Antonio Falcó: Curriculum Vitae - Universidad CEU Cardenal Herrera

Antonio Falcó: Curriculum Vitae - Universidad CEU Cardenal Herrera

Antonio Falcó
Universidad CEU Cardenal Herrera
Departamento de Ciencias Físicas, Matemáticas
y de la Computación
Escuela Superior de Enseñanzas Técnicas
San Bartolomé 55
46115 Alfara del Patriarca, Valencia (Spain)
Phone:
Fax:
Email:
Homepage:
Sykpe:
(34) 961369000 Ext 3936
(34) 961300977
[email protected]
http://afalco.hol.es/
afalcom
Personal
Born on May 6, 1961.
Spain, Citizen.
Education
B.S. Mathematics, Universidad de Murcia, 1985.
Ph.D. Mathematics, Universitat Autònoma de Barcelona, 1995.
HDR, Université de Nantes, 2016.
Employment
Universitat Autònoma de Barcelona 1985–1995 (Assistant Professor).
Universidad CEU Cardenal Herrera 1995– 2011 (Professor).
Universidad de Alicante 2011–2012 (Visiting Professor).
Universidad CEU Cardenal Herrera 2012– (Professor).
University administrative tasks
Vicechancellor, Universidad CEU Cardenal Herrera 2007– 2010
Chair of the Departament of Physics, Mathematics and Computer Science, Universidad CEU Cardenal
Herrera 2004- 2007.
Chair of the Departament of Economics and Business Administration, Universidad CEU Cardenal
Herrera 2002- 2004.
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Current Research
Numerical analysis in higher dimensions.
Model Reduction of ODEs and PDEs using manifolds of finite and/or infinite dimension.
Geometric structures of tensor formats with fixed tree ranks.
Proper Generalized Decomposition and its applicacions in Computational Mechanics.
Numerical methods for calibration and pricing the financial instruments based on interest rates.
Publications
Refereed Journal Articles
A Direct LU Solver for Pricing American Bond Options under Hull-White model. To appear in the Journal
of Computational and Applied Mathematics. (with Ll. Navarro and C. Vázquez).
Towards a 2.5D Geometric Model in Mould Filling Simulation. Journal of Computational and Applied
Mathematics. Volume 291 (2016) pp. 183-196. (with L. Domenech, V. García and F. Sánchez).
A Tensor Optimization Algorithm for Bézier Shape Deformation. Journal of Computational and Applied
Mathematics. Volume 291 (2016) pp. 264-280 (with L. Hilario, N. Montés and M.C. Mora).
On the use of stochastic spectral methods in deep excavation inverse problems. Computer and Structures,
Volume 159 (2015) pp. 41-60 (with A. Cañavate-Grimal and P. Calderón, I. Payá-Zaforteza )
Fast and reliable gate arrangement pre-design of resin infusion processes. Composites Part A: Applied Science
and Manufacturing. Volume 77 (2015), pp. 285–292. (with F. Sánchez, L. Domenech, V. García, N.
Montés, E. Cueto, F. Chinesta and P. Fideu)
Numerical Strategies for the Galerkin-Proper Generalized Decomposition Method. Mathematical and Computer Modelling, Volume 57, Issues 7–8, (2013) 1694–1702 (with L. Hilario, N. Montés and M.C. Mora).
Minimal subspaces in tensor representations. Foundations of Computational Mathematics, Volume 12,
Issue 6 (2012), 765-803 (with W. Hackbusch).
Proper Generalized Decomposition for Nonlinear Convex Problems in Tensor Banach Spaces. Numerische
Mathematik: Volume 121, Issue 3 (2012), 503-530 (with A. Nouy).
A Proper Generalized Decomposition for the solution of elliptic problems in abstract form by using a functional
Eckart-Young approach. J. Math. Anal. App. 376 (2011) pp. 469–480 (with A. Nouy).
On the Calibration of a Gaussian Heath-Jarrow-Morton model using Consistent Forward Rate Curves. Quantitative Finance. Vol. 11, No. 4, April 2011, 495–504 (with Ll. Navarro and J. Nave).
