About me
Brief bio
I studied and worked in Argentina, USA, and Italy. Now I'm based in Spain. I like opera, classical music, and 1980s experimental music.
I am a quantitative economist, specializing in the analysis of time series. My main interests are finance, econophysics, complex systems, nonlinear dynamics, macroeconomics, financial crises, and artificial intelligence.
I am an associate professor at Universitat Rovira i Virgili (Spain), a member of the executive board of the Research Centre on Economics and Sustainability (ECO-SOS), and an associated researcher to the I+D+I Consortium on Cloud Computing, Big Data & Emerging Topics (Argentina). I have the habilitation as full professor (acreditación a catedrático de Universidad) by ANECA (Spanish Quality Agency).
I am honored to be within the top 4% worldwide (last 10 years publications). according to RePEc/Ideas ranking, and the top 2% worldwide in my field according to the standardized metrics constructed by Ioannidis, J.P.A. (2024)
Research interests
Financial economics
Asset pricing
Risk analysis
Econophysics
Complex systems
Nonlinear dynamics
Artificial Neural Networks
Forecasting
Information theory