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

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
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

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
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

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
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

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
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
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
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

LIBOR Additive Model Calibration to Swaptions Markets

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

2008

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

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

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

This researcher has no technical reports.

PROYECTO FLEXENER

  • ALONSO ARRIBAS, ELISA (Participante)
  • GARCIA CABRERA, MARIA JOSE (Participante)
  • CALDERON LILLO, GONZALO (Participante)
  • GOMEZ GIL DE SAN VICENTE, IGOR (Participante)
  • DEL CAMPO JIMÉNEZ, GUILLERMO (Participante)
  • GARCIA MATILLA, GONZALO (Participante)
  • MASCARAQUE GRECIANO, LAURA (Participante)
  • SAAVEDRA DARRIBA, EDGAR (Participante)
  • OLLOQUI BUJÁN, JORGE (Participante)
  • SANTAMARIA GALDON, MARIA ASUNCION (Investigador principal (IP))
... View more Collapse

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

Type of funding: National

Funding entity: BALANTIA CONSULTORES, S.L.

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.

Contrato Marco de Asesoramiento Técnico

  • Nogales Martin, Fco. Javier

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

Type of funding: Regional

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

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

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