Andrés Mora Valencia is an Associate Professor in the Faculty of Management at the University of the Andes, Colombia, where he teaches in the Finance department. He holds a Doctor of Economics from the University of Salamanca and has a strong interdisciplinary background in industrial engineering, statistics, and quantitative finance. Education: Doctor of Economics, University of Salamanca, Spain (2014) Master's Degree in Banking and Quantitative Finance, University of Castilla-La Mancha, Spain (2013) Master in Industrial Engineering, University of the Andes, Colombia (2000) Statistics Specialist, National University of Colombia (2011) Advanced Mathematics Specialist, National University of Colombia (2003) Industrial Engineer, University of the Valley, Colombia (1997) His research focuses on quantitative finance , particularly financial risk quantification using advanced statistical and machine learning models. Key areas include Value-at-Risk (VaR), Expected Shortfall (ES), fat-tailed distributions, and volatility forecasting in cryptocurrency and energy markets. He actively applies Bayesian deep learning, semi-nonparametric methods, and real options theory to financial modeling. His recent publications (2021–2025) reveal a strong trend in applying machine learning to forecast financial indices like the VIX and Skew Index, analyzing higher-order moment spillovers in crypto-forex integration, and assessing risk in renewable energy and carbon markets. His work bridges econometrics, computational finance, and sustainability. Scientific Contributions: Developed models for skew index forecasting using machine learning Explored adaptive market hypothesis in Latin American and emission trading markets Advanced semi-nonparametric risk assessment for cryptocurrencies Applied real options to value renewable energy projects He advises several graduate and doctoral students in finance, including Andrés Raúl Cruz-Hernández, Esteban Nicolás Vanegas Herrera, and Leonardo Gerardo Santana Viloria. He teaches courses such as Derivatives, Financial Planning, Investment Decisions, and Computational Methods in Finance across undergraduate, master’s, and doctoral programs. He is affiliated with the Finance and Financial Economics research group at Uniandes.
