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Rosa E. Lillo Rodríguez

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Born in Mérida, 1969. Obtained her B.A. with Honors and her Ph.D. in Mathematics from Universidad Complutense (Madrid) in 1992 and 1996, respectively. She has been an Associate Professor in Universidad Carlos III de Madrid. Since 2010, she is a Professor of Statistics and Operations Research in Universidad Carlos III de Madrid. She has been Vice-Dean for the Degree in Statistics and Business between 2005 and 2015. Currently, she is the Head of the Statistics Department and Vice-director of the Institute UC3M-BS Financial Big Data.

She has published more than 52 research papers, and has been advisor of 11 Ph.D. students and also has collaborated in a wide variety of research projects. The intend of some of these projects is to propose solutions to problems faced by companies or public institutions such as: Telefónica, AXA, Everis, McDonalds, Instituto de Salud Carlos III, Hospital Gregorio Marañón, GEICAM and IMDEA. She obtained a Young Researcher Award for Research Excellence (UC3M-Banco Santander) in 2012, and in the past, she was visiting professor in The University of Arizona, Tucson. Her research interests include multivariate risk measures, functional data analysis, BMAP processes and their applications in finance and queue networks, stochastic ordering and reliability, GLM models in high dimension and portfolio optimization.