By Dr Alba Olivares Nadal

Journal articles

Olivares-Nadal AV, 2024, 'Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework', European Journal of Operational Research, 315, pp. 1021 - 1037, http://dx.doi.org/10.1016/j.ejor.2024.01.014

Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2020, 'Embedding the production policy in location-allocation decisions', 4OR, 18, pp. 357 - 380, http://dx.doi.org/10.1007/s10288-019-00423-z

Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2020, 'Integer constraints for enhancing interpretability in linear regression', SORT, 44, pp. 67 - 98, http://dx.doi.org/10.2436/20.8080.02.95

Olivares-Nadal AV; DeMiguel V, 2018, 'Technical note - A robust perspective on transaction costs in portfolio optimization', Operations Research, 66, pp. 733 - 739, http://dx.doi.org/10.1287/opre.2017.1699

Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2017, 'A sparsity-controlled vector autoregressive model', Biostatistics, 18, pp. 244 - 259, http://dx.doi.org/10.1093/biostatistics/kxw042

Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2016, 'Robust newsvendor problem with autoregressive demand', Computers and Operations Research, 68, pp. 123 - 133, http://dx.doi.org/10.1016/j.cor.2015.11.002

Ramírez-Cobo P; Marzo X; Olivares-Nadal AV; Francoso JA; Carrizosa E; Fernanda Pita M, 2014, 'The Markovian arrival process: A statistical model for daily precipitation amounts', Journal of Hydrology, 510, pp. 459 - 471, http://dx.doi.org/10.1016/j.jhydrol.2013.12.033

Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2013, 'Time series interpolation via global optimization of moments fitting', European Journal of Operational Research, 230, pp. 97 - 112, http://dx.doi.org/10.1016/j.ejor.2013.04.008

Preprints

Adelman D; Keceli C; Olivares-Nadal AV, 2024, Thompson Sampling for Infinite-Horizon Discounted Decision Processes, http://arxiv.org/abs/2405.08253v2

Adelman D; Olivares-Nadal AV, 2024, Measurized Markov Decision Processes Part I: The Discounted Infinite Horizon Criterion, http://arxiv.org/abs/2405.03888v3

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