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.
Ausin Olivera, Maria Concepcion causin@est-econ.uc3m.es
Publications
- Articles 21
- Books 0
- Book chapters 2
- Conferences 13
- Working papers 6
- Technical reports 0
- Research projects 6
- Supervised theses 5
- Patent or software license 0
Bayesian Estimation of Finite Time Ruin Probabilities
- Ausin Olivera, Maria Concepcion
- Wiper, Michael Peter
- Lillo Rodriguez, Rosa Elvira
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (p. 787-805) - 11/2009
https://doi.org/10.1002/asmb.762 View at source
- EISSN 1526-4025
- ISSN 1524-1904
Bayesian analysis of multiple hypothesis testing with applications to microarray experiments
- Ausin Olivera, Maria Concepcion
- Gonzalez-perez, M.t.
- Gonzalez`-perez, B.
- Gomez Villegas, M.a.
- Rodriguez-bernal, M.t.
- Sanz, L.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS (p. 2276-2291) - 2/2011
https://doi.org/10.1080/03610921003778183 View at source
- EISSN 1532-415X
- ISSN 0361-0926
Time-Varying Joint Distribution through Copulas
- Ausin Olivera, Maria Concepcion
- Lopes, Hedibert F.
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 2383-2399) - 11/2010
https://doi.org/10.1016/j.csda.2009.03.008 View at source
- EISSN 1872-7352
- ISSN 0167-9473
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
- Virbickaite, Audrone
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 814-829) - 8/2016
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.csda.2014.12.005 View at source
- EISSN 1872-7352
- ISSN 0167-9473
Bayesian Prediction of the Transient Behaviour and Busy Period in Short- and Long-Tailed GI/G/1 Queueing Systems
- Ausin Olivera, Maria Concepcion
- Wiper, Michael Peter
- Lillo Rodriguez, Rosa Elvira
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 1615-1635) - 1/2008
https://doi.org/10.1016/j.csda.2007.05.009 View at source
- EISSN 1872-7352
- ISSN 0167-9473
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
- Ghosh, Pulak
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 350-358) - 1/2014
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.ejor.2013.07.008 View at source
- EISSN 1872-6860
- ISSN 0377-2217
Particle learning for Bayesian semi-parametric stochastic volatility model
- Lopes, Hedibert F.
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
Econometric Reviews - 1/2019
10.1080/07474938.2018.1514022 View at source
- ISSN 0747-4938
Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
Energy Economics - 10/2020
https://doi.org/10.1016/j.eneco.2020.104961 View at source
- EISSN 1873-6181
- ISSN 0140-9883
Density estimation of circular data with Bernstein polynomials
- Carnicero, J.a.
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
Hacettepe Journal of Mathematics and Statistics (p. 273-286) - 4/2018
https://doi.org/10.15672/hjms.2014437525 View at source
- ISSN 1303-5010
Bayesian nonparametric models of circular variables based on dirichlet process mixtures of normal distributions
- Núñez Antonio, Gabriel
- Ausin Olivera, Maria Concepcion
- Wiper, Michael Peter
JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS (p. 47-64) - 3/2015
https://doi.org/10.1007/s13253-014-0193-y View at source
- ISSN 1085-7117
This researcher has no books.
