| Department | Mathematics |
| Knowledgment area | Applied Mathematics |
| Research | Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas |
| Research lines | No data available from Curriculum Management System at UDC. (SUXI). |
| Teaching merits evaluation | 3 five years period(s) |
| Research merits evaluation | 3 six years period(s) |
| Contacto | UDC directory |
| Orcid id0000-0002-8057-5706 ResearcherIDG-1853-2016 Scopus57196509938 | |
This section shows the teaching given in degrees, masters and other officers studies in last 6 years.
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
| Calculus | Core | 0 | 60 |
| Computational Nanoscience and Nanotechnology | Compulsory | 0 | 4 |
| Final Year Dissertation | Compulsory | 0 | 2 |
| Final Year Dissertation. Mention in Computer Science | Compulsory | 0 | 4 |
| Fundamentals of Mathematics | Core | 0 | 4 |
| Interaction, Graphics and Multimedia | Compulsory | 0 | 9 |
| Master's Dissertation | Compulsory | 0 | 2.5 |
| Mathematics 1 | Core | 0 | 8 |
| Numerical Methods and Programming | Compulsory | 0 | 21 |
| Programming in C++ | Optional | 0 | 6 |
| Work Placement | Compulsory | 0 | 4 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 60 |
|
Computational Nanoscience and Nanotechnology
Degree in Nanoscience and Nanotechnology
|
Compulsory | 0 | 5 |
|
Differential Equations
Degree in Nanoscience and Nanotechnology
|
Compulsory | 0 | 3 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 10 |
|
Mathematics 2
Degree in Chemistry by the University of A Coruña
|
Core | 0 | 16 |
|
Numerical Methods and Programming
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 21 |
|
Numerical Methods for Data Science
Degree in Data Science and Engineering
|
Optional | 0 | 14 |
|
Programming in C++
Máster Universitario en Matemática Industrial
|
Optional | 0 | 11 |
|
Work Placement
Degree in Data Science and Engineering
|
Compulsory | 0 | 2 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Calculus
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 12 |
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 60 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 10 |
|
Numerical Methods and Programming
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 21 |
|
Numerical Methods for Data Science
Degree in Data Science and Engineering
|
Optional | 0 | 14 |
|
Programming in C++
Máster Universitario en Matemática Industrial
|
Optional | 0 | 6 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 90 |
|
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 20 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 10 |
|
Numerical Methods and Programming
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 21 |
|
Programming in C++
Máster Universitario en Matemática Industrial
|
Optional | 0 | 12 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Calculus
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 20 |
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 60 |
|
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 24 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 10 |
|
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
|
Core | 0 | 16 |
|
Numerical Methods and Programming
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 21 |
|
Programming in C++
Máster Universitario en Matemática Industrial
|
Optional | 0 | 7 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 60 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 10 |
|
Mathematics
Degree in Biology
|
Core | 0 | 16 |
|
Numerical Methods and Programming
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 21 |
|
Programming in C++
Máster Universitario en Matemática Industrial
|
Optional | 0 | 7 |
Defined tutoring by teacher for 2024/2025 academic course.
| Quarter | Day | Site |
|---|---|---|
| 1st quarter |
Tuesday
10:00 a 12:30 |
Edificio área científica D3.13 |
| 1st quarter |
Friday
10:00 a 13:30 |
Edificio área científica D3.13 |
| 2nd quarter |
Thursday
10:00 a 13:00 |
Edificio área científica D1.2 |
| 2nd quarter |
Thursday
16:00 a 19:00 |
Edificio área científica D1.2 |
Directed or codirected by current teacher since 2013 year.
Select merit type and year to query research merits.
