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.

RDF/XML JSON-LD N3/Turtle RDF/JSON
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, Fco. 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, Fco. 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, Fco. Javier
  • Ruiz Mora, Carlos

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

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

  • ISSN 1996-1073
Open Access

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

  • Avagyan, Vahe
  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Fco. Javier

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

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

  • ISSN 1862-5347

Retail Equilibrium with Switching Consumers in Electricity Markets.

  • Ruiz Mora, Carlos
  • Nogales Martin, Fco. 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, Fco. 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, Fco. 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, Fco. 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, Fco. 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, Fco. 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, Fco. 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, Fco. Javier

INFORMS Annual Meeting: TransfORmation - 2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Open Access

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

  • Lafit, Ginette
  • Nogales Martin, Fco. Javier

2017

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Retail competition with switching consumers in electricity markets

  • Ruiz Mora, Carlos
  • Nogales Martin, Fco. 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, Fco. Javier

2015

Open Access

Ranking Edges and Model Selection in High-Dimensional Graphs

  • Lafit, Ginette
  • Nogales Martin, Fco. Javier
  • Zamar, Ruben Horacio

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Portfolio selection with proportional transaction costs and predictability

  • Nogales Martin, Fco. 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, Fco. 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, Fco. Javier

2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Optimal Portfolios with Minimum Capital Requirements

  • Alves Portela Santos, Andre
  • Nogales Martin, Fco. 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, Fco. 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

LIBOR Additive Model Calibration to Swaptions Markets

  • Perez Colino, Jesus
  • Nogales Martin, Fco. Javier
  • Stute, Winfried

2008

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

Predicción de demanda eléctrica desagregada y generación renovable distribuida en "Smart Grids".

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

Period: 01-09-2017 - 01-09-2018

Type of funding: National

Funding entity: FUNDACIÓN IBERDROLA ESPAÑA

Desarrollo de un novedoso sistema de gestión inteligente de eficiencia energética

  • Martinez Fernandez, Paloma
  • Gonzalez Carrasco, Israel

Period: 16-01-2017 - 15-10-2017

Type of funding: Regional

Funding entity: AICOX SOLUCIONES S.A.

Orden de compra 3312-1 - Asesoría técnica en herramientas matemáticas y estadísticas

  • Nogales Martin, Fco. Javier
  • Garcia-saavedra Garcia-rabadan, Francisco

Period: 19-02-2016 - 19-02-2016

Type of funding: Regional

Funding entity: ERNST & YOUNG S.L.

MTM2013-44902-P - Optimización regularizada: nuevos modelos y métodos en el análisis de big data

  • Nogales Martin, Fco. Javier
  • Prieto Fernandez, Francisco Javier
  • Avagyan, Vahe
  • Lafit, Ginette
  • Fabila Carrasco, John Stewart
  • Carballo Gonzalez, Alba

Period: 01-01-2014 - 30-06-2018

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

MTM2010-16519 - Optimización bajo incertidumbre en finanzas: nuevos modelos y tecnicas.

  • Nogales Martin, Fco. Javier
  • D Auria, Bernardo
  • Martin Utrera, Alberto
  • Berbotto, Leonardo Martin
  • Delgado Gomez, David

Period: 01-01-2011 - 30-06-2014

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

Predicción de precios de energía eléctrica en el corto plazo

  • Nogales Martin, Fco. Javier
  • Alonso Fernandez, Andres Modesto

Period: 06-04-2010 - 04-05-2010

Type of funding: Regional

Funding entity: SUN TO MARKET SOLUTION, S.L.

Estimación de eficiencia de producción de energía solar en planta fotovoltaica

  • Nogales Martin, Fco. Javier

Period: 20-11-2009 - 27-11-2009

Funding entity: TECNOMA ENERGIA SOSTENIBLE (GRUPO TYPSA)

CCG08-UC3M/ESP-4162 - CP08: Modelos de ayuda a la toma de decisiones en presencia de incertidumbre

  • Nogales Martin, Fco. Javier
  • Molina Ferragut, Elisenda
  • Martin Barragan, Belen
  • Garcia Quiles, Sergio
  • D Auria, Bernardo
  • Jacko, Peter
  • Villar, Sofia Soledad
... View more Collapse

Period: 01-01-2009 - 28-02-2010

Funding entity: COMUNIDAD DE MADRID-UC3M

Modelización y clasificación estadística de series temporales en el sector inmbiliario

  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Fco. Javier

Period: 14-04-2009 - 21-07-2009

Funding entity: TASACIONES INMOBILIARIAS, S.A. (TINSA)

CCG07-UC3M/ESP-3389 - Optimización de sistemas de grandes dimensiones mediante programación matemática.

  • Niño Mora, Jose
  • Nogales Martin, Fco. Javier
  • Molina Ferragut, Elisenda
  • Martin Barragan, Belen
  • Garcia Quiles, Sergio
  • D Auria, Bernardo
  • Jacko, Peter
... View more Collapse

Period: 01-01-2008 - 28-02-2009

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Multivariate volatility models in financial risk management and portfolio selection

  • Alves Portela Santos, Andre
  • Nogales Martin, Fco. 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, Fco. Javier

Reading date: 18-02-2016

Parameter uncertainty in portfolio optimization

  • De Miguel, Victor
  • Martin Utrera, Alberto
  • Nogales Martin, Fco. 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, Fco. Javier

Reading date: 15-01-2016

Robust and Sparse Estimation of Large Precision Matrices

  • Lafit, Ginette
  • Nogales Martin, Fco. Javier
  • Zamar, Ruben Horacio

Reading date: 28-09-2017

Dynamic interest-rate modelling in Incomplete Markets

  • Nogales Martin, Fco. Javier
  • Perez Colino, Jesus
  • Stute, Winfried

Reading date: 24-01-2009

This researcher has no patents or software licenses.

Last data update: 4/9/24 12:33 AM