alvaroalmeidagomez182@gmail.comMy philosophy is that science should be universal knowledge for everyone, without restrictions. Every human being, regardless of their physical, economic, social, or political condition, should have access to it. We must all work together to build a better future.
I am a postdoc at the Centro de Modelamiento Matemático (CMM), Universidad de Chile, working under the sponsorship of Prof. Jaime Ortega. I obtained my Ph.D. in Mathematics from IMPA in December 2021. Previously, I received my M.S. in Mathematics from IMPA and my B.S. from Universidad Industrial de Santander (UIS).
My main research area is the mathematical theory in machine learning. I focus on inferring the topological and geometric structure of high-dimensional data sets and improving the scalability of machine learning algorithms using harmonic analysis.
Papers
- Hodge Laplacians and Hodge Diffusion
Maps. Arxiv. With Jorge Duque Franco
-Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance. Engineering Applications of Artificial Intelligence. With Giorgio Consigli and Jorge Zubelli.
-Multi-period portfolio selection with interval-based conditional value-at-risk. Annals of Operations Research. With Giorgio Consigli and Liu
-A diffusion-map-based algorithm for gradient computation on manifolds and applications. IEEE Access. With Jorge Zubelli and Silva Neto
-Recovering the fragmentation rate in the growth-fragmentation equation. Inverse Problems IOP. With Jorge Zubelli
- Diffusion representation for asymmetric kernels. Applied Numerical Mathematics. With Jorge Zubelli and Silva Neto
alvaroalmeidagomez182@gmail.com