Abel Guada Azze joined CUNEF Universidad in 2023 as an Assistant Professor in the Department of Quantitative Methods. He holds a PhD in Mathematical Engineering from Universidad Carlos III de Madrid and conducts research in optimal stopping theory and stochastic control applied to finance. His work has been published in leading journals and presented at international conferences. He has supervised several master's theses and served as a reviewer for scientific publications.
Education
PhD in Mathematical Engineering, Universidad Carlos III de Madrid (2023)
MSc in Mathematical Engineering, Universidad Carlos III de Madrid (2018)
Bachelor´s in Mathematics, Universidad de la Habana (2014)
Research Interests
Optimal stopping theory, stochastic control, and applications of stochastic processes.
Most relevant publications
Azze, Abel. et al.: "Modelling a storage system of a wind farm with a ramp-rate limitation: A semi-Markov modulated Brownian bridge approach", Annals of Operations Research, 345, 39-57, 2024.
