The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Nogales Martin, Fco. Javier fjnm@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Open Access

Hierarchical clustering for smart meter electricity loads based on quantile autocovariances

  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier
  • Ruiz Mora, Carlos

IEEE Transactions on Smart Grid (p. 4522-4530) - 5/2020

https://doi.org/10.1109/tsg.2020.2991316 View at source

  • EISSN 1949-3061
  • ISSN 1949-3053

A transaction-cost perspective on the multitude of firm characteristics

  • De Miguel, Victor
  • Martin Utrera, Alberto
  • Nogales Martin, Francisco Javier
  • Uppal, Raman

REVIEW OF FINANCIAL STUDIES (p. 2180-2222) - 5/2020

https://doi.org/10.1093/rfs/hhz085 View at source

  • EISSN 1465-7368
  • ISSN 0893-9454
Open Access

A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series

  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier
  • Ruiz Mora, Carlos

Energies (Energies) (p. 5328) - 10/2020

https://doi.org/10.3390/en13205328 View at source

  • EISSN 1996-1073
  • ISSN 1996-1073
Open Access

D-trace estimation of a precision matrix using adaptive Lasso penalties

  • Avagyan, Vahe
  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier

Advances in Data Analysis and Classification (p. 425-447) - 6/2018

https://doi.org/10.1007/s11634-016-0272-8 View at source

  • EISSN 1862-5355
  • ISSN 1862-5347

Retail Equilibrium with Switching Consumers in Electricity Markets.

  • Ruiz Mora, Carlos
  • Nogales Martin, Francisco Javier
  • Prieto Fernandez, Francisco Javier

NETWORKS & SPATIAL ECONOMICS (p. 145-180) - 3/2018

10.1007/s11067-018-9384-3 View at source

  • EISSN 1572-9427
  • ISSN 1566-113X

Combining Multivariate Volatility Forecasts: An Economic-Based Approach

  • Caldeira, João F.
  • Moura, Guilherme V.
  • Nogales Martin, Francisco Javier
  • Alves Portela Santos, Andre

Journal of Financial Econometrics (p. 247-285) - 9/2017

https://doi.org/10.1093/jjfinec/nbw010 View at source

  • EISSN 1479-8417
  • ISSN 1479-8409
Open Access

Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix

  • Avagyan, Vahe
  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (p. 865-872) - 10/2017

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

https://doi.org/10.1080/10618600.2017.1340890 View at source

  • EISSN 1537-2715
  • ISSN 1061-8600

Multiperiod portfolio optimization with multiple risky assets and general transaction costs

  • Mei, Xiaoling
  • De Miguel, Victor
  • Nogales Martin, Francisco Javier

JOURNAL OF BANKING & FINANCE (p. 108-120) - 8/2016

https://doi.org/10.1016/j.jbankfin.2016.04.002 View at source

  • EISSN 1872-6372
  • ISSN 0378-4266

Parameter uncertainty in multiperiod portfolio optimization with transaction costs

  • De Miguel, Angel Victor
  • Martin Utrera, Alberto
  • Nogales Martin, Francisco Javier

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (p. 1443-1471) - 12/2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1017/s002210901500054x View at source

  • EISSN 1756-6916
  • ISSN 0022-1090

Stock return serial dependence and out-of-sample portfolio performance

  • De Miguel, Victor
  • Nogales Martin, Francisco Javier
  • Uppal, Raman

REVIEW OF FINANCIAL STUDIES (p. 1031-1073) - 4/2014

https://doi.org/10.1093/rfs/hhu002 View at source

  • EISSN 1465-7368
  • ISSN 0893-9454

This researcher has no books.

This researcher has no book chapters.

