Researcher

Ms Alba Olivares Nadal

Keywords

Fields of Research (FoR)

Operations research, Applied statistics, Machine learning, Decision making

Biography

My mathematical background and my innate curiosity have always encouraged me to broaden my research limits and explore problems of diverse nature. My research has applications to Inventory, Finance, Healthcare and Hydrology. This interdisciplinary experience has endowed my research with high versatility and a knowledge of the Operations field both in Europe and in the U.S. Currently, I am anchoring my research in dynamic programming and...view more

My mathematical background and my innate curiosity have always encouraged me to broaden my research limits and explore problems of diverse nature. My research has applications to Inventory, Finance, Healthcare and Hydrology. This interdisciplinary experience has endowed my research with high versatility and a knowledge of the Operations field both in Europe and in the U.S. Currently, I am anchoring my research in dynamic programming and featured approaches, to which I am planning to infuse a gendered flavour with the aim to improve decisions and alleviate gender bias, for instance, in recruitment and personalized medicine.


My Qualifications

  1. PhD. in Mathematics. Department of Statistics and Operational Research, University of Seville. (Sep 2012 – Sep 2016)

  2. Master’s Degree in Advanced Mathematics. University of Seville. (Sep 2011 – Jun 2012 )

  3. Bachelor’s Degree in Mathematics. University of Seville. (Sep 2006 – Jul 2011 ) & Università degli Studi di Padova. Erasmus Stay. (Sep 2009 – Jul 2011)


My Awards

  1.  XI Research Prize. Awarded by the Real Maestranza de Caballería de Sevilla and University Pablo de Olavide.

  2. Best Paper Prize OBA. Enhancing interpretability by tightening linear regression methods. Awarded by Summer School on Optimization, Big Data and Applications (OBA) Committee - Veroli (Italy) Jul 2017 

  3. University of Seville Prize for the best academic record 2012 Mathematics Degree class 2006-2011. Awarded by the University of Seville.

  4. San Alberto Magno Prize for the best academic record 2011 Mathematics Degree class 2006-2011. Awarded by the University of Seville.


My Research Activities

Publications - Field literature

  1. Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework  European Journal of Operational Research - Forthcoming (2024)

  2.  “Integer Constraints for Enhancing Interpretability in Linear Regression” with Emilio Carrizosa and Pepa Ramírez-Cobo. SORT 44 (1), 67-98 (2020)

  3. “Embedding the production policy in the location-allocation decisions”  with Emilio Carrizosa and Pepa Ramírez-Cobo. 4OR-Q J Oper Res (2019)

  4. “A Robust Perspective on Transaction Costs in Portfolio Selection” with Víctor DeMiguel. Operations Research, 66 (3), pp. 733-739 (2018)

  5. “A Sparsity-Controlled Vector Autoregressive Model” with Emilio Carrizosa and Pepa Ramírez-Cobo. Biostatistics, 18 (2), pp. 244-259 (2017)

  6. “Robust Newsvendor Problem with Autoregressive Demand” with Emilio Carrizosa and Pepa Ramírez-Cobo. Computers & Operations Research, 68, pp. 123-133 (2016) 

  7. “A Time Series Interpolation via Global Optimization of Moments Fitting” with Emilio Carrizosa and Pepa Ramírez-Cobo. European Journal of Operational Research, 230(1), pp. 97- 112 (2013)

Publications - Others

  1. “The Markovian Arrival Process: A Statistical Model for Daily Precipitation Amounts” with Pepa Ramírez-Cobo, Xavier Marzo, José Álvarez Fracoso, Emilio Carrizosa and M.Fernanda Pita. Journal of Hydrology, 510, pp. 459-471 (2014)

  2. “Enheduanna, Teano y Aglaonike: Precursoras de Hipatia”  with Juan Núñez, Marithania Silvero-Casanova and Estrella Rodríguez-Lorenzo. Boletín de la Sociedad Puig Adam, 85, pp. 45-57 (2010)

Working papers

  1. “Dynamic Basis Function Generation for Network Revenue Management” with Dan Adelman and Christiane Barz. Submitted (2023)

  2. “Measure-valued Markov Decission Processes” with Dan Adelman. Working draft (2023)

  3. “A Primal-Dual Algorithm for the Long-Run Average Reward Problem” with Dan Adelman. Working draft (2023)

  4. “Thompson Sampling for Infinite-Horizon Discounted Decision Processes” with Dan Adelman and Cagla Keceli. Submitted (2023)

  5. “Optimizing Treatment Allocation to Maximize the Health of a Population” with Dan Adelman. In preparation (2023)

  6. “Evaluating the Impact of a Care Management Program on Healthcare Utilization” with Pauline Mourot, George Weyer and Dan Adelman. Working paper (2023)

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Publications

by Ms Alba Olivares Nadal