Francisco J. Nogales

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2020 J jnl
Hierarchical Clustering for Smart Meter Electricity Loads Based on Quantile Autocovariances.
IEEE Trans. Smart Grid
Andrés M. Alonso, Francisco J. Nogales, Carlos Ruiz
2018 J jnl
D-trace estimation of a precision matrix using adaptive Lasso penalties.
Adv. Data Anal. Classif.
Vahe Avagyan, Andrés M. Alonso, Francisco J. Nogales
2014 J jnl
A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem.
Ann. Oper. Res.
Leonardo Berbotto, Sergio García, Francisco J. Nogales
2010 J jnl
Electricity pool prices: long-term uncertainty characterization for futures-market trading and risk management.
J. Oper. Res. Soc.
Antonio J. Conejo, Francisco J. Nogales, Miguel Carrión, Juan M. Morales
2009 J jnl
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms.
Manag. Sci.
Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal
2009 J jnl
Portfolio Selection with Robust Estimation.
Oper. Res.
Victor DeMiguel, Francisco J. Nogales
2008 J jnl
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs.
Math. Oper. Res.
Victor DeMiguel, Francisco J. Nogales
2008 J jnl
Solving dynamic stochastic economic models by mathematical programming decomposition methods.
Comput. Oper. Res.
Mercedes Esteban-Bravo, Francisco J. Nogales
2006 J jnl
Electricity price forecasting through transfer function models.
J. Oper. Res. Soc.
Francisco J. Nogales, Antonio J. Conejo
2005 J jnl
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim.
Victor DeMiguel, Michael P. Friedlander, Francisco J. Nogales, Stefan Scholtes
2003 J jnl
A Decomposition Methodology Applied to the Multi-Area Optimal Power Flow Problem.
Ann. Oper. Res.
Francisco J. Nogales, Francisco J. Prieto, Antonio J. Conejo
2002 J jnl
A decomposition procedure based on approximate Newton directions.
Math. Program.
Antonio J. Conejo, Francisco J. Nogales, Francisco J. Prieto