On the structure of the kneading space of bimodal degree one circle maps . International Journal of Bifurcations
and Chaos. Volume: 20, Issue: 9 (September 2010) pp. 2701–2721 (with Ll. Alsedà).
On the convergence of a Greedy Rank-One Update Algorithm for a class of Linear Systems. Archives of
Computational Methods in Engineering. Volume 17, Number 4, (2010) pp 473-486 (with A. Ammar
and F. Chinesta)
Algorithms and Numerical Methods for High Dimensional Financial Market Models . Revista de Economía
Financiera. (20) 2010, pp 51-68.
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The Hull-White Model and Multiobjective Calibration with Consistent Curves: Empirical Evidence. RACSAM
Rev. R. Acad. Cien. Serie A. Mat. Vol 103 (2) pp. 235-249. 2009 (with Ll. Navarro and J. Nave).
A Greedy Approach to Multiscale Methods. International Journal on Material Forming. Volume 2, Suplement 1, August 2009, pp. 895-898 .2009 (with A. Ammar and F. Chinesta).
A Topological Approach for the Flow Behaviour Characterization in LCM Processes. International Journal on
Material Forming , Volume 2, Suplement 1, August 2009, pp. 17-20. 2009 (with N. Montés and F.
Sánchez).
Where the dirty surplus accounting flows are?. Review of Accounting and Finance , Volume 7, Issue: 3,
pp. 308 - 328. 2008 (with M. González and A. I. Mateos).
Flow numerical computation through Bezier shape deformation for LCM process simulation methods. International Journal on Material Forming , Volume 1, Supplement 1 January 2008 pp. 919–922. 2008 (with N.
Montés, F. Sánchez and L. Hilario).
Topología molecular. Boletín de la Sociedad Española de Matemática Aplicada, 39 pp. 135–149, 2007.
(with J. Amigó, J. Gálvez and V. Villar)
On the reduction of stochastic kinetic theory models of complex fluids. Modelling and Simulation in Materials
Science and Engineering, 15 pp. 639–652, 2007 (with F. Chinesta, A. Ammar, and M. Laso).
On the topological dynamics and phase–locking renormalization of Lorenz–like maps. Ann. Inst. Fourier
(Grenoble), 53 no. 3 pp. 859–883, 2003 (with Ll. Alsedà).
Valoración de empresas. aplicación de la teoría del precio libre de arbitraje a sociedades españolas. Economía
Industrial, 351 no. III pp. 173–186, 2003 (with M. González).
A computational approach to the fundamental theorem of asset pricing in a single-period market. Computational
Economics, 18 no. 4 pp. 233–249, 2001 (with F. Acedo, F. Benito, A. Rubia and J. Torres).
The set of periods for a class of skew-products. Discrete Contin. Dynam. Systems, 6 no. 4 pp. 893–900, 2000
(with J. S. Cánovas).
The set of periods for a class of crazy maps. J. Math. Anal. Appl., 217 no. 2 pp. 546–554, 1998.
A characterization of the kneading pair for bimodal degree one circle maps. Ann. Inst. Fourier (Grenoble), 47
no. 1 pp. 273–304, 1997 (with Ll. Alsedà).
Devil’s staircase route to chaos in a forced relaxation oscillator. Ann. Inst. Fourier (Grenoble), 44 no. 1 pp.
109–128, 1994 (with Ll. Alsedà).
An entropy formula for a class of circle maps. C. R. Acad. Sci. Paris Sér. I Math., 314 no. 9 pp. 677–682,
1992 (with Ll. Alsedà).
Refereed Conference Proceedings
A. Falcó, C. Casanova, M. L. Moreno, R. García-Domenech, S. Mérida and V. Villar Prediction of potential antioxidant drugs through chemometric techniques. Basic & Clinical Pharmacology & Toxicology, 117
(Suppl. 2), pp. 38.
