Biography
Dr. Fernando Moreno-Pino is a Postdoctoral Researcher at the Oxford-Man Institute of Quantitative Finance, University of Oxford.
Previously, he earned his PhD in Probabilistic Machine Learning and Deep Learning from the Signal Processing and Learning Group at the Universidad Carlos III de Madrid. His research included working with heterogeneous models for high-dimensional data, exploring probabilistic machine learning methods, integrating signal processing techniques into deep-learning architectures, developing DNN methodologies (such as Transformer-based models) for time-series modeling and forecasting, and applying ML techniques to quantitative finance-related problems, including volatility forecasting and fill rates estimation
Research Interests
Dr. Fernando Moreno-Pino's research focuses on the intersection of Deep Learning, Probabilistic Machine Learning, and Quantitative Finance.