Ignacio Cascos

• Google Scholar
• ORCID iD 0000-0001-8461-746X
• Scopus Author ID: 23034092900
• ResearcherID: D-2331-2013

Education

• PhD in Mathematics (Department of Statistics), 2004; University of Oviedo, Spain
• BSc Mathematics, 1999; University of Oviedo, Spain

Main research interests

• Multivariate analysis
  • depth functions and depth-trimmed regions
  • multivariate quantiles
• Probability Theory
  • stochastics orders
  • random sets
  • stochastic geometry
  • financial risk measures

Publications

• Journal papers and book chapters

  1. "The zonoid region parameter depth" doi:10.1007/s00362-022-01380-2 ; code in GitHub
     with G. Pandolfo and B. Sinova, Statistical Papers, Accepted, (2022+).
  2. "Biological Age Imputation by Data Depth" doi:10.1007/978-3-031-15509-3_8
     with S. Cabras, B. D'Auria, M. Durbán, V. Guerrero, and M. Ochoa. In (L.A. García-Escudero, A. Gordaliza, A. Mayo, M.A. Lubiano, M.A. Gil, P. Grzegorzewski, and O. Hryniewicz Eds.) Building Bridges between Soft and Statistical Methodologies for Data Science. SMPS 2022. Advances in Intelligent Systems and Computing, vol 1433. Springer, Cham, pp. 57–64 (2023).
  3. "Data depth and multiple output regression, the distorted M-quantiles approach" doi:10.3390/math10183272 ; working paper ; code in GitHub
     with M. Ochoa, Mathematics, 10(18), 3272 (2022).
  4. "A stochastic order for interval valued random mappings and applications" doi:10.1016/j.apm.2022.02.039
     with M.C. López-Díaz and M. López-Díaz, Applied Mathematical Modelling, 107, 429–440 (2022).
  5. "Simultaneous monitoring of origin and scale in left-bounded processes via depth" doi:10.1007/s10182-021-00401-z ; code in GitHub
     AStA Advances in Statistical Analysis, 105, 649–673 (2021).
  6. "Depth and outliers for samples of sets and random sets distributions" doi:10.1111/anzs.12326
     with Q. Li and I. Molchanov, Australian and New Zealand Journal of Statistics, 63, 55–82 (2021).
  7. "How to explain the cross-section of equity returns through Common Principal Components" doi:10.3390/math9091011
     with J.M. Cueto and A. Grané, Mathematics, 9(9), 1011 (2021).
  8. "Expectile depth: Theory and computation for bivariate datasets" doi:10.1016/j.jmva.2021.104757 ; working paper ; code in GitHub
     with M. Ochoa, Journal of Multivariate Analysis, 184, 104757 (2021).
  9. "Models for expected returns with statistical factors" doi:10.3390/jrfm13120314
     with J.M. Cueto and A. Grané, Journal of Risk and Financial Management, 13(12), 314 (2020).
  10. "Shuffle, Cut, and Learn: Crypto Go, A Card Game for Teaching Cryptography" doi:10.3390/math8111993
      with A.I. González-Tablas, M.I. González-Vasco, and A. Planet-Palomino, Mathematics, 8(11), 1993 (2020).
  11. "Control Charts based on parameter depths" doi:10.1016/j.apm.2017.09.009
      with M. López-Díaz, Applied Mathematical Modelling, 53, 487–509 (2018).
  12. "Band Depths Based on Multiple Time Instances." doi:10.1007/978-3-319-73848-2_6
      with I. Molchanov. In (E. Gil, E. Gil, J. Gil, and M.A. Gil Eds.) The Mathematics of the Uncertain. A Tribute to Pedro Gil. Studies in Systems, Decision and Control. Springer, Cham, pp. 67–78 (2018).
  13. "On the Combination of Depth-Based Ranks." doi:10.1007/978-3-319-73848-2_7
      with I. Montes. In (E. Gil, E. Gil, J. Gil, and M.A. Gil Eds.) The Mathematics of the Uncertain. A Tribute to Pedro Gil. Studies in Systems, Decision and Control. Springer, Cham, pp. 79–88 (2018).