A. Falcó. Tensor formats based on subspaces are positively invariant sets for Laplacian-like Dynamical Systems. " Numerical Mathematics and Advanced Applications ENUMATH 2013 Abdulle, A., Deparis, S.,
Kressner, D., Nobile, F., Picasso, M. (Eds.)" Lecture Notes in Computational Science and Engineering,
Vol. 103 Springer-Verlag (2014) pp. 315-322.
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E. Cueto, C. Ghnatios, F. Chinesta, N. Montés, F. Sánchez and A. Falcó. Improving computational efficiency
in LCM by using computational geometry and model reduction techniques. Key Engineering Materials Vols.
611-612 pp 339-343 (2014)
F. Sánchez, L. Domenech, V. García, N. Montés, A. Falcó, E. Cueto and F. Chinesta A computational
approach based on flow front shape dynamic behavior for the process characterization during filling in Liquid
Resin Infusion. Key Engineering Materials Vols. 611-612 pp 265-272 (2014)
L.Hilario, N.Montés, M.C.Mora and A. Falcó. Real-time Bézier Trajectory Deformation for Potential Fields
Planning Methods. 2011 IEEE/RSJ International Conference on Intelligent Robots and Systems September 25-30, 2011. San Francisco, CA, USA pp-1567-1572
A. Falcó, A. Ammar and F. Chinesta. A Greedy Approximation to Multiscale Problems Computational
Methods for Coupled Problems in Science and Engineering III, Edited by E. Oñate, M. Papadrakis and
B. Schrefler, ISBN:978-84-96736-65-8
N. Montés, F. Sanchez, J. A. García, A. Falcó, J. Tornero, and F. Chinesta. Application of Artificial Vision in
flow redirection during filling of Liquid Composite Molding processes. AIP Conference Proceedings, Volume
907 10TH ESAFORM CONFERENCE ON MATERIAL FORMING Zaragoza (Spain), 18-20 April 2007
pp. 902–907.
A. Falcó, F. Sánchez and F. Chinesta. On the reduced finite difference schemes of implicit type for parabolic
equations and applications Computational Methods for Coupled Problems in Science and Engineering II,
Edited by E. Oñate, M. Papadrakis and B. Schrefler, ISBN:978-84-96736-18-4
F. Sánchez,Ll. Gascón, A. Falcó and F.Chinesta. Towards the application of the Proper Orthogonal Decomposition in RTM Process Simulation The 9th International conference on material forming -Esaform 2006
conference, eds. N. Juster and A.Rosochowski, Glasgow, UK, ISBN : 83-89541-68-8, pp. 407-410, (2006)
A. Falcó y J. Nave. A note on the Zero Coupon Bond Pricing using Merton’s Nonlinear Mean Reversion Interest
Rate Model VI Spanish-Italian meeting on Financial Mathematics. Pubblicazione n. 8, Dipartimento di
Matematica Applicata "Bruno di Finetti", pp.II-271–II-276.2003.
A. Falcó, M. Martínez y J. Nave. On the static hedging of Fixed Income Portfolios under Stochastics Interest
Rate Models. VI Spanish-Italian meeting on Financial Mathematics. Pubblicazione n. 8, Dipartimento
di Matematica Applicata "Bruno di Finetti", pp.II-264–II-269. 2003
A. Falcó, F. Acedo, F. Benito y J. Torres. Una aproximación a la valoración financiero–actuarial con descuento
estocástico en tiempo discreto: Aplicación a los planes de pensiones Ponencias del V Congreso Nacional y III
Hispano–Italiano de Matemática Financiera y Actuarial, Vol 1, pp. 91–104. 2000
J del Campo y A. Falcó. Regulated investments incentives and the valuation of capital investment strategies
through real options’ approach VIII Foro de Finanzas Actas en CD-ROM 2000.
F. Balibrea and A. Falcó. Kneading theory and bifurcations for a class of degree one circle maps: the Arnol’d
tongues revisited. Grazer Mathematische Berichte ITERATION THEORY (ECIT ‘96), Proceedings of the
European Conference on Iteration Theory, Urbino, Italy, September 8 - 14, 1996 (Karl-Franzens-Univ.
