Alfonso Mateos - Academia.edu (original) (raw)

Papers by Alfonso Mateos

Computers & Operations Research, 2006

Special issue on operations research in sport I am most thankful to Gilbert Laporte for the oppor... more Special issue on operations research in sport I am most thankful to Gilbert Laporte for the opportunity to edit this special issue of Computers and Operations Research. I am especially grateful to the authors who submitted. The present collection is a good cross-section of the cutting edge of operations research in sports. It begins with a number of scheduling/timetabling papers. Also included are papers on computing streak probabilities, an analysis of a curling paradox and an ancient Chinese horse race problem, ranking Olympic achievements, and an interesting betting/gambling paper. I have learned a lot from each of these papers. I hope that readers of Computers and Operations Research will also enjoy them. In my view, the heart of OR in sports is providing decision support to practising managers, coaches, and athletes. If I had to define it, a simple variant of Morse and Kimball's [1] seminal definition would do quite well: A scientific method of providing coaches/managers/players with a quantitative basis for decisions regarding the team/competition/match etc. under their control.

En MAUT uno de los modelos mas usados para representar las preferencias de los decisores es el mo... more En MAUT uno de los modelos mas usados para representar las preferencias de los decisores es el modelo de utilidad multiatributo aditivo. En muchos problemas reales la determinacion de las funciones de utilidad y pesos de cada atributo no pueden ser obtenidos de una forma precisa. En este trabajo consideramos que la imprecision en las funciones de utilidad queda representada al considerar clases de funciones de utilidad, y la de los pesos mediante una ordenacion de los mismos, intervalos de pesos, distribuciones de probabilidad normales o numeros difusos. La metodologia que proponemos para resolver los problemas multiatributo imprecisos esta basada en la intensidad de dominancia entre pares de alternativas. Partiendo de la matriz de dominancia se calcula para cada alternativa el valor de dominancia total, en funcion de la intensidad con la que esta alternativa domina al resto y el resto la domina a ella, el cual nos permitira obtener la ordenacion de las alternativas.

Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems, 2013

Assets are interrelated in risk analysis methodologies for information systems promoted by intern... more Assets are interrelated in risk analysis methodologies for information systems promoted by international standards. This means that an attack on one asset can be propagated through the network and threaten an organization's most valuable assets. It is necessary to valuate all assets, the direct and indirect asset dependencies, as well as the probability of threats and the resulting asset degradation. These methodologies do not, however, consider uncertain valuations and use precise values on different scales, usually percentages. Linguistic terms are used by the experts to represent assets values, dependencies and frequency and asset degradation associated with possible threats. Computations are based on the trapezoidal fuzzy numbers associated with these linguistic terms.

1999 7th IEEE International Conference on Emerging Technologies and Factory Automation. Proceedings ETFA '99 (Cat. No.99TH8467), 1999

ABSTRACT

Applied Decision Analysis, 1998

We use Decision Analysis methods to rank intervention strategies after contamination by radionucl... more We use Decision Analysis methods to rank intervention strategies after contamination by radionuclides of an aquatic ecosystem. We assume certainty since the validation of models used to quantify impacts of countermeasures suggest little uncertainty in policy effects. We construct a hierarchy of objectives, with attributes for lowest level objectives, and feasible countermeasures are then identified. Then, we model preferences over each consequence with component value functions, which we aggregate via a weighted sum, and rank alternatives. Finally, sensitivity analyses allow us to gain insight into the problem.

Intelligent Systems and Decision Making for Risk Analysis and Crisis Response, 2013

Expert knowledge is used to assign probabilities to events in many risk analysis models. However,... more Expert knowledge is used to assign probabilities to events in many risk analysis models. However, experts sometimes find it hard to provide specific values for these probabilities, preferring to express vague or imprecise terms that are mapped using a previously defined fuzzy number scale. The rigidity of these scales generates bias in the probability elicitation process and does not allow experts to adequately express their probabilistic judgments. We present an interactive method for extracting a fuzzy number from experts that represents their probabilistic judgments for a given event, along with a quality measure of the probabilistic judgments, useful in a final information filtering and analysis sensitivity process.

We propose a new method for ranking alternatives in multicriteria decision-making problems when t... more We propose a new method for ranking alternatives in multicriteria decision-making problems when there is imprecision concerning the alternative performances, component utility functions and weights. We assume decision maker?s preferences are represented by an additive multiattribute utility function, in which weights can be modeled by independent normal variables, fuzzy numbers, value intervals or by an ordinal relation. The approaches are based on dominance measures or exploring the weight space in order to describe which ratings would make each alternative the preferred one. On the one hand, the approaches based on dominance measures compute the minimum utility difference among pairs of alternatives. Then, they compute a measure by which to rank the alternatives. On the other hand, the approaches based on exploring the weight space compute confidence factors describing the reliability of the analysis. These methods are compared using Monte Carlo simulation.

