Dr Alba Olivares Nadal

Dr Alba Olivares Nadal

Senior Lecturer
  1. PhD. in Mathematics. Department of Statistics and Operational Research, University of Seville. (Sep 2012 – Sep 2016)

  2. Master’s Degree in Advanced Mathematics. University of Seville. (Sep 2011 – Jun 2012 )

  3. Bachelor’s Degree in Mathematics. University of Seville. (Sep 2006 – Jul 2011 ) & Università degli Studi di Padova. Erasmus Stay. (Sep 2009 – Jul 2011)

Business School
School of Information Systems and Technology Management

I am an academic with strong roots in the intersection between theoretical and applied mathematics, analytics and Artificial Intelligence (AI) methods. Since I obtained my PhD in Mathematics in September 2016, I have held various international roles. I’ve been a Postdoctoral Researcher at The University of Chicago Booth School of Business and at the University of Zurich, and I was an Assistant Professor at the University Pablo de Olavide (UPO) in Spain. I have also spent extended periods vi...

E-mail
a.olivares_nadal@unsw.edu.au

  1.  XI Research Prize, opens in a new window. Awarded by the Real Maestranza de Caballería de Sevilla and University Pablo de Olavide.

  2. Best Paper Prize OBA, opens in a new window. Enhancing interpretability by tightening linear regression methods. Awarded by Summer School on Optimization, Big Data and Applications (OBA) Committee - Veroli (Italy) Jul 2017 

  3. University of Seville Prize for the best academic record 2012 Mathematics Degree class 2006-2011. Awarded by the University of Seville.

  4. San Alberto Magno Prize for the best academic record 2011 Mathematics Degree class 2006-2011. Awarded by the University of Seville.

Publications - Field literature

  1. , opens in a new windowConstructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework, opens in a new window, opens in a new window  European Journal of Operational Research - Forthcoming (2024)

  2.  “Integer Constraints for Enhancing Interpretability in Linear Regression”, opens in a new window with Emilio Carrizosa and Pepa Ramírez-Cobo. SORT 44 (1), 67-98 (2020)

  3. “Embedding the production policy in the location-allocation decisions”, opens in a new window  with Emilio Carrizosa and Pepa Ramírez-Cobo. 4OR-Q J Oper Res (2019)

  4. “A Robust Perspective on Transaction Costs in Portfolio Selection”, opens in a new window with Víctor DeMiguel. Operations Research, 66 (3), pp. 733-739 (2018)

  5. “A Sparsity-Controlled Vector Autoregressive Model”, opens in a new window with Emilio Carrizosa and Pepa Ramírez-Cobo. Biostatistics, 18 (2), pp. 244-259 (2017)

  6. “Robust Newsvendor Problem with Autoregressive Demand”, opens in a new window with Emilio Carrizosa and Pepa Ramírez-Cobo. Computers & Operations Research, 68, pp. 123-133 (2016) 

  7. “A Time Series Interpolation via Global Optimization of Moments Fitting”, opens in a new window with Emilio Carrizosa and Pepa Ramírez-Cobo. European Journal of Operational Research, 230(1), pp. 97- 112 (2013)

Publications - Others

  1. “The Markovian Arrival Process: A Statistical Model for Daily Precipitation Amounts”, opens in a new window with Pepa Ramírez-Cobo, Xavier Marzo, José Álvarez Fracoso, Emilio Carrizosa and M.Fernanda Pita. Journal of Hydrology, 510, pp. 459-471 (2014)

  2. “Enheduanna, Teano y Aglaonike: Precursoras de Hipatia”, opens in a new window  with Juan Núñez, Marithania Silvero-Casanova and Estrella Rodríguez-Lorenzo. Boletín de la Sociedad Puig Adam, 85, pp. 45-57 (2010)

Working papers

  1. “Dynamic Basis Function Generation for Network Revenue Management” with Dan Adelman and Christiane Barz. Submitted (2023)

  2. “Measure-valued Markov Decission Processes” with Dan Adelman. Working draft (2023)

  3. “A Primal-Dual Algorithm for the Long-Run Average Reward Problem” with Dan Adelman. Working draft (2023)

  4. “Thompson Sampling for Infinite-Horizon Discounted Decision Processes” with Dan Adelman and Cagla Keceli. Submitted (2023)

  5. “Optimizing Treatment Allocation to Maximize the Health of a Population” with Dan Adelman. In preparation (2023)

  6. “Evaluating the Impact of a Care Management Program on Healthcare Utilization” with Pauline Mourot, George Weyer and Dan Adelman. Working paper (2023)