About me

Brief bio

I studied and worked in Argentina, USA, Italy and now I'm based in Spain. I like opera, classical music, and experimental music from the 1980's.

I am a quantitative economist, specialized in the analysis of time series. My main interests are: finance, econophysics, complex systems, nonlinear dynamics, macroeconomics, financial crises and datamining.

Since 2016, I have been a Mendeley Advisor.

Research interests

  • Financial economics
  • Asset pricing
  • Risk analysis


  • Econophysics
  • Complex systems
  • Nonlinear dynamics


  • Artificial Neural Networks
  • Forecasting
  • Information theory