Bayesian Multivariate Time Series Analysis
Development of multivariate dynamic models and their analysis by Bayesian mehtodology, using MCMC simulation methods. Incorporation of spatial dependencies into the temporal structure of the models. Design and implementation in R of algorithms for their analysis, estimation and prediction.
Design and study of optical properties and applications of photoactive molecular and supramolecular systems
Design, synthesis and application of photoactive nanosystems.
Investment portfolio selection models
Development of portfolio selection models, in which uncertainty about performance is described by possibility and credibility distributions. Multi-objective analysis of the selection problem, seeking approximations to the Pareto front using evolutionary algorithms.
Remote sensing
Remote sensing applications to environment, agriculture and water quality. Development of new sensors and Earth observation missions.