Francisco J. Nogales

According to our database, Francisco J. Nogales authored at least 13 papers between 2002 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Hierarchical Clustering for Smart Meter Electricity Loads Based on Quantile Autocovariances.

Andrés M. Alonso, Francisco J. Nogales, Carlos Ruiz

IEEE Trans. Smart Grid, 2020

2019

A Single Scalable LSTM Model for Short-Term Forecasting of Disaggregated Electricity Loads.

Andrés M. Alonso, Francisco Javier Nogales, Carlos Ruiz

CoRR, 2019

2018

D-trace estimation of a precision matrix using adaptive Lasso penalties.

Vahe Avagyan, Andrés M. Alonso, Francisco J. Nogales

Adv. Data Anal. Classif., 2018

2014

A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem.

Leonardo Berbotto, Sergio García, Francisco J. Nogales

Ann. Oper. Res., 2014

2010

Electricity pool prices: long-term uncertainty characterization for futures-market trading and risk management.

Antonio J. Conejo, Francisco J. Nogales, Miguel Carrión, Juan M. Morales

J. Oper. Res. Soc., 2010

2009

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms.

Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal

Manag. Sci., 2009

Portfolio Selection with Robust Estimation.

Victor DeMiguel, Francisco J. Nogales

Oper. Res., 2009

2008

On Decomposition Methods for a Class of Partially Separable Nonlinear Programs.

Victor DeMiguel, Francisco J. Nogales

Math. Oper. Res., 2008

Solving dynamic stochastic economic models by mathematical programming decomposition methods.

Mercedes Esteban-Bravo, Francisco J. Nogales

Comput. Oper. Res., 2008

2006

Electricity price forecasting through transfer function models.

Francisco J. Nogales, Antonio J. Conejo

J. Oper. Res. Soc., 2006

2005

A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints.

Victor DeMiguel, Michael P. Friedlander, Francisco J. Nogales, Stefan Scholtes

SIAM J. Optim., 2005

2003

A Decomposition Methodology Applied to the Multi-Area Optimal Power Flow Problem.

Francisco J. Nogales, Francisco J. Prieto, Antonio J. Conejo

Ann. Oper. Res., 2003

2002

A decomposition procedure based on approximate Newton directions.

Antonio J. Conejo, Francisco J. Nogales, Francisco J. Prieto

Math. Program., 2002