Graz), Graz, pp. 29–50., 1999.
Ll. Alsedà and A. Falcó. On the structure of the kneading space of bimodal degree one circle maps. In XV
CEDYA/V Congress on Applied Mathematics (Vigo, 1997), pp. 145–149. Univ. Vigo, Vigo, 1998.
Ll. Alsedà and A. Falcó. The bifurcations of a piecewise monotone family of circle maps related to the van der
Pol equation. In European Conference on Iteration Theory (Caldes de Malavella, 1987), pp. 113–120.
World Sci. Publishing, Teaneck NJ, 1989.
Ll. Alsedà and A. Falcó. El diagrama de bifurcacion para una familia de endomorfismos del circulo relacionada
con la ecuacion de Van Der Pol. Actas IX Cedya, 39-43, 1986 .
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Reseach Reports, Preprints
V. Candela, A. Falcó and Pantaleón D. Romero. A General Framework for Nonlinear Approximations with
Applications to Image Restoration. Working Paper (2015)
A. Falcó, W. Hackbusch and A. Nouy. Geometric Structures in Tensor Representations (Release 2). Preprint
56/2014 at Max Planck Institute for Mathematics in the Sciences (2014)
A. Falcó, W. Hackbusch and A. Nouy. Geometric Structures in Tensor Representations. Preprint 9/2013 at
Max Planck Institute for Mathematics in the Sciences (2013)
F. Chinesta, A. Falcó and M. González. Model Reduction Methods in Option Pricing . WP-AD 2006-16.
Instituto Valenciano de Investigaciones Económicas (2006).
A. Falcó and J. Guardiola. A simulation approach to the valuation of capital budgeting projects incorporating
a defer option. WP-EC 2004-22. Instituto Valenciano de Investigaciones Económicas (2004).
A. Falcó y M. González. Estudio sobre la estimación coherente de la dependencia entre variables financieras: la
correlación Documento de trabajo 2, Club de Gestión de Riesgos de España (2001)
Organization of Research
Research Project: Financial Planning and Risk Management in SME. CTIDIB/2002/342. Generalitat Valenciana. 2002–2003.
Research Project: Financial Policy, Real Options and Social Security Systems. GV05/280. Generalitat
Valenciana. 2005–2006.
Coorganizer of the Special Session on Mathematical Methods in Finance and Risk Management, First
Joint Meeting between AMS and RSME (2003).
Coorganizer of the Special Session on Model Reduction Methods and Applications, Joint SIAM/RSMESCM-SEMA Meeting Emerging Topics in Dynamical Systems and Partial Differential Equations DSPDEs’10,
Barcelona (2010).
Coorganizer of a Minisymposia on Tensor based methods for high dimensional problems in scientific
computing, 2012 SIAM Conference on Applied Linear Algebra, Valencia (2012).
Talks in Conferences
IbIt 2016 - XVI Iberian Italian Congress of Financial and Actuarial Mathematics, 2016
Workshop on Tensor Decomposition and Applications, Leuven 2016.
Mathematical modelling in engineering & human behaviour, Valencia 2015.
Computational Plasticity COMPLAS XIII, Barcelona 2015.
Mathematical modelling in engineering & human behaviour, Valencia 2014.
Workshop on Numerical Methods for High-Dimensional Problems, Paris-Tech 2014.
