Research

Publications - Field literature

1.  “Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework”  European Journal of Operational Research, 315(3), 1021-1037 (2024)

2. “Integer Constraints for Enhancing Interpretability in Linear Regression” with Emilio Carrizosa and Pepa Ramírez-Cobo. SORT 44 (1), 67-98 (2020)

3. “Embedding the production policy in the location-allocation decisions”  with Emilio Carrizosa and Pepa Ramírez-Cobo. 4OR-Q J Oper Res (2019)

4. “A Robust Perspective on Transaction Costs in Portfolio Selection” with Víctor DeMiguel. Operations Research, 66 (3), pp. 733-739 (2018)

5. “A Sparsity-Controlled Vector Autoregressive Model” with Emilio Carrizosa and Pepa Ramírez-Cobo. Biostatistics, 18 (2), pp. 244-259 (2017)

6. “Robust Newsvendor Problem with Autoregressive Demand” with Emilio Carrizosa and Pepa Ramírez-Cobo. Computers & Operations Research, 68, pp. 123-133 (2016) 

7. “A Time Series Interpolation via Global Optimization of Moments Fitting” with Emilio Carrizosa and Pepa Ramírez-Cobo. European Journal of Operational Research, 230(1), pp. 97- 112 (2013)

Publications - Others

1. “The Markovian Arrival Process: A Statistical Model for Daily Precipitation Amounts” with Pepa Ramírez-Cobo, Xavier Marzo, José Álvarez Fracoso, Emilio Carrizosa and M.Fernanda Pita. Journal of Hydrology, 510, pp. 459-471 (2014)

2. “Enheduanna, Teano y Aglaonike: Precursoras de Hipatia”  with Juan Núñez, Marithania Silvero-Casanova and Estrella Rodríguez-Lorenzo. Boletín de la Sociedad Puig Adam, 85, pp. 45-57 (2010)

Working papers

1. “Dynamic Basis Function Generation for Network Revenue Management” with Dan Adelman and Christiane Barz. Submitted (2024)

2. “Thompson Sampling for Infinite-Horizon Discounted Decision Processes” with Dan Adelman and Cagla Keceli. Submitted (2024)

3. “Measurized Discounted Markov Decision Processes” with Dan Adelman. Submitted (2024)

4. “A Primal-Dual Algorithm for the Long-Run Average Reward Problem” with Dan Adelman. Working paper (2024)

5. “Timewise Lagrangian Dualization of Weakly Coupling Constraints in Markov Decision Processes” with Dan Adelman. Working paper (2024)

6. “Optimizing Treatment Allocation to Maximize the Health of a Population” with Dan Adelman. In preparation (2024)

7. “Evaluating the Impact of a Care Management Program on Healthcare Utilization” with Pauline Mourot, George Weyer and Dan Adelman. Working paper (2024)

Honors

1.  XI Research Prize. Awarded by the Real Maestranza de Caballería de Sevilla and University Pablo de Olavide.

2. Best Paper Prize OBA. Enhancing interpretability by tightening linear regression methods. Awarded by Summer School on Optimization, Big Data and Applications (OBA) Committee - Veroli (Italy) Jul 2017 

3. University of Seville Prize for the best academic record 2012 Mathematics Degree class 2006-2011. Awarded by the University of Seville.

4. San Alberto Magno Prize for the best academic record 2011 Mathematics Degree class 2006-2011. Awarded by the University of Seville.

