Jordi Llorens-Terrazas

Jordi Llorens-Terrazas is a Lecturer in Econometrics at the University of Surrey's School of Economics. He will join Universidad Carlos III de Madrid as Assistant Professor in the upcoming academic year. His research focuses on time series forecasting, financial econometrics, machine learning, empirical finance, and macroeconomics.

Education:

• Ph.D. in Economics from Universitat Pompeu Fabra
• MSc in Data Science from the Barcelona School of Economics

Research Interests:

• Develops methodologies for dynamic quantile forecasting and risk assessment in financial markets.
• Applies machine learning techniques to time series analysis and econometric modeling.
• Examines macroeconomic implications of financial market dynamics and portfolio optimization strategies.

Publications: Recent works include studies on empirical risk minimization in time series, multivariate dynamic quantile forecasting, and projected dynamic conditional correlations. These contributions advance statistical learning frameworks for financial and economic data analysis.

Professional Links: Google Scholar, arXiv, SSRN. Office location: 13 AD 00, University of Surrey, Guildford, GU2 7XH.