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    Frequency Domain Local Bootstrap in long memory time series 

    Arteche González, Jesús María (2020-10)
    Bootstrap techniques in the frequency domain have been proved to be effective instruments to approximate the distribution of many statistics of weakly dependent (short memory) series. However their validity with long ...
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    Generating cluster submodels from two-stage stochastic mixed integer optimization models 

    Eguía Ribero, María Isabel; Garín Martín, María Araceli; Unzueta Inchaurbe, Aitziber (2018-10-22)
    Stochastic optimization problems of practical applications lead, in general, to some large models. The size of those models is linked to the number of scenarios that defines the scenario tree. This number of scenarios can ...
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    Time-dependent outside option in an alternating offers bargaining model 

    Rubio Peña, Jesús Ángel (1997)
    In this work I consider an alternating offers bargaining model in which a time-dependent outside option is introduced. The purpose of this work is to analyze relationships between S.P.E. utility pairs induced by such a ...
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    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 ...

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