RUBÉN FERNÁNDEZ FUERTES

PhD Student in Finance

Università Bocconi

Via Roentgen, 1. Milan (Italia) ruben.fernandez@phd.unibocconi.it +34 619 82 85 57

Profile

I have received a Merid-Based Fellowship for a PhD program in Finance at the Università Bocconi. I have worked in Reinforcement Learning applied to Portfolio Selection Optimisation problems, but I am also interested in Real Options, Climate Finance and many other areas in Finance which are deeply connected with Mathematics.

Education

PhD in Finance

Università Bocconi (UB)

2021

MSc in Mathematical Finance (with disctintion)

University of Manchester (UoM)

2020-2021

MSc in Teacher Training

Universidad Europea (UE)

2019-2020

BSc in Mathematics

Universidad Autónoma de Madrid (UAM)

2015-2019

Skills

  • Python
  • C++
  • Matlab
  • R
  • HTML & CSS
  • LaTeX

My work

Reinforcement Learning approach to continuous mean-variance portfolio selection

  • Final Thesis for the MSc in Mathematical Finance (2021)
  • University of Manchester
  • Supervisors: Dr. Denis Denisov and Dr. Peter Johnson
  • Average: 85/100

The Geometry of Tessellations. The (2,3,7)-tessellation

  • Final Thesis for the BSc in Mathematics (2019)
  • Universidad Autónoma de Madrid
  • Supervisor: Dr. Jesús Gonzalo Pérez
  • Average: 9.8/10

Certificates

Certificate in Advanced English (CAE)

  • 189 out of 210
  • November 2019

    • International English Language Testing System (IELTS)

  • 7 out of 9
  • January 2020

    • Professional Intermediate-level Music and Dance Qualification: Viola

  • Conservatorio Profesional de Arturo Soria
  • 9 out of 10
  • June 2020

    • References

    Professor of Analysis, UAM

    Dr. Fernando Soria

    • email: fernando.soria@uam.es
    • Phone: (+34) 91 497 4796
    Professor, UAM

    Dr. Pablo Fernández

    • email: pablo.fernandez@uam.es
    • Phone: (+34) 91 497 49 30

    Languages

    • Spanish (Native)
    • English (Advanced)
    • Italian (Advanced)

    Honours

  • PhD Bocconi Merit-Based Fellowship, 2021
  • Distinction in MsC Mathematical Finance, 2020-2021
  • High Honours in Modelisation and Complex Analyisis, 2017
  • High Honours in Bachillerato, 2015

    • Other Education and Interests

    I also a professional musician who has dedicated a great part of his life to play in different orchestras and music groups. I am also interested in Art, Literature and, particulary, Languages and Philosophy, particulary in Greek and Latin, and in Philosophy of Science.