CARLOS
MATE JIMENEZ

Carlos Maté is currently employed as a member of the Dept. of Computation and Technology at Universidad Europea de Madrid. He had the position of an Associate Professor in the School of Engineering (ICAI), Dept. of Industrial Organization, at Pontifical Comillas University (Madrid, Spain). He holds a Ph.D. in Statistics and Operations Research (1994), an MSc in Mathematics (1980), and a BSc in Economics (1984); all of them from Universidad Complutense (Madrid, Spain). He has over 35 years of experience teaching Statistics at Comillas, Business Statistics at Saint Louis University, and Data Collection and Processing (English language) at CUNEF University in Madrid. Several years of experience teaching Data Analysis, Business Economics, Mathematics, Calculus, Machine Learning, MATLAB programming, Quality Control, and other subjects. Recent experience in teaching Data Collection and Processing-EXCEL, Communication and Information Management-EXCEL, Machine Learning with Python, creating videos to support the learning, and flipped methodology to teach Statistics. He has supervised over 80 quant students in their end-of-degree/master project and some of them in their Ph.D. Published research articles in journals such as Knowledge-Based Systems, [JCR2021: Q1 (8.139)], Engineering Applications of Artificial Intelligence, [JCR2021: Q1 (9.511)], Energy Policy [JCR2010: Q1 (2.629)], International Journal of Forecasting [JCR2009: Q1 (1.064)], Computational Economics [JCR2011: Q3 (0.514)], Neural Processing Letters [JCR2007: Q3 (0.580)], Statistical Analysis and Data Mining [JCR2020: Q3 (1.051)], Romanian Journal of Economic Forecasting [JCR2020: Q3 (0.831)], Journal of Applied Statistics [JCR2020: Q3 (1.051)]. Book reviews in Fuzzy Sets and Systems [JCR2011: Q1 (1.759)], International Journal of Forecasting [JCR2009: Q1 (1.064)], and Interfaces [JCR2007: Q3 (0.575)]. Several recent working papers submitted to Q1 journals on visualizing interval-valued data, forecasting financial interval time series with regression methods, neural networks, and other machine learning algorithms, or clustering stocks for better portfolio management. Invited talks by the University of California at Los Angeles (UCLA), at Riverside (UCR), and Lancaster University. Invited as keynote speaker in the conferences SIDM2015/SIDM2016/SIDM2017/SIDM2019 (The 1st/2nd/3rd/4th International Symposium on Interval Data Modelling: Theory and Applications), organized by the Academy of Mathematics and Systems Science (AMSS) and Chinese Academy of Sciences, Beijing, and WISE, Xiamen, China. He was a Visiting Scholar in the Department of Economics at UCR during Fall 2007. Articles also in Revista Colombiana de Estadística, Anales de Mecánica y Electricidad, and Estudios Turísticos; in the book 'Trends in Mathematical, Information and Data Sciences’ published by Springer, and in several proceedings of international conferences such as ISF (International Symposium of Forecasting) or COMPSTAT. He is a member of the IIF (International Institute of Forecasters). Contracts as senior researcher with MINISTERIO DE INDUSTRIA, COMERCIO Y TURISMO DE ESPAÑA, INDRA SISTEMAS, VOCENTO, 3M ESPAÑA, S.A., SIGMA DOS, or VALEO EMBRAGUES; and as researcher with IBERDROLA. He was the Director of the research project Forecasting Models for Symbolic Data (PRESIM). He was a member of two committees of AENOR, one related to Statistics (ISO) and the other to Reliability. He is author of Problemas de Probabilidad y Estadística (1993), Análisis Bayesiano de Datos (2006), and the three-volume book Curso General sobre Statgraphics (1995). His current research interests include Financial Markets, Big Data, Forecasting, Time Series Analysis, Data Mining, Machine Learning, Multivariate Analysis, Bayesian Statistics, and Symbolic Data Analysis.