PhD Student at Universidad Carlos III de Madrid
I am a PhD Student in Machine Learning at the Signal Processing Group of the Universidad Carlos III de Madrid under the supervision of Prof. Dr. Antonio Artés-Rodríguez. Currently, I'm working as a Visiting Researcher at the Oxford Man Institute of Quantitative Finance at University of Oxford.
Research InterestsAt the moment, I am highly interested on time-series related problems, as volatility forecasting in financial markets. Previously, I have worked with heterogeneous models in high dimensional data for the problem of Human Activity Recognition (HAR). Also, I have been working lately on autoregressive models that marry signal processing techniques with deep-learning approaches. For the application of these models, one of the data sources for my research is the Alpha Vantage Stock Market API.
- From May 2022, I will be a Visiting Researcher at University of Oxford:
- Python Library for Heterogeneous-HMMs just released (Docs, Github, Preprint).
- New preprint available on arXiv:
- "Deep Autoregressive Models with Spectral Attention".
- Paper accepted for publication at IEEE Computers in Cardiology (CinC):
- "Hidden Markov Models for Activity Detection in Atrial Fibrillation Electrograms".
- I will be attending on September 2020 the online Gaussian Process Summer School by University of Sheffield, United Kingdom [online].
- I will be attending on September 2020 the online Machine Learning Frontiers in Precision Medicine (MLFPM) by Liège Universitáin [online].
- I will be attending on September 2019 the first Machine Learning Frontiers in Precision Medicine (MLFPM) by ETH Zürich, in Basel, Switzerland.
- I will be attending from August to September 2019 the MLSS19 at Skoltech, Moscow.
- Paper accepted for publication at JCSM:
- "Validation of Fitbit Charge 2 and Fitbit Alta HR Against Polysomnography for Assessing Sleep in Adults With Obstructive Sleep Apnea".
- I will be starting my PhD on September 2018 at Universidad Carlos III de Madrid at the Signal Processing Group!
- I will be attending on June 2018 the Data Science Summer School (DSSS) at École Polytechnique, in Paris.