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Marcelo Julián Villena Chamorro

Profesor Investigador

Universidad Adolfo Ibánez

Santiago, Chile

Líneas de Investigación


Operation research and applied economics. In particular, I have published in game theory, quantitative finance, econometrics and data science, public policy, environmental and resource economics, and regulation and competition.

Educación

  •  PhD - Economics, UNIVERSITY OF CAMBRIDGE. Reino Unido, 2004
  •  MPhil Economics, UNIVERSITY OF CAMBRIDGE. Chile, 1997
  •  MA Economics & Environment, UNIVERSITY OF LEEDS. Reino Unido, 1996
  •  Bachelor Industrial Engineering, UNIVERSIDAD DE LA FRONTERA. Chile, 1991
  •  Civil Industrial Engineering, UNIVERSIDAD DE LA FRONTERA. Chile, 1993

Experiencia Académica

  •   Profesor/Investigador Full Time

    UNIVERSIDAD TECNICA FEDERICO SANTA MARIA

    Santiago, Chile

    2000 - 2005

  •   Profesor/Investigador Full Time

    Universidad Adolfo Ibáñez

    Chile

    2005 - 2020

  •   Profesor/Investigador Full Time

    UNIVERSIDAD TECNICA FEDERICO SANTA MARIA

    Chile

    2021 - At present

Experiencia Profesional

  •   Comisionado Experto Económico para la Regulación de Aranceles (Economic Expert Commissioner for the Regulation of Tariffs) Part Time

    Ministry of Education Chile

    Santiago, Chile

    2019 - At present

  •   ECONOMISTA PRINCIPAL / INVESTIGADOR Part Time

    SCL Econometrics

    Santiago, Chile

    2001 - At present

Formación de Capital Humano


Supervised PhD students
- Raimundo Sa?nchez - PhD in Engineering and Complex System, UAI, 2016 - Now Assistant Professor Department of Industrial Engineering Universidad Adolfo Ibáñez.
- Roberto Ortiz - PhD in Management, UAI, 2015 - now Assistant Professor Department of Industrial Engineering Universidad Diego Portales.
- Hugo Osorio - PhD in Management, UAI, April 2017 - now Assistant Professor Department of Commercial Engineering Universidad Santa Maria.
- Axel Araneda - PhD in Complex System Engineering, UAI, November 2017 - now Postdoctoral at Frankfurt Institute for Advanced Studies FIAS.
- Richard Pen?a- PhD in Management, UAI, expected 2020.
- Rafael Torres - PhD in Complex System Engineering, UAI, expected 2020.
- A?lvaro Herna?ndez - PhD in Complex System Engineering, UAI, expected in 2020.
- Silvia Salinas - PhD in Complex System Engineering, UAI, expected 2021.


Difusión y Transferencia


Sustainability - Special Issue Editorhttps://www.mdpi.com/journal/sustainability/special_issues/CEEE


Premios y Distinciones

  •   Best Research paper, track Economics & Finance, CLADEA California — 2017

    CLADEA

    Estados Unidos, 2017

    Best Research paper, track Economics & Finance, CLADEA California — 2017

  •   Best Researcher 2019 Faculty of Science and Engineering, Universidad Adolfo Iba?n?ez — 2019

    Faculty of Science and Engineering, Universidad Adolfo Iba?n?ez

    Chile, 2019

    Best Researcher 2019 Faculty of Science and Engineering, Universidad Adolfo Iba?n?ez — 2019

  •   Best Professor in the Master Regulation, Adolfo Iba?n?ez University — 2018

    Universidad Adolfo Ibáñez

    Chile, 2018

    Best Professor in the Master Regulation, Adolfo Iba?n?ez University — 2018

  •   Best Researcher 2010 University, Universidad Adolfo Iba?n?ez — 2011

    Universidad Adolfo Ibáñez

    Chile, 2011

    Best Researcher 2010 University, Universidad Adolfo Iba?n?ez — 2011

  •   Best Professor in the Master of Economics and Public Policy, Adolfo Iba?n?ez University — 2009

    Universidad Adolfo Ibáñez

    Chile, 2009

    Best Professor in the Master of Economics and Public Policy, Adolfo Iba?n?ez University — 2009

  •   Second highest score for admission to the School of Engineering at the Universidad de la Frontera

    Universidad de la Frontera

    Chile, 1987

    Second highest score for admission to the School of Engineering at the Universidad de la Frontera, favored with a scholarship for one year. (Weighted Average Score 768).


 

Article (28)

An evolutionary game theoretic model of whistleblowing behaviour in organizations
On the social discount rate for South American Countries
Comparative evaluation of wearable devices for measuring elevation gain in mountain physical activities
Computing the CEV option pricing formula using the semiclassical approximation of path integral
On the spatial dynamics of vaccination: A spatial SIRS–V model
Resonance phenomena in option pricing with arbitrage
Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Penalolen in Santiago de Chile
GLOBAL AND LOCAL ADVERTISING STRATEGIES: A DYNAMIC MULTI-MARKET OPTIMAL CONTROL MODEL
On resource depletion and productivity: The case of the Chilean copper industry
Dynamic optimization and its relation to classical and quantum constrained systems
Dynamics and stability in retail competition
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
On the strategic behavior of large investors: A mean-variance portfolio approach
Water management problems in the Copiapo Basin, Chile: markets, severe scarcity and the regulator
Policy making for broadband adoption and usage in Chile through machine learning
Spatial attrition modeling: Stability conditions for a 2D + t FD formulation
Spatial Lanchester models
A quantum model of option pricing: When Black-Scholes meets Schrodinger and its semi-classical limit
Dynamic option pricing with endogenous stochastic arbitrage
LA TEORÍA DE JUEGOS EVOLUTIVOS (TJE) Y LA ECONOMÍA EVOLUTIVA DE THORSTEIN VEBLEN: ¿ES VEBLENIANA LA TJE?
Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?
Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios
Economic Impact of the Open Skies Agreement Policy in Chile
El nuevo desafío de las concesiones de obras públicas en Chile
Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile
Stability analysis for spatial attrition with n forces
¿Innovar para Exportar o Exportar para Innovar?

Proyecto (2)

SPATIAL LANCHESTER MODELS=> APPLICATIONS TO MARKETING, EPIDIMIOLOGY AND WARFARE
FORECASTING THE GLOBAL ECONOMY USING A DYNAMIC GENERAL EQUILIBRIUM MODEL WITH FLEXIBLE PRODUCTION STRUCTURES
24
Marcelo Villena

Profesor Investigador

Ingeniería & Ciencias

Universidad Adolfo Ibánez

Santiago, Chile

5
Mauricio Contreras

Profesor Titular

Departamento de Física

Universidad Metropolitana de Ciencias de la Educación

Santiago, Chile

1
Claudia Pabon

Profesor Asistente

Instituto de Desarrollo Sostenible

Pontificia Universidad Católica de Chile

Santiago, Chile

1
Raimundo Sánchez

Profesor Asistente

Ingeniería Industrial

Universidad Adolfo Ibáñez

Santiago, Chile

1
Lorenzo Reus

Profesor Asociado

UNIVERSIDAD ADOLFO IBANEZ

Santiago, Chile

1
Gonzalo Ruz

Full Professor

Engineering and Sciences

Universidad Adolfo Ibáñez

Santiago, Chile

1
Axel Araneda

Assistant Professor

Finance

Masaryk University

Brno, Rep. Checa