Doctor en Métodos Cuantitativos, Universidad Carlos III de Madrid (2011).

Master en Métodos Cuantitativos, Universidad Carlos III de Madrid (2008).

Licenciado en Economía, Universidade Federal de Santa Catarina (2002).

Turing Fellow, The Alan Turing Institute UK, 2021–2022.

Lecturer in Predictive Analytics, University of Edinburgh Business School, 2021–2022.

Investigador Senior, UC3M-Santander Big Data Institute, 2019–2021.

Profesor Titular, Universidade Federal de Santa Catarina, 2011–2020

De Miguel, Víctor; Gil-Bazo, Javier; Nogales, Francisco; Santos, A.P.: “Machine learning and fund characteristics help to select mutual funds with positive alpha”, Journal of Financial Economics, 2023.

Moura, Guilherme V; Santos, Andre A.P.; Ruiz, Esther: “Comparing high dimensional conditional covariance matrices: Implications for portfolio selection”, Journal of Banking and Finance, 118, Art. 105882, 2020.

Santos, Andre A.P.: “Disentangling the role of variance and covariance information in portfolio selection problems”, Quantitative Finance, 19(1), 57-76, 2019.

Caldeira, Joao F.; Moura, Guilherme V.; Nogales, Francisco J.; Santos, Andre A.P.: “Combining multivariate volatility forecasts: an economic-based approach”, Journal of Financial Econometrics, 15(2), 247-285, 2017.

Caldeira, Joao F.; Moura, Guilherme V.; Santos, Andre A.P.: “Bond portfolio optimization using dynamic factor models”, Journal of Empirical Finance, 37, 128-158 , 2016.