A robust perspective on transaction costs in portfolio optimization AV Olivares-Nadal, V DeMiguel Operations Research 66 (3), 733-739, 2018 | 85 | 2018 |
Robust newsvendor problem with autoregressive demand E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo Computers & Operations Research 68, 123-133, 2016 | 65 | 2016 |
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 | 30 | 2013 |
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 | 21 | 2014 |
A sparsity-controlled vector autoregressive model E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo Biostatistics 18 (2), 244-259, 2017 | 20 | 2017 |
Technical note—A robust perspective on transaction costs in portfolio optimization V DeMiguel, AV Olivares-Nadal Operations Research (Forthcoming), 2018 | 9 | 2018 |
Integer constraints for enhancing interpretability in linear regression E Carrizosa, AV Olivares-Nadal, P Ramírez-Cobo SORT 44 (1), 67-98, 2020 | 6* | 2020 |
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 |
Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework AV Olivares-Nadal European Journal of Operational Research 315 (3), 1021-1037, 2024 | 2 | 2024 |
Dynamic basis function generation for network revenue management D Adelman, C Barz, AV Olivares-Nadal submitted, 2022 | 2 | 2022 |
Measurized Discounted Markov Decision Processes D Adelman, AV Olivares-Nadal arXiv preprint arXiv:2405.03888, 2024 | 1 | 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 | 1 | 2019 |
Thompson Sampling for Infinite-Horizon Discounted Decision Processes D Adelman, C Keceli, AV Olivares-Nadal arXiv preprint arXiv:2405.08253, 2024 | | 2024 |
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 |