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Última actualización: 27/01/2014

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The following is a list of the 2013-14 Job Market Candidates for our two Quality European Graduate Programs: PhD in Business Administration and Quantitative Methods, and PhD in Mathematical Engineering.

Alberto Martín-Utrera (website)

Research interests
Operational Statistics. Econometrics. Optimization.
Applications
Asset Allocation, Asset Pricing. Risk Management, Revenue Management. Supply Chain Management. Inventory Problems.
Dissertation
Parameter Uncertainty in Portfolio Optimization (Advisors: Victor DeMiguel and Javier Nogales)
Papers

 

Henry Laniado Rodas (website)

Research interests
Stochastic Orders and Applications in Finance and Reliability. Portfolio Selection. Risk Measures.
Dissertation
Extremality in Multivariate Statistics (Advisors: Rosa E. Lillo and Juan Romo)
Papers

  • Laniado, H. Lillo, R.E. Pellerey, F. Romo, J. 2012. Portfolio selection through an extremality stochastic order. Insurance: Mathematics and Economics 51 1-9.
  • Laniado, H. Lillo, R.E. Romo, J. 2010. Multivariate extremality measure. Preprint 10-19 08, Universidad Carlos III de Madrid, Spain.

 

Adolfo Álvarez Pinto (website)

Research interests
Multivariate Analysis, Cluster Analysis.
Dissertation
SAR Methods for Cluster Analysis (Advisors: Daniel Peña)
Papers

  • Álvarez, A. 2011. Exploratory Data Analysis with MATLAB, Second Edition by Wendy L. Martinez, Angel R. Martinez, Jeffrey L. Solka. International Statistical Review, 79, 492.
  • Álvarez, A. and Peña, D. 2009. Discussion of Testing for the Existence of Clusters, Statistics and Operations Research Transactions 33, vol 2, pp 153-154.
  • Álvarez, A. and Peña, D. 2009. Recombining dependent data: an Order Statistics approach, UC3M Working papers. Statistics and Econometrics Series 09-26.