Recent Submissions

  • Thumbnail

    Risk management for mathematical optimization under uncertainty 

    Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María; Pérez Sainz de Rozas, Gloria (2016)
    We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ...
  • Thumbnail

    Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints 

    Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María; Pérez Sainz de Rozas, Gloria (2015)
    In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. ...
  • Thumbnail

    A Note on Wavelet Correlation and Cointegration 

    Fernández Macho, Francisco Javier (2013-11)
    In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are ...
  • Thumbnail

    Seasonal Stability Tests in gretl. An Application to International Tourism Data 

    Díaz-Emparanza Herrero, Ignacio; Moral Zuazo, María Paz (2013-09)
    The seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small ...

View more