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Welcome to my website!

Javier López-de-Lacalle

Hello, my name is Javier López-de-Lacalle. On this website you will find some of my work and background in statistics and data analysis.

The blog offers a hopefully enjoyable glimpse into my skills and interests.

For any comments or suggestions feel free to send me an e-mail.

A few years ago I was active on the forums Cross Validated and Stack Overflow. The banners below link to my profile on those sites.

profile for javlacalle at Cross Validated, Q&A for people interested in statistics, machine learning, data analysis, data mining, and data visualization
profile for javlacalle at Stack Overflow, Q&A for professional and enthusiast programmers
Academic Studies
  • Degree in Mathematics - UNED (ongoing).
  • MSc in Econometrics and Operations Research - Vrije University of Amsterdam (2008).
    Description of the programme The Master's programme in Econometrics and Operations Research focuses on the development and application of quantitative methods for analysing economic issues in a broad sense. At the beginning of the programme, students make a choice for either of the two specialisations in the programme: Econometrics and Mathematical Economics or Operations Research and Business Econometrics.
    Courses (6 credits each): Advanced Econometrics, Case study , Combinatorial Optimization and Logistics, Computational Econometrics, Simulation and Stochastic Systems, Stochastic Processes for Finance, Strategic and Cooperative Decision Making, Master's Thesis (18 credits).
  • Diploma of Advanced Studies (Major: Macroeconometrics) - University of the Basque Country (2004).
    Courses (3 credits each):Teoría de Juegos, Paquetes Estadísticos y Econométricos; Macroeconometría: Modelos Dinámicos Multiecuacionales; Microeconomía; Macroeconomía; Diseño de la Unión Europea; El Sistema de Indicadores Económicos Europeos; Economía Básica de la Unión Europea. Tesina.
  • Bachelor in Economics (Major: Macroeconomics) - University of the Basque Country (2002).
Skills
  • Statistics: Exploratory data analysis, analysis of variance, linear and non-linear regression, time series analysis.
  • Optimization algorithms: With application to the estimation of model parameters by maximum likelihood.
  • Programming: R (+10 years of experience), Python (used for a broad range of tasks), C (prepare precompiled code to speed up R or Python scripts), CUDA (exploratory scripts).
  • Literate programming tools: LaTeX (+10 years of experience), Sweave, makefile.
  • Web development: HTML, CSS, javascript, php (learned by creating and maintaining this website).
  • Web automation and scraping: Using Python's Selenium tool.
  • Operative systems: Linux (once installed +20 years ago, it openned to me a new world to Do It Yourself and collaborative projects).
Experience
  • November 2010 to present: Research Manager Technician. Vice-rectorate for Research. Universidad del País Vasco UPV/EHU.
  • March 2010 - October 2010: Interim teacher of Mathematics for Economists. Universidad del País Vasco UPV/EHU. Faculty of Economics and Management. Department of Applied Economics I.
  • September 2009 - February 2010: Self-employed as a professional in Statistics.
  • February 2006 - June 2006; January 2007 - September 2007: Interim teacher of Econometrics and Statistics. Universidad del País Vasco UPV/EHU. Faculty of Economics and Management. Department of Applied Economics III.
Internships
  • July-December 2006: European Central Bank Internship Programme. Directorate General Statistics (DGS). Frankfurt am Main (Germany).
    During this period I become acquainted with the software and data bases employed in the DGS as well as with the tasks %in which the Directorate is involved for involved in the development and dissemination of euro area statistics.
    I take part in two projects: (1) Compile information for a research on the comparability of deflators for gross domestic product. (2) Perform an empirical analysis on seasonal adjustment of harmonised consumer price indices (HICP). The analysis compares the direct and indirect approaches for seasonal adjustment of HICP. The software X-12-ARIMA and TRAMO/SEATS are used. The results were discussed in a seminar with staff from the ECB.
Academic interests

I enjoy implementing algorithms and reproducing results from academic papers in statistics. I admire mathematics and the way it is developed with rigorous consistency. In contrast to fields that focus on generating knowledge through hypothesizing theoretical models and calibrating them with data, I am particularly curious about the potential of artificial intelligence to create new outputs or solutions directly from data, without relying on predefined models.

Open Knowledge is OK

open-knowledge

I believe that Open Knowledge is a valuable approach to generating and sharing knowledge within society.

Knowledge is a resource generated by society through the exchange of ideas.

People may own property, possessions, or the copyright to a work, but society collectively owns knowledge—the ideas and culture we inherit from past generations.

Open knowledge promotes equal opportunities for individuals, communities, and cultures around the world.

Open knowledge fosters collaboration and synergy across a wide range of disciplines and sectors.

I’m grateful to Ignacio Díaz-Emparanza, who introduced me to the world of open source, giving me access to information and tools that would have otherwise been out of reach.

This website and most of the contents shown here were made possible thanks to these major projects: Ubuntu, R, GSL, Django Python web framework.

These are some of the statistics textbooks I've enjoyed and spent a great deal of time learning from—and continue to do so:

These enjoyable books provided both food for thought and entertainment during leisurely holidays many years ago: