DAVID ALEJANDRO DÍAZ SOLIS s: EDUCATION Post Graduate Studies

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DAVID ALEJANDRO DÍAZ SOLIS E-mails: [email protected], [email protected] EDUCATION

Post Graduate

Studies THE UNIVERSITY OF MANCHESTER MANCHESTER BUSINESS SCHOOL Ph.D. Business Intelligence, 2007-2011

Thesis: “Financial Market Monitoring and Surveillance Systems Framework: A Service Systems and Business Intelligence Approach”

Graduated with Minor Corrections - A2 UNIVERSIDAD DE CHILE

FACULTAD DE ECONOMÍA Y NEGOCIOS, ESCUELA DE POSTGRADO Master in Finance, 2004-2005

Thesis: “Forecasting Gold Prices Changes: Rolling and Recursive Artificial Neural Networks Models”

Graduated with Maximum Distinction Under Graduate

Studies UNIVERSIDAD DE CHILE FACULTAD DE ECONOMÍA Y NEGOCIOS

Ingeniero Comercial, Business Administration, 2000-2002 Graduated with Distinction

UNIVERSIDAD DE CHILE

FACULTAD DE ECONOMÍA Y NEGOCIOS

Licenciado en Cs. Económicas y Administrativas, BBA in Economy and Management, 1998-1999

Graduated with Distinction ACADEMIC CAREER TRACK

THE UNIVERSITY OF MANCHESTER, MANCHESTER BUSINESS SCHOOL

CENTRE FOR SERVICE RESEARCH Doctoral Researcher. 2007-2011

As part of my work in the Centre, I investigated information management issues within a service-oriented economy.

UNIVERSIDAD DE CHILE, BUSINESS SCHOOL DEPARTMENT OF BUSINESS AND FINANCE Instructor. Current

Fields of Interest: Management Information Systems, Business Intelligence, Data mining, Knowledge Discovery, Finance, Service Systems

Research Areas of Interest

 Business Intelligence, Knowledge Discovery in Databases, Data and Text mining  Service Science and Innovation

 Management Information Systems

 Artificial Intelligence Applied to Asset Pricing and financial topics  Corporate Finance - Valuation

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1. Díaz, D., Theodoulidis, B., Sampaio, P.: Analysis of stock market manipulations using knowledge discovery techniques applied to intraday trade prices. Expert Systems with Applications. 38, 12757–12771 (2011). DOI: 10.1016/j.eswa.2011.04.066

1. Zaki, M., Theodoulidis, B., Díaz, D.: “Stock-Touting” Through Spam Emails: A Data Mining Case Study. Special Issue on Intelligent Management Systems and Operations. Journal of Manufacturing Technology Management. 22, 770–787 (2011). DOI: 10.1108/17410381111149639

2. Parisi, A., Parisi, F., Díaz, D.: Forecasting gold price changes: Rolling and recursive neural network models. Journal of Multinational Financial Management. 18, 477 – 487 (2008).

3. Parisi, A., Parisi, F., Díaz, D.: Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos. Cuadernos de Economía, Latin American Journal of Economics. 128, 251–284 (2006).

1. Theodoulidis, B., Strickland, S., and Díaz, D. "Innovation Perspectives of a Personal Financial Services Call Centre," in: Springer, ISBN 978-1-4614-1971-6 Macaulay, L.A.; Miles, I.; Wilby, J.; Tan, Y.L.; Zhao, L.; Theodoulidis, B. (Eds.) (2012).

1. Díaz, D., Theodoulidis, B., Shahgholian, A.: Social Networking Influence on Environmental and Corporate Performance. Proceedings of 15th IEEE Conference on Business Informatics. July TU Vienna, Austria CBI 2013 (2013). http://cbi2013.isis.tuwien.ac.at/

2. Díaz, D., Theodoulidis, B., Abioye, E.: Monitoring and Surveillance Systems for Financial Markets: a Service System Perspective. Proceedings of 15th IEEE Conference on Business Informatics. July TU Vienna, Austria CBI 2013 (2013). http://cbi2013.isis.tuwien.ac.at/

3. Díaz, D., Theodoulidis, B., Abioye, E.: Cross-Border Challenges in Financial Markets Monitoring and Surveillance: A Case Study of Customer-Driven Service Value Networks. Service Research and Innovation Institute (SRII'2012) Global Conference, July, San Jose California, USA. pp. 146–157 (2012).

4. Zaki, M., Díaz, D., Theodoulidis, B.: Financial Market Service Architectures: A “Pump and Dump” Case Study. Service Research and Innovation Institute (SRII'2012) Global Conference July, San Jose California, USA. pp. 554–563 (2012).

