André Santos
Lecturer in Predictive Analytics at Edinburgh Business School
Schools
- Edinburgh Business School
Links
Biography
Edinburgh Business School
Dr. André Santos is a Lecturer in Predictive Analytics at the Management Science and Business Economics Group of the University of Edinburgh Business School. His research has been published in Journal of Financial Econometrics, Quantitative Finance, Journal of Banking and Finance, Journal of Empirical Finance, Computational Statistics & Data Analysis, Journal of Forecasting, Journal of Economic Behaviour & Organization, PLoS One, Expert Systems with Applications, Journal of Business Ethics, Computational Economics, among others. Prior to joining the University of Edinburgh, he was senior research fellow at the UC3M-Santander Big Data Institute in Spain where he collaborated in both research and consulting projects in statistical analysis, machine learning and artificial intelligence. He holds a PhD in Business and Quantitative Methods from Universidad Carlos III de Madrid.
Research Taxonomy
- Big data analytics
- Business analytics
- Data analytics
- Econometrics of financial markets
- Empirical asset pricing
- Finance & investment
- Financial econometrics
- Forecasting in finance & marketing
- Predictive analytics
- Statistics for finance
Research Interests
- Financial econometrics: Multivariate volatility models, portfolio selection and optimization, quantitative risk management, dynamic factor models, high-frequency data, realized volatility.
- Predictive analytics: forecast evaluation methods, forecast combinations, volatility forecasting, electricity price forecasting, term structure forecasting.
- Machine learning and heuristic methods: tree-based methods, regularization, neural networks.
- Institutional investment: mutual fund performance prediction and evaluation, funds-of-funds.
Research Area
- Management Science and Business Economics
Courses Taught
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