Sponsored research projects

“Evaluating the Impact of a Care Management Program within an Accountable Care Organization”.  The University of Chicago Medical Center (Sept 2019- Sept 2021)

Funded research projects

1. “PRISM: A Systematic Evaluation and Implementation Roadmap for Microsoft 365 Copilot at Sydney Water”. Sydney Water (April 2024- March 2025)

2. “Cost-sensitive classification. A Mathematical Optimization approach”.  BBVA Foundation (Jul 2016 – Jun 2018 )

3. “Mathematical Optimizaction for Data Visualization and Decision Making”. Ministry of Science and Innovation, Spanish Government  (Jan 2016 – Dec 2019 )

4. “Optimización Global. Nuevos Algoritmos y Aplicaciones”. Junta de Andalucía, Andalusian & Spanish Government (Mar 2013 – Mar 2017 )

5. “Modelos y métodos de programación matemática y sus aplicaciones”.  Ministry of Science and Innovation, Spanish Government  (Jan 2013 – Dec 2015 )

6. “New robust optimization models with applications to Finance” University of Sevilla (Sep 2014 – Dec 2014)

7. “New robust optimization models with applications to Finance” University of Sevilla (Sep 2013 – Dec 2013)

8. “Modelos y métodos de programación matemática y sus aplicaciones (Optimos2)” Ministry of Science and Innovation, Spanish Government  (Jan 2010 – Dec 2012 )

Transfer of knowledge contracts

“Contrato de Asesoramiento Técnico entre la Universidad Pablo de Olavide y la empresa Innovación y Desarrollo Internacional Consultores S.L., para la realización de un estudio sobre las condiciones de trabajo y gestión preventiva en la empresa gestora de RSU domiciliarios” University Pablo de Olavide (Sep 2010 – Jun 2011 )

Invited and contributed talks

1. Measurized Markov Decision Processes

   • Invited Probability Seminar - Cinvestav, Mexico 2024 

   • Invited talk at INFORMS Annual Meeting  

2. Optimal Patient Selection into Care Management Programs. 

   • Invited Seminar at University of Chile, November 2023 

   • Invited Online Seminar - ASOCIO, October 2023 

   • Invited Information Systems and Technology Management Seminar - HEC Paris, December 2022 

   • Invited Management Science and Operations Seminar - London Business School, November 2022

   • Workshop in Operations/Management Science - The University of Chicago Booth School of Business, Sept. 2021

3. Feature Centralized Multriproduct Newsvendor with Substitution. 

   • INFORMS Annual Meeting - Indianapolis, USA, October 2022

   • EUROYoung - The second EUROYoung Workshop - Porto, Portugal, June 2022

   • IFORS - 22nd Conference of the International Federations of Operational Research Societies - Seoul, South Korea (online) Aug. 2021

   • EURO - 31st European Conference on Operational Research- Athens, Greece (online) July 2021

4. MINLP tools to unravel potential relationships in linear models. Invited talk at the workshop Data Science - Sevilla (Spain), Sept 2018.

5. Improving interpretability in linear regression Invited talk at the 1st Spanish Young Statisticians and Operational Researchers Meeting (SYSORM 2017) - Granada (Spain), Nov 2017.

6. Enhancing interpretability by tightening linear regression methods Contributed talk at Best Paper Prize Competition at OBA - Veroli (Italy) Jul 2017 

7. A data-driven perspective on transaction costs in portfolio selection  Invited talk at ICCOPT 2016 - Tokyo (Japan) 

8. A data-driven perspective on transaction costs in portfolio selection  Speaker: Víctor deMiguel. Contributed talk at the INFORMS Annual Meeting - Philadelphia (US) 2015 

9. Optimal control of sparsity for multivariate time series . Contributed talk at the Workshop on Combinatorial Optimization, Routing and Location 2015 

10. Robust newsvendor problem with autoregressive demand. Contributed talk at the XXXV National Conference on Statistics and Operational Research 2015 

11. A sparsity-controlled vector autoregressive model. Speaker: Pepa Ramírez-Cobo. Contributed talk at the XXXV National Conference on Statistics and Operational Research 2015 

12. A sparsity-controlled vector autoregressive model. Contributed talk at the IX Meeting of the Multicriteria Decision Spanish Group 2015 

13. A robust autoregressive forecasting method for the newsvendor problem. Contributed talk at CFE-ERCIM conference- London (UK) 2013 