2018 5th International Conference on Control, Decision and Information Technologies (CoDIT)

In this paper we propose a new approach to solving the air traffic controller (ATC) work shift sc... more In this paper we propose a new approach to solving the air traffic controller (ATC) work shift scheduling problem. This approach that minimizes the number of ATCs required to cover a given airspace sectoring, while satisfying a set of ATC labor conditions. First, initial feasible solutions are built using a heuristic, and then multistart simulated annealing is used to reach optimal solutions. In the search process, we use regular expressions to check the feasibility of the visited solutions. This provides high testing speed. Once the optimal ATC number is reached, it is used as the initial solution for a new optimization process aimed at balancing the ATC workloads.

Revista Hacienda Pública Española

The Spanish Tax Agency is an experienced user of big data and has now deployed social network ana... more The Spanish Tax Agency is an experienced user of big data and has now deployed social network analysis (SNA) tools. SNA tools have led to a qualitative leap in such wide-ranging areas as tax collection, enforcement, control of ultra-high-net-worth individuals, and money laundering. This paper presents a comprehensive overview of the different lines of research, strategies and results of nine projects over the last five years, including the lessons learned. We present the best practices in pattern discovery, the tools developed for the control of big fortunes and the strategy developed to create a bridge between expert knowledge and SNA technologies. We highlight the results of investigating interposed entities used to channel personal remuneration, complex corporate structures, and opaque companies.

Mathematics

This paper studies the economically significant problem of the optimization of customs fraud cont... more This paper studies the economically significant problem of the optimization of customs fraud control, which is a critical issue for many countries. The European Union (EU) alone handles 4693 tons of goods every minute (2018 figures). Even though 70% of goods are imported at zero tariff, the EU raised EUR 25.4 billions in 2018, and customs-related income transferred by member states to the EU accounts for nearly 13% of its overall budget. In this field, (a) the conflicting objectives are qualitative and cannot be reduced to a common measure (security and terrorism, health, drug market access control, taxes, etc.); (b) each submitted item has dozens of characteristics; (c) there are constraints; and (d) risk analysis systems have to make decisions in real time. Although the World Customs Organization has promoted the use of artificial intelligence to increase the precision of controls, the problem is very complex due to the data characteristics and interpretability, which is a require...

2019 6th International Conference on Control, Decision and Information Technologies (CoDIT)

In this paper, we account for a digital marketing content recommendation system, called campaign ... more In this paper, we account for a digital marketing content recommendation system, called campaign management, used by marketers to create specific digital content that can be issued or configured for viewing by certain population segments according to a series of business variables, user profile or behavior. We analyze the most representative allocation strategies to deal with the multi-armed bandit problem in a context with delayed rewards by means of a numerical study based on a discrete event simulation. Both batch mode and online update architectures are considered for feedback from the different contents displayed to users.

Mathematics, 2021

In this research, we used Spanish wealth distribution microdata for the period 2015–2020 to provi... more In this research, we used Spanish wealth distribution microdata for the period 2015–2020 to provide a general framework for comparing different models and explaining different empirical datasets related to wealth distribution. We present a methodology to output the current value of assets and participations held by the population in order to calculate their real and current distribution. We propose a new methodology for mixture analysis, whereby we identify and analyze subpopulations and then go on to study their influence on wealth distribution. We use concepts of symmetry to identify two internal processes that are characteristic of the wealth accumulation process for the subpopulations of entrepreneurs and non-entrepreneurs. Finally, we propose a method to adjust these results to other empirical data in other countries and periods, providing a methodology for comparing results output with differing data granularity.

J. Multiple Valued Log. Soft Comput., 2016

We propose a theoretical framework based on MCDA and fuzzy logic to analyze remediation alternati... more We propose a theoretical framework based on MCDA and fuzzy logic to analyze remediation alternatives for the Zapadnoe uranium mill tailings (Ukraine).We account for potentially conflicting economic, social, radiological and environmental objectives, which are included in an objective hierarchy. Fuzzy rather than precise values are proposed for use to evaluate remediation alternatives against the different criteria and to quantify preferences, such as the weights representing the relative importance of criteria. Remediation alternatives are evaluated by means of a fuzzy additive multi-attribute utility function and ranked on the basis of the similarity of the respective trapezoidal fuzzy number representing their overall utility to the anti-ideal point.

The Pridneprovsky Chemical Plant was one of the largest uranium processing enterprises in the for... more The Pridneprovsky Chemical Plant was one of the largest uranium processing enterprises in the former USSR, producing a huge amount of uranium residues. The Zapadnoe tailings site contains most of these residues. We propose a theoretical framework based on multicriteria decision analysis and fuzzy logic to analyze different remediation alternatives for the Zapadnoe tailings, which simultaneously accounts for potentially conflicting economic, social and environmental objectives. We build an objective hierarchy that includes all the relevant aspects. Fuzzy rather than precise values are proposed for use to evaluate remediation alternatives against the different criteria and to quantify preferences, such as the weights representing the relative importance of criteria identified in the objective hierarchy. Finally, we suggest that remediation alternatives should be evaluated by means of a fuzzy additive multi-attribute utility function and ranked on the basis of the respective trapezoida...

