Google Scholar Profile

Journal articles

34. "On the empirical performance of different covariance-matrix forecasting methods", with Rafael Torres, submitted to Neural Computing and Applications, DOI: https://doi.org/10.1007/s00521-024-09574-5., (2024) [PDF] NEW!!!! 

33. "On sectoral market efficiency", with Axel Araneda, submitted to Finance Research Letter, DOI: https://doi.org/10.1016/j.frl.2023.104949, (2023), [PDF] NEW!!!!

32. "An Optimal Control Perspective on Classical and Quantum Physical Systems", with Mauricio Contreras and Roberto Ortiz,  JSymmetry 2023, 15(11); https://doi.org/10.3390/sym15112033 (2023). [PDF] NEW!!!!

31. "Can auctions increase competition in the pension funds market? The Chilean experience", with Rodrigo Harrison and Marcela Parada-Contzen Journal of Policy Modeling, DOI: https://doi.org/10.1016/j.jpolmod.2023.07.002, (2023). [PDF] 
 
30.  "On the Dynamics and Stability of the Crime and Punishment Game ", with María José Quinteros, Complexity, DOI: https://doi.org/10.1155/2022/2449031, (2022). [PDF] 
 
29.  "On the social discount rate for South American Countries:", with Hugo Osorio, Applied Economics Letters, DOI: 10.1080/13504851.2021.1990837, (2021). [PDF] 

28.  “An evolutionary model of whistleblowing behavior in organizations”, with María José Quinteros and Mauricio Villena second round in IMA Journal of Management Mathematics, dpab015, https://doi.org/10.1093/imaman/dpab015 Published: 10 May (2021). [PDF] ​ 

27.  “Computing the CEV option pricing formula using the semiclassical approximation of path integral”, with Axel A. Araneda, Available online 7 November (2020), 113244, Journal of Computational and Applied Mathematics. [PDF] ​

26. “On the spatial dynamics of vaccination: A spatial SIRS-V model”, with Eduardo González, Computers & Mathematics with Applications, Volume 80, Issue 5, 1 September (2020), Pages 733-743. [PDF]

25. “Comparative evaluation of elevation gain estimation in mountain physical activities using wereable devices'”, with Raimundo Sánchez, Proceedings of the Institution of Mechanical Engineers, Part P: Journal of Sports Engineering and Technology, (2020). [PDF]​

24.  “Resonance phenomena in option pricing with arbitrage”, with Mauricio Contreras, Physica A: Statistical Mechanics and its Applications, 540, 123238,, (2020).. [PDF]​

23. "Decentralized valorization of residual flows as an alternative to the traditional urban waste management system: The case of Peñalolén in Santiago de Chile.", with de Kraker, J., Kujawa-Roeleveld, K.., & Pabón-Pereira, C Sustainability 11.22 (2019): 6206. [PDF] ​

22.  “Global and local advertising strategies: a dynamic multi-market optimal control model”, with Mauricio Contreras, Journal of Industrial & Management Optimization, (2019), doi:10.3934/jimo.2018084. [PDF]

21.  "On resource depletion and productivity: the case of the Chilean copper industry", with Fernando Greve, Resources Policy, Volume 59, December (2018), Pages 553-562. [PDF] ​

20. “Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile”, with Eduardo Bitran, Fabián Duarte, and Dalila Fernandes, CEPAL Review N° 123 (2017), 225-244. [PDF]

18.  “Dynamic optimization and its relation to classical and quantum constrained systems”, with Mauricio Contreras and Rely Pellicer, Physica A: Statistical Mechanics and its Applications 479 (2017) 12–25. [PDF]

17.  “Dynamics and stability in retail competition”, with Axel A. Araneda, Mathematics and Computers in Simulation 134 (2017) 37–53. [PDF]

16.  “On the strategic behavior of large investors: A mean-variance portfolio approach”, with Lorenzo Reus, European Journal of Operational Research 254 (2016), 679-688. [PDF]

15.  “On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry”, with Mauricio Contreras and Alejandro Llanquihuén, Journal of Mathematical Finance, 6 (2016), 562-579. [PDF]

