Research
Publications
Mathematical programming
Special functions
- High-precision computation of uniform asymptotic expansions for special functions. PhD thesis, Universitat Politècnica de Catalunya, 2019 [PDF] [URL]
- Numerical methods and arbitrary-precision computation of the Lerch transcendent. Submitted, 2019 [PDF]
- High-precision computation of the confluent hypergeometric function via Franklin-Friedman expansion. Advances in Computational Mathematics, volume 44, Issue 3, pp. 841-859, 2018 [PDF][DOI]
- Fast and accurate algorithm for the generalized exponential integral Ev(x) for positive real order. Numerical Algorithms, volume 77, Issue 2, pp. 603-630, 2018 [PDF][DOI]
- On the computation of confluent hypergeometric functions for large imaginary part of the parameters b and z. Springer Lecture Notes in Computer Science (LNCS), volume 9725, pp. 241-248, 2016 [PDF][DOI]
- Portfolio Credit Risk: Models and Numerical Methods. Master's thesis, Universitat Politècnica de Catalunya, 2016 [PDF]
Talks
- Optimal binning using Python. PyDay BCN 2022, Barcelona, 2022
- Mathematical optimization for scoring modelling. 31 st European Conference on Operational Research, Athens, 2021
- Fast Bayesian A/B and multivariate testing. PyDay BCN 2019, Barcelona, 2019
- High-precision computation of uniform asymptotic expansions for special functions. PhD thesis, Univesitat Politècnica de Catalunya, Barcelona, 2019
- Fast and accurate algorithm for the generalized exponential integral Ev(x) for positive real order. Foundations of Computational Mathematics, Barcelona, 2017
- On the computation of confluent hypergeometric functions for large imaginary part of the parameters b and z. The 5th International Congress on Mathematical Software,
Berlin, 2016