Hola!, this is
J. Francisco Munnoz
Researcher in M.L. & DeFi
I'm a Data Scientist interested in the intersection between Machine Learning and Blockchain technologies for Decentralized Finance. Also an Associate Professor at ITESO University, in the Mathematics and Physics Department.
About Me
Financial Engineer & Data Scientist by training, convergent thinker by nature. I enjoy working on connecting the dots between Artificial Intelligence and Blockchain technologies for Decentralized Finance topics.
I've been a technical founder with an early exit with a FinTech Startup. Built from the ground up a program for a state development bank, started a freelance research & //& Development initiative in A.I. for investments with which I've gotten an award in a research competition, and completed 3 from small to medium size and complexity Financial Machine Learning projects. My current focus is to research and develop in the space of DeFi mainly in AlgoRand, and to teach at one of Mexico's Top Universities.
Some technologies I use:
- Python/R
- Go/Rust
- Solidity/TEAL
- Linux/Git
- AWS/Docker
- TensorFlow/PyTorch
- Jupyter/Colab
- LaTeX/rst
- SQL/JSON
Research and Technologies
Featured Project
Python package: lucidmode
An open-source, low-code and lightweighted Python package for transparent and interpretable machine learning models. It has built in machine learning methods optimized for visual interpretation of some of their most relevant calculations.
- python
- numpy
- rich
- OOP
- pypi
Featured Project
Research Paper: T-Fold SV
T-Fold Sequential-Validation Technique for Out-Of-Distribution Generalization with Financial Time Series Data. As presented in 4th International Conference on Econometrics and Statistics EcoSta 2021
- Learning Theory
- Financial ML
- Python
- R
- LaTeX
Featured Project
Research Poster: Temporal Patterns
As presented/awarded in CIMAT-EPE2020, by using a convoluted model for Subsequential Time Series Clustering, this work provides evidence to support that temporal patterns for intraday exchange rates arise when exogenous trigger events occur.
- Python
- R
- LaTeX
- MASS
- Time Series
- Clustering
Grants, Awards and Competitions
1st Place: Research Posters Competition @ CIMAT
Nov 2020
Awarded in the Probability and Statistics Seminar School, EPE2020, as presented in research poster format, and granted by the research body of the Msc/PhD in probability and statistics. Check the note on the University Blog, thanks to the advice of the researcher professor Riemann Ruiz Cruz, PhD, faculty member at ITESO.
Talks, Seminars and Other Noteworthy Projects
view the archiveProject: Python MT5
Implementation of MetaTrader5 python package and python for Forex retail trading.
Talk: Genetic Programming
Talk for DataDays2021 virtual conference, about the use of genetic methods in financial applications.
Project: Symbolic Linear Models
Genetic Programming for Feature Engineering for Linear Models
Project: R Visualization
R data visualization using ggplot2, plotly graph and express
Project: Python Visualization
Python data visualization using plotly graph and plotly express
Talk: Data Science & Engineering
Talk for the first year students, about data science and engineering in the context of cryptocurrencies.
Where I’ve Worked
Associate Professor @ ITESO
Aug 2017 - Present
Associate Professor for the course Microstructure and Trading Systems, and researcher about Financial Machine Learning and Decentralized Finance:
- Design, document, teach, and constantly update technical material.
- Research: Financial Machine Learning for Trading Systems and DeFi applications.
- Research: Mathematical Models with Behavioral Finance for Investment Decisions.
- Research: Market Microstructure Models (Blockchain-Based Digital Assets).
What’s Next?
Get In Touch
I'm currently looking for my next big challenge, my inbox is always open. Whether is research related, Data Science or Machine Learning Engineering, just needs to be in FinTech or DeFi type of application. Please leave a message and I'll get back to you.
Contact