CV

Andres Azqueta-Gavaldon

Work experience

Senior Data Scientist, Bank of Spain Madrid: Octob 2023 - current
Machine Learning Researcher (causal AI), Arcturis Data Oxford: Sept 2020 - Sept 2023
Visiting Lecturer, MCI Management Center Innsbruck, Course on Machine Learning applications 3-4 Sept 2021
Consultant, International and European relations division, European Central Bank (ECB). Frankfurt: Nov 2020- Jan 2021
Research Analyst, Prices and Costs division, European Central Bank (ECB). Frankfurt: Sept 2019 - Dec 2019
PhD Intern, Business Cycle Analysis division, European Central Bank (ECB). Frankfurt: Oct 2018 - Sept 2019
Economics teacher, Centre for Open Studies. University of Glasgow: Oct 2016 - July 2017
Intern, Deutsche Gesellschaft fur Internationale Zusammenarbeit (GIZ) GmbH. Munich: Apr 2016 - Jun 2016
Research Assistant, Max Planck Institute for social law and social policy. Munich: Aug 2012 - Aug 2014
Intern, Instituto Universitario de Analisis Economico y Social. Alcala de Henares (Madrid): Jun 2011 - Sept 2011

Education

Ph.D. in Economics, Adam Smith Business School, University of Glasgow. 2015 - August, 2020
- Thesis: Text-mining in Macroeconomics: the wealth of words.
- Ph.D. Examiner: Professor Michael McMahon
Data Science Specialization, John Hopkins University (Online): 2014 - 2015 (all courses completed expect the final project)
M.Sc. in Economics, Ludwig Maximilian Universitat Munchen (LMU): 2011 - 2014
B.Sc. in Economics, Adam Smith Business School, University of Glasgow: 2007- 2011

Teaching:

Avance Methods of Natural Language Processing: Eduonix Online course Module 4. March 2022 - current

Published papers:

Azqueta-Gavaldon A. 2023. Political referenda and investment: Evidence from Scotland, European Journal of Political Economy, volume 80, https://doi.org/10.1016/j.ejpoleco.2023.102474
Azqueta-Gavaldon A., Hirschbühl D., Onorante L., and Saiz L. 2023. Sources of economic policy uncertainty in the euro area, European Economic Review, https://doi.org/10.1016/j.euroecorev.2023.104373
Wallis J., Azqueta-Gavaldon A., Ananthakumar T., Dürichen R., and Albergante L. 2022. Similarity-based prediction of ejection fraction in heart failure patients. Informatics in Medicine Unlocked, Volume 32: https://doi.org/10.1016/j.imu.2022.101035
Azqueta-Gavaldon A. 2019. Causal inference between cryptocurrency narratives and prices: Evidence from a complex dynamic ecosystem. Physica A: Statistical Mechanics and its Applications, https://doi.org/10.1016/j.physa.2019.122574
Azqueta-Gavaldon A. 2018. Financial investment and economic policy uncertainty in the UK. IML '17 Proceedings of the 1st International Conference on Internet of Things and Machine Learning Article No. 40
Azqueta-Gavaldon A. 2017 Developing news-based Economic Policy Uncertainty index with unsupervised machine learning. Economics Letters, 158, 47-50.

Working papers:

Al-Haschimi A, Apostolou A. Azqueta-Gavaldon A. and Ricci M. (2023) Measuring financial risk in China: An unsupervised machine learning approach, Working Paper Series 2767, European Central Bank. [SUERF coverage] (R&R Journal of Banking and Finance)
Azqueta-Gavaldon A, Diakonova M, Ghirelli C. and Perez J. (2023) Sources of economic policy uncertainty in the euro area: a ready-to-use database, Banco de Espana Occasional Paper Issue 2314
Azqueta-Gavaldon A., Hirschbühl D., Onorante L., and Saiz L. (2020):Nowcasting business cycle turning points with stock networks and machine learning , Working Paper Series 2494 , European Central Bank

Selected conference/workshops/hackathons presentations:

26th Applied Economics Meeting, Santander, Spain, 6-7 June 2024
Generative AI Day, European Central Bank, 30 April 2024
Seminar Banco de España, 24 January 2023
Lunch time seminar to the Research Unit's Staff, Bank of Finland, Finland. 8 October 2019
Big Data and Economic Forecasting Workshop, ISPRA, Italy. 16-17 May 2019
3rd Conference in Banking Finance and Financial Econometrics , Essex, UK. 5-6 July 2018
Asian Meeting of the Econometric Society, Seoul, South Korea. 21-23 June 2018
XXI Applied Economics Meeting, Alcala de Henares, Spain. 7-8 June 2018
4th International Conference on Applied Theory, Macro and Empirical Finance (AMEF, 2018), Thessaloniki, Greece. 2-3 April 2018
Scottish Fiscal Commission Seminars, Edinburgh 16 Feb. 2018
International Conference on Internet of Things and Machine Learning (IML 2017), Liverpool. 17 -18 Oct. 2017
Workshop on Disadvantage, University of Glasgow, 6-7 July 2017 (http://www.gla.ac.uk/media/media_531458_en.pdf)
Local Transport Product Forge (Hackathon), Edinburgh 7 May 2017 (watch the presentation: minute 50 https://www.youtube.com/watch?v=rRHDF3_eGC4)
International Conference on Machine Learning and Computing (ICML 2017), Singapore. 23-24 Feb. 2017

Referee services:

Economics Letters (3), The North American Journal of Economics and Finance (1), Research in International Business and Finance (2), Economic Modelling (1), Journal of Multinational Financial Management (1), Empirical Economics (1)

Voluntary work:

Awards/Grants:

Best PhD Finance Paper, 3rd Essex Center Conference in Banking and Finance (July 2018, Essex, UK): 100 pound
Special mention from the Young Researchers ALdE Prize 2018, XXI Applied Economics Meeting (June 2018, Alcala de Henares, Spain): 500 euros
College of Social Sciences Economics doctoral student Scholarship, Aug. 2015 - July 2019
Luis Toharia Award for Young Researchers in Labour Economics: 250 euros
Full Academic Funding by the Student Award Agency for Scotland (SAAS), Sept 2008 - Sept 2011

Languages:

Spanish (mother tongue); English (full professional proficiency); German (fluent)

IT Knowledge: