David Montalván

Actuary / Computer Scientist

Welcome to my page!
I'm an actuary turned computer scientist, interested in:
Finance.
Machine Learning.
Artificial Intelligence.
Natural Computing.
Data Analysis.

Education

Eindhoven University of Technology (Netherlands)

PhD. student

Department of Mathematics and Computer Science
Uncertainty in Artificial Intelligence Group

Research topic: Probabilistic Machine Learning.

November 2020 - Current

National Polytechnic Institute (IPN - México) - Computer Research Center

Master degree in Computer Science

Artificial Intelligence Laboratory

Thesis:Automated learning of trading rules for the stock market

9.83/10

August 2017 - November 2019

National Autonomous University of México (UNAM) - Faculty of Sciences

Bachelor in Actuarial Science

Financial Derivatives - Track

Thesis: Merton's jump diffusion model for pricing european options: A martingale approach

9.27 / 10

August 2008 - July 2012

Job Experience

Professor

Mexico Autonomous Institute of Technology (ITAM)

Professor for a diploma in data science and machine learning applied to finance. The courses I was involved in were about python programming, linear algebra, and probability.

October 2019 - June 2020

Economic Data Analyst

Bloomberg L.P.

I maintained the data for Latin America economic indicators. Also worked closely with news team in order to generate press notes related to the economic releases.

August 2015 - August 2017

Stock Indexes Analyst

Mexican Stock Exchange

I was in charge of the maintaing of all stock indexes, including Índice de Precios y Cotizaciones (Price and Quotations Index, Bloomberg: MEXBOL) the most important stock index for México.

July 2013 - February 2015

Teacher Assistant

National Autonomous University of Mexico (UNAM)

I taught two courses in risk theory for advanced undergraduate students. I was responsible of elaborating and grading homeworks and exams, also teaching extracurricular material.

August-2012 - June 2013

Certifications

Deeplearning.ai

Tensorflow in Practice Specialization (Certificate)

This specialization comprehends the following courses:

  • Introduction to TensorFlow for Artificial Intelligence, Machine Learning, and Deep Learning.

  • Convolutional Neural Networks in TensorFlow.

  • Natural Language Processing in TensorFlow.

  • Sequences, Time Series and Prediction

Johns Hopkins University

The R Programming Environment (Certificate)
Advanced R Programming (Certificate)
Building R Packages (Certificate)

Skills

Programming Languages & Tools
  • Python

  • R

  • C/C++

  • VBA

  • LISP

  • HTML
  • Spark (pyspark)

  • SAS

  • Bloomberg Terminal

  • Excel

  • Git

  • Linux

Interests

I'm interested in the following topics:
  • Quantitative Finance:
    • Portfolio optimization.
    • Derivatives pricing.
    • Risk management.
    • Algorithmic trading.
  • Machine learning:
    • Probabilistic graphical models.

    • Inductive logic programming.

    • Interpretable machine learning.

    • Bio-inspired algorithms.

    • Reinforcement learning.

    • Statistical relational learning.

    • Probabilistic programming.

    • Bayesian learning.

Publications

Hopefully this list will get bigger as time goes by.

Teaching

Some courses that I have taught (or currently teaching)

Writing

Some writings/projects that I have made

Software

Here you can find some software I've made.