Francisco ME

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, 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

Nov 2019 – Present Guadalajara, Mexico

Responsibilities:

(Done)

  • Research, Development and Innovation I
  • Multivariate Statistical Analysis
  • Mathematical Fundamentals of Data Science
  • Time Series
  • Research, Development and Innovation II

(Currently)

  • Convex Optimization
  • Probabilistic Graphical Models
  • Research, Development and Innovation III

(Planned)

  • Predictive Modeling
  • Research, Development and Innovation IV
  • Machine Learning
  • Deep Learning
 
 
 
 
 

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.
 
 
 
 
 

Co-founder & CEO

ITERA LABS

Aug 2017 – Oct 2019 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.
 
 
 
 
 

Algorithmic trading & Analytics manager

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

Grant for Academic Level Improvement Program (PSNA)

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

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

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

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.

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