A Vehicle Routing Model with Stop Nodes

  • Berbotto, Leonardo Martin
  • Garcia Quiles, Sergio
  • Nogales Martin, Francisco Javier

EURO working Group on Vehicle Routing and Logistics Optimization (VeRoLog 2012) - 2012

Calibration of Shrinkage Estimators for Portfolio Optimization

  • De Miguel, Angel Victor
  • Martin Utrera, Alberto
  • Nogales Martin, Francisco Javier

INFORMS Annual Meeting: TransfORmation - 2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Open Access

Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets

  • Feng, Wenxiu
  • Ruiz Mora, Carlos
  • Nogales Martin, Francisco Javier

2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Robust and sparse estimation of high-dimensional precision matrices via bivariate outlier detection

  • Lafit, Ginette
  • Nogales Martin, Francisco Javier

2017

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Retail competition with switching consumers in electricity markets

  • Ruiz Mora, Carlos
  • Nogales Martin, Francisco Javier
  • Prieto Fernandez, Francisco Javier

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties

  • Avagyan, Vahe
  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier

2015

Open Access

Ranking Edges and Model Selection in High-Dimensional Graphs

  • Lafit, Ginette
  • Nogales Martin, Francisco Javier
  • Zamar, Ruben Horacio

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Portfolio selection with proportional transaction costs and predictability

  • Nogales Martin, Francisco Javier
  • Mei, Xiaoling

JOURNAL OF BANKING & FINANCE (p. 131-151) - 9/2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

10.1016/j.jbankfin.2018.07.012 View at source

  • EISSN 1872-6372
  • ISSN 0378-4266

Multiperiod portfolio selection with transaction and market-impact costs

  • De Miguel, Angel Victor
  • Mei, Xiaoling
  • Nogales Martin, Francisco Javier

2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

A vehicle routing model with split delivery and stop nodes

  • Berbotto, Leonardo Martin
  • Garcia Saiz, Sergio Javier
  • Nogales Martin, Francisco Javier

2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Optimal Portfolios with Minimum Capital Requirements

  • Alves Portela Santos, Andre
  • Nogales Martin, Francisco Javier
  • Ruiz Ortega, Esther
  • Van Dijk, D

JOURNAL OF BANKING & FINANCE (p. 1928-1942) - 7/2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.jbankfin.2012.03.001 View at source

  • EISSN 1872-6372
  • ISSN 0378-4266
Open Access

Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk

  • Alves Portela Santos, Andre
  • Nogales Martin, Francisco Javier
  • Ruiz Ortega, Esther

Journal of Financial Econometrics (p. 400-441) - 4/2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1093/jjfinec/nbs015 View at source

  • EISSN 1479-8417
  • ISSN 1479-8409

This researcher has no technical reports.

Asesoramiento metodológico e implementación de modelos de Ciencia de Datos en el ámbito del proyecto denominado Sistema de predicción autónomo de gestión operativa y comercial para el sector de la distribución

  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto
  • Ruiz Mora, Carlos

Period: 11-06-2024 - 10-06-2025

Type of funding: Regional

Funding entity: TELYNET SA

Contrato Marco de Asesoramiento Técnico

  • Nogales Martin, Francisco Javier

Period: 01-01-2023 - 31-12-2027

Type of funding: Regional

Funding entity: CIRCULO DE INGENIO ANALITICO, S.L.

TED2021-130980B-I00 - Paideia: Desarrollo de un sistema para la mejora del diagnóstico y el tratamiento de las enfermedades del neurodesarrollo a través de herramientas digitales

  • Delgado Gomez, David
  • Pastor Perez, Luis
  • Nogales Martin, Francisco Javier
  • San Martin Lopez, Jose Javier
  • Arribas Gil, Ana
  • Ruiz Mora, Carlos
  • Navarro Jimenez, Rocio
  • Ardoy Cuadros, Juan
  • Peñuelas Calvo, Inmaculada
  • Sújar Garrido, Aarón
  • Bayona Beriso, Sofia
  • Robles Sanchez, Oscar David
  • Garcia Lorenzo, Marcos José
  • Mata, Susana
  • Carmona Camacho, Rodrigo
  • Martinez Martin, Nuria
  • Miguelez Fernandez, Carolina
  • Jimenez Fernandez, Sara
... View more Collapse