14.  “Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods”, with Mauricio Contreras and Rely Pellicer, Journal of Mathematical Finance, 6 (2016), 541-561. [PDF]

13.  “Water management problems in the Copiapó Basin, Chile: markets, severe scarcity the regulator”, with Eduardo Bitran and Pedro Rivera, Water Policy 16 (2014) 844–863. [PDF]

12. “¿Innovar para exportar o exportar para innovar? - Un análisis a nivel de firma de la industria manufacturera chilena, 1995-2010” with Eduardo Bitran, Fernando Greve and Cristián González, Estudios Públicos, 134 (otoño 2014), 109-130. [PDF]

11. “Policy making for broadband adoption and usage in Chile through machine learning”, with Gonzalo A. Ruz and Samuel Varas, Expert Systems with Applications 40 (2013) 6728–6734. [PDF]

10. “Stability Analysis for Spatial Attrition with n Forces”, with Eduardo González, AIP Conference Proceedings 1479, 1383 (2012). [PDF]

9. “Spatial attrition modeling: Stability conditions for a 2D + t FD formulation”, with Eduardo González, Computers and Mathematics with Applications 61 (2011) 3246–3257. [PDF]

8.  “Spatial Lanchester models”, con Eduardo González, European Journal of Operational Research 210 (2011), 706-715. [PDF]

7.  “A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit”, with Mauricio Contreras and Rely Pellicer, Physica A: Statistical Mechanics and its Applications 389 (2010) 5447–5459. [PDF]

6. "Dynamic option pricing with endogenous stochastic arbitrage”, with Mauricio Contreras and Rely Pellicer, Physica A: Statistical Mechanics and its Applications 389 (2010) 3552–3564. [PDF]

5.  “El nuevo desafío de las concesiones de obras públicas en Chile. Hacia una mayor eficiencia y desarrollo institucional”, with Eduardo Bitran, Estudios Públicos, N° 117 (verano 2010), 175-217. [PDF]

4.  “Economic Impact of the Open Skies Agreement Policy in Chile (Impacto Económico de la Política De Acuerdos De Cielos Abiertos En Chile)”, with Rodrigo Harrison and Mauricio Villena, Revista de Análisis Economico, Vol. 23, No. 1 (2008), 107-149. [PDF]

3.  “La teoría de juegos evolutivos (TJE) y la economía evolutiva de Thorstein Veblen: ¿es Vebleniana la TJE?", with Mauricio G. Villena, Cuadernos de Economía, vol. XXIV No. 42 (2005), 13-48. [PDF]

2. “Evolutionary Game Theory and Thorstein Veblen's Evolutionary Economics: Is EGT Veblenian?”, with Mauricio G. Villena, Journal of Economic Issues, Vol. XXXVIII No.3 (2004), 585-610. [PDF]

1. “Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios”, with Terry Barker and Jonathan Köhler, Environmental Economics and Policy Studies (2002) 5: 135-166. [PDF] 

​Selected Policy Papers (20 studies)

20.  Impact Evaluation of Chile's Foreign Trade on Employment in the Last 30 Years, in progress. SUBREI (Subsecretaría de relaciones económicas internacionales, Chilean Undersecretariat for international economic relations), Project Leader 2021.

19.  Review and update of the unit value of reactive power compensation and evaluation of an ancillary services market in the wholesale electricity market of Panama, Panama National Public Services Authority, Project Leader 2020.

18. Methodology for estimating the penalty value for illegal Fishing and a proposal for Regulations according to Law No. 20.657, SUBPESCA (Undersecretary of Fisheries), Project Leader 2020.

17. Private evaluation for the Santiago - San Antonio rail freight corridor, EPSA (Port Authority San Antonio), Project Leader 2020.

16. Impact Evaluation of the Pandemic on Water Demand and Costs, SISS (Superintendencia de Servicios Sanitarios, Superintendency of Sanitary Services), Project Leader 2020.