Métodos matemáticos y simulación numérica en economía y finanzas cuantitativas, biotecnología, medioambiente e ingeniería
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | VÁZQUEZ CENDÓN, CARLOS |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/09/2023 to 31/08/2026 |
Buscando física más allá del Modelo Estándar en LHCb con redes neuronales y GPUs. (Proxecto Excelencia 2023)
| Funding entity | CONSELLERIA DE EDUCACIÓN, UNIVERSIDADE E FORMACIÓN PROFESIONAL |
| Main researches | Chovanova, Veronika Georgieva |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2023 to 20/11/2027 |
AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC 2022
| Funding entity | Consellería de Educación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2022 to 20/11/2025 |
Métodos matemáticos y computacionales para nuevos retos en finanzas cuantitativas, mediambiente, biotecnología e ingeniería
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Vázquez Cendón, Carlos |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/06/2020 to 31/05/2023 |
Rede Temática de Matemática Industria
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Peregrina Quintela Estévez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2020 to 31/12/2021 |
AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2019 to 20/11/2021 |
Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto UE |
| Dates | From 01/11/2018 to 31/10/2022 |
Rede Tecnolóxica de Matemática Industrial TMATI (R2016/051)
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Alfredo Bermúdez de Castro López-Varela |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2017 to 30/11/2018 |
Red temática matemática-industria
| Funding entity | Ministerio de Economía y Competitividad |
| Main researches | Quintela Estévez Peregrina |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/07/2017 to 30/06/2019 |
Axudas para a acreditación, estruturación e mellora de centros de investigación singulares e agrupacións estratéxicas consolidadas do Sistema universitario de Galicia, cofinanciadas polo Fondo Europeo de Desenvolvemento Rexional (Feder), no marco do programa operativo Feder Galicia 2014-2020
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Manuel F. González Penedo |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2016 to 30/11/2019 |
METODOS MATEMATICOS Y SIMULACION NUMERICA PARA RETOS EN FINANZAS CUANTITATIVAS, MEDIOAMBIENTE, BIOTECNOLOGIA Y EFICIENCIA INDUSTRIAL
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 30/12/2016 to 29/09/2020 |
Applied Mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto UE |
| Dates | From 01/01/2015 to 31/12/2018 |
Rede Tecnolóxica de Matemática Industrial
| Funding entity | Dirección General de I+D de la Xunta de Galicia |
| Main researches | Alfredo Bermúdez de Castro López-Varela |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2014 to 31/12/2015 |
Modelado matemático, análisis y simulación numérica de problemas en finanzas y seguros, procesos industriales, biotecnología y medioambiente
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2014 to 31/12/2017 |
Rede Temática de Matemática - Industria
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Peregrina Quintela Estévez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/12/2014 to 30/11/2016 |
axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema universitario de Galicia. Grupos de referencia competitica. GRC2014/044
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2014 to 31/12/2017 |
HIPECA-High Performance Calibration and Computation in Finance
| Funding entity | German Federal Ministry of Education and Research |
| Main researches | Carlos Vázquez Cendón y Matthias Ehrhardt |
| Type | Proyecto UE |
| Dates | From 01/01/2014 to 31/12/2015 |
Modelos, análisis matemático y resolución numérica de algunos problemas en ciencia e ingeniería basados en EDPS (MTM2010-21135-C02-01)
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2011 to 30/06/2015 |
axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema Universitario de Galicia. Grupos de referencia competitiva. CN2011/004
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2011 to 31/12/2013 |
Modelo matemático y simulación numérica de procesos en finanzas cuantitativas y mecánica.
| Funding entity | Dirección Xeral de Investigación, Desenvolvemento e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 02/12/2009 to 01/12/2012 |
CONVENIO DE COLABORACIÓN ENTRE AS UNIVERSIDADES GALEGAS E A S.A.X. CENTRO DE SUPERCOMPUTACIÓN DE GALICIA ( CESGA ) PARA O DESENVOLVEMENTO DO SOFTWARE LIBRE EN GALICIA
| Funding entity | CESGA - S.A.X. CENTRO DE SUPERCOMPUTACIÓN DE GALICIA |
| Type | Contrato |
| Dates | From 01/01/2007 to 30/10/2007 |
Modelos y métodos numéricos en Ingeniería y Ciencias Aplicadas (M2NICA)
| Type | Proyecto Otros Programas |
| Dates | From 31/08/2007 to 15/11/2010 |
CUSIMANN: An optimized simulated annealing software for GPUs.
