Actuary / M.Sc. Computer Science

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Universidad Nacional Autónoma de México (UNAM)

Specialized in Mathematical Finance

- Probability I (Univariate distributions)
- Probability II (Multivariate distributions)
- Stochastic Processes (Stochastic calculus)
- Analysis (Measure theoretic probability)
- Statistics I (Parametric statistics)
- Statistics II (Non-parametric statistics)
- Statistics III (Survival analysis and time series)
- Operations Research (Linear programming)
- Programming I & II (C/C++/R)

**Objective**: Using the equivalent martingale approach, find the value of an european option, \(V(t,T, S_t) \), when
$$dS_t = \left(\alpha - \lambda \kappa \right)S_{t}dt + \sigma S_{t}dW_{t} + S_{t^-}dQ_{t}$$

$$V(t, T, S_t) = e^{-(T-t)} E_{\mathbb{P}} \left[ V(T, S_T)| \mathcal{F}_t \right]$$

Instituto Politécnico Nacional (IPN)

Artificial Intelligence Laboratory

- Theory of Computation
- Algorithms
- Artificial Intelligence
- Statistical Machine Learning
- Pattern Recognition
- Evolutionary Optimization Algorithms

**Objective**: Learn a set of *IF-THEN* rules to generate a trading strategy that can beat the *buy-and-hold* strategy proposed by
the *Efficient Market Hypothesis.*

- Proposed a novel labelling methodology for financial time series (evolutionary algorithm).
- CN2 and AQ20 algorithms for learn the set of rules.
- Obtained mixed results Hard to cope with highly uncertain environments.

- Teacher Assistant @ Universidad Nacional Autónoma de México (UNAM) - August 2012 / June 2013.
- Stock Indexes Analyst @ Mexican Stock Exchange - July 2013 / February 2015.
- Economic Data Analyst @ Bloomberg L.P. - August 2015 / August 2017.
- Professor @ Instituto Tecnológico Autónomo de México (ITAM) - October 2019 / June 2020.

The fields I would like to explore are related to the responsible use of AI:

- Ethical AI.
- Interpretable/Explainable AI.
- Causality (Judea Pearl's work).

- Probabilistic Inductive Logic Programming.
- Probabilistic Graphical Models.
- Tractable Probabilistic Models.
- Probabilistic Programming.
- Reasoning and Knowledge Representation.

- Evolutionary Algorithms.
- Data Efficient Models.
- Monte Carlo Methods (MCMC, HMC, LMC, ...).
- Topological Data Analysis.
- Cognitive Science.
- Philosophy of AI (Aiming to a human-level intelligence?)
- Pedagogy in Computer Science.

- David Hume (A Treatise of Human Nature) says that one of the requirements for causality is temporal precedence $$X_{t^{-}} \rightarrow Y_{t}$$
- The Holy Grail in finance/economics
- Can we extend
*do-calculus*to time series?

- Under certain restrictions, sum product networks can make inference a tractable computation
- Is not easy to embed previous knowledge on them
- Is it possible? How to do so?
- Is there any tractable model capable of this?

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