Javier Nogales
My blogs
| Introduction | Associate Professor of Statistics and Optimization at Universidad Carlos III de Madrid (UC3M), Spain. www.est.uc3m.es/Nogales |
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| Interests | Quantitative Portfolio Management: portfolio optimization under estimation risk, value-at-risk optimization, robust portfolio optimization, out-of-sample portfolio performance. Quantitative Techniques in Electricity Markets: price forecasting, strategic bidding, trading strategies and risk management, etc. Optimization under Uncertainty: nonlinear and large-scale optimization, robust optimization, stochastic programming, forecasting. |