5. Díaz, D., Araya, A.: Opportunities and Challenges in Financial Markets Integration: The MILA Case. CSSI’12, Workshop Proceedings from 24th International Conference on Advanced Information Systems Engineering (CAiSE’12), ISBN 978-0-9565994-2-1 (printed version), June, Gdańsk, Poland. pp.53-59. (2012).

6. Theodoulidis, B., and Zaki, M. and Díaz, D.: Examining Higher Education as a Service System. 21st Annual Frontiers in Service Conference, Robert H. Smith School of Business, University of Maryland, Washington DC, June 14 – 17 (2012). weblink: http://www.rhsmith.umd.edu/frontiersconference/

7. Díaz, D., Theodoulidis, B., Zaki, M.: “Carbon Footprint Innovation: A Higher Education Case Study.” European Academy of Management (EURAM'2011). Tallin, Estonia. Paper 192. (2011).

8. Díaz, D., Zaki, M., Theodoulidis, B., Sampaio, P.: A Systematic Framework for the Analysis and Development of Financial Market Monitoring Systems. Service Research and Innovation Institute (SRII'2011) Global Conference. pp. 145–153, San Jose, California, USA (2011).

9. Theodoulidis, B., Díaz, D., Zaki, M.: Carbon Footprint Innovation through Environmental Information Management. Service Research and Innovation Institute

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(SRII'2011) Global Conference. pp. 505–516., San Jose, California, USA (2011). 10. Theodoulidis, B., Strickland, S., and Díaz, D. "Innovation Perspectives of a Personal

Financial Services Call Centre," in: Case Studies in Service Innovation, SSMEnetUK, Centre for Service Research, Manchester Business School, Manchester, pp. 24-26.UK, (2010).

11. Zaki, M., Díaz, D., and Theodoulidis, B. "Using Text Mining to Analyze Quality Aspects of Unstructured Data: A case Study For ‘Stock-Touting’ Spam Emails," 16th Americas Conference on Information Systems (AMCIS 2010), Lima, Peru, (2010). 12. Zaki, M., Theodoulidis, B., and Díaz, D. "A Data Mining Approach for the Analysis

of 'Stock-Touting' Spam Emails," in: 16th International Conference on Information and Software Technologies, IT 2010, pp. 70-79, Kaunas, Lithuania, (2010).

13. Díaz, D., Theodoulidis, B., and Sampaio, P. "Analysing Fraudulent Stock Market Manipulations. A Data Mining Case Study," IV European Conference on Intelligent Management Systems in Operation, Salford, pp. 22-34, UK, (2009).

1. Cornejo, E., and Díaz, D. "Medidas de Ganancias: EBITDA, EBIT, Utilidad Neta y Flujo de Efectivo," in: Revista Economía y Administración, pp. 36-40. Santiago, Chile, (2006).

2. Manzur, E., Olavarrieta, S., Hidalgo, P., and Díaz, D. "¿Sigue siendo Chile un País competitivo?," in: Revista Economía y Administración, Santiago, pp. 4-13. Santiago, Chile, (2007)

Teaching Postgraduate Courses

 Business Intelligence and Datamining for Finance, MSc Finance, Universidad de Chile, Spring 2013

 Decision Models and Statistics, MBA for the Americas, Universidad de Chile, Summer 2012

 Corporate Valuation, Executive Master in Finance, MBA for the Americas, Universidad de Chile, Spring 2006

 Investment, MBA for the Americas, Universidad de Chile, Spring 2006.  Lectures in Investments, Master in Finance, Universidad de Chile, Fall 2006. Undergraduate Courses

 Management Information Systems, Universidad de Chile, Autumn-Spring 2012-13.  Fixed Income in Chile, Universidad de Chile, fall, Summer 2006.

 Technical Analysis, Summer 2006 Seminars and Executive Education

 Fraud Detection, Service Analytics, Data Mining, Carbon Emission Management, Financial Simulation, Financial Analysis, Project Evaluation, Technical Analysis and Fixed Income Markets, others.

As a Graduate Teaching Assistant

 Digital Technologies for Marketing, MSc Marketing/Analytics, Manchester Business School, 2009-12

 Business Databases Design and Development 2, IT Management and Business, Manchester Business School, 2/2008-09

 Business Team Project, IT Management and Business, Manchester Business School, 1&2/2008-12

 Business Intelligence, Management and Business, Manchester Business School, 1&2/2008-09

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 Advance Database Mining, Valuation, Asset Pricing I – II, Capital Markets, Corporate Finance, Financial Analysis, Technical Analysis, Project Evaluation and Investment Theory I, Management I.

Awards Beca Presidente de la República. Chilean Government Scholarship for doctoral studies. 2007 – 2011

Best Paper in Finance: “Forecasting Gold Prices Changes: Rolling and Recursive Artificial Neural Networks Models”, CLADEA 2005, with Antonino Parisi., Franco Parisi and Rodrigo Jarpa.

