Julio Deride
I am currently working as an Assistant Professor at the Faculty of Engineering and Science at Universidad Adolfo Ibáñez (UAI). Previously, I held an Assistant Professor position at Universidad Técnica Federico Santa María (USM) and a postdoctoral position at Sandia National Laboratories, Albuquerque. I got my Ph.D. in Applied Mathematics from the University of California, Davis, in 2017.
My academic interests lie at the interface of Stochastic Programming and Variational Analysis. I have developed approximation techniques for solving Stochastic General Equilibrium problems and their numerical implementations. Additionally, I have collaborated with research groups on Renewable Energies, focusing on the mathematical modeling of probability distributions of forecast errors for solar and wind power generation. Finally, I am interested in studying Duality Theory for Stochastic Programming problems and its connection with approximation techniques.
Research interests
Stochastic Programming
Stochastic Variational Analysis
Mathematical Modeling
Convex Analysis & Duality
Variational Analysis
Economic Theory & Equilibria
Mathematical Statistics
Financial regulation
Energy Markets
Education
(2017) Ph.D. Applied Mathematics, University of California, Davis, USA
(2009) Master in Applied Economics, DII, Universidad de Chile, Chile
(2009) Mathematical Engineer, DIM, Universidad de Chile, Chile
(2017-2019) Postdoctoral appointee, Sandia National Laboratories, NM, USA
Research
Published
(2024) "A variational approach to a cdf estimation problem under stochastic ambiguity", Deride, J., Royset, J., Urrea, F. (repository.) Set-Valued and Variational Analysis.
(2023) "Intermediate Service Facility Planning in a Stochastic and Competitive Market: Incorporating Agent-infrastructure Interactions over Networks", Baghali, S., Guo, Z., Deride, J., Fan, Y. Transportation Research Part C.
(2023) "A Primal-Dual Partial Inverse Splitting for Constrained Monotone Inclusions: Applications to stochastic Programming and Mean Field Games", Briceño-Arias, L., Deride, J., López-Rivera, S., Silva, F.J., Applied Mathematics and Optimization 87, 21(2023).
(2021) "One step estimation with scaled proximal methods", Bassett, R., Deride, J., Mathematics of Operations Research.
(2021) "Random Activations in Primal-Dual Splittings for Monotone Inclusions with a priori Information", Briceño-Arias, L., Deride, J., Vega, C., Journal of Optimization Theory and Applications.
(2018) "Maximum a Posteriori Estimators as a Limit of Bayes Estimators", Bassett, R., Deride, J., Mathematical Programming Series B.
(2018) "Constructing Probabilistic Scenarios for Wide-Area Solar Power Generation", Woodruff, D.L., Deride, J., Staid, A., Watson, J-P, Slevogt, G., Silva-Monroy, C., Solar Energy, Volume 160, 2018, Pages 153-167, ISSN 0038-092X.
(2017) "Solving deterministic and stochastic equilibrium problems via augmented Walrasian", Deride, J., Jofré, A, Wets, R.J-B, Computational Economics. (Ex.4-data.)
(2017) "Essays on variational approximation techniques for stochastic optimization problems", Deride, J., University of California, Davis, ProQuest Dissertations Publishing, 2017. 10285197.
(2016) "Infrastructure Planning for Fast Charging Stations in a Competitive Market", Deride, J., Fan, Y, Guo, Z., Transportation Research Part C: Emerging Technologies. vol.68, pp.215–227.
(2011) "Computing and Sensitivity Analysis for an Equilibrium in Incomplete Market: A duality approach", Deride, J., Master’s thesis, Advisor: PhD.Alejandro Jofré.
Conference paper
(2019) “A Scenario Optimization Approach to System Identification with Reliability Guarantees”, Crespo, L.G., Giesy, D., Kenny, S, Deride, J., 2019 American Control Conference (ACC), pp 2100-2106, IEEE.
Submitted
"Reaching an equilibrium of prices and holdings of goods through direct buying and selling", Deride, J., Jofré, A., Rockafellar, R.T.
