Francisco ME

Professor of Financial Engineering and Data Science

ITESO

Biography

Juan Francisco Muñoz-Elguezabal (Francisco ME) is a professor in the Mathematics and Physics Department at the Western Institute of Technology and Higher Education (ITESO). His research interests include AI & Machine Learning for Trading, Data Science for Financial Markets, Behavioral Finance, Decentralized Finance and Blockchain Tecnologies, Urban economics, Business Model Innovation for Social Impact. Has experience in Startups of the FinTech industry and innovation of goverment programs for entrepreneurship.

Interests

Academic Research
Retail Trading Systems
Innovation in FinTech

Education

M.Sc in Data Science, 2021
ITESO
B.Eng in Financial Engineering, 2015
ITESO

Experience

Academic, Entrepreneurship, Industry

Full time graduate Student

M.Sc in Data Science - ITESO

Jan 2020 – Present Guadalajara, Mexico

Courses:

I’ll present tesis for graduation in 2021-05-14

Research, Development and Innovation I
Multivariate Statistical Analysis
Mathematical Fundamentals of Data Science
Time Series
Research, Development and Innovation II
Convex Optimization
Design and Analysis of Algorithms
Research, Development and Innovation III
Programming for Data Analysis (Scientific Programming)
Predictive Modeling
Research, Development and Innovation IV
Machine Learning

Research interests:

Timeseries subsequential clustering
Machine Learning for Trading Systems
Decentralized Finance and Blockchain Tecnologies
Genetic Programming and Genetic Algorithms
Causal Inference and Statistical Learning

Technical Co-founder

ITERA LABS

May 2018 – May 2020 Guadalajara, Mexico

Startup valuation algorithm with montecarlo simulation implemented in AWS distributed infrastructure.
Follow up grant award by the National Council of Science and Technology (CONACYT) through the Binational Nodes for Innovation programm.
2nd place in Inc Crowded Festival 2018 / Regional Startup competition organized by ITESM - Guadalajara Campus
Got an exit by selling the technology to a university social business simulator.

Independent Machine Learning Researcher

iteracapital.ai

Apr 2018 – Present Guadalajara, Mexico

Iteracapital.ai is a self managed initiative for research with Artificial Intelligence and Machine Learning methods for international financial markets.

Research topics:

Design, optimization, and backtest of trading systems.
Predictive models with Artificial Intelligence.
Subsequential financial time series clustering.

Business Process and Data Scientist

FONDO JALISCO DE FOMENTO EMPRESARIAL (FOJAL)

Apr 2018 – Jan 2019 Guadalajara, Mexico

Mathematical modeling for startup programm
Data science and analytics for SMB credit model

Associate Professor

Mathematics & Physics Department - ITESO

Aug 2017 – Present Guadalajara, Mexico

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Lecturer: Trading Systems and Market Microstructure

Design and teach this course at undergraduate level for B.Eng in Financial Engineering. The topics include:
Forex Algorithmic Trading.
Behavioral Finance.
Trading systems design and optimization.
Financial reporting.

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Lecturer: Professional Application Program - Optimization of investment programs in financial intermediaries

The courses consits in lecture and guide students, from a wide variaty of majors, into bayesian thinking, innovation, data science and service design in financial processes. Also in portfolio optimization problems, trading systems and data science for financial processes in general. The frequent majors are:
Financial Engineering.
Service Engineering.
Psychology.
Systems Engineering.
Financial Management.

Lead Data Scientist and Algo Trader

Trading Pal

May 2016 – May 2017 Guadalajara, Mexico

R + Linux + SQL in cloud solution resulting in real time dashboard for business monitoring.
19% time reduction by process improvement in data ingestion (14.1 Million observations).
Manager for onsite and remote team members & Traders.

Awards

Academic, Research & Innovation, Competitions

1st Place in Research Poster Event (EPE 2020)

Centro de Investigacion en Matematicas, A.C. (CIMAT) Nov 2020

CIMAT, a research institute in mathematics, part of the National Council of Science and Technology (CONACYT), each year organizes an event named Probability and Statistics Seminar School and one day of that event an exposition of research in related subjects is held, in poster format. This award was granted by the academics and research body of the Msc/PhD in probability and statistics of CIMAT (Guanajuato unit), and this award was granted in collaboration with Riemann Ruiz Cruz, PhD.

Grant for Academic Level Improvement Program (PSNA)

Western Institute of Technology and Higher Education (ITESO) Aug 2019

A teaching performance based evaluation, for young and promising professors, granted by ITESO university, voted by the Academic Committe of the Mathematics and Physics Department. To study the graduate program of the Master of Sience in Data Science.

Grant for a Research & Innovation Project

National Council of Science and Technology (CONACYT) Jan 2019

A follow up grant for a research and innovation project, part of the program Binational Innovation Nodes, Nodo Bajío 2018 cohort, for the Startup Valuation innovation and research project. It was succesfully validated through the method of Customer Discovery Process as adopted by the National Science Foundation (NSF).

1st Place in a FinTech Hackathon

MXHacks II & meXBT Nov 2015

Lead a team of engineers to design and build a prototype for modeling and delta hedging for a bitcoin derivative, in the context of a FinTech Hackathon organized by mxHacks II and ITESM - Santa Fe Campus

Top 10% performer - Trading Challenge 2014

Chicago Mercantile Exchange Group (CME Group) Apr 2014 – Oct 2014

Electronic trading challenge organized by the CME Group, using futures and options contracts operated in the exchanges part of the CME Group, the top 10% performer classification was acompanied by a personal invitation to the Day of Market Education event in CME Group Headquarters in Chicago, IL.