FQM243: ESTIO (Statistics and Operation Research)

Submitted by francisco.grimaldi on Tue, 08/25/2020 - 10:30
University
Faculty/school/department
SCIENCE FACULTY/ STATISTICS AND OPERATIONAL RESEARCH
Size of the team
number of researchers number of supporting staff number of PhD students
7
0
0
Composition of Joint Unit of Research, if relevant

The group develops probabilistic and optimization models and employs multivariate statistical techniques to
Measure and compare actuarial and financial risks.
Study the inequality of income distributions and the reliability of engineering systems.
Solve multiobjective mathematical programming problems.
Solve vectorial equilibrium problems with constraints and applications in Economics.
Reduce the dimension and search behavior patterns in problems in the area of health sciences.
Estimate astrophysical parameters in distributed computing environments.
Study the deformation of the Earth's crust through time series analysis.

PI
PI name
Miguel Angel Sordo Diaz
PI bio

ORCID ID: 0000-0003-1383-9051

Miguel A. Sordo is a Full Professor in the Department of Statistics and Operation Research at the University of Cádiz, where he  served as director from 2008 to 2016. He currently teaches courses on stochastic processes and risk theory  in the degree and the master in  Mathematics at that university. He received the degree in Mathematics from the University of Sevilla in 1990 and the Ph.D. degree in Mathematics from the University of Cádiz in 2000. His research interests focus on the fields of applied probability and statistics, particularly in risk theory, actuarial modelling, stochastic orderings, engineering reliability and income inequality and poverty measurement.  He has supervised six doctoral theses and is the co-author of more than 45 papers on these topics in international journals such as Insurance: Mathematics and Economics, Astin Bulletin, Journal of Multivariate Analysis, Bayesian Analysis, Journal of Economic Theory, R Journal  or  IEEE Transactions in Reliability, among others.
He has participated as principal investigator in five research projects obtained in competitive national and regional calls, being currently co-principal investigator of the projects entitled  "Stochastic orderings with applications to Insurance, Finance and Reliability",  funded by the Spanish Government, and “Stochastic models for measuring and comparing systemic risks”, co-funded by the Regional Government of Andalusia and FEDER.  He holds three research periods recognized  by ANECA (the last one achieved in 2015).

Contact person and e-mail
Contact person
Miguel Angel Sordo Diaz
Contact person e-mail
WWW
Short description of research profile

Probability distributions, stochastic orderings, survival analysis,  exploratory data analysis, mathematical programming, stochastic models in finance and insurance, stochastic comparisons of actuarial and financial risks.

Research area
Scientific Themes (keywords)
Publications

Representative publications

1. On a New Class of Multivariate Prior Distributions: Theory and Application in Reliability Fabrizio Ruggeri,  Marta Sánchez-Sánchez, Miguel A. Sordo, Alfonso Suárez-Llorens Bayesian Analysis INT SOC BAYESIAN ANALYSIS (2020) Vol: Online first. Advance publication (2020), 30 pages.. Pgs: 1-30
2. Different optimum notions for fuzzy functions and optimality conditions associated Osuna-Gomez, Rafaela; Hernandez-Jimenez, Maria Beatriz; Chalco-Cano, Yurilev; Ruiz-Garzón, Gabriel Fuzzy Optimization and Decision Making. 2018. vol. 17. Pgs. 177-193
3. Karush–Kuhn–Tucker conditions for interval and fuzzy optimization in several variables under total and directional generalized differentiability Stefanini, Luciano; Arana-Jiménez, Manuel Fuzzy Sets and Systems. 2019. Vol: 362. Núm:1. Pgs 1-34.  
4. Stochastic orders and co-risk measures under positive dependence Sordo, Miguel A.; Bello, Alfonso J.; Suárez-Llorens, Alfonso Insurance: Mathematics & Economics. 2018.  Núm. 78, Pgs. 105-113
5. The balance of adult mental health care: provision of core health versus other types of care in eight European countries. Cetrano, G; Salvador-Carulla, L; Tedeschi, F; Rabbi, L; Gutierrez-Colosia, M R; Gonzalez-Caballero, J L; Park, A-L; McDaid, D; Sfetcu, R; Kalseth, J; Kalseth, B; Hope, O; Brunn, M; Chevreul, K; StraSSmayr, C; Hagmair, G; Wahlbeck, K; Amaddeo, F Epidemiology and psychiatric sciences. 2018.  Núm. 29   Pgs: e6

Link to extended list of publication

Technology Expertise
  • Methods of multivariate analysis and dimensional reduction.
  • Exploratory data analysis.
  • Use and implementation of  statistical software (R, Mplus, Statgraphics)
  • Bayesian methodology: robustness, inference and decision making
  • Multi-objective mathematical programming.
  • Control and variational processes.
  • Fuzzy optimization.
  • Actuarial and financial risk analysis.
  • Stochastic orderings.
  • E-Learning and E-Assessment.
  • Modeling and estimation of astrophysical parameters related to star formation and crustal deformation.
  • Time series analysis.