Concepedia

Alba V. Olivares-Nadal

AV

5

Publications

177

Citations

5

H-Index

2013

Active since

Affiliations

Universidad de Cádiz(Current)

Universidad de Sevilla

Alba V. Olivares-Nadal is an author at Universidad de Cádiz specializing in statistics, data science, and business.

Top concepts

StatisticsFinanceBusinessEngineeringForecastingData ScienceEconomicsGeographyAccountingManagement

Publications per year

2013–2018

5

Publications

5

Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization

Alba V. Olivares-Nadal, Victor DeMiguel · Operations Research · 2018 · 77 citations

Portfolio Optimization, Portfolio Problem, Asset Pricing +15

Robust newsvendor problem with autoregressive demand

Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez‐Cobo · Computers & Operations Research · 2015 · 48 citations

Demand Management, Economics, Dynamic Economic Model +7

Time series interpolation via global optimization of moments fitting

Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez‐Cobo · European Journal of Operational Research · 2013 · 20 citations · Full text

The Markovian arrival process: A statistical model for daily precipitation amounts

Pepa Ramírez‐Cobo, Xavier Marzo, Alba V. Olivares-Nadal et al. · Journal of Hydrology · 2014 · 20 citations · Full text

Meteorology, Numerical Weather Prediction, Data Assimilation +9

A sparsity-controlled vector autoregressive model

Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez‐Cobo · Biostatistics · 2016 · 12 citations · Full text

Engineering, Vector Autoregression, Causal Relation Extraction +17

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