David Pacheco Aznar

David Pacheco Aznar is a computational mathematician and data scientist whose focus is on quantitative finance. He has been a quantitative analyst for an investment group in Barcelona for almost four years, as well as a quantitative researcher at the Artificial Intelligence Finance Institute (AIFI) for a year. As a quantitative analyst, he developed several back-testing strategies for various models via both classic and deep learning methods. In addition, he worked on language-model-oriented solutions to boost the predictive power of portfolio management strategies. His research output has resulted in over 1,000 Social Science Research Network (SSRN) downloads over the last year, and his papers covered generative models for time series and deep distributional reinforcement learning research and advancements in the field of portfolio management. He has been a teaching fellow at Columbia University for big data and AI and recommender systems courses. David has also been a guest speaker at New York University, where he has spoken about generative models in finance, reinforcement learning and deep reinforcement learning in portfolio management.

 

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Book contributions by David Pacheco Aznar

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