| Type | Software Registrado |
| Entity | Universidade da Coruña (UDC) |
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Application date | 21/03/2012 |
High-order well-balanced numerical schemes for one-dimensional shallow-water systems with Coriolis terms
| Authors | V. González Tabernero |
| Journal | Applied Mathematics and Computation Vol. 469 |
| DOI | https://doi.org/10.1016/j.amc.2023.128528 |
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk
| Authors | Joel P. Villarino, Álvaro Leitao, Jose Antonio García-Rodríguez |
| Journal | Journal of Computational and Applied Mathematics Vol. 425 |
| DOI | https://doi.org/10.1016/j.cam.2022.115041 |
Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios
| Authors | Ana María Ferreiro, E. Ferri, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Journal | Mathematics Vol. 9 Num. 5 (pages 472 to 472) |
Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU
| Authors | A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, Luis Souto, C. Vázquez |
| Journal | Business & Information Systems Engineering Vol. 62 (pages 5 to 20) |
Global optimization for data assimilation in landslide tsunami models
| Authors | A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, C. Escalante, M.J. Castro |
| Journal | JOURNAL OF COMPUTATIONAL PHYSICS Vol. 403 Num. 109069 (pages 1 to 22) |
A new calibration of the Heston Stochastic Local Volatility model and its parallel implementation on GPUs
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Luis Souto, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 177 (pages 467 to 486) |
Parallel two-phase methods for global optimization on GPU
| Authors | Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 156 (pages 67 to 90) |
Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs
| Authors | Ana María Ferreiro, Jose Antonio García-Rodríguez, Luis Souto, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 356 (pages 282 to 298) |
GPU parallel implementation for Asset-Liability Management in insurance companies
| Authors | Jose L Fernández, Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Journal | Journal of Computational Science Vol. 24 (pages 232 to 254) |
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives
| Authors | A.M. Ferreiro-Ferreiro, Garcia-Rodriguez, Jose A., Lopez-Salas, Jose G. , Vazquez, Carlos |
| Journal | Applied Mathematics and Computation Vol. 242 (pages 65 to 89) |
| DOI | https://doi.org/10.1016/j.amc.2014.05.017 |
Numerical simulation of pollutant transport in a shallow-water system on the Cell heterogeneous processor
| Authors | Carlos Hugo González Vázquez, Basilio B. Fraguela, Diego Andrade Canosa, Jose Antonio García-Rodríguez, Manuel J. Castro |
| Journal | JOURNAL OF SUPERCOMPUTING Vol. 65 Num. 3 (pages 1089 to 1103) |
| DOI | https://doi.org/10.1007/s11227-012-0862-y |
Parallelization of shallow water simulations on current multi-threaded systems
| Authors | Jacobo Lobeiras Blanco, Moisés Viñas Buceta, Margarita Amor López, Basilio B. Fraguela, Manuel Carlos Arenaz Silva, Jose Antonio García-Rodríguez, Manuel J. Castro Díaz |
| Journal | INTERNATIONAL JOURNAL OF HIGH PERFORMANCE COMPUTING APPLICATIONS Vol. 27 Num. 4 (pages 493 to 512) |
| DOI | https://doi.org/10.1177/1094342012464800 |
An efficient implementation of parallel simulated annealing algorithm on GPUs
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Jose German Lopez Salas |
| Journal | JOURNAL OF GLOBAL OPTIMIZATION Vol. 57 Num. 3 (pages 863 to 890) |
Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs
| Authors | José Luis Fernández Pérez, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Álvaro Leitao, Jose German Lopez Salas, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 94 (pages 55 to 75) |
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 219 Num. 24 (pages 1233 to 1257) |
| DOI | https://doi.org/10.1016/j.amc.2013.05.032 |
High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems
| Authors | A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, Enrique D. Fernández Nieto, Jose Antonio García-Rodríguez, Carlos M. Parés Madroñal |
| Journal | JOURNAL OF SCIENTIFIC COMPUTING Vol. 39 Num. 1 (pages 67 to 114) |
Simulation of shallow-water systems using graphics processing units
| Authors | Jose Antonio García-Rodríguez, Miguel Lastra Leidinger, Carlos Ureña Almagro, Manuel Jesús Castro Díaz, José Miguel Mantas Ruíz |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 80 Num. 3 (pages 598 to 618) |
Simulación de corrientes de marea en el Estrecho de Gibraltar mediante modelos bicapa 2D de aguas someras
| Authors | Jose Antonio García-Rodríguez, M.J. González Vida, Manuel J. Castro, J. Macías, C. Parés |
| Journal | BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 42 (pages 137 to 146) |
Solving shallow-water systems in 2D domains using Finite volume methods and multimedia SSE instructions
| Authors | Jose Antonio García-Rodríguez, M.J. Castro, J.M. González Vida, C. Parés |
| Journal | Journal of Computational and Applied Mathematics Vol. 221 (pages 16 to 32) |
Improved FVM for two layer shallow-water models: application to the strait of Gibraltar
| Authors | Jose Antonio García-Rodríguez, M.J. Castro, J.M. González Vida, J. Macías, C. Parés |
| Journal | Advances in Engineering Software Vol. 38 (pages 386 to 398) |
Modèles Saint-Venant bicouche: application à la simulation du transport de polluants
| Authors | Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, José M. González Vida, Carlos Parés Madroñal |
| Journal | HOUILLE BLANCHE-REVUE INTERNATIONALE DE L EAU Vol. 5 (pages 85 to 88) |
A parallel 2D finite volume scheme for solving systems of balance laws with non conservative products: application to shallow flows.
