Pedro Galeano San Miguel

Pedro Galeano San Miguel is an Associate Professor at the Department of Statistics, Universidad Carlos III de Madrid. He is affiliated with the Nonparametric Inference for Complex Data and its Applications (NICDA) research group and contributes to the Flores de Lemus Institute and UC3M-Santander Big Data Institute. His work bridges statistics, computer science, and economics with a focus on financial and high-dimensional data.

Research Interests:

• Functional data analysis and outlier detection
• Bayesian nonparametric methods and stochastic volatility models
• Copula models for systemic risk and portfolio selection
• High-dimensional statistical inference and dynamic correlation
• Big data applications in economics and finance

Publication Trends: His recent work (2024–2016) emphasizes copula models for financial risk, functional regression techniques with missing data, and Bayesian inference for high-dimensional time series. He explores systemic banking risks, volatility prediction, and correlation structure changes across economic and financial domains.

Grants & Projects: He leads or contributes to projects on computational statistics for complex dependencies, big data customer network analysis, and multivariate asymmetric GARCH modeling, funded by institutions like the State Research Agency (AEI) and Banco Santander.