JUAN JOSE VIDAL LLANA
PDI-Ajudant Doctor/A
Knowledge area: QUANTITATIVE METHODS FOR ECONOMY AND BUSINESS
Department: Applied Economics
Office: 2E11
28562
Biography
(he/him) BSc in Mathematics from the University of Valencia. MSc in Actuarial and Financial Sciences from the University of Valencia. PhD in Business from the University of Barcelona. He currently works as a professor at the University from Valencia in the area of Applied Economics and as a technological consultant for the transformation of industry 4.0, optimization of production in factories with Big Data and improved customer service. Chartered actuary with 3+ years of experience training and deploying models of large-scale Machine Learning in multinational insurers for a more accurate customer pricing. Among his publications are methodologies based on Machine Learning to compare years with low mobility of the population (such as 2020 due to Covid-19), in order to rate more precisely to the insured. He also has publications applying and improving Quantile Regression algorithms to predict large risks in data telematics and in the valuation of financial assets with the objective of detect potential losses in portfolios. Finally, he studies interconnection of the financial markets to estimate the impact of anomalous events such as wars and financial crises in other countries.
Interests: Regression Analysis, Automobile Insurance, Risk Assessment, International Finance, Asset Allocation
Subjects taught and teaching methods
Tutorials
01/09/2025 - 27/01/2026 |
LUNES de 09:30 a 11:00 SALA PROFESSORS D'ECONOMIA I INFERMERIA Planta 1 EDIFICI LLUÍS VIVES CAMPUS ONTINYENT |
01/09/2025 - 27/01/2026 |
MARTES de 12:30 a 14:00 2E11 DESPATX Planta 2 FACULTAT D'ECONOMIA |
Observations |
Participate in the e-tutoring programme of the Universitat de València |
Academic training
Journal Publications
Other publications
Xenxo Vidal-Llana; Jorge M Uribe; Montserrat Guillen (2022). External Spillover Index and Its Relation with GDP per Capita on European Countries Mathematical and Statistical Methods for Actuarial Sciences and Finance . (pp. 435 - 440) .
Xenxo Vidal-Llana; Montserrat Guillen (2024). Motor Insurers Can Identify Bad Drivers: Creating Individual and Group Risk Scores from Telematics Decision Sciences . (pp. 10 - 16) .
Xenxo Vidal-Llana; Vincenzo Coia; Montserrat Guillen (2022). Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks Contributions to Risk Analysis: RISK 2022 . (pp. 139 - 148) .
Stays abroad in Research Centers
Participations in Conferences
Xenxo Vidal-Llana; Jorge M Uribe; Montserrat Guillen (2022). External Spillover Index and its relation with GDP per capita on European countries. (Paper). MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE . ITALY
Xenxo Vidal-Llana; Montserrat Guillen (2022). Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (Paper). International Congress on Insurance: Mathematics and Economics . CHINA
Xenxo Vidal-Llana; Montserrat Guillen (2022). Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (Paper). European Financial Management Association 2022 Annual Meeting . ITALY
Xenxo Vidal-Llana; Vincenzo Coia; Montserrat Guillen (2022). Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks. (Paper). RISK 2022, 8th Workshop on Risk Management and Insurance Research . SPAIN
Xenxo Vidal-Llana; Carlos Salort Sánchez; Vincenzo Coia; Montserrat Guillen (2023). Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics. (Paper). XL Congreso Nacional de Estadística e Investigación Operativa . SPAIN
Xenxo Vidal-Llana; Carlos Salort Sánchez; Vincenzo Coia; Montserrat Guillen (2023). Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics. (Paper). 26th International Congress on Insurance: Mathematics and Economics . SCOTLAND
Xenxo Vidal-Llana; Carlos Salort Sánchez; Vincenzo Coia; Montserrat Guillen (2023). Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics. (Paper). Insurance Data Science Conference 2023 . UNITED KINGDOM
Xenxo Vidal-Llana; Carlos Salort Sánchez; Vincenzo Coia; Montserrat Guillen (2023). Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics. (Paper). European Actuarial Day 2023 . SPAIN
Xenxo Vidal-Llana; Montserrat Guillen (2024). QUANTILE REGRESSION AND PORTFOLIO REFINEMENT:ADDRESSING EXTREME BEHAVIORS IN RISK MANAGMENT. (Paper). European Actuarial Journal Conference 2024 . PORTUGAL
Xenxo Vidal-Llana; Montserrat Guillen (2024). Motor insurers can identify bad drivers: creating individual and group risk scores from telematics. (Paper). DECISION SCIENCE ALLIANCE INTERNATIONAL SUMMER CONFERENCE 2024 'Empowering Human Decision Making in a Robotics & Data-Driven World' . PORTUGAL
Thesis, minor thesis and research reports
Xenxo Vidal-Llana, (2023). Essays on Machine Learning for Risk Analysis in Finance, Insurance and Energy. (Doctoral Thesis with International Mention). Universitat de Barcelona..
Joan Terol Rius, (2024). Predicción de Resultados de la NFL mediante Modelos de Machine Learning. (Final Degree work). Universitat de València..
Carmen Davó Pastor, (2025). El Desafío del Abandono Escolar Temprano: Un Estudio Cuantitativo Comparativo entre las Comunidades Autónomas Españolas. (Final Degree work). Universitat de València..
Vicent Duato Aguilar, (2025). Tu Perro Bajo la Lupa Actuarial: Un Recorrido desde la Construcción de la Base de Datos hasta la Prima Final de Asistencia Veterinaria. (Working Master or third cycle of less than 12 credits). Universitat de València..