The Department of Statistics and Operations Research at Rey Juan Carlos University in Madrid outlines its mission to improve analytics methods and apply them to solve grand challenges problems while excelling in teaching at both undergraduate and postgraduate levels with an emphasis on ICT learning. It has 20 professors and associates professors, 20 PhDs, 6 teaching assistants, 12 PhD students and 110 master's students conducting research in optimization, inference, data mining, simulation, and decision analysis across various application domains including finance, energy, transportation, supply chain management and more.

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

2. 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

3. 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

4. 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

5. Our fields
Finance
Energy and
Water
Resources
Air
Transporta
tion
Supply Chain
management
Public
Administra
tion
ICT Health
Optimization
Inference
Data mining
Simulation
Decision and Risk Analysis
10 de noviembre de 2010 Smarter Decisions for a Better World

6. 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

7. 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

8. 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

9. 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

10. Decision and Risk Analysis
10 de noviembre de 2010Smarter Decisions for a Better World

11. 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

12. 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

13. 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

14. 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

15. 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

16. Health
 Efficient algorithms for medical image reconstruction
 Medical Decision Support Systems
10 de noviembre de 2010Smarter Decisions for a Better World

17. Supply chain management
10 de noviembre de 2010Smarter Decisions for a Better World

18. Decision Support Systems developed for:
10 de noviembre de 2010Smarter Decisions for a Better World

19. Our scientific partners
10 de noviembre de 2010Smarter Decisions for a Better World

20. 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

21. Our non-academic partners
10 de noviembre de 2010Smarter Decisions for a Better World

22. Current projects
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23. 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

24. Teaching strengths
 Project/Case based teaching
 Emphasis on ICT based learning
 Own six sigma based methodology for quality improvement
10 de noviembre de 2010Smarter Decisions for a Better World

25. Undergrad
 Analytics courses for Engineering, Journalism and Political Science
undegrads
 1500 students served per year
 40 final year projects per year
10 de noviembre de 2010Smarter Decisions for a Better World

26. Postgrad
Master 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
10 de noviembre de 2010Smarter Decisions for a Better World

27. Postgrad partners
10 de noviembre de 2010Smarter Decisions for a Better World

28. PhDs
 20+ PhD students
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29. 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