Fernando Moreno-Pino

Fernando Moreno-Pino is a Postdoctoral Researcher at the Oxford-Man Institute of Quantitative Finance, University of Oxford. His work bridges Deep Learning, Probabilistic Machine Learning, and Quantitative Finance, focusing on time-series forecasting, volatility analysis, and financial market modeling. 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.

Affiliations: Oxford-Man Institute (University of Oxford), with research collaborations in quantitative finance and AI-driven financial modeling. Contact: fernando.moreno-pino@eng.ox.ac.uk.

Key Projects: Development of rough transformers for continuous-time sequence modeling, dilated causal convolutions for volatility forecasting, and spectral attention autoregressive models. Active on GitHub with repositories like Spectral Attention Autoregressive Model and Heterogeneous HMM.