Ignacio Cascos Fernandez

Ignacio Cascos Fernandez is an Associate Professor at the Department of Statistics, School of Engineering, Carlos III University of Madrid. His research focuses on Multivariate Analysis (depth functions, multivariate quantiles) and Probability Theory (stochastic orders, random sets, financial risk measures).

• Key Research Areas
  • Multivariate analysis with emphasis on data depth and quantiles
  • Probability theory involving stochastic orders and random sets
  • Applications to financial risk modeling and statistical process control
• Notable Awards
  • IASC ERS Young Researchers Award (2006)
  • Elected member of the International Statistical Institute (2008)
• PhD Supervision
  • Advised José Manuel Cueto (2021) on multifactor models for equity returns
  • Advised Maicol Ochoa (2022) on expectiles and multivariate analysis
• Recent Projects
  • Developed data depth methodologies for biological age prediction
  • Created statistical tools for complex data in finance and real estate analysis