Perfil

Grado académico

Doctor of Philosophy (Ph.D.) Economics
Master of Arts (MA) in Economics and the Environment

Área de investigación

Resources and Environmental Economics and Circular Economy.
Dynamic Optimization and Operation Research.
Productivity Analysis.
Quantitative Finance.
Time Series Analysis.
Industrial Organization and Game Theory.

Cursos impartidos

Microeconomía
Macroeconomía
Econometría
Organización Industrial
Teoría de Juegos
Estrategias de Precios

marcelo.villena@usm.cl

Marcelo Villena Ch.

Director Magíster en Gestión Empresarial MBA USM

Coordinador Educación Ejecutiva

Doctor of Philosophy (Ph.D.) Economics, University of Cambridge, Selwyn College, Inglaterra

Reseña del académico

Marcelo Villena (PhD Cambridge University, UK) es profesor de Economía y Finanzas en el Departamento de Ingeniería Comercial de la Universidad Técnica Federico Santa María, Chile. Anteriormente fue profesor de Economía y Finanzas de la Universidad Adolfo Ibáñez (UAI). En dicha universidad fue Director del Máster en Regulación Económica, donde impartía el curso de Competencia y Regulación, además de ser Director del Máster en Ingeniería Financiera, donde enseñó econometría de series de tiempo durante casi diez años. El profesor Villena ha sido Visiting Scholar en el Departamento de Economía de la Universidad de Nueva York (2018) y Visiting Scholar en el Departamento de Economía de la Universidad de Calabria (2019).

La investigación del profesor Villena se centra en el desarrollo de modelos matemáticos y estadísticos para abordar problemas relevantes en los campos de la economía, las finanzas y la gestión. También está interesado en diferentes temas de política económica, regulación y competencia. Sus áreas específicas de interés incluyen: finanzas cuantitativas, análisis de series de tiempo, organización industrial y teoría de juegos, análisis de productividad, economía circular y de recursos naturales. Actualmente es Editor del Número Especial de Economía Circular de la revista Sustainability, revista ISI Q2.

Como investigador, ha publicado más de 30 artículos en diversas revistas arbitradas nacionales e internacionales. El profesor Villena ha sido investigador principal de proyectos Fondecyt y ha participado en diferentes proyectos FONDEF. El profesor Villena participó como miembro del comité de varios programas de doctorado en la Universidad Adolfo Ibáñez: el Doctorado en Management (del cual participó de su creación), el Doctorado en Finanzas, y el Doctorado en Sistemas Complejos (del cual participó de su creación) donde ha sido director de tesis de una decena de alumnos.

Formación

Doctor of Philosophy (Ph.D.) Economic, University of Cambridge, Selwyn College, England.
Master of Philosophy (M. Phil.) (by Research), University of Cambridge, Selwyn College, England.
Master of Arts (MA) in Economics and the Environment, University of Leeds, Business School, England.
Industrial Engineering minor Computer Scienc, University of La Frontera, Chile.
Bachelor of Science in Industrial Engineering, University of La Frontera, Chile.

