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.
Nogales Martin, Fco. Javier fjnm@est-econ.uc3m.es
Publications
- Articles 17
- Books 0
- Book chapters 0
- Conferences 2
- Working papers 10
- Technical reports 0
- Research projects 23
- Supervised theses 6
- Patent or software license 0
A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem
- Berbotto, Leonardo Martin
- Garcia Quiles, Sergio
- Nogales Martin, Fco. Javier
ANNALS OF OPERATIONS RESEARCH (p. 153-173) - 11/2014
https://doi.org/10.1007/s10479-012-1282-3 View at source
- EISSN 1572-9338
- ISSN 0254-5330
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
Solving Dynamic Stochastic Economic Models by Mathematical Programming Decomposition Methods
- Esteban Bravo, Mercedes
- Nogales Martin, Fco. Javier
COMPUTERS & OPERATIONS RESEARCH (p. 226-240) - 1/2008
https://doi.org/10.1016/j.cor.2006.02.031 View at source
- EISSN 1873-765X
- ISSN 0305-0548
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
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
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
Size matters: optimal calibration of shrinkage estimators for portfolio selection
- De Miguel, Victor
- Martin Utrera, Alberto
- Nogales Martin, Fco. Javier
JOURNAL OF BANKING & FINANCE (p. 3018-3034) - 8/2013
https://doi.org/10.1016/j.jbankfin.2013.04.033 View at source
- EISSN 1872-6372
- ISSN 0378-4266
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
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
Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management
- Conejo, Antonio J
- Nogales Martin, Fco. Javier
- Carrion, Miguel
- Morales, J.m
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (p. 235-245) - 2/2010
https://doi.org/10.1057/jors.2008.140 View at source
- EISSN 1476-9360
- ISSN 0160-5682
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
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
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
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
D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties
- Avagyan, Vahe
- Alonso Fernandez, Andres Modesto
- Nogales Martin, Fco. Javier
2015
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
LIBOR Additive Model Calibration to Swaptions Markets
- Perez Colino, Jesus
- Nogales Martin, Fco. Javier
- Stute, Winfried
2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
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
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
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
This researcher has no technical reports.
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
Period: 01-01-2008 - 28-02-2009
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
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.
Técnicas de Predicción y Gestión de Riesgos Relacionados con los Mercados de Gas y Electricidad.
- Nogales Martin, Fco. Javier
- Alonso Fernandez, Andres Modesto
Period: 01-10-2007 - 15-12-2007
Funding entity: CAPGEMINI ESPAÑA S.L.U.,
Modelización estadística para el dimensionamiento del almacenamiento energético. Grid To Data (G2D)
- Nogales Martin, Fco. Javier
- Ruiz Mora, Carlos
Period: 30-07-2018 - 27-05-2019
Type of funding: Regional
Funding entity: SINAP PROYECTOS Y DESARROLLOS, S.L.
MTM2017-88979-P - Nuevos modelos de predicción y optimización bajo incertidumbre en el entorno del Data Science
- Nogales Martin, Fco. Javier
- Ruiz Mora, Carlos
- Prieto Fernandez, Francisco Javier
Period: 01-01-2018 - 30-09-2021
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
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.
Riesgos operacionales
- Nogales Martin, Fco. Javier
Period: 01-09-2018 - 31-10-2018
Type of funding: Regional
Funding entity: PRICEWATERHOUSECOOPERS ASESORES DE NEGOCIOS, 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
Period: 01-01-2009 - 28-02-2010
Funding entity: COMUNIDAD DE MADRID-UC3M
CCG06-UC3M/ESP-0767 - Modelos de optimización dinámica, estocástica y combinatoria de sistemas tecnológicos, logísticos y financieros
- Niño Mora, Jose
- Prieto Fernandez, Francisco Javier
- Nogales Martin, Fco. Javier
- Molina Ferragut, Elisenda
- Jacko, Peter
Period: 01-01-2007 - 29-02-2008
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
New estimation methods for high dimensional inverse covariance matrices
- Alonso Fernandez, Andres Modesto
- Avagyan, Vahe
- Nogales Martin, Fco. Javier
Reading date: 18-02-2016
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
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
This researcher has no patents or software licenses.
Research groups
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