Información*
| Nombre | NETZAHUALCOYOTL CASTAÑEDA LEYVA |
|---|---|
| Área | FÍSICO-MATEMÁTICAS Y CIENCIAS DE LA TIERRA |
| Campo | MATEMÁTICAS |
| Disciplina | ESTADÍSTICA |
| Especialidad | TEORIA ESTOCASTICA Y ANALISIS DE SERIES TEMPORALES |
| CVU | 122889 |
| Institución | |
|---|---|
| Dependencia | CENTRO DE CIENCIAS BASICAS |
| Entidad | AGUASCALIENTES |
| Nivel | 1 |
| Vigencia | Inicio: 01/01/2024 |
| Fin: 31/12/2028 |
* Información del primer trimestre de 2026.
Fuente: SECIHTI.
Publicaciones ORCID
- 2022
- Prediction of electricity prices for non‐regulated markets based on a power transformed mean reverting process Applied Stochastic Models in Business and Industry
- 2021
- A Stochastic Model for Adsorption Kinetics Adsorption Science & Technology
- 2011
- Utility maximization in markets with bid–ask spreads Stochastics
- 2005
- Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients SIAM Journal on Control and Optimization
- Optimal Consumption-Investment Problems in Incomplete Markets with Random Coefficients Proceedings of the 44th IEEE Conference on Decision and Control
- 2004
- Optimal portfolio management with consumption
- 2003
- Optimal investment in incomplete financial markets with stochastic volatility Contemporary Mathematics