Publicaciones (publications)
Publicaciones de los Profesores Investigadores del Departamento de Matemáticas y Estadística.Azcue, Pablo. Ph.D. in Mathematics, Harvard Univ. Director del Depto. de Matemáticas y Estadística. Profesor Investigador Asociado.
Martos Venturini, Gabriel. Ph.D. in Mathematical Engineering, Univ. Carlos III de Madrid. Profesor Investigador Asistente.
Muler, Nora. Dra. en Ciencias Matemáticas, UBA. Profesora Investigadora Asociada.
Pinasco, Damián. Dr. en Ciencias Matemáticas, UBA. Profesor Investigador Asociado.
Shmerkin, Pablo. Ph.D. in Mathematics, Univ. of Washington. Profesor Investigador Asociado.
Smucler, Ezequiel. Dr. en Ciencias Matemáticas, UBA. Profesor Investigador Asistente.
Zalduendo, Igancio. Dr. en Ciencias Matemáticas, UBA. Profesor Investigador Plenario.
Libros
- Matemática para Iñaki. Author: Ignacio Zalduendo. Fondo de Cultura Económica, México, (2017).
- Stochastic Optimization in Insurance: A Dynamic Programming Approach. Authors: Pablo Azcue and Nora Muler. Springer Briefs in Quantitative Finance, Springer, (2014).
Publicaciones recientes
- Optimal ratcheting of dividends in insurance. Co-authors: Nora Muler, Pablo Azcue and Hansjörg Albrecher. SIAM Journal on Control and Optimization, to appear (2020). Online Appendix.
- gdpc: gdpc: an R Package for Generalized Dynamic Principal Components. Co-authors: Ezequiel Smucler, Daniel Peña and Victor J. Yohai. Journal of Statistical Software, 92, 1-23, (2020).
- Linear and bilinear operators and their zero-sets. Co-authors: Damián Pinasco and Ignacio Zalduendo. Revista Matemática Complutense, (2020).
- A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme. Co-authors: Nora Muler and Pablo Azcue. Applied Mathematics & Optimization, (2019).
- Optimal dividend payments for a two-dimensional insurance risk process. Co-authors: Nora Muler, Pablo Azcue and Zbigniew Palmowski. Eur. Actuar. J., pp. 9-241, (2019).
- Support Vector Machines. Co-authors: Gabriel Martos Venturini, Alberto Muñoz and Javier Moguerza. StatsRef: Statistics Reference Online, (2019).
- On the measure of polynomials attaining maxima on a vertex. Co-authors: Damián Pinasco and Ignacio Zalduendo. Mathematical Inequalities & Applications. 22, no 2, 421-432, (2019).
- The Minimal Volume of Simplices Containing a Convex Body. Co-authors: Damián Pinasco, Daniel Galicer and Mariano Merzbacher. J. Geom. Anal. 29, no. 1, 717-732, (2019).
- On equality of Hausdorff and affinity dimensions, via self-affine measures on positive subsystems. Co-authors: Pablo Shmerkin and Ian D. Morris.Trans. Amer. Math. Soc. 371, no. 3, 1547-1582, (2019).
- On the Hausdorff dimension of pinned distance sets. Co-author: Pablo Shmerkin. Israel J. Math., 230(2), 949–972, (2019).
- On Furstenberg’s intersection conjecture, self-similar measures, and the L^q norms of convolutions. Co-author: Pablo Shmerkin. Ann. of Math. (2), 189(2):319–391, (2019).
- Forecasting Multiple Time Series with One-Sided Dynamic Principal Components. Co-authors: Ezequiel Smucler, Daniel Peña and Victor J. Yohai. Journal of the American Statistical Association, 114, 1683-1694, (2019).
- Proteomic biomarker study using novel robust penalized elastic net estimators. Co-authors: Ezequiel Smucler, Gabriela Cohen Freue, David Kepplinger and Matías Salibian-Barrera, M. Annals of Applied Statistics, 13, 2065-2090, (2019).
- Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension. Co-author: Ezequiel Smucler. Statistica Sinica. 29, 1065-1081, (2019).
- Consistency of Generalized Dynamic Principal Components in Dynamic Factor Models. Co-author: Ezequiel Smucler. Statistics and Probability Letters, 154, (2019).
- Sufficient dimension reduction and prediction in regression: asymptotic results. Co-authors: Ezequiel Smucler, Liliana Forzani, Daniela Rodriguez and Mariela Sued. Journal of Multivariate Analysis, 171, 339-349, (2019).