Fabián Achury-Calderón

Joint affiliation: Universidad de Salamanca (España) and Universidad Militar Nueva Granada (Colombia). First author of Achury Arredondo Sanchez Ascanio 2024 Filtration ARIMA Random Walk.

Research focus: predictive analytics on financial time series, measure-theoretic foundations of probability models, and applications of σ-algebra / filtration to short-horizon forecasting. The shared affiliation with a Spanish university and a Colombian university places his work in the cross-section of European and Latin-American quantitative-finance traditions.

Wiki pages

• Achury Arredondo Sanchez Ascanio 2024 Filtration ARIMA Random Walk — sole first author; lead contributor of the ARIMA + random-walk filtration construction
• Filtration-Indexed Probability Space — the σ-algebra framework that the paper sets up, including Observation 3 of the source
• Filtered Probability Trend Hypothesis — Proposition 1 and Observation 4

See also

• John A Arredondo — corresponding author and senior researcher
• Leidy Catherinne Sánchez Ascanio — second author at Konrad Lorenz