Argimiro Arratia

MSc Computer Science (Wisconsin), PhD Mathematics (Wisconsin)

Associate Professor at Universitat Politècnica de Catalunya

I currently hold a permanent position at the Computer Science department of UPC. Previously I was a Visiting Professor (2008-2009) at the Economics Dept. of Universidad Carlos III de Madrid, and from 2003-2008 I held a Ramón y Cajal Research position at the Applied Mathematics Dept. of Universidad de Valladolid. From 1997-2003 I was Associate Professor at Universidad Simón Bolívar (Venezuela) and also work part-time (2001-2003) as researcher at the Instituto Tecnológico Venezolano de Petróleos.

My scientific career comprises two stages (so far): I began doing research and publishing papers on Finite Model Theory and Computational Complexity (i.e. Descriptive Complexity), but since 2010 I have focused my research and publication efforts in Financial Time Series Analysis, Optimization Heuristics and Mathematics of Finance with an emphasis on their algorithmic and numerical aspects (i.e. Computational Finance).

I have published 2 books (one for each of my two broad areas of research interest), have participated at various conferences across the world and being a member of the scientific committee of various international conferences held in Venezuela, Brasil, Spain, Chile and Australia. I was the Chief Editor (2000-2007) of the Boletín de la Asociación Matemática Venezolana, and currently I am the Series Editor for Atlantis Press and Springer series in “Atlantis Studies in Computational Finance and Financial Engineering”.

Teaching in Barcelona GSE:

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Research interests

Financial Time Series Analysis
Optimization Heuristics
Mathematics of Finance

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The academic excellence of the Barcelona GSE rests on the talent, enthusiasm, and drive derived from our faculty. A community of over 150 Barcelona GSE Affiliated Professors working on Economics, Finance, Data Science, and related areas is drawn from four top-flight academic units.

MsC Data Science, BGSE
MsC Data Science, BGSE
PhD, Johns Hopkins University
Ph.D., Statistics and Operational Research, Barcelona Tech (UPC)

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