Julio Deride

I am currently a Postdoctoral Appointee at Sandia National Labs, Albuquerque. I got my Ph.D. degree in Applied Mathematics from the University of California, Davis. My academic interests lie in the interface of Stochastic Programming and Variational Analysis. I have worked on the development of approximation techniques for solving Stochastic General Equilibrium problems, and their numerical implementations. Additionally, I have collaborated with research groups on Renewal Energies, working on the mathematical modeling of probability distribution of forecast errors for Solar and Wind power generation. Finally, I have been interested in the study of 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


  • Roger J-B Wets
  • Alejandro Jofré
  • Yueyue Fan
  • David Woodruff
  • Zhaomiao Guo
  • Robert Bassett
  • Jean-Paul Watson
  • Carlos Ramírez
  • Francisco Muñoz
  • Johannes Royset


  • (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




  • A Scenario Optimization Approach to System Identification with Reliability Guarantees”, Crespo, L.G., Giesy, D., Kenny, S, Deride, J.

In preparation

  • "A distributed optimization approach for solving general equilibrium problems", Deride, J.
  • "A Model for Robust Regulation of Financial Networks" , Deride, J., Ramírez, C.
  • "Solving equilibrium problems in economies with financial markets, home production, and retention", Deride, J., Wets, R. J-B (data)
  • "Copulas for renewable energies scenario creation", Idoine, A., Deride, J., Woodruff, D.L.



  • 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).


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, Santiago.

Contact Info

"...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