| Authors | M.J. Castro, Jose Antonio García-Rodríguez, J.M. González Vida, Carlos Parés Madroñal |
| Journal | COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 195 (pages 2788 to 2815) |
The Numerical Treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems.
| Authors | M.J. Castro, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, J.M. González Vida, J. Macías, C. Parés, M. Elena Vázquez Cendón |
| Journal | MATHEMATICAL AND COMPUTER MODELLING Vol. 42 (pages 419 to 439) |
Third International Conference on Computational Finance. Book of abstracts
| Publishing | Publicaciones UDC, (España) |
| ISBN | 978¿84¿9749¿725¿1 |
Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Louis Lions School
| Publishing | Universidade da Coruña, Servizo de Publicacións, Coruña, A (España) |
| ISBN | 978-84-9749-420-5 |
A GPU implementation of an asset-liability management model for insurance companies
| Authors | J. L. Fernández-Pérez. Ana María Ferreiro. J.A. García-Rodríguez. Carlos Vázquez |
| Book |
Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-2230-3 |
| Pages | From 490 to 502 |
Speed up calibration and pricing of SABR models: from equities to interest rates derivatives
| Authors | A.M. Ferreiro-Ferreiro. J.A. García-Rodríguez. J.G. López-Salas. Carlos Vázquez |
| Book |
Actuarial Sciences and Quantitative Finance Publishing: SPRINGER. ISBN: 978-3-319-18239-1 |
| Pages | From 49 to 63 |
An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
| Authors | A.M. Ferreiro-Ferreiro. Jose Antonio García-Rodríguez. Jose German Lopez Salas. Carlos Vázquez |
| Book |
RSME 2011.Transfer and Industrial Mathematics Publishing: Servizo de Publicacións USC. ISBN: 978-84-9887-715-1 |
| Pages | From 175 to 179 |
PINNs for pricing European options considering counterparty Risk. Minisymposia on Neural Networks enhancing Computations in Finance
IV International Conference on computational Finance (ICCF 2022).
International
| Authors | J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
High-order well-balanced finite volume schemes for 1d and 2 d shallow water equations with Coriolis forces
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International
| Authors | V. González, Manuel J. Castro Díaz, Jose Antonio García-Rodríguez |
| Organization | Universidad de Málaga (UMA) |
| Place | Málaga (España) |
Second order finite volume IMEX Runge-kutta schemes for two dimensional parabolic PDEs in finance
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International
| Authors | J.G. López-Salas, M. Suárez-Taboada, Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez |
| Organization | Universidad de Málaga (UMA) |
| Place | Málaga (España) |
Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International
| Authors | J.G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez |
| Organization | Universidad de Málaga (UMA) |
| Place | Málaga (España) |
High-order well-balanced finite volume schemes for 1d and 2 d shallow water equations with Coriolis forces
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática
Aplicada (XXVII CEDYA - XVII CMA)
National
| Authors | V. González, Manuel J. Castro Díaz, J.A. García-Rodríguez |
| Organization | Universidad de Zaragoza (UNIZAR) |
| Place | Zaragoza (España) |
Physics-informed neural networks for pricing European options considering counterparty risk
XoveTIC 2022
International
| Authors | J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez |
| Organization | Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC) |
| Place | Coruña, A (España) |
Assessing flood risk probability in urban environments using a new GPU parallelized dual drainage model
5th IAHR Europe Congress
International
| Authors | Fraga, I., J.A. García-Rodríguez, A.M. Ferreiro-Ferreiro, C. Vázquez, M. Castro |
| Place | Trento (Italia) |
Effect of rainfall and calibration uncertainties in flood warning systems forecasts
5th IAHR Europe Congress
International
| Authors | Fraga, I., J.A. García-Rodríguez, A.M. Ferreiro-Ferreiro, C. Vázquez |
| Place | Trento (Italia) |
An approach for model points selection in life insurance
22nd International Congress on Insurance, Mathematics and Economics
International
| Authors | A.M. Ferreiro-Ferreiro, E. Ferri, J.A. García-Rodríguez, C. Vázquez |
| Place | Sidney (Australia) |
An Asset-Liability Management (ALM) model for insurance companies and its implementation in GPUs
Financial Mathematics and Supercomputing
International
| Authors | J.A. García-Rodríguez, J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, C. Vázquez |
| Place | Coruña, A (España) |
