A decomposition procedure based on approximate Newton directions. - Antonio J. Conejo; Francisco J. Nogales; Francisco J. Prieto (Math. Program., 2002)

A Decomposition Methodology Applied to the Multi-Area Optimal Power Flow Problem. - Francisco J. Nogales; Francisco J. Prieto; Antonio J. Conejo (Ann. Oper. Res., 2003)

A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints. - Victor DeMiguel; Michael P. Friedlander; Francisco J. Nogales; Stefan Scholtes (SIAM J. Optim., 2005)

Electricity price forecasting through transfer function models. - Francisco J. Nogales; Antonio J. Conejo (J. Oper. Res. Soc., 2006)

Solving dynamic stochastic economic models by mathematical programming decomposition methods. - Mercedes Esteban-Bravo; Francisco J. Nogales (Comput. Oper. Res., 2008)

On Decomposition Methods for a Class of Partially Separable Nonlinear Programs. - Victor DeMiguel; Francisco J. Nogales (Math. Oper. Res., 2008)

Portfolio Selection with Robust Estimation. - Victor DeMiguel; Francisco J. Nogales (Oper. Res., 2009)

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms. - Victor DeMiguel; Lorenzo Garlappi; Francisco J. Nogales; Raman Uppal (Manag. Sci., 2009)

Electricity pool prices: long-term uncertainty characterization for futures-market trading and risk management. - Antonio J. Conejo; Francisco J. Nogales; Miguel Carrión; Juan M. Morales 001 (J. Oper. Res. Soc., 2010)

A Randomized Granular Tabu Search heuristic for the split delivery vehicle routing problem. - Leonardo Berbotto; Sergio García 001; Francisco J. Nogales (Ann. Oper. Res., 2014)

D-trace estimation of a precision matrix using adaptive Lasso penalties. - Vahe Avagyan; Andrés M. Alonso; Francisco J. Nogales (Adv. Data Anal. Classif., 2018)

A Single Scalable LSTM Model for Short-Term Forecasting of Disaggregated Electricity Loads. - Andrés M. Alonso; Francisco Javier Nogales; Carlos Ruiz (CoRR, 2019)

Hierarchical Clustering for Smart Meter Electricity Loads Based on Quantile Autocovariances. - Andrés M. Alonso; Francisco J. Nogales; Carlos Ruiz (IEEE Trans. Smart Grid, 2020)