Alba V. Olivares-Nadal
Alba V. Olivares-Nadal
Principal Researcher
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
A robust perspective on transaction costs in portfolio optimization
AV Olivares-Nadal, V DeMiguel
Operations Research 66 (3), 733-739, 2018
402018
Robust newsvendor problem with autoregressive demand
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
Computers & Operations Research 68, 123-133, 2016
352016
The Markovian arrival process: A statistical model for daily precipitation amounts
P Ramírez-Cobo, X Marzo, AV Olivares-Nadal, JÁ Francoso, E Carrizosa, ...
Journal of hydrology 510, 459-471, 2014
162014
A sparsity-controlled vector autoregressive model
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
Biostatistics 18 (2), 244-259, 2017
112017
Time series interpolation via global optimization of moments fitting
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
European Journal of Operational Research 230 (1), 97-112, 2013
112013
Enheduanna, Teano y Aglaonike, precursoras de Hipatia
JN Valdés, A Olivares-Nadal, E Rodríguez, MS Casanova
Boletín de la Sociedad Puig Adam de profesores de matemáticas, 45-57, 2010
52010
Integer constraints for enhancing interpretability in linear regression
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
SORT 44 (1), 67-98, 2020
3*2020
olume 44, Number 1, January-June 2020
T Hobza, Y Marhuenda, D Morales, I Cabero, I Epifanio, E Carrizosa, ...
Statistics and Operations Research Transactions 44 (1), 2020
2020
Embedding the production policy in location-allocation decisions
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
4OR, 1-24, 2019
2019
Enhancing robustness and sparsity via mathematical optimization
AV Olivares Nadal
2016
Robust p-median problem with vector autoregressive demands
EJ Carrizosa Priego, AV Olivares Nadal, J Ramírez Cobo
VI International Workshop on Locational Analysis and Related Problems (2015),, 2015
2015
Robust p-median problem with vector autoregressive demands
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
Speaker, 37, 0
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Articles 1–12