14. A robust inventory policy with autoregressive demand and its applications to location. Invited talk at the Management Science Colloquia at the Saïd Business School- Oxford (UK) 2013 

15. A location-inventory model with autoregressive demand. Contributed talk at the Spanish Location Network annual meeting - Torremolinos, Málaga (Spain) 2013 

16. A heuristic for interpolating missing data with autocorrelation and moments matching. Contributed talk at CFE-ERCIM conference - Oviedo (Spain) 2012 

17. Time series interpolation via a moments matching method. Contributed talk at EUROmC-XXVIII- VNS conference - Herzeg Novi (Montenegro) 2012 

18. Teano, la Escuela Pitagórica, el número áureo y el Teorema de Pitágoras. Contributed talk at XIII Conference of Mathematical Education and Learning- Córdoba (Spain) 2010 

19. Muchos siglos antes de Hipatia, ya hubo mujeres matemáticas. Contributed talk at II National Conference of Research and Genre- Sevilla (Spain) 2010 

Scholarships

1. Erasmus + Training KA103. Funds to visit the London Business School in order to exchange knowledge on teaching tools and subjects related to Business and Management, and to create new research lines with Prof. DeMiguel. Awarded by the University of Cádiz and partially supported with EU funds. (Feb 2017 – Mar 2017 )

2. Scholarship to Organize Conferences and Scientific Meetings . Funds to organize the II Pre-Doc Course on Operations Research. Awarded by the University of Sevilla. (Jun 2015 – Jun 2015 )

3. MINO/COST Scholarship. Attendance to the spring school in optimization in Tilburg. Awarded by the MINO/COST. (Mar 2015 – Mar 2015) 

4. Placement Scholarship for PIF scholars. Short stay in the London Business School. Awarded by the University of Seville. (Sep 2014 – Dec 2014) 

5. Placement Scholarship for PIF scholars. Short stay in the London Business School. Awarded by the University of Seville. (Sep 2013 – Dec 2013)

6. PIF Researcher Training Scholarship (Beca de Personal Investigador en Formación). Awarded by the University of Seville. (Sept. 2012 – Sept. 2016) 

7. Research Initiation Scholarship. (Resignation due to incompatibility with working activities and other grants). Awarded by the Mathematical Institute of the University of Seville (IMUS) 

8. Research Initiation Scholarship. Awarded by the University of Seville. (July&September 2011 )

9. Cooperation Scholarship. Awarded by the University of Seville. (Sept. 2010 – Jun 2011)

10. Erasmus Scholarship. Awarded by the Spanish Ministry of Education . (Sept. 2009 – Jul 2010 )

International vistis

1. The University of Chicago Booth School of Business. Principal Researcher. (Sep 2019- Present)

2. London Business School.  Visiting faculty. Research stay & knowledge exchanging on teaching tools and subjects related to Business and Management. Management Science and Operations Area (Feb 2017–Mar 2017)

3. University of Edinburgh. Postdoctoral Research Associate in Optimization Research stay. School of Mathematics. (Jun 2016 – Oct 2016 )

4. London Business School. Visiting Ph.D Student. Research stay. Management Science and Operations Area.  (Sep 2014 – Dec 2014)  

5. London Business School. Visiting Ph.D Student. Research stay. Management Science and Operations Area. (Sep 2013 – Dec 2013 )

6. University of Padova. Undergraduate visit to complete the Bachelor’s Degree in Mathematics Erasmus stay. Dipartimento di Matematica. (Sep 2009 – Jul 2010 ) 

Professional activities

• Referee for MS (Management Science)

• Referee for OR (Operations Research)

• Referee for IJOC (INFORMS Journal on Computing)

• Referee for EJOR (European Journal of Operational Research)

• Referee for TOP (Journal of the Spanish Society of Statistics and Operations Research) 

• Referee for JOGO (Journal of Global Optimization)

• Referee for Water

• Referee for ESIN (Earth Science Informatics)