Serafin Martinez-Jaramillo
Serafin Martinez-Jaramillo is a senior financial researcher at the Financial Stability General Directorate at Banco de México. His research interests include: financial stability, systemic risk, financial networks, bankruptcy prediction, genetic programming, multiplex networks and machine learning. He has developed an agent-based financial market to study the link between agent behavior and the stylized facts in stock markets returns and contributed to the literature on systemic risk and financial networks.
Serafin has published book chapters, encyclopedia entries and papers in journals like: IEEE Transactions on Evolutionary Computation, Journal of Financial Stability, Neurocomputing, Journal of Economic Dynamics and Control, International Journal of Central banking, Journal of Network Theory in Finance, Computational Finance, Computational Management Science and the Journal of Intelligent Systems in Accounting, Finance and Management. He has also been member of the editorial committee and co-organizer of several international conferences. Additionally, Dr. Martinez-Jaramillo has co-edited two books: “Simulation in Computational Finance and Economics: Tools and Emerging Applications” and “Analyzing the Economics of Financial Market Infrastructures”; the special issue at the Journal of Financial Stability: “Network models, stress testing and other tools for financial stability monitoring and macroprudential policy design and implementation” and he is currently editing a second special issue at the same journal. He has served as a reviewer of journals like: IEEE Transactions on Evolutionary Computation, Journal of Financial Stability, Journal of Economic Dynamics and Control, Journal of Banking and Finance, Entropy, Applied Intelligence, Neural Computing and Applications, International Journal of Modern Physics C and Journal of Network Theory in Finance.
Serafin holds a PhD in Computational Finance from the University of Essex and he is member of the editorial board of the Journal of Network Theory in Finance.
Professional affiliations
Banco de México