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 visiting the London Business School. My experiences at different universities have provided me with unique research and educational perspectives, international collaborators, and varied tools, which together have shaped my academic identity. Leveraging these diverse experiences, my innate curiosity and my passion for generating social impact I produce novel research fostering social good.

Currently, my research spans several exciting areas:

  • Healthcare: I devise AI methods that leverage extensive datasets to assist doctors in enhancing their decision-making capabilities. For instance, I work with Booth and The University of Chicago Medical Centre (UCM) to evaluate and improve the impact of UCM's Care Management Program. Through my nonprofit Math 4 Change I work developing interpretable rules for predicting the inefficacy of tuberculosis first-line treatment in Mozambique, providing doctors with useful decision-support tools to combat this disease. Still in Mozambique, I am applying AI to unravel the determinants of low birth weight in newborns in Quelimane, potentially providing critical insights for medical interventions
  • Responsible Supply Chain Management: I develop innovative AI methods and algorithms to enable responsible decision-making in supply chains. For example, I collaborate with industry to tailor and apply AI methods to mitigate food waste through optimized inventory decisions. I also work with a startup to deliver AI solutions that promote inclusivity and body positivity by providing women with a broad selection of undergarments that fit both their unique body shape and their preferences, underscoring the transformative potential of research in social norms and self-perception.
  • Assessing and combating biases: I analyze large datasets to evaluate biases in human or AI-driven decisions, and I propose new AI methods to alleviate these. For example, I analyze the fairness of judicial proceedings and aim to provide equitable legal insights to support organizations aiding vulnerable communities.

 

You can find more information about me and my projects on my personal webpage.

  • Journal articles | 2024
    Olivares-Nadal AV, 2024, 'Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework', European Journal of Operational Research, 315, pp. 1021 - 1037, http://dx.doi.org/10.1016/j.ejor.2024.01.014
    Journal articles | 2020
    Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2020, 'Embedding the production policy in location-allocation decisions', 4OR, 18, pp. 357 - 380, http://dx.doi.org/10.1007/s10288-019-00423-z
    Journal articles | 2020
    Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2020, 'Integer constraints for enhancing interpretability in linear regression', SORT, 44, pp. 67 - 98, http://dx.doi.org/10.2436/20.8080.02.95
    Journal articles | 2018
    Olivares-Nadal AV; DeMiguel V, 2018, 'Technical note - A robust perspective on transaction costs in portfolio optimization', Operations Research, 66, pp. 733 - 739, http://dx.doi.org/10.1287/opre.2017.1699
    Journal articles | 2017
    Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2017, 'A sparsity-controlled vector autoregressive model', Biostatistics, 18, pp. 244 - 259, http://dx.doi.org/10.1093/biostatistics/kxw042
    Journal articles | 2016
    Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2016, 'Robust newsvendor problem with autoregressive demand', Computers and Operations Research, 68, pp. 123 - 133, http://dx.doi.org/10.1016/j.cor.2015.11.002
    Journal articles | 2014
    Ramírez-Cobo P; Marzo X; Olivares-Nadal AV; Francoso JA; Carrizosa E; Fernanda Pita M, 2014, 'The Markovian arrival process: A statistical model for daily precipitation amounts', Journal of Hydrology, 510, pp. 459 - 471, http://dx.doi.org/10.1016/j.jhydrol.2013.12.033
    Journal articles | 2013
    Carrizosa E; Olivares-Nadal AV; Ramírez-Cobo P, 2013, 'Time series interpolation via global optimization of moments fitting', European Journal of Operational Research, 230, pp. 97 - 112, http://dx.doi.org/10.1016/j.ejor.2013.04.008
  • Preprints | 2024
    Adelman D; Keceli C; Olivares-Nadal AV, 2024, Thompson Sampling for Infinite-Horizon Discounted Decision Processes, http://arxiv.org/abs/2405.08253v2
    Preprints | 2024
    Adelman D; Olivares-Nadal AV, 2024, Measurized Discounted Markov Decision Processes, http://arxiv.org/abs/2405.03888v2

  1.  XI Research Prize. Awarded by the Real Maestranza de Caballería de Sevilla and University Pablo de Olavide.

  2. Best Paper Prize OBA. 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. Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework  European Journal of Operational Research - Forthcoming (2024)

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

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

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

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

  6. “Robust Newsvendor Problem with Autoregressive Demand” 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” 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” 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”  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)