Publicaciones

María J. Quinteros & Marcelo J. Villena, 2022. “On the Dynamics and Stability of the Crime and Punishment Game,” Complexity, Hindawi, vol. 2022, pages 1-14, March. DOI: 10.1155/2022/2449031.
“ An evolutionary model of whistleblowing behavior in organizations ”, with María José Quinteros and Mauricio Villena Forthcoming in IMA Journal of Management Mathematics.
“ Commodity price shocks and macroeconomic fluctuations in Suriname ”, with Xanegay Huur, Forthcoming in Resources Policy.
“ Stylized Facts of the Interest Rate Market in Chile ” Forthcoming in Estudios Públicos (Public Studies Journal).
“Computing the CEV option pricing formula using the semiclassical approximation of path integral”, with Axel A. Araneda, Available online 7 November (2020), 113244, in Journal of Computational and Applied Mathematics.
“ On the spatial dynamics of vaccination: A spatial SIRS-V model” , with Eduardo González, Forthcoming in Computers & Mathematics with Applications.
” Comparative evaluation of wearable devices for measuring elevation gain in mountain physical activities “, with Raimundo Sánchez Proc IMechE Part P: J Sports Engineering and Technology 1–8. IMechE (2020).
“ Resonance phenomena in option pricing with arbitrage ”, with M Contreras, J. Echeverría, and JP Peña, Physica A: Statistical Mechanics and its Applications 540, 123238, 2019:123238.
” Decentralized valorization of residual flows as an alternative to the traditional urban waste management system: The case of Peñalolén in Santiago de Chile .”, with de Kraker, J., Kujawa-Roeleveld, K.., & Pabón-Pereira, C Sustainability 11.22 (2019): 6206.
” On resource depletion and productivity: the case of the Chilean copper industry “, with Fernando Greve, Resources Policy 59 (2018): 553-562.
“ Global and local advertising strategies: a dynamic multi-market optimal control model ”, with Mauricio Contreras, Journal of Industrial & Management Optimization 15.3 (2019): 1017-1048.
“ Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile ”, wirh Eduardo Bitran, Fabián Duarte, and Dalila Fernandes, CEPAL Review N° 123 (2017), 225-244.
“ Dynamic optimization and its relation to classical and quantum constrained systems ”, with Mauricio Contreras and Rely Pellicer, Physica A 479 (2017) 12–25.
“ Dynamics and stability in retail competition ”, with Axel A. Araneda, Mathematics and Computers in Simulation 134 (2017) 37–53.
“ On the strategic behavior of large investors: A mean-variance portfolio approach ”, with Lorenzo Reus, European Journal of Operational Research 254 (2016), 679-688.
“ On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry ”, with Mauricio Contreras and Alejandro Llanquihuén, Journal of Mathematical Finance, 6 (2016), 562-579.
“ Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods ”, with Mauricio Contreras and Rely Pellicer, Journal of Mathematical Finance, 6 (2016), 541-561.
“ Water management problems in the Copiapó Basin, Chile: markets, severe scarcity and the regulator ”, with Eduardo Bitran and Pedro Rivera, Water Policy 16 (2014) 844–863.
“¿Innovar para exportar o exportar para innovar? – Un análisis a nivel de rma de la industria manufacturera chilena, 1995-2010 ” with Eduardo Bitran, Fernando Greve and Cristián González, Estudios Públicos (Public Studies Journal), 134 (otoño 2014), 109-130.
“ Policy making for broadband adoption and usage in Chile through machine learning ”, with Gonzalo A. Ruz and Samuel Varas, Expert Systems with Applications 40 (2013) 6728–6734.
“ Stability Analysis for Spatial Attrition with n Forces ”, with Eduardo González, AIP Conference Proceedings 1479, 1383 (2012).
“ Spatial attrition modeling: Stability conditions for a 2D + t FD formulation ”, with Eduardo González, Computers and Mathematics with Applications 61 (2011) 3246–3257.
“ Spatial Lanchester models ”, con Eduardo González, European Journal of Operational Research 210 (2011), 706-715.
“ A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit ”, with Mauricio Contreras and Rely Pellicer, Physica A 389 (2010) 5447–5459.
“ Dynamic option pricing with endogenous stochastic arbitrage ”, with Mauricio Contreras and Rely Pellicer, Physica A 389 (2010) 3552–3564.
“ El nuevo desafío de las concesiones de obras públicas en Chile. Hacia una mayor eficiencia y desarrollo institucional ”, with Eduardo Bitran, Estudios Públicos, N° 117 (verano 2010), 175-217.
“Economic Impact of the Open Skies Agreement Policy in Chile (Impacto Económico de la Política De Acuerdos De Cielos Abiertos En Chile) ”, with Rodrigo Harrison and Mauricio Villena, Revista de Analisis Economico, Vol. 23, No. 1 (2008), 107-149.
“ La teoría de juegos evolutivos (TJE) y la economía evolutiva de Thorstein Veblen: ¿es Vebleniana la TJE? , with Mauricio G. Villena, Cuadernos de Economía, vol. XXIV No. 42 (2005), 13-48.
“ Evolutionary Game Theoryand Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian? ”, with Mauricio G. Villena, Journal of Economic Issues, Vol. XXXVIII No.3 (2004), 585-610.
“ Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios ”, with Terry Barker and Jonathan Köhler, Environmental Economics and Policy Studies (2002) 5: 135-166. Selected Policy Papers.
Forecasting of Fuel Demand (Diesel, Gasoline, LPG, Kerosene, Natural Gas, Petroleum), Energy Commission, CNE, Ministry of Energy Chile, 2019.
Ministry of Foreign Affairs, General Directorate of International Economic Relations, Evaluation Study of the Results and Impact of the Prochile Forestry Fund, Project Manager – Period 2014 – 2018, 2019.
Indecopi, Peru, Potential Anticompetitive Effects of Mergers and Acquisitions, Project Manager – 2019.
On the design and performance of the Chilean pension auction model, Technical note – Inter-American Development Bank – IADB, 2019.
On adaptation to the restriction of water resources in Chile, ODEPA – Office of Agricultural Studies and Policies, Ministry of Agriculture, 2018.
Towards modern contractual relationships in infrastructure works for public use, Working paper Series on Public Policy, Chilean Chamber of Construction, 2015.
Analysis of Reimbursable Financial Contributions, Working paper Series on Public Policy, Chilean Chamber of Construction, 2015.
Development of the renewable energy in Chile: Technical, regulatory and institutional challenges, with Carlos Silva, Working paper on Public Policy ESPACIO PÚBLICO, (2014).
Measuring the impact of foreign direct investment on the Chilean economy, with Antonio Ansoleaga, Academic documents, Foreign Investment Committee, 2013.
Impact Evaluation of the Food Programs of the JUNAEB, 2012, Ministry of Finance. On the evolution of Total Factor Productivity in Chile, with Igal Magendzo, CORFO, Chilean Development Agency, 2012.
Assessing the environment for public-private partnerships in Latin America and the Caribbean, with Eduardo Bitran, Economist Intelligence Unit, The Economist, 2010.
Innovate to compete, a guide of good practices, with Alfonso Gómez y