Dr. Martín Lozano.

Areas of expertise: Finance, Economics, Statistics, Data Science.

Programming skills: Proficient in R, R Studio. I am familiar with Octave, MATLAB, Python and LaTeX editors. 

Computer skills: Weka, GGobi, EViews, Stata, Gretl, SPSS, among others.

Research interests: Empirical asset pricing; beta and SDF pricing models and tests; financial econometrics; GMM estimation and inference; portfolio allocation models and performance; computational finance; data science applications in business.

Teaching interests: Introductory economics (microeconomics, macroeconomics), economic analysis, quantitative finance, computational finance with R, risk management, credit risk, financial modeling, financial econometrics, financial engineering, statistics.

Education: I have a Postdoc in Finance from The University of Manchester; a PhD in Quantitative Finance from the University of the Basque Country; a Doctor Europaeus mention from the European University Association. I have four MSc degrees in Statistical Learning and Data Mining; Modern Applied Statistical Methods; Quantitative Finance; and Finance. I have three University Expert degrees in Statistical Learning and Data Mining; Statistical Techniques for the Scientific Analysis of Data; and Advanced Methods of Applied Statistics. I have a BS in Economics, and other professional certificates mostly in the area of data science and innovation from Strathclyde Business School, RISIS (Research Infrastructure for Science and Innovation Policy Studies), The Alan Turing Institute, among others.

Research: I have been a  researcher in the area of quantitative finance for the last 10 years. I have a full time two-year post-doc research fellow position in Finance. I have held a couple of full-time research positions as a one-year pre-doctoral Marie Curie research fellow Supported by the Sixth European Community Framework Programme, and a two-year post-doctoral research fellow position both at the University of Manchester (Business School, and the Centre for the Analysis of Investment Risk). My research has been published in 3-star journals according to The Chartered Association of Business Schools, including Journal of Empirical Finance, Quantitative Finance, and Journal of Financial and Quantitative Analysis (research assistance). My research has been presented in numerous research seminars in the UK, Spain, Mexico, Sweden and Ireland. My research has also been presented in prestigious international conferences including the Spanish Association of Finance Forum; Eastern Finance Association; World Congress of the Econometric Society; French Finance Association; and Econometric Research in Finance among others. I collaborate as reviewer and editor for several academic journals in the areas of finance.

Teaching: I have been a lecturer in economics, finance and data science for under and postgraduate levels at different universities in Mexico and the UK for the last 20 years. Also, I have supervised more than 80 dissertations at under and postgraduate academic programs of schools including the London School of Business & Finance; University of London, School of Oriental and African Studies (SOAS); The University of Manchester; Universidad Complutense de Madrid, UDEM, among others. Also, I have experience in continuous education, consulting, and executive training in the area of finance.