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Department of Statistics and Operations Research Rey Juan Carlos University, Madrid Smarter Decisions for a Better World November 10, 2010

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Department of Statistics and Operations Research

Rey Juan Carlos University, Madrid

Smarter Decisions for a Better World

November 10, 2010

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Our mission To improve analytics methods for a globalised and highly competitive world

To apply them in relevant grand-challenge problems

To teach them excellently both at undergrad and postgraduate levels, emphasising ICT based learning

To contribute to third world development through science and education

10 de noviembre de 2010Smarter Decisions for a Better World

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Who are we? 2 Professors

6 Associate Professors

9 Tenured Assistant Professors

3 Untenured Assistant Professors. 20 PhDs

6 Teaching Assistants

12 PhD students

110 Master students

10 de noviembre de 2010Smarter Decisions for a Better World

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Research&Development strengths Methodological research grounded in complex challenging problems

From decision sciences to decision technologies From basic data to novel solution concepts From novel solution concepts to efficient algorithms From algorithms to advanced software

10 de noviembre de 2010Smarter Decisions for a Better World

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Our fields

FinanceEnergy and

Water Resources

Air Transporta

tion

Supply Chain management

Public Administra

tionICT Health

Optimization

Inference

Data mining

Simulation

Decision and Risk Analysis

10 de noviembre de 2010 Smarter Decisions for a Better World

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Optimization Stochastic Programming (Optimization under uncertainty)

Nonlinear Programming

Integer Programming

Linear Programming

Network programming

A mixture of these main disciplines (SIP, MINLP)

10 de noviembre de 2010Smarter Decisions for a Better World

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Inference Forecasting for time series models

Complex reliability models

Image processing

Complex mixture modelling

Time-space models for rainfall prediction

Bayesian prediction for queues

Bayesian analysis of stochastic processes

10 de noviembre de 2010Smarter Decisions for a Better World

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Data Mining Support Vector Machines

Bayesian Analysis of Neural Network Models

Kernel Methods in Complex Classification Problems

Task segmentation for robot programming

10 de noviembre de 2010Smarter Decisions for a Better World

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Simulation Bayesian Discrete Event simulation

Reduced order models for efficient complex computation

MCMC algorithms for Bayesian inference

Discrete Event Simulation for workflow lines

10 de noviembre de 2010Smarter Decisions for a Better World

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Decision and Risk Analysis

10 de noviembre de 2010Smarter Decisions for a Better World

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Finance Strategic adquisitions and investment planning

Cash Management

Portfolio selection on fixed rate assets

Portfolio selection on variable rate assets

Debt securitization management

Assets and Liability management

Branch offices allocation / distribution

10 de noviembre de 2010Smarter Decisions for a Better World

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Public Administration and Policy Participatory budgeting systems

Resource allocation models for counterterrorism

E-participation systems

Public budget resource allocation

10 de noviembre de 2010Smarter Decisions for a Better World

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Energy and Water Resources DSS for energy-efficient building operators Fair water distribution schemes Optimal management of watersheds National energy plan for Angola Technology selection for wastewater treatment DSS for electric generation (thermal, nuclear,hydro, wind, solar) planning and network distribution in competitive markets DSS for petrochemical production planning and distribution DSS for Oil & Gas network capacity expanding and workload distribution

10 de noviembre de 2010Smarter Decisions for a Better World

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ICT Reliability prediction for HW/SW systems

Adversarial Risk Analysis for ICT systems

Security in e-voting systems

Task segmentation for robot programming

Trajectory planning for robots

Affective decision making and computing for social emotional robots: Aisoy 1

E-participation

10 de noviembre de 2010Smarter Decisions for a Better World

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Air Transportation ATFM (Air Traffic Flow Management)

CDR (Conflict Detection & Resolution)

Collaborative Decision Making for slot allocation after an incident

Risk assessment of unintended slide deployment

Optimal fueling decisions for holding

Revenue Management

Aircraft assignment and maintenance planning

10 de noviembre de 2010Smarter Decisions for a Better World

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Health Efficient algorithms for medical image reconstruction

Medical Decision Support Systems

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Supply chain management

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Decision Support Systems developed for:

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Our scientific partners

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Our partners. Developing World Universite Tizi-Ouzou, Argelia

Universidade Agostinho Neto, Angola

Universidade 11 Novembre, Angola

Universidad Técnica de Ambato, Ecuador

Universidad Autónoma del Estado de Hidalgo, México

10 de noviembre de 2010Smarter Decisions for a Better World

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Our non-academic partners

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Current projects

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Facts Only Spanish president of EURO (Association of European Operational Research

Societies)

1st ESF project to be led by a Spanish

Next SEIO meeting to be organised by DEIO (Madrid 2012)

Only excellence network in the field (out of 50 in Sciences&Engineering) within Madrid: Riesgos-CM

Only Royal Academy member in the field

Papers published in leading journals: PAMI, Machine Learning, Management Science, Math Programming, JASA, EJOR, Annals of Stats, C&OR, Annals of OR, OMEGA, JOGO, Statistical Science, Technometrics, Decision Analysis,…

10 de noviembre de 2010Smarter Decisions for a Better World

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Teaching strengths Project/Case based teaching

Emphasis on ICT based learning

Own six sigma based methodology for quality improvement

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Undergrad Analytics courses for Engineering, Journalism and Political Science

undegrads

1500 students served per year

40 final year projects per year

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PostgradMaster in Decision Systems Engineering

Reference Master in OR for MoD Quality label from MoED Supported by AECID 100 students Supported by LLP VRTUOSI program Online

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Postgrad partners

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PhDs 20+ PhD students

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Possible Cooperation European FP7 / FP8 projects

National Goverment projects

Large Spanish projects (CENIT, AVANZA Tractor)

In-house training in advanced analytics: Master Special topic courses

Support in advanced analytics consulting projects

Stages for Master students

10 de noviembre de 2010Smarter Decisions for a Better World