Period: 01-12-2022 - 30-11-2024

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

PID2020-116694GB-I00 - Optimización bajo incertidumbre y control estocástico: aplicaciones a mercados estocásticos en el paradigma del Big Data

  • Ruiz Mora, Carlos
  • Prieto Fernandez, Francisco Javier
  • Nogales Martin, Francisco Javier
  • D Auria, Bernardo
  • Ferriero, Alessandro

Period: 01-09-2021 - 31-08-2024

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Acuerdo de colaboración en el área de Data Science

  • Nogales Martin, Francisco Javier
  • Ruiz Mora, Carlos

Period: 15-05-2020 - 14-05-2021

Type of funding: Regional

Funding entity: DELOITTE CONSULTING, S.L.

SOLUCIÓN MACHINE LEARNING PARA EL DISEÑO DE ESTRATEGIAS DE VENTA

  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto

Period: 26-06-2020 - 27-12-2021

Type of funding: National

Funding entity: TELYNET SA

ZEROGASPAIN-CM-UC3M - Plan de contingencia para eliminar el gas natural del sistema eléctrico español: ¿Pueden las centrales termosolares sustituir a las centrales de ciclo combinado en los próximos años?

  • Ruiz Mora, Carlos
  • Gonzalez Gomez, Pedro Angel
  • Santana Santana, Domingo Jose
  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto
  • Fernandez Torrijos, Maria
  • Rodriguez Reviejo, Tomas
  • Sanchez Rocha, Patricia
... View more Collapse

Period: 01-01-2020 - 31-03-2022

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

PROYECTO FLEXENER

  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto
  • Ruiz Mora, Carlos

Period: 01-10-2020 - 31-12-2022

Type of funding: National

Funding entity: BALANTIA CONSULTORES, S.L.

Riesgos operacionales

  • Nogales Martin, Francisco Javier

Period: 01-09-2018 - 31-10-2018

Type of funding: Regional

Funding entity: PRICEWATERHOUSECOOPERS ASESORES DE NEGOCIOS, S.L.

Modelización estadística para el dimensionamiento del almacenamiento energético. Grid To Data (G2D)

  • Nogales Martin, Francisco Javier
  • Ruiz Mora, Carlos

Period: 30-07-2018 - 27-05-2019

Type of funding: Regional

Funding entity: SINAP PROYECTOS Y DESARROLLOS, S.L.

Multivariate volatility models in financial risk management and portfolio selection

  • Alves Portela Santos, Andre
  • Nogales Martin, Francisco Javier
  • Ruiz Ortega, Esther

Reading date: 01-06-2010

Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS

New estimation methods for high dimensional inverse covariance matrices

  • Alonso Fernandez, Andres Modesto
  • Avagyan, Vahe
  • Nogales Martin, Francisco Javier

Reading date: 18-02-2016

Parameter uncertainty in portfolio optimization

  • De Miguel, Victor
  • Martin Utrera, Alberto
  • Nogales Martin, Francisco Javier

Reading date: 27-09-2013

Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS

Dynamic portfolio selection with transaction costs and estimation error

  • Mei, Xiaoling
  • Nogales Martin, Francisco Javier

Reading date: 15-01-2016

Robust and Sparse Estimation of Large Precision Matrices

  • Lafit, Ginette
  • Nogales Martin, Francisco Javier
  • Zamar, Ruben Horacio

Reading date: 28-09-2017

Dynamic interest-rate modelling in Incomplete Markets

  • Nogales Martin, Francisco Javier
  • Perez Colino, Jesus
  • Stute, Winfried

Reading date: 24-01-2009

This researcher has no patents or software licenses.

Last data update: 8/28/24 5:40 PM