Bayesian Prediction of Risk Measurements Using Copulas. In: Rethinking Risk Measurement and Reporting. 2, Examples and Applications from Finance
- Ausin Olivera, Maria Concepcion
- Freitas Lopes, Hedibert
Rethinking Risk Measurement and Reporting. 2, Examples and Applications from Finance (p. 69-94) - 11/2010
Editor: RISK BOOKS
- ISBN 978-1-906348-50-2
Bayesian hierarchical vine copula models for the analysis of glacier discharge
- Ausin Olivera, Maria Concepcion
- Gomez Diaz, Mario
- Dominguez, Carmen
11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics - 2018
Editor: ECOSTA ECONOMETRICS AND STATISTICS
- ISBN 978-9963-2227-5-9
The Gaussian Mixture Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation and Portfolio Selection
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
2nd International Workshop on Computational Statistics and Financial Econometrics - 2008
Bayesian Nonparametric Copulas for Multivariate Time Series
- Ausin Olivera, Maria Concepcion
6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) - 2012
Bayesian Non-Parametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH
- Virbickaite, Audrone
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) / 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) - 2012
Particle learning for bayesian non-parametric Markov switching stochastic volatility models with financial applications
- Virbickaite, Audrone
- Lopes Moreira Da Veiga, Maria Helena
- Galeano San Miguel, Pedro
- Ausin Olivera, Maria Concepcion
7th International Conference on Computational and Financial Econometrics (CFE 2013) - 2013
Adapting the Bernstein copula to modeling cylindrical and spherical data with applications
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
- Carnicero Carreño, Jose Antonio
8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015) - 2015
Approximate bayesian computation for phase-type distributions
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
- Wilson, Simon
9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016
Modelling high dimensional stock dependence using factor copulas
- Nguyen, Hoang
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016)<br/> - 2016
Particle learning for Bayesian nonparametric stochastic volatility model
- Ausin Olivera, Maria Concepcion
- Virbickaite, Audrone
- Galeano San Miguel, Pedro
- Lopes, H.
II Conference of the International Society for Non-Parametric Statistics - 2014
Particle learning for Bayesian non-parametric Markov switching stochastic volatility model
- Virbickaite, Audrone
- Lopes, E. F.
- Galeano San Miguel, Pedro
- Ausin Olivera, Maria Concepcion
Workshop Métodos Bayesianos'14 - 2014
Editor: UNIVERSIDAD CARLOS III DE MADRID
Variational Inference for high dimensional structured factor copulas
- Nguyen, Hoang
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 1-23) - 11/2018
Editor: ECOSTA ECONOMETRICS AND STATISTICS
https://doi.org/10.1016/j.csda.2020.107012 View at source
- ISBN 978-9963-2227-5-9
- EISSN 1872-7352
- ISSN 0167-9473
Circular Bernstein Polynomial Distributions
- Carnicero Carreño, Jose Antonio
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
Non-parametric methods for circular-circular and circular-linear
- Carnicero Carreño, Jose Antonio
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
2011
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
Bayesian multivariate Bernstein polynomial density estimation
- Zhao, Yanyun
- Ausin Olivera, Maria Concepcion
- Wiper, Michael Peter
2013
Editor: UNIVERSIDAD CARLOS III DE MADRID
Vine copula models for predicting water flow discharge in Antarctic glaciers
- Gomez Diaz, Mario
- Ausin Olivera, Maria Concepcion
- Dominguez, M. Carmen
2016
This researcher has no technical reports.
ECO2015-66593-P - "Big data" y datos complejos en Empresa y Finanzas
- Peña Sanchez De Rivera, Daniel
- Romo Urroz, Juan
- Muñoz Garcia, Alberto
- Garcia Sipols, Ana Elizabeth
- Senra Diaz, Eva
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
- Romera Ayllon, Maria Rosario
- Galeano San Miguel, Pedro
- Lillo Rodriguez, Rosa Elvira
- Velilla Cerdan, Santiago
- Niño Mora, Jose
- Cascos Fernandez, Ignacio
- Alonso Fernandez, Andres Modesto
- Jimenez Recaredo, Raul Jose
- Cabras, Stefano
- Arribas Gil, Ana
- Martin Apaolaza, Nirian
- Aguilera Morillo, Maria Del Carmen
Period: 01-01-2016 - 31-12-2019
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
Predicción del número óptimo de vendedores en tiendas
- Lado Couste, Nora Rita
- Lillo Rodriguez, Rosa Elvira
- Ausin Olivera, Maria Concepcion
- Rodriguez Cesar, Joanna Virginia
- Mingotti, Nicola
Period: 01-05-2012 - 25-06-2012
Type of funding: Regional
Funding entity: TELEINFORMÁTICA Y COMUNICACIONES, S.A.
