Operations Research
Research Group
- Director: NOGALES MARTIN, FRANCISCO JAVIER
Researchers
Research Lines
- Advanced prediction tools: forecasting for massive time-series, energy and finance, clustering of big-data time series
- Big Data Optimization: non-linear programming, large and sparse optimization, high-dimensional covariance and precision matrix estimation, sparse networks
- Optimization under Uncertainty: stochastic programming, constraint learning, value-at-risk optimization, robust portfolio optimization