Academic Background

• PhD in Statistics & Applied Probability, University of California, Santa Barbara (Expected 2026)
  • Dissertation: Perspectives on Statistical Limit Order Book Modeling
  • Committee: Gareth W. Peters (Co-chair); Ruimeng Hu (Co-chair); Michael Ludkovski
• MA in Statistics, University of California, Santa Barbara (2025)
• MSc in Actuarial Science & Finance, Universidad Nacional de Colombia (2020)
• BSc in Mathematics (Hons.), Universidad Nacional de Colombia (2019)
• BSc in Statistics (Hons.), Universidad Nacional de Colombia (2017)

Research Expertise

• Time Series Analysis
• Machine Learning
• Market Microstructure
• Quantitative Risk & Health Systems

Publications

1. On the Asymptotic Properties of the Conditional Maximum Likelihood Estimator for Time Series Regression Models with Conditional Heteroskedasticity, (in preparation).
   Juan Diego Mejía Becerra, Gareth W. Peters, Ruimeng Hu.
2. Two-Time-Scale Transfer Learning for Market-by-Order Micro-Return Forecasting, (working paper) (Mar. 2026).
   Juan Diego Mejía Becerra, Gareth W. Peters, Ruimeng Hu. SSRN Link
3. What Benefits Drive Membership in Medicare Advantage Plans? (Jul. 2025).
   Ian Duncan, Juan Diego Mejía Becerra, Jiarui Yu. Springer Link
4. A Proposed Condition-Based Risk Adjustment System for the Colombian Health Insurance Program, North American Actuarial Journal (Aug. 2024).
   Ian Duncan, Juan Diego Mejía Becerra, Tamim Ahmed. DOI Link