Observatorio de I+D+i UPM

Memorias de investigación
Research Project:
CONVENIO DE COLABORACION ENTRE URJC, UPM, UC3M PARA DISTRIBUCION PRESUPUESTARIA DE PROGRAMAS I+D EN TECNOLOGIAS 2009 RIESGOS CM: ANALISIS, GESTION Y APLICACIONES
Year:2012
Research Areas
  • Engineering
Information
Abstract
Over the past several years, there has been a wealth of scientific progress on risk analysis. As the set of underlying problems has become increasingly diverse, drawing from areas ranging from national defence and homeland security to new financial products to fraud detection to critical cyberinfrastructure, much research has become narrowly focused on a single area. It has also become clear, however, that the need is urgent and compelling for research on risk analysis, as, somehow, extreme events (such as major hurricanes, terrorist attacks or financial crises) are happening more frequently. Availability of past information, expert opinion, complex system models, and financial or other cost implications as well as the space of possible decisions may be used to characterize the risks in different settings. Integration of expertise developed by researchers in different scientific communities on each of these facets is the objective of this program. Risk management also carries a significant public policy component, which is driven in part by the increasing stakes and the multiplicity of stakeholders. In particular, policy concerns direct attention not only to the dramatic risks for huge numbers of people associated, for example, with events of the magnitude of Hurricane Katrina or bioterrorism, but also to "small-scale" risks such as drug interactions driven by rare combinations of genetic factors. Research in fundamental areas such as Extreme Value Modelling, Risk Measures, Asset Pricing, Multiobjective evaluation, Risk Communication, Adversarial Risk Analysis, Risk measure simulation or optimisation for risk management and traditional contextual settings such as financial or insurance risk modelling, and newer ones such as Information and Communication Technology risks, Aviation risks or counterterrorism modelling will pave the way for this program which proposes exciting new research on risk analysis, management and its applications, seeking answers to questions that fill the high-leverage gaps that span multiple problem contexts in this area. By answering these questions, our interdisciplinary team composed of applied mathematicians, statisticians, operational researchers, economists, computer scientists and political scientists aim at pushing forward the frontiers of risk analysis. By integrating our competences and skills, we aim at placing our consortium as one of the key groups in the world in this important field.
International
No
Project type
Proyectos y convenios en convocatorias públicas competitivas
Company
Comunidad Autónoma de Madrid
Entity Nationality
ESPAÑA
Entity size
Gran Empresa (>250)
Granting date
18/12/2009
Participants
  • Director: Alfonso Mateos Caballero (UPM)
  • Participante: Antonio Jimenez Martin (UPM)
  • Participante: Arminda Moreno Diaz (UPM)
  • Participante: Jose Villen Altamirano (UPM)
  • Participante: Maria Isabel Rodriguez Galiano (UPM)
  • Participante: Eloy Vicente Cestero (UPM)
  • Participante: Eugenio Fernández Vicente (Universidad de Alcalá)
Research Group, Departaments and Institutes related
  • Creador: Grupo de Investigación: Grupo de análisis de decisiones y estadística
  • Grupo de Investigación: Economía y Sostenibilidad del Medio Natural
  • Departamento: Inteligencia Artificial
  • Departamento: Matemática Aplicada (E.U. Informática)
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