"Solving equilibrium problems in economies with financial markets, home production, and retention", Deride, J. (data)
"Subgradient evolution of value functions in discrete-time optimal control ", Deride, J., Hermosilla, C., Solla, M.
"Approximations of Rockafellians, Lagrangians, and Dual Functions ", Deride, J., Royset, J.
In preparation
"The dynamics of an equilibrium of prices and holdings in continual restoration", Deride, J., Jofré, A., Rockafellar, R.T.
"A distributed optimization approach for solving general equilibrium problems", Deride, J.
"A Model for Robust Regulation of Financial Networks" , Deride, J., Ramírez, C.
Grant proposals
Awarded
(2023) CMF Chile, "Estudio local de estabilidad y resiliencia de redes financieras: caso chileno"
(2019-2021) FONDECYT Iniciación N11190549, "Design and implementation of provable convergent algorithms for computing equilibrium prices: from mathematical foundations to market eficiency analysis"
Teaching
Lecture notes
Functional Analysis (USM, in Spanish)
Linear programming (USM-UAI, in Spanish)
Instructor
Universidad Adolfo Ibáñez:
Industrial Engineer: Supply Chain Management (IND430, Spring 2024)
M.Sc.: Advanced Linear Programming (IND003, Spring 2024)
Universidad Federico Santa María:
Undergraduate: Calculus (MAT021-Fall 2019,2021), Calculus II (MAT022-2021,2022,2023)
Math.Engineering: Nonlinear Optimization (MAT279-Spring 2019,2020,2022), Functional Analysis (MAT227-Fall2020,2022), Mathematical Modeling I (MAT282-Spring 2023), Mathematical Modeling II (Fall 2024)
Graduate: Convex Analysis (Graduate, MAT410-Fall 2021,Fall 2023), Advanced Linear Programming (Graduate, Fall 2024)
University of California Davis: Vector Analysis (MAT21D, Winter 2014, Summer Session I 2014, Summer Session II 2016), and Series and Partial Derivatives (MAT21C, Spring 2015)
Universidad de Chile: Statistics (Spring 2009, Spring 2011), and Elementary Statistics (Fall 2007-Fall 2011)
Teaching Assistant
University of California Davis: Vector Analysis (MAT21D, Fall 2016), and Series and Partial Derivatives (MAT21D, Winter 2017, Spring 2017)
Universidad de Chile: Nonlinear Optimization (Fall 2009), Introduction to Economics (Fall 2008), Optimization (Spring 2007, Spring 2008), Multivariate Calculus (Spring 2006, Fall 2007, Summer Session 2007, Fall 2008), and Statistics (Fall 2006, Fall 2007).
Mentoring
Master in Sciences
Fernanda Urrea (PhD student INSA Rouen Normandie, Francia)
Cristian Vega (PhD student , Università degli Studi di Genova, Italy)
Sergio López (PhD student, Universidad de Chile, Chile)
Mathematical Engineering
Eric Zepeda (M.Sc. Student, Universidad Técnica Federico Santa María)
Mattia Solla (PhD student, University of Southern California, USA)
Current students
Max Rosado (USM), Wolfgang Breytmann (USM)
Experience
Research Internship
(Summer 2017) Visitor, National Institute of Aerospace (NIA) - National Aeronautics and Space Administration (NASA), Hampton, Virgina.
(Summer 2015) Visitor, Central Bank of Chile, Economic Research Area, Research Division, Santiago, Chile.
Job Experience
(2008-2012) Quantitative analyst, BCI Bank, Department of Finance, Treasury Board, Santiago.
Contact Info
<first name>.<last name> @ uai.cl
"...Yo creo que desde muy pequeño mi desdicha y mi dicha al mismo tiempo fue el no aceptar las cosas como dadas. A mí no me bastaba con que me dijeran que eso era una mesa, o que la palabra ”madre” era la palabra ”madre” y ahí se acaba todo. Al contrario, en el objeto mesa y en la palabra madre empezaba para mí un itinerario misterioso que a veces llegaba a franquear y en el que a veces me estrellaba...."
—Julio Cortázar