  14. "Multivariate risk measures: a constructive approach based on selections" doi:10.1111/mafi.12078 ; working paper
      with I. Molchanov, Mathematical Finance, 26, 867–900 (2016).
  15. "On the uniform consistency of the zonoid depth" doi:10.1016/j.jmva.2015.09.020
      with M. López-Díaz, Journal of Multivariate Analysis, 143, 394–397 (2016).
  16. "Choosing a random distribution with prescribed risks" doi:10.1016/j.insmatheco.2013.03.014
      with I. Molchanov, Insurance: Mathematics and Economics 52, 599–605 (2013).
  17. "Risk measures and stochastic orders using integrals of distorted quantile functions" doi:10.1007/978-3-642-32419-2_26
      with M. Mendes. In (P.E. Oliveira, M.G. Temido, C. Henriques, and M. Vichi Eds.) Recent Developments in Modeling and Applications in Statistics, Springer Verlag, pp. 261–269 (2013).
  18. "Trimmed regions induced by parameters of a probability" doi:10.1016/j.jmva.2012.01.024
      with M. López-Díaz, Journal of Multivariate Analysis 107, 306–318 (2012).
  19. "Data depth in Multivariate Statistics" web
      with A. López and J. Romo, BEIO 27(3), 151–174 (2011).
  20. "Data depth: multivariate statistics and geometry" doi:10.1093/acprof:oso/9780199232574.003.0012
      In (W.S. Kendall and I. Molchanov Eds.) New Perspectives in Stochastic Geometry, Oxford University Press, pp. 398--423 (2010).
  21. "Lorenz curves of extrema" doi:10.1007/978-3-642-14746-3_11
      with M. Mendes. In (C. Borgelt, G. González-Rodríguez, W. Trutschnig, M.A. Lubiano, M.A. Gil, P. Grzegorzewski, and O. Hryniewicz Eds.) Combining Soft Computing and Statistical Methods in Data Analysis, Springer Verlag, 81–88 (2010).
  22. "On the proximity of a probability distribution to a capacity functional: proximity functions" doi:10.1080/15326340802007414
      with M. López-Díaz, Stochastic Models 24, 264–287 (2008).
  23. "Consistency of the α-trimming of a probability. Applications to central regions" doi:10.3150/07-BEJ109
      with M. López-Díaz, Bernoulli 14(2), 580–592 (2008).
  24. "The expected convex hull trimmed regions of a sample" doi:10.1007/s00180-007-0095-3 ; working paper
      Computational Statistics 22, 557–569 (2007).
  25. "Multivariate risks and depth-trimmed regions" doi:10.1007/S00780-007-0043-7 ; working paper
      with I. Molchanov, Finance and Stochastics 11, 373–397 (2007).
  26. "Integral Trimmed Regions" doi:10.1016/j.jmva.2004.11.003
      with M. López-Díaz, Journal of Multivariate Analysis 96, 404–424 (2005).
  27. "The zonoid hull of a multivariate probability distribution and its trimmed regions" doi:10.1007/978-3-540-44465-7_52
      with M. López-Díaz. In (M. López-Díaz, M.A. Gil, P. Grzegorzewski, O. Hryniewicz, and J. Lawry Eds.) Soft Methodology and Random Information Systems, Springer Verlag, pp. 423–430 (2004).
  28. "Convergence criteria for interval-valued inequality indices" doi:10.1080/0233188032000158790
      with M. López-Díaz and M.A. Gil, Statistics 38(1), 59–66 (2004).
  29. "A stochastic order for random vectors and random sets based on the Aumann expectation" doi:10.1016/S0167-7152(03)00094-4
      with I. Molchanov, Statistics and Probability Letters 63(3), 295–305 (2003).
  30. "On the variation of the f-inequality of a random variable" doi:10.1007/978-3-7908-1773-7_7
      with M. López-Díaz and M.A. Gil-Álvarez. In (P. Grzegorzewski, O. Hryniewicz, and M.A. Gil Eds.) Soft Methods in Probability, Statistics and Data Analysis, Physica-Verlag, pp. 98–104 (2002).
  