FCT-13-6408 - Potenciación de la divulgación científica de la UCC+I de la UC3M
- Neira Jimenez, Maria Luz
- Ausin Olivera, Maria Concepcion
- Lillo Rodriguez, Rosa Elvira
- Herrera Garcia, Ana Maria
- Alonso Flores, Fco. Javier
- Rosique Jove, Beatriz
- Laniado Rodas, Henry
- Virbickaite, Audrone
- Mingotti, Nicola
Period: 01-09-2013 - 31-08-2014
Type of funding: National
Funding entity: FUNDACION ESPAÑOLA DE CIENCIA Y TECNOLOGIA F.S.P.
UC3M-ECO-05-061 - Modelización estadística y análisis de datos
- Peña Sanchez De Rivera, Daniel
- Muñoz Garcia, Alberto
- Martin De Diego, Isaac
- Sanchez Rodriguez-morcillo, Ismael
- Romo Urroz, Juan
- Redondas Marrero, Maria Dolores
- Wiper, Michael Peter
- Benito Bonito, Monica
- Ausin Olivera, Maria Concepcion
- Romera Ayllon, Maria Rosario
- Galeano San Miguel, Pedro
- Lillo Rodriguez, Rosa Elvira
- Velilla Cerdan, Santiago
- Villagarcia Casla, Teresa
- Viladomat Comerma, Julia
- Casas Lopez, Omar Jesus
- Leton Molina, Emilio
- Marin Diazaraque, Juan Miguel
- Alonso Fernandez, Andres Modesto
- Fried, Roland Hermann
- Gzyl ., Henryk
- Yohai, Victor Jaime
- Zamar, Ruben Horacio
- Tiao, George C.
- Gonzalez Prieto, Ester
- Silva Urrutia, Jose Eliud
- Gonzalez Hernandez, Javier
Period: 01-01-2006 - 31-03-2007
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
UC3M-ECO-05-072 - Técnicas no paramétricas y de computación intensiva en estadística
- Romo Urroz, Juan
- Muñoz Garcia, Alberto
- Peña Sanchez De Rivera, Daniel
- Torrente Orihuela, Ester Aurora
- Prieto Fernandez, Francisco Javier
- Durban Reguera, Maria Luz
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
- Romera Ayllon, Maria Rosario
- Lillo Rodriguez, Rosa Elvira
- Velilla Cerdan, Santiago
- Lopez Pintado, Sara
- Villagarcia Casla, Teresa
- Baillo Moreno, Amparo
- Lopez Lopez, Angel
- Molina Peralta, Isabel
- Diasparra Ramos, Maikol Alejandra
- Ramirez Cobo, Josefa
- Franco Pereira, Alba Maria
- Casado De Lucas, David
- Marin Diazaraque, Juan Miguel
- Alonso Fernandez, Andres Modesto
- Lee Hwang, Dae-jin
- Rodriguez, Alejandro Federico
- Giuliodori, Maria Andrea
- Cabras, Stefano
- Alva Chavez ., Kenedy Pedro
Period: 01-01-2006 - 31-12-2006
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
PID2019-108311GB-I00 - Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones
- Galeano San Miguel, Pedro
- Alonso Fernandez, Andres Modesto
- Garcia Sipols, Ana Elizabeth
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
Period: 01-06-2020 - 31-05-2023
Type of funding: National
Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)
Bayesian inference for high dimensional factor copula models
- Ausin Olivera, Maria Concepcion
- Nguyen, Hoang
- Galeano San Miguel, Pedro
Reading date: 11-07-2019
Semi-parametric and non-parametric methods for directional data
- Carnicero Carreño, Jose Antonio
- Wiper, Michael Peter
- Ausin Olivera, Maria Concepcion
Reading date: 30-06-2011
Reading institution: CAMPUS DE GETAFE
Tutela multinivel de los derechos: obstáculos procesales/ Bayesian Non-Parametrics for Time-Varying Volatility Models
- Galeano San Miguel, Pedro
- Virbickaite, Audrone
- Ausin Olivera, Maria Concepcion
Reading date: 19-02-2015
Reading institution: CAMPUS DE GETAFE
Contributions to bayesian non-parametrics
- Wiper, Michael Peter
- Zhao, Yanyun
- Ausin Olivera, Maria Concepcion
Reading date: 10-07-2015
Reading institution: CAMPUS DE GETAFE
This researcher has no patents or software licenses.
Researcher profiles
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ORCID
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Scopus Author ID