I currently hold a permanent position at the Computer Science department of UPC. Previously I was a Visiting Professor (2008-2009) at the Economics Dept. of Universidad Carlos III de Madrid, and from 2003-2008 I held a Ramón y Cajal Research position at the Applied Mathematics Dept. of Universidad de Valladolid. From 1997-2003 I was Associate Professor at Universidad Simón Bolívar (Venezuela) and also work part-time (2001-2003) as researcher at the Instituto Tecnológico Venezolano de Petróleos.
My scientific career comprises two stages (so far): I began doing research and publishing papers on Finite Model Theory and Computational Complexity (i.e. Descriptive Complexity), but since 2010 I have focused my research and publication efforts in Financial Time Series Analysis, Optimization Heuristics and Mathematics of Finance with an emphasis on their algorithmic and numerical aspects (i.e. Computational Finance).
I have published 2 books (one for each of my two broad areas of research interest), have participated at various conferences across the world and being a member of the scientific committee of various international conferences held in Venezuela, Brasil, Spain, Chile and Australia. I was the Chief Editor (2000-2007) of the Boletín de la Asociación Matemática Venezolana, and currently I am the Series Editor for Atlantis Press and Springer series in “Atlantis Studies in Computational Finance and Financial Engineering”.
- Computational Finance
- Financial Engineering
- Time Series Analysis
- Machine Learning
- Descriptive Complexity
- Computational Finance. An Introductory Course with R. Atlantis Press & Springer, 2014.
- A. Arratia, M. Arias and R. Xuriguera, Forecasting with Twitter Data, ACM Transactions on Intelligent Systems and Technology, 5 (1), 2013.
- A. Arratia and A. Cabaña, A graphical tool for describing the temporal evolution of clusters in financial stock markets, Computational Economics, 41 (2), 213-231, 2013.
- A. Arratia and I. Stewart, On the power of deep pushdown stacks, Acta Informatica, 46 (7), 509-531, 2009.
- A. Arratia and I. Stewart, A note on first-order projections and games, Theoretical Computer Science, 290 (3) 2085 – 2093, 2003.