SCICADE 2013. Mynisymposia on Modelling and numerical methods in financial mathematics Valladolid (Spain), 2013
ENUMATH 2013. Mynisymposia on Surrogate modeling approaches for PDE’s Laussane (Switzerland), 2013
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1st Joint Thematic Workshop CSMA-SEMNI: Model Order Reduction Techniques. Jaca (Spain) 2013
29th GAMM-Seminar Leipzig on Numerical Methods for Uncertainty Quantification. Leipzig (Germany). 2013
The 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications. Orlando
(USA). 2012
2012 SIAM Conference on Applied Linear Algebra. Valencia (Spain). 2012
28th GAMM-Seminar Leipzig on Analysis and Numerical Methods in Higher Dimensions. Leipzig
(Germany). 2012
Computational Plasticity XI Fundamentals and Applications. Barcelona (Spain). 2011
Mathematical Modellling in Engineering & Human Behaviour. Valencia (Spain). 2011
4th Workshop on High Dimensional Approximation. Bonn (Germany). 2011
27th GAMM-Seminar Leipzig on Approximation of Multiparametric functions. Leipzig (Germany).
2011
Seventh International Conference on Engineering Computational Technology. Valencia (Spain). 2010
Journées Scientifiques CSMA. Nantes (France). 2010
International Functional Analysis Meeting in Valencia on the Occasion of the 80th Birthday of Professor
Manuel Valdivia. Valencia (Spain)2010
Meeting Emerging Topics in Dynamical Systems and Partial Differential Equations DSPDEs’10
IV European Congress on Computational Mechanics (ECCM 2010). Paris (France).2010
26th GAMM-Seminar Leipzig on Tensor Approximations and High-Dimensional Problems. Leipzig,
Germany, February 22-24, 2010.
Third International Workshop on Multi-attribute Methods in Finance and Insurance. Madrid. 2009
Third Conference on Numerical Methods in Finance. Marne la Valleé (Paris), France. 2009.
Workshop on Méthodes sans Maillage and Réduction de modèles. Biarritz (France). 2008
International Workshop on Dynamical Systems and Applications. Elche (Alicante). 2008
NoLineal 2007. Ciudad Real. 2007
XIV Foro de Finanzas. Castellón. 2006
Numerical Methods in Finance. Roquencourt, Francia. 2006
XI Foro de Finanzas. Alicante, España 2003
6-th Spanish-Italian Meeting on Financial Mathematics. Trieste, Italia. 2003
Joint Meeting between the American Mathematical Society and the Real Sociedad Matemática Española. Sevilla, España. 2003
VIII Foro de Finanzas. Colmenarejo (Madrid), España. 2000
Dynamical Systems and Ergodic Theory. Katsively, Ucrania. 2000
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VII Foro de Finanzas. Valencia, España. 1999
XV Congress on Differential Equations and Applications/V Congress on Applied Mathematics (Vigo,
1997).
I Congreso Internacional sobre Modelos y Métodos Matemáticos aplicados a Medicina y Biología.
Alicante, España. 1997
European Conference on Iteration Theory (ECIT 96). Urbino, Italia. 1996
Thirty Years after Sharkovskii’s Theorem. La Manga del Mar Menor (Murcia), España. 1994
European Conference on Iteration Theory—ECIT 87 (Caldes de Malavella, 1987) Caldes de Malavella
(Girona) España 1987
IX Congreso de Ecuaciones Diferenciales y Aplicaciones (C.E.D.Y.A.). Valladolid. 1986
Teaching Activities
Mathematics, Statistics, Financial Mathematics and Optimization (Spanish) in the Bachelor Degree on
Business & Administration. Universitat Autònoma de Barcelona, Universidad CEU Cardenal Herrera
and Universidad de Alicante.
Discrete Mathematics, Linear Algebra, Calculus, Automata Theory and Numerical Analysis (Spanish) in the Bachelor Degree on Computer Science / Information Systems, Universidad CEU Cardenal
Herrera.
Biostatistics in the International Bachelor Degree on Dentristry (English), Universidad CEU Cardenal
Herrera.
Biostatistique in the International Bachelor Degree on Médecin Vétérinaire (French), Universidad CEU
Cardenal Herrera.
Équations différentielles et sistèmes dinamiques, Équations différentielles stochastiques (French), Ecole
Centrale de Nantes.
Doctoral students
Antonio Cañavate
Lluís Navarro.
Lucía Hilario.
Nicolás Montes.
David Santo–Orcero.
Last updated: July 22, 2016
http://afalco.hol.es/