Gestión integral del riesgo en el negocio asegurador: modelos de ALM en GPUs
Workshop on Mathematical Solutions for Industry: Success stories and perspectives
National
| Authors | J.A. Cuesta, J.A. García-Rodríguez |
| Place | Madrid (España) |
A GPU implementation of an asset-liability management model for insurance companies
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International
| Authors | J.L Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez |
| Organization | UNIVERSIDAD DE SALAMANCA |
| Place | Rota (España) |
Mathematical transfer to life insurance companies: ALM modelling and its implementation in GPUs
XXIV Congreso en Ecuaciones Diferenciales Y Aplicaciones (XXIV CEDYA)/ XIV Congreso de Matemáticas Aplicadas (XIV CMA).
International
| Authors | J.L Fernández-Pérez, Ana María Ferreiro, J.A. García-Rodríguez, C. Vázquez |
| Organization | Sociedad Española de Matemática Aplicada |
| Place | Cádiz (España) |
GPU implementation of an stochastic ALM model for life insurance
International Conference of Computational Finance - ICCF2015
International
| Authors | J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez |
| Place | Londres (Reino Unido) |
Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
First International Congress on Actuarial Sciences and Quantitative Finance
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Bogotá (Colombia) |
Efficient calibration and pricing with SABR models and GPUs
Mini-Workshop in Stochastic Computing and Optimization
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Wurzburg (Alemania) |
Speed up of derivatives pricing and calibration with SABR models in GPUs
Research in Options 2014
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Buzios (Brasil) |
Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
The 18th European Conference on Mathematics
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Organization | European Consortium for Mathematics in Industry |
| Place | Taormina (Italia) |
Numerical methods for pricing companies with GPUs
SCICADE 2013
International
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Organization | UNIVERSIDAD DE VALLADOLID |
| Place | Valladolid (España) |
SABR/LIBOR market models: pricing and calibration for some interest rates derivatives
13th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2013)
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Almería (España) |
An efficient implementation of simulated annealing in GPUs and its application to caliberation of SABR stochastic volatility model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED
SCIENCES AND ENGINEERING (ECCOMAS 2012)
International
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez |
| Place | Viena (Austria) |
Pricing companies: PDE models, efficient numerical methods and parallel implementations
First Joint Conference of the Belgian, Royal Spanish and Louxemburg Mathematical Societies
International
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Place | Lieja (Bélgica) |
An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
1st Joint Conference of the Belgian, Royale Spanish and Luxembourg Mathematical Societies
International
| Authors | Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez |
| Place | Liege (Bélgica) |
El método de los elementos finitos en Python
III Jornadas Sage-Python
National
| Authors | Íñigo Arregui Álvarez, Ana M. Ferreiro Ferreiro, José A. García |
| Place | Vigo (España) |
Modelos de valoración de negocios basados en EDP y su resolución numérica
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National
| Authors | Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez |
| Organization | Universidad de las Islas Baleares (UIB) |
| Place | Palma (España) |
An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
RSME Conference on Transfer and Industrial Mathematics
International
| Authors | Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez |
| Place | Santiago de Compostela (España) |
A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacherelato
V Congreso de Educación Matemática de AGAPEMA
International
| Authors | Jose Antonio García-Rodríguez, Íñigo Arregui Álvarez, A.M. Ferreiro-Ferreiro |
| Place | Ferrol (España) |
Programación de Alto Rendimiento en el Procesador Cell: aplicación a Simulación de Fluídos
XX Jornadas de Paralelismo
National
| Authors | Jose Antonio García-Rodríguez, Carlos Hugo González Vázquez, Basilio B. Fraguela, Diego Andrade Canosa, Manuel Jesús Castro Díaz |
| Place | Coruña, A (España) |
Simulación de aguas poco profundas en una GPU mediante Brook+
XX Jornadas de Paralelismo
National
