Associate Professor at Universidad Carlos III de Madrid (UC3M) since 2007. Senior member in the Research Institute UC3M-Santander of Financial Big Data. Director of the Master and PhD Programs in Mathematical Engineering at UC3M.
Previously, a Visiting Professor at Universidad de Castilla-La Mancha (2000-2002), and after that (2002-2007), a Visiting Professor (tenure-track) at the Department of Statistics of UC3M.
B.S. degree in Mathematics (1995) from Universidad Autónoma de Madrid and a Ph.D. in Mathematics (2000) from UC3M.
Young Investigator Award for Research Excellence (UC3M) in 2010, 2013 and 2017.
Fields of Interest
- Big Data Optimization: large and sparse optimization, stochastic optimization, Lasso regressions, high-dimensional covariance and precision matrix estimation, sparse networks, low-rank matrix recovery.
- Quantitative Portfolio Management: low-volatility investing, portfolio optimization under estimation risk, value-at-risk optimization, robust portfolio optimization, forecasting.
- Analytics in Energy Markets: forecasting, strategic bidding, trading strategies and risk management.
- Optimization (Master in Mathematical Engineering and Business Administration and Quantitative Methods).
- Optimization in Big Data (Master in Big Data Analytics).
- Statistics, Probability and Multivariate Analysis (Master in Industrial Economics and Markets)
- Optimization and Simulation in Business (Business Administration).