Title: A Signal Processing Perspective on Financial Engineering (Part 2 of 2)
Date: 31-Ene-20
Location: 301 del aulario III
Speaker: Sergio Rozada (BBVA)
Abstract: Financial Engineering is a multidisciplinary field that pursues the application of technical methods in the practice of finance. Financial Engineering has been around for many decades and it has claimed a lot of attention from the industry. Indeed, some of the largest financial institutions of the world invest huge amounts of money every year in this academic field. Financial Engineering involves fields such as Financial Theory, Computer Science, Mathematics or even Engineering. In recent years, it has been studied the interface between Signal Processing and Financial Engineering. Surprisingly, it has been discovered that they not only have many things in common but they have reached similar foundational concepts as well. The goal of this talk is to introduce Financial Engineering and the main challenges that this discipline faces while exploring some common points with Signal Processing.
Bio: Sergio Rozada is a data scientist at BBVA and a PhD Student at King Juan Carlos University. He holds a MSc in Data Science at City, University of London and a BSc in Electronics and Automation Engineering at the University of Oviedo. For two years, he worked as a researcher at ArcelorMittal participating in projects related to applied robotics and applied additive manufacturing in industrial environments. Currently, he is developing data-based algorithms for Personal Financial Management (PFM) products at the BBVA Client Solutions Department.