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Saturday 25 June 2016

JUAN CARLOS MARTINEZ-OVANDO, BAYESIAN STATISTICIAN





                                                                     



                        JUAN CARLOS MARTINEZ-OVANDO




I am a Bayesian Statistician and Data Scientist passionate about dealing and solving real life problems using data analytics and statistical methods. I have experience working in public and private sector in areas related to the Social Sciences.
Currently, I work at the Department of Actuarial Science and Insurance at ITAM as a Full Time Professor; this is the link to my [official website] In this other [link] you will find a description of my professional and academic experience, as well.
I am particularly interested in studying different aspects of the Bayesian paradigm to inference involved with nonparametric methodstime-series analysishighly-structured modellingactuarial statisticsoperational risksquantitative risk assessmentmacroeconometrics and predictive analytics. I am also interested in topics related to the visualization of complex data and thescalability of stochastic computational procedures.

                                       


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                                        WEBSITE



                                       SAVAGE AWARD (2012)


                                      Juan Carlos received the prestigious Leonard J.Savage Award in 2012,

            for his truly outstandin g PH.D, thesis,


                                      "Contributions to Bayesian nonparametric modeling of time series data'"


          which was completed in 2011 under the supervision of Professor Stephen Walker at the University of Kent in Canterbury, My own main contribution to this area is described in my paper 'Density Estimation, Stochastic Processes, and Prior Information' (JRSSB, 1978, with discussion). That certainly dates me!




                                      BAYESIAN INFERENCE IN ASSET ALLOCATION (VIDEO)

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