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Alba V. Olivares-Nadal
Alba V. Olivares-Nadal
UNSW Bussiness School
Verified email at unsw.edu.au - 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
782018
Robust newsvendor problem with autoregressive demand
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
Computers & Operations Research 68, 123-133, 2016
592016
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
252013
A sparsity-controlled vector autoregressive model
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
Biostatistics 18 (2), 244-259, 2017
192017
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
192014
Enheduanna, Teano y Aglaonike, precursoras de Hipatia
J Núñez-Valdés, A Olivares-Nadal, E Rodríguez, MS Casanova
Boletín de la Sociedad Puig Adam de profesores de matemáticas, 45-57, 2010
5*2010
Integer constraints for enhancing interpretability in linear regression
E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo
SORT 44 (1), 67-98, 2020
4*2020
Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework
AV Olivares-Nadal
European Journal of Operational Research, 2024
2024
Embedding the production policy in location-allocation decisions
EJ Carrizosa Priego, AV Olivares Nadal, J Ramírez Cobo
4OR: A Quarterly Journal of Operations Research, 18 (3), 357-380., 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
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