Best Paper of the Workshop Case Studies in Service Innovation (CSSI'12),

"Opportunities and Challenges in Financial Markets Integration: The MILA Case" Díaz, David & Araya, Andrés, Workshop Proceedings from 24th International Conference on Advanced Information Systems Engineering (CAiSE’12), ISBN 978-0-9565994-2-1 (printed version), June, Gdańsk, Poland.

Presentations  Graduate Workshop on Services. Manchester Centre for Service Research. Manchester Business School England, May (2012).

 IBM UKI (TL North) Forum, England, June (2011).

 Facultat d'Informàtica de Barcelona, Universitat Politecnica de Catalunya. UPC Barcelona Tech. Spain, May (2011).

 Manchester Business School Research Away Day., England, May (2010).

 Annual Doctoral Conference, “Market Manipulation: ‘Marking the Close’ and KDD Process”. Manchester, UK. June 2008.

 Primer Workshop de Modelamiento Estocástico en Finanzas y Gestión de Riesgo “Redes Neuronales, Algoritmos Genéticos y Autómatas Celulares en Inversiones”. Centro de Modelamiento de Matemático Fac. de Ciencias Físicas y Matemáticas, Depto. De Ingeniería Matemática Universidad de Chile. Santiago, Chile December, (2006)

 VI Encuentro Internacional de Finanzas, Universidad de Santiago de Chile “Autómatas Celulares en Índices Bursátiles de América del Norte: DJI, NASDAQ, IPC & TSE”, “Modelos Predictivos de Lógica y Lógica Borrosa en Índices Bursátiles de América del Norte”. Santiago, Chile December, (2006)

 CLADEA 2005, “Forecasting Gold Price Changes: Rolling and Recursive Neural Network Models”. Santiago, Chile November, (2005)

Consulting Positions - Grant Funding Awards Selected Consulting Projects

 Comité de Retail Financiero, Asesor Estadístico, January 2013-Current

 SGS Climate Change Programme. Expert Auditor in Economy and Finance. China, Chile, Germany, Russia, UK. September 2007 - Current

 "IN - GRID" JISC Grant Funding BI project. Project member. Conducting a study on the collection, management and analysis of the University of Manchester buildings profile data, building usage data, energy consumption, room booking, IT data and corresponding financial data to improve environmental decision making through the use of Business Intelligence. Manchester, UK. March 2011 - August 2012.

http://www.jisc.org.uk/whatwedo/programmes/businessintelligence.aspx

 Analysis of the Baltic Exchange Dry Index (BDI) Using Data Mining Techniques. Baltic Exchange, London UK.

 Bond Issuing and Long Term Debt restructuring. First Chilean private Urban Highway “Costanera Norte”

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 Default Prediction using Artificial Intelligence. Banco de Crédito e Inversiones. Chile.

 Yield Curve Forecasting using Artificial Intelligence. Banco de Crédito e Inversiones. Chile.

 Debt Portfolio Stress-Testing. Banco de Crédito e Inversiones. Chile.

 Fixed Income Valuation. Mutual Fund Association of Chile.

 Valuation of Subsidiaries. Medical Services Holding: Integrámedica Chile

 Tribasa BancoMext v/s Ministry of Public Works of Chile. Chilean Concessions System. Expert opinion for the trial.

 Credit risk analysis for Small Farms owners. Chilean Institute for Supporting Small Farms owners. INDAP, Chile

Academic

References Dr. Babis Theodoulidis, Senior Lecturer, Manchester Business School, University of Manchester. Dr. Pedro Sampaio, Lecturer, Manchester Business School, University of Manchester. Dr. Ilias Petrounias, Senior Lecturer, Manchester Business School, University of Manchester. Geoffrey Taylor. Academic Programme Manager. SAS UK.

Dr. Franco Parisi. IEDE Business School Chile. Dr. Antonino Parisi. Director Parisinet.com

Msc. Pedro Hidalgo. Head of Department. Business and Finance. Business School. Universidad de Chile

WORKING EXPERIENCE

SGS CLIMATE CHANGE PROGRAMME

Expert Auditor in Economy and Finance. 2007 - Current SANTANDER GROUP

BANCO SANTANDER SANTIAGO

Credit Risk Analyst for Global Corporate Banking 2003 – 2004

References Dr. Jochen Gross. Operations Manager Germanischer Lloyd MarSol / Department GHG Services (SO-QD), Germany.

Carolina Campos. Environmental Services Product Coordinator, SGS Climate Change Programme, Chile.

Luis Alvarez A. MBA. Sub Gerente Gestión y Seguimiento. Banco Santander Santiago.

David Díaz Solís Santiago, Chile