Juan Arismendi Zambrano, D.Phil.  (Ph.D.)

Data science projects need real experts in their implementation. Our "Financial Economics" research group has developed a infrastructure to accomplish the most demanding tasks in the search for the most audacious research ideas: multi-factor asset pricing with thousands of simulations, entropic risk measures estimated with complex grids of interest rate term structures, risk calculations of portfolios of options with heavy-tailed distributions, implicit tail dependence of interest rates swaps, and sentiment analysis of the speeches of Board members of the Central Banks, are some of the projects that use our high-performance computing infrastructure with clusters of CPUs and GPUs.