Wealth concealment always involves covering up relationships between a taxpayer and his or her we... more Wealth concealment always involves covering up relationships between a taxpayer and his or her wealth or between a taxpayer and other taxpayers. We regard the fight against fraud as the discovery of hidden relationships, and we use social network analysis (SNA) to address the risk analysis of wealth concealment. Relationships can be concealed through the interposition of front men and networks of interposed companies possibly located in tax havens. Their discovery is one of the main challenges in the fight against corruption and money laundering. Traditional risk analysis systems are insufficient to combat this, since fraudsters do not advertise their wealth. Risk detection and selection must combine multivariate statistics techniques with social network analysis and machine learning techniques and should not only detect criminals but also recognize and detect fraud patterns. We report the data of research carried out to combat these forms of financial crime using for the first time...

Current network analysis algorithms are of seminal importance because they are able to detect pat... more Current network analysis algorithms are of seminal importance because they are able to detect patterns in networks with a variety of classes and sizes that are of vital importance in multiple fields of research. Highly connected communities whose vertices are closely related to each other and have only a few external relations are one such key pattern. Most community detection algorithms in graphs guarantee that each community is relatively isolated but not highly cohesive. This can generate many irrelevant communities for large networks. In this paper we propose KGraph, an efficient highly connected community detection algorithm that takes a density-based approach using the k-core of the graph and can also establish a community hierarchy for improved visualization. KGraph has been compared with Dengraph, the best-known density-based algorithm in the literature both run on the Netscience network.

In this paper, we propose a new approach for solving the air traffic controller (ATC) work shift ... more In this paper, we propose a new approach for solving the air traffic controller (ATC) work shift scheduling problem, which minimizes the number of ATCs required to cover a given airspace sectoring, while satisfying a set of ATC labor conditions. This optimization problem belongs to the class of timetabling problems. The size and complexity of these combinatorial problems make them hard or even impossible to solve with exact methods. In the proposed approach, initial feasible solutions are first built using a heuristic based on optimized templates, and then multistart simulated annealing is used to reach optimal solutions. In the search process, we use regular expressions to check the feasibility of the generated solutions. This provides high testing speed and modularity for a clear and maintainable implementation of the optimization model. Once the optimal ATC number is reached in one or more solutions, they are used as the initial solutions for a new optimization process aimed at b...

Estudios de Economía Aplicada, 2019

El articulo presenta, utilizando por primera vez los datos completos detallados de una administra... more El articulo presenta, utilizando por primera vez los datos completos detallados de una administración tributaria, un análisis de la distribución de la riqueza neta en España, incorporando los datos de los activos y pasivos de todas las personas físicas incluyendo la riqueza derivada de la posesión de acciones en sociedades cotizadas y no cotizadas, con valores actualizados. Se verifica el ajuste de los datos de renta y riqueza a la distribución de Pareto y sus alternativas. Se estudian las limitaciones de los modelos más frecuentemente utilizados en Econofisica. Se muestra la forma en que la distribución de la riqueza puede ser ajustada conforme a la Ley de los números anómalos de Benford para superar la tradicional distinción entre las zonas ajustadas con una curva lognormal y una potencial. Se analizan las regularidades en la distribución de los distintos componentes de la riqueza (patrimonio inmobiliario, activos financieros, etc. ) demostrando su diferente comportamiento. Se pro...

En este trabajo se presenta un metodo de ordenacion de alternativas para problemas de toma de dec... more En este trabajo se presenta un metodo de ordenacion de alternativas para problemas de toma de decisiones multicriterio en grupo, donde se conoce la importancia relativa de los decisores involucrados y sus preferencias se representan mediante una funcion de utilidad multiatributo aditiva. Suponemos que los decisores pueden definir un umbral de veto para los distintos criterios. El metodo propuesto identifica un intervalo de veto y otro de ajuste a partir de los vetos individuates proporcionados por cada decisor para cada uno de los criterios y, a partir de ellos, construye una funcion de veto, que permitira vetar aquellas alternativas que tomen valores en la intervalo de veto; y una funcion de ajuste, que disminuira la utilidad de las alternativas cuando contengan algun valor en un atributo dentro del intervalo de ajuste. Ambas funciones se incorporan convenientemente en el modelo en utilidad multiatributo aditivo para obtener una ordenacion final de las alternativas consideradas. Keywords-component: toma de decisiones en grupo, utilidad multiatributo aditiva, funcion de vetoy de ajuste.