Roberto-Rafael is a PhD Economics candidate in the Department of Economics. He is interested in the application of neural networks for causal inference and its potential uses when dealing with high dimensional data, in particular in the context of financial data and asset pricing problems.
Roberto-Rafael has a BSc in Mathematics (2018) and a BA in Business (2020), both from the University of Barcelona. During his undergraduate studies, he took an exchange year at the University of Pennsylvania-Wharton. He has worked for the tech department of JP Morgan, implementing machine learning tools (NLP, Neural Networks) in the investment banking division. He has also worked at the Bank of Spain, applying Neural Networks to credit default prediction.
Research Interests
Econometrics, Machine Learning, Asset Pricing
Supervisors
Taisuke Otsu
Yike Wang
Research Centre
STICERD