He is Associate Professor in the Department of Análisis Económico: Economía Cuantitativa at Universidad Autónoma de Madrid . Previously, he was Visiting Professor at Universidad Politécnica de Madrid (2003-2006) and Visiting Assistant Professor in the Graduate School of Business at the University of Chicago (2002-2003).
He obtained his B.Sc. in Mathematics from Universidad Autónoma de Madrid in 1994 and his PhD in Mathematical Engineering from Universidad Carlos III de Madrid in 2002. He had supervised 3 Ph.D. Thesis.
His main research interest is related with Statistics and Economics areas: dimension reduction techniques, cluster analysis, model selection criteria, Portmanteau test, time series analysis, factor analysis and forecasting energy markets among others. He had published 15 papers in top journals including Journal of the American Statistical Association, Thechnometrics, IEEE Transactions on Power Systems, British Journal of Management, Energy Economics, Applied Energy, International Journal of Forecasting, among others.