15. Forecasting of Fuel Demand (Diesel, Gasoline, LPG, Kerosene, Natural Gas, Petroleum), Energy Commission, CNE, Ministry of Energy Chile, 2019 

14. "Estudio de adaptación a la restricción de recursos hídricos en Chile" ("On adaptation to the restriction of water resources in Chile"), ODEPA - Oficina de Estudios y Políticas Agrarias, Ministerio de Agricultura (Office of Agricultural Studies and Policies, Ministry of Agriculture). [PDF]​

13. "Sobre el diseño y desempeño de la licitación de nuevos afiliados en Chile" ("On the design and performance of the Chilean pension auction model"). NOTA TÉCNICA, The Inter-American Development Bank - Banco Interamericano de Desarrollo (BID) https://publications.iadb.org/es/sobre-el-diseno-y-desempeno-de-la-licitacion-de-nuevos-afiliados-en-chile). [PDF]

12. “Hacia relaciones contractuales modernas en las obras de infraestructura de uso público” ("Towards modern contractual relationships in infrastructure works for public use"), Serie documentos de política pública, Cámara Chilena de la Construcción (CCHC, Chilean Chamber of Construction), (2015). [PDF]​

11. “Análisis de los Aportes Financieros Reembolsables (AFR)” ("Analysis of Reimbursable Financial Contributions"), Serie documentos de política pública, Cámara Chilena de la Construcción (CCHC, Chilean Chamber of Construction), (2015). [PDF]​

10. “Desarrollo de la ERNC en Chile: Desafíos técnicos, regulatorios e institucionales” ("Development of the NCRE in Chile: Technical, regulatory and institutional challenges"), with Carlos Silva, Documento de referencia ESPACIO PÚBLICO, 19 Abril (2014). [PDF]

9. “Medición del impacto de la inversión extranjera directa en la economía chilena” ("Measuring the impact of foreign direct investment on the Chilean economy"), con Antonio Ansoleaga, Documentos académicos, Comité de Inversión Extranjera, Foreign Investment Committee (2013). [PDF]

8. “Evaluación de Impacto de los Programas de Alimentación de la JUNAEB” ("Impact Evaluation of the Food Programs of the JUNAEB", http://www.dipres.gob.cl/597/articles-141186_informe_final.pdf), Ministerio de Hacienda (Ministry of Finance). [PDF]

7. "Diagnóstico del Consumo Interno de Productos Pesqueros en Chile" ("Diagnosis of Domestic Consumption of Fishery Products in Chile"),  https://www.subpesca.cl/portal/618/w3-article-94615.html, SUBPESCA (Undersecretary of Fisheries),  [PDF]

6. “Evolución de la productividad total de factores en Chile” ("Evolution of total factor productivity in Chile"), with Igal Magendzo, CORFO  (Chilean Development Agency)– Universidad Adolfo Ibáñez, (2012). [PDF] [PDF]

5. “Evaluando el entorno para las asociaciones público-privadas en América Latina y el Caribe, Infrascope 2010, Guía del índice y metodología” ("Assessing the environment for public-private partnerships in Latin America and the Caribbean"), with Eduardo Bitran, Economist Intelligence Unit, The Economist, octubre de (2010). [PDF]

4. “Innovar para competir, una guía de buenas prácticas” ("Innovate to compete, a guide of good practices"), with Alfonso Gómez y Ariel Shilkrut, Confederación de la producción y el comercio (CPC, Confederation of production and commerce) – Universidad Adolfo Ibáñez, (2007). [PDF]

3. “Sustainable Impact Assessment (SIA) of the trade aspects of negotiations for an Association Agreement between the European Communities and Chile”, European Union, contributing author, December (2002). [PDF]

2. “IPCC WGIII Third Assessment Report - Chapter 9. Sector Costs and Co-Benefits of Mitigation", IPCC United Nations, contributing author, (2001). [PDF]

1. "Methodology of formulation and evaluation of intermediate road projects", Ministerio de Desarrollo Social y Familia (Ministry of Social Development) (1995). [PDF] I identified this new category of public infrastructure projects and developed its methodology. Until today it is used, and projects have been implemented for millions of dollars in it.