| Authors | Jose Antonio García-Rodríguez, Jacobo Lobeiras Blanco, Margarita Amor López, Manuel Carlos Arenaz Silva, Basilio B. Fraguela, Manuel Jesús Castro Díaz |
| Place | Coruña, A (España) |
Study and Development of Numerical Models for the simulation of Geophysical Flows: The DamFlow Projet
14TH EUROPEAN CONFERENCE ON MATHEMATICS IN INDUSTRY (ECMI2006)
National
| Authors | Jose Antonio García-Rodríguez, M.J. Castro, J.M. González, C. Parés |
| Place | Leganés (España) |
High order two dimensional schemes for coupled shallow water-transport systems
The Seventh European Conference on Numerical Mathematics and Advanced Applications (ENUMATH2007)
International
| Authors | Jose Antonio García-Rodríguez, Manuel J. Castro Díaz, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro, Carlos Parés Madroñal |
| Place | Graz (Austria) |
Esquemas numéricos bidimensionales de alto orden para el acoplamiento de ecuaciones de transporte y ecuaciones de aguas someras
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National
| Authors | Jose Antonio García-Rodríguez, Manuel J. Castro Díaz, Carlos Parés Madroñal, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro |
| Place | Sevilla (España) |
Two-layer flow models. Application to the simulation of spill motions
Qualité des eaux marines
International
| Authors | Jose Antonio García-Rodríguez, A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, José M. González Vida, Carlos Parés Madroñal |
| Place | Paris (Francia) |
High order two dimensional numerical schemes for the coupling of transport equations and shallow water equations
7th EUROPEAN CONFERENCE ON NUMERICAL MATHEMATICS AND ADVANCED APPLICATIONS
International
| Authors | Jose Antonio García-Rodríguez, E.D. Fernández Nieto, A.M. Ferreiro-Ferreiro, M.J. Castro, C. Parés |
| Place | Graz (Austria) |
Development of Numerical Models for the simulation of geophysical flows: the DamFlow Project.
14 th European Conference on Mathematics for Industry.
International
| Authors | José M. González Vida, M.J. Castro, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Parés Madroñal |
| Organization | Universidad Carlos III de Madrid |
| Place | Madrid (España) |
Parallel Finite Volume method using Domain Decomposition, MPI and SSE Instructions: Applications.
Fifth International Conference on Engineering Computational Technology.
International
| Authors | M.J. Castro, Jose Antonio García-Rodríguez, J.M. González, Carlos Parés Madroñal |
| Place | España |
Damflow Project: an efficient 2d finite volume solver for hydrodinamical fluids
International Congress of Mathematicians ICM 2006
International
| Authors | Manuel J. Castro Díaz, Jose Antonio García-Rodríguez, José M. González Vida, Carlos Parés Madroñal |
| Place | Madrid (España) |
DamFlow Project: a postprocessing tool for parallel hydrodinamical simulations.
International Congress of Mathematicians ICM 2006
International
| Authors | M.J. Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez |
| Place | Madrid (España) |
DamFlow: un software de visualización de flujos hidrodinámicos.
Congreso sobre modelización matemática de la sedimentación en la costa.
National
| Authors | A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez |
| Place | España |
Computer time improvement for some shallow water finite volume models applying parallelization and optimized small matrix computations.
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International
| Authors | M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida |
| Place | Santiago de Compostela (España) |
Paralelización mediante descomposición de dominios de un esquema numérico de tipo volúmenes finitos para la resolución de un sistema de shalow water bicapa bidimensional.
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National
| Authors | M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida |
| Organization | Universidad Carlos III de Madrid |
| Place | España |
Paralelización SIMD de un esquema de volúmenes finitos usando instrucciones multimedia SSE: aplicación a problemas de shalow water en dominios bidimensionales
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National
| Authors | M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida |
| Organization | Universidad Carlos III de Madrid |
| Place | España |
A pararell 2D finite volume scheme for solvin the bilayer shallow-water exchange at the Strait of Gibraltar
Parallel Computanional Fluid Dynamics
International
| Authors | Jose Antonio García-Rodríguez, M.J. Castro, J.M. González González Vida, C. Parés |
| Place | España |
Academic or management positions held by teacher.