Outputs for STATISTICS Department (Year 2020)
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Articles
- A Fast-Pivoting Algorithm for Whittle's Restless Bandit Index
- A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities
- A class of Itô diffusions with known terminal value and specified optimal barrier
- A dirichlet process prior approach for covariate selection
- A general framework for prediction in penalized regression
- A mathematical approach to assess research diversity: operationalization and applicability in communication sciences, political science, and beyond
- A probabilistic patient scheduling model for reducing the number of no-shows
- A probabilistic patient scheduling model with time variable slots
- A robust procedure to build dynamic factor models with cluster structure
- A transaction-cost perspective on the multitude of firm characteristics
- A verification theorem for threshold-indexability of real-state discounted restless bandits
- Adaptive EWMA-S2 control charts with adaptive smoothing parameter
- Adaptive quadrature schemes for bayesian inference via active learning
- Adaptive sparse group LASSO in quantile regression
- Agustín Maravall: An interview with the International Journal of Forecasting
- An alternative semiparametric model for spatial panel data
- Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation
- Automatic elimination of the pectoral muscle in mammograms based on anatomical features
- Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection
- Complementarity, not optimization, is the language of markets
- Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children
- Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
- Correction to: Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children
- Data cloning estimation for asymmetric stochastic volatility models
- Discounted optimal stopping of a brownian bridge, with application to american options under pinning
- EPEC approach for finding optimal day-ahead bidding strategy equilibria of multi-microgrids in active distribution networks
- Estimating non-stationary common factors : implications for risk sharing
- Estimation of proportions in small areas: application to the labour force using the Swiss Census Structural Survey
- Evaluating the influence of country characteristics on the Higher Education System Rankings' progress
- Fast two-stage computation of an index policy for multi-armed bandits with setup delays
- Feasibility of a Virtual reality-based psychoeducational tool (VRight) for depressive patients
- Hierarchical clustering for smart meter electricity loads based on quantile autocovariances
- Improving the Teaching of Hypothesis Testing Using a Divide-and-Conquer Strategy and Content Exposure Control in a Gamified Environment
- Improving the Teaching of Hypothesis Testing Using a Divide-and-Conquer Strategy and Content Exposure Control in a Gamified Environment
- Limited attention, salience of information and stock market activity
- Lipschitz lower semicontinuity moduli for linear inequality systems
- Merged Tree-CAT: A fast method for building precise computerized adaptive tests based on decision trees
- Models for Expected Returns with Statistical Factors
- Multi-machine preventive maintenance scheduling with imperfect interventions: A restless bandit approach
- Objective assessment of Attention-Deficit Hyperactivity Disorder (ADHD) using an infinite runner-based computer game: A pilot study
- On optimal tests for rotational symmetry against new classes of hyperspherical distributions
- Patient No-Show Prediction: A Systematic Literature Review
- Prediction regions for interval¿valued time series
- Response to Cummins and Finaret (2019)
- Robust regression based on shrinkage with application to Living Environment Deprivation
- Shuffle, cut, and learn: Crypto Go, a card game for teaching cryptography
- Special volume on `Recent Developments in Queueing Theory' of the third ECQT conference: part 2
- The relationship among the age at menarche, anthropometric characteristics, and socio-economic factors in Bengali girls from Kolkata, India
- The role of school social support and school social climate in dating violence victimization prevention among adolescents in Europe
- Variable selection with P-splines in functional linear regression: application in graft-versus-host disease.
- Variational inference for high dimensional structured factor copulas
- Video games for the assessment and treatment of attention-deficit/hyperactivity disorder: a systematic review
- Visualizing Inequality in Health and Socioeconomic Wellbeing in the EU: Findings from the SHARE Survey
Book Chapters
- A Cramér--von Mises test of uniformity on the hypersphere. In: Statistical Learning and Modeling in Data Analysis
- From High-dimensional to Functional Data: StringingVia Manifold Learning. In: Functional andHigh-Dimensional Statistics and Related Fields
- Goodness-of-fit tests forfunctional linear models based on integrated projections. In: Functional andHigh-Dimensional Statistics and Related Fields
Conference Contributions
- Actitudes de las personas mayores sobre su calidad de vida, salud y futuro en tiempos del COVID19
- Advances in financial econometrics
- Factor extraction using Kalman filter and smoothing
- Forecastingvalue-at-risk and expected shortfall: A Bayesian approach
- From the Lipschitz to the Lipschitz lower semicontinuity modulus for linear semi-infinite systems
- Predicción de series temporales basada en Machine Learning: aplicaciones económicas y financieras
- Predicción y clasificación basada en distancias parcialmente observadas: aplicaciones al mercado eléctrico
- The BRIk and FABRIk algorithms for improving $k$-means clustering recovery
- Una introducción a las seriestemporales funcionales
Projects
- Acuerdo de colaboración en el área de Data Science
- Análisis de la tendencia en el riesgo de supervivencia en España a corto y medio plazo. como consecuencia del Covid-19
- Aprendizaje Estadístico con Big Data para Problemas Complejos en Economía y Empresa
- Creación de un área sobre Big Data en economía y finanzas en Funcas
- Estudio sobre la tendencia de longevidad de la población española
- Nuevas estrategias en regresión penalizada con aplicaciones en salud, demografía y economía
- Plan de contingencia para eliminar el gas natural del sistema eléctrico español: ¿Pueden las centrales termosolares sustituir a las centrales de ciclo combinado en los próximos años?
- Predicción de edad biológica mediante algoritmos estadísticos y de inteligencia artificial
- Predicción de series temporales no estacionarias de grandes dimensiones
- Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones
- Proyecto Flexener
- SOLUCIÓN MACHINE LEARNING PARA EL DISEÑO DE ESTRATEGIAS DE VENTA
- Servicios de asesoría para la realización de un informe. sobre el valor añadido europeo del paquete de políticas Digital Services Act
- Statistical modelling for smart cities
Supervised Theses
- A General Framework for Prediction in Generalized Additive Models
- DEPTH-BASED METHOD FOR FUNCTIONAL DATA ANALYSIS
- Dynamic Factor Models for Heterogeneous Data
- Modelling Approaches via (Batch) Markov modulated Poisson processes
- Variable selection algorithms in generalized linear models
Working Papers
- A comment on the dynamic factor model with dynamic factors
- A solution method for the shared Resource Constrained Multi-Shortest Path Problem
- Adaptative predictability of stock market returns
- Adaptive quadrature schemes for Bayesian inference via active learning
- Contagion in sequential financial markets: an experimental analysis
- Direct versus iterated multi-period Value at Risk
- Factor extraction using Kalman filter and smoothing: this is not just another survey
- Forecasting gasoline prices with mixed random forest error correction models
- Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer
- Pull your small area estimates up by the bootstraps
- Quantile Consumption-Capital Asset Pricing
- Valuation in the energy sector: Fundamentals or bubbles?
- What do international energy prices have in common after taking into account the key drivers?