  

• Unpublished working papers

  • "Depth functions based on a number of observations of a random vector" working paper
  
  

• Published PhD Thesis

  • "Variabilidad y centralidad para elementos aleatorios" PhD Thesis (in Spanish).
    Servicio de publicaciones de la Universidad de Oviedo, pp. xviii+176, ISBN: 84-8317-424-3, DEP. LEG.: AS-3509-2004 (2004).

PhD Supervision

• José Manuel Cueto (joint with Aurea Grané, uc3m), Essays on multifactor models for stocks' expected returns in European markets: A block-bootstrap validation proposal, defended on 7 July 2021.
• Maicol Ochoa, Sobre expectiles, generalizaciones y algunas aplicaciones en análisis multivariante, defended on 21 Dec 2022.

Statistical societies and awards

• Elected member of the International Statistical Institute (ISI) since Dec 2008.
• IASC ERS Young Researchers Award at the 2006COMPSTAT for the communication "Expected convex hull trimming of a data set".

University management

• Deputy Director for Academic Quality and Development of the School of Engineering of the Universidad Carlos III de Madrid since November 2020.
• Academic secretary of the Department of Statistics of the Universidad Carlos III de Madrid between July 2015 and September 2019.

Conferences and workshops that I have attended

• XVIII CEB 2022 Madrid-Spain BoA, XXXVIII SEIO 2019 Alcoi-Spain, CRoNoS & MDA 2019 Limassol-Cyprus, OSD 2018 Cádiz-Spain, MAF 2018 Madrid-Spain, ISNPS 2014 Cádiz-Spain, ICORS 2011 Valladolid-Spain, SMPS 2010 Oviedo-Spain, IWAP 2010 Colmenarejo-Spain, XXXI SEIO (2009) Murcia-Spain, IASC2008 Yokohama-Japan, ESTYLF 2008 Mieres-Spain, ERCIM'08 (2008) Neuchatel-Switzerland, EYSM 2007 Castro Urdiales-Spain, 3er ERPEM (2006) Buenos Aires-Argentina, COMPSTAT 2006 Rome-Italy, ICORS 2006 Lisbon-Portugal, 29 SEIO (2006) Puerto de la Cruz-Spain, SGAIA (2005) Bern-Switzerland, SEMSTAT2004 Bernried-Germany, SMPS 2004 Oviedo-Spain, 6th BS/IMSC (2004) Barcelona-Spain, 12th WISGSIA (2003) Prague-Czech Republic, XXIII SSPSM (2003) Pamplona-Spain, 27 SEIO (2003) Lleida-Spain, SMPS 2002 Warsaw-Poland.

Miscellany (divulgation and general audience resources)

• "El valor añadido de la presencialidad en la Escuela Politécnica Superior de la Universidad Carlos III de Madrid", Marzo-Junio 2023, ACREDITAS Por la mejora continua en Iberoamérica.
• "Desafío criptográfico de El País, 22 Julio 2022" Cómo engañar a un verificador de sudokus.
• "Predicción de la edad biológica", Junio 2022, Fundación Mutualidad de la Abogacía WP.
• "Basic Statistics for the coronavirus COVID-19 pandemic" html ; printer friendly pdf.
• "Estadística básica para la pandemia del coronavirus COVID-19" html ; pdf para imprimir.
• "El R Markdown para crear material docente" slides ; pdf ; html, ENSEMAT I, Sep 2019.