current Projects

Agentic Complex Systems. We are interested in emergent capabilities of agents based on machine learning models trained for natural language communication, both individually and collectively.

Foundations and Applications of Machine Learning. We aim to understand the behavior of overparameterized models, the geometry of learned embeddings, and how to apply graph neural networks in credit systems.

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Supervision

PhD

  • 2022. Rodrigo S. Veiga. Statistical Physics Analysis of Machine Learning Models.
  • 2018. Cinthia Marie Tanaka. Mathematical Models for Social Evolution: From Cooperation to Language Diversity.
  • 2018. Paulo Victor C. Rossi. Statistical Mechanics of Online Compressive Sensing.
  • 2017. Rogerio de Assis Medeiros. Pricing Models with Social Influence.
  • 2016. Joao Pedro Jerico de Andrade. Statistical Mechanics of Economic Systems.
  • 2015. Antonio Andre Monteiro Manoel. Statistical Physics for Data Compression and Data Hiding.
  • 2013. Rafael Calsaverini. Topics in Statistical Mechanics of Complex Systems.

Postdocs

  • 2021. Evanildo Lacerda Jr. Advanced Institute for Artificial Intelligence + Serasa Experian.
  • 2020. Felipe Leno. Advanced Institute for Artificial Intelligence + Serasa Experian.

MSc

  • 2021. Carlos Guatimosim Neves. Analytical Variation in the Generalization of Deep Feed-Forward Neural Networks.
  • 2021. Felipe Polo. Covariate Shift Adaptation and Dataset Shift Decomposition in Machine Learning.
  • 2013. Paulo Victor C. Rossi. Topics in Evolutionary Dynamics: Monomorphism in the Hawk-Dove Game and Multilevel Selection.
  • 2012. Antonio Andre Monteiro Manoel. Statistical Mechanics of Reputation Systems in Autonomous Networks.
  • 2012. Joao Pedro Jerico de Andrade. Applications of Statistical Mechanics to Social Systems: Interaction and Cultural Evolution.
  • 2007. Sandro Sinhorino. Prediction of Credit Card Transaction Default: A Comparative Study.
  • 2007. Luiz Paulo Rodrigues de Freitas Parreiras. Statistical Arbitrage and Artificial Intelligence.
  • 2007. Paulo Y. Ouki. Operational Risk: A Quantitative Approach to Capital Allocation.
  • 2007. Roberta Anchieta Silva. Dynamic Estimation of CAPM Beta in Equity Funds: An Application of the Kalman Filter.
  • 2005. Alberto Kurimori Garcia da Silveira. Analysis of Default Swaption Pricing Models.
  • 2005. Andre Behara. Application of Neural Networks in Operational Risk: Discriminant Analysis of Labor Losses.
  • 2004. Daniel M. Granja. Nonlinear Inference Model for Portfolio Allocation.
  • 2004. Andre F. Alves. Study of Conditional Dynamics in Financial Markets.
  • 2004. Alexandre Kamakura. Optimization of Derivatives Hedging Using Genetic Algorithms.
  • 2003. Charles M. de Toledo. Probability Distribution of Returns Based on the Heston Model.
  • 2003. Gustavo F. Moraes. Option Pricing Based on a Non-Gaussian Distribution of Returns.
  • 2002. Sandra M. C. de Oliveira. Neural Networks Applied to Pattern Recognition and Classification in Financial Time Series.
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Contact

Dep. of Applied Mathematics
Institute of Mathematics, Statistics and Computer Science
University of São Paulo
email: rvicente@usp.br