Leonardo José Aguilar Garza

About me

I am a student currently enrolled in the Business Intelligence Master's program at HEC Montréal, and newly admitted graduate student in the Fin-ML CREATE Program in Machine Learning in Quantitative Finance and Business Analytics, cohort 2023. My academic background includes a prior Master's degree in Finance, complemented with machine learning courses as part of my current studies at HEC. I am excited about the opportunity of joining the Fin-ML CREATE Program and be able to contribute to its objectives, particularly by leveraging machine learning in the financial sector, using innovative techniques to address the challenges faced by the Canadian financial industry, and exploiting the growing flows of data generated in this industry. I am currently exploring my research interests, which include -but are not limited to- certain areas that I consider could synergize well with the program's objectives: • Credit risk assessment using machine learning models, predicting credit risk and assessing the creditworthiness of borrowers. • Sentiment analysis for financial market prediction, by analyzing financial news, social media, and other textual data to derive market sentiment and its impact on asset prices. • Exploring how reinforcement learning algorithms can be employed to optimize portfolio management and asset allocation strategies. I am looking forward to participate in the different training activities offered by Fin-ML CREATE program, starting in Autumm 2023. I will also start to actively seek an internship in the framework of this program, preferable with a 6-8 months duration, which I expect to carry out in the period from January to June/August 2024. I want to express my gratitude to the Natural Sciences and Engineering Research Council of Canada, the Institute for Data Valorization (IVADO), HEC Montreal, and all the team in the Fin-ML CREATE program for the opportunity to collaborate with the group of industry professionals and academic researchers in this leading academic-industry cluster, and for providing me with a stepping stone to develop a career as a researcher at the intersection of finance and machine learning.