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Marcelo Julián Villena Chamorro

Profesor Investigador

Universidad Adolfo Ibánez

Santiago, Chile

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.

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

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 - A la fecha

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 - A la fecha
ECONOMISTA PRINCIPAL / INVESTIGADOR Part Time

SCL Econometrics

Santiago, Chile

2001 - A la fecha

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.

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

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).


An evolutionary game theoretic model of whistleblowing behaviour in organizations Quinteros, Mj, Villena, Mj, Villena, MG Article ISI IMA JOURNAL OF MANAGEMENT MATHEMATICS (2021)
On the social discount rate for South American Countries Villena, Marcelo J.; Osório, Hugo Article ISI Applied Economics Letters (2021)
Comparative evaluation of wearable devices for measuring elevation gain in mountain physical activities Sanchez, Raimundo; Villena, Marcelo Article ISI PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART P-JOURNAL OF SPORTS ENGINEERING AND TECHNOLOGY (2020)
Computing the CEV option pricing formula using the semiclassical approximation of path integral Araneda, Axel A.; Villena, Marcelo J. Article ISI Journal of Computational and Applied Mathematics (2020)
On the spatial dynamics of vaccination: A spatial SIRS–V model González, Eduardo; Villena, Marcelo J. Article ISI COMPUTERS & MATHEMATICS WITH APPLICATIONS (2020)
Resonance phenomena in option pricing with arbitrage Contreras M.; EcheverrÃa J.; PeÃ±a J.P.; Villena M. Article ISI SCOPUS (2020)
Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Penalolen in Santiago de Chile de Kraker J.; Kujawa-Roeleveld K.; Villena M.J.; PabÃ³n-Pereira C. Article ISI SCOPUS SUSTAINABILITY (2019)
GLOBAL AND LOCAL ADVERTISING STRATEGIES: A DYNAMIC MULTI-MARKET OPTIMAL CONTROL MODEL Villena M.J.; Contreras M. Article ISI SCOPUS JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION (2019)
On resource depletion and productivity: The case of the Chilean copper industry Villena M.; Greve F. Article ISI SCOPUS Resources Policy (2018)
Dynamic optimization and its relation to classical and quantum constrained systems Contreras M.; Pellicer R.; Villena M. Article ISI SCOPUS PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2017)
Dynamics and stability in retail competition Villena M.J.; Araneda A.A. Article ISI SCOPUS MATHEMATICS AND COMPUTERS IN SIMULATION (2017)
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods Contreras, Mauricio; Marcelo Villena Article Journal of Mathematical Finance (2016)
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry Contreras, Mauricio; Marcelo Villena Article Journal of Mathematical Finance (2016)
On the strategic behavior of large investors: A mean-variance portfolio approach Villena M.J.; reus, l Article ISI SCOPUS EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2016)
Water management problems in the Copiapo Basin, Chile: markets, severe scarcity and the regulator Bitran, E; rivera, p; Villena, MJ Article ISI SCOPUS WATER POLICY (2014)
Policy making for broadband adoption and usage in Chile through machine learning Ruz, GA; Varas, S; Villena, M Article ISI SCOPUS Expert Systems with Applications (2013)
Spatial attrition modeling: Stability conditions for a 2D + t FD formulation Gonzalez E.; Villena, MJ Article ISI SCOPUS Computers and Mathematics with Applications (2011)
Spatial Lanchester models Gonzalez E.; Villena, M Article ISI SCOPUS European Journal of Operational Research (2011)
A quantum model of option pricing: When Black-Scholes meets Schrodinger and its semi-classical limit Contreras M.; Pellicer R.; Villena, M; Ruiz A. Article ISI SCOPUS Physica A: Statistical Mechanics and its Applications (2010)
Dynamic option pricing with endogenous stochastic arbitrage Contreras M.; Montalva, R; Pellicer R.; Villena, M Article ISI SCOPUS Physica A: Statistical Mechanics and its Applications (2010)
LA TEORÍA DE JUEGOS EVOLUTIVOS (TJE) Y LA ECONOMÍA EVOLUTIVA DE THORSTEIN VEBLEN: ¿ES VEBLENIANA LA TJE? Mauricio Villena Villena, Marcelo Article SCOPUS Cuadernos de Economía (2005)
Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian? Villena, Marcelo Article ISI JOURNAL OF ECONOMIC ISSUES (2004)
Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios Barker, Terry; Villena, Marcelo Article SCOPUS ISI Environmental Economics and Policy Studies (2002)
Economic Impact of the Open Skies Agreement Policy in Chile M Villena, R Harrison Article Revista de Análisis Económico (0)
El nuevo desafío de las concesiones de obras públicas en Chile Eduardo Bitran, Marcelo Villena Article Revista Estudios Públicos (0)
Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile Bitran, Eduardo; Villena Marcelo Article ISI CEPAL REVIEW
Stability analysis for spatial attrition with n forces González, E.; Villena, M.J. Article AIP Conference Proceedings (0)
¿Innovar para Exportar o Exportar para Innovar? Eduardo Bitran, Cristián González; Fernando Greve, Marcelo Villena Article Revista Estudios Públicos (0)


SPATIAL LANCHESTER MODELS=> APPLICATIONS TO MARKETING, EPIDIMIOLOGY AND WARFARE FONDECYT (1131096) Proyecto 2013-2017 Inv. Responsable
FORECASTING THE GLOBAL ECONOMY USING A DYNAMIC GENERAL EQUILIBRIUM MODEL WITH FLEXIBLE PRODUCTION STRUCTURES FONDECYT (1040355) Proyecto 1994-1995 Inv. Responsable