André Santos is Lecturer in Predictive Analytics at the University of Edinburgh Business School. His research interests are mainly in quantitative finance, with an emphasis in multivariate volatility models, portfolio selection and optimization, and risk management, as well as in applications of machine learning methods to empirical asset pricing. His research has appeared in Quantitative Finance, Journal of Financial Econometrics, Journal of Economic Behaviour & Organization, Journal of Banking and Finance, Journal of Empirical Finance, among others. Prior to joining the University of Edinburgh, he was senior research fellow at the UC3M-Santander Big Data Institute where he collaborated in both research and consulting projects with industry and academic partners in machine learning and artificial intelligence. He holds a PhD in Quantitative Methods from Universidad Carlos III de Madrid.