Juan Carlos Martínez-Ovando

Scientific Production

Articles

• An approach to jointly modeling uncertainty on the model parameters and ambiguity on the reward function of reinforcement learning processes, (2023).
• Enhancing LLM reasoning performance using domain-specific knowledge graphs, (2023).
• Heart-disease detection using audio multilevel wavelet decomposition, with S. Shinde (2022).
• Heart disease detection with deep learning using a combination of multiple input sources, with S. Shinde (2021). IEEE Ecuador Technical Chapters Meeting (ETCM).
• Latent semantic model using mixtures of non-homogeneous Markov processes (2019). Mimeo.
• Insurance premium coverage against natural disaster risk: A new predictive non-parametric approach (2018). Submitted.
• Predictive value-at-risk and expected shortfall portfolio selection in reinsurance, (2018). Submitted.
• Random and epistemic uncertainty in mean-variance portfolio allocation, with R. Quirós (2017). Mimeo.
• Pruebas de estrés: Subjetividad y predictibilidad, (2017). Laberintos e Infinitos.
• Compositional dynamic factor modelling: A coherent approach for measuring national and state coincident indexes (2018). Submitted.
• Now-casting wages inflation in Mexico using Google analytics data (2015). Mimeo. Banco de Mexico.
• A note on the diffusion of business cycles, with S. Guerrero-Escobar (2015). Resubmitted.
• A note on assessing the uncertainty underlying to Laspeyres price indices (2016). Submitted.
• A quantitative assessment of the influence of crime on the economic growth dynamics in Mexico in the short-term (2014). Resubmitted.
• Generalized diffusion indexes of state and sectoral economic activity for Mexico, with S. Guerrero-Escobar (2014). Banco de México Working Paper.
• predfinitepop: Predictive inference on totals and averages of finite populations segmented in planned and unplanned domains, with S.I. Olivares-Guzmán and A. Roldán-Rodríguez (2014). R package version 1.0.
• Predictive inference on finite populations segmented in planned and unplanned domains, with S.I. Olivares-Guzman and A. Roldán-Rodríguez (2014). Banco de Mexico Working Paper 2014-04.
• Strictly stationary models coherent under marginalization, with S.G. Walker (2013).
• A Bayesian non-parametric framework to inference on totals of finite populations, with S.I. Olivares-Guzmán and A. Roldán-Rodríguez (2013). In Lanzarone, E. and Ieva, F. (eds.) The Contribution of Young Researchers to Bayesian Statistics, Chapter 15, Springer.
• Time-series modelling, stationarity and Bayesian non-parametric methods, with S.G. Walker (2011). Banco de Mexico Working Paper 2011-08.
• Automatic metro map layout using multicriteria optimization, with J. Stott, P. Rodgers, and S.G. Walker (2011). IEEE Transactions on Visualization and Computer Graphics 17(1): 101-114.

Dissertations

• Contributions to the Bayesian Non-parametric Modelling of Time-Series Data (2011). Ph.D. Dissertation, The University of Kent.

Winner of L. J. Savage Award to the best doctoral dissertation on Bayesian Statistics and Econometrics, granted internationally by ISBA-NSF-ASA.

• Un Criterio Predictivo para la Seleccion de Modelos de Series de Tiempo (2004). Master's Thesis, Universidad Nacional Autónoma de México.

Winner of the Premio F. Aranda-Ordaz to the best Master's thesis on Statistics, granted nationally by AME (Mexican Statistical Association).

Contact

Contact me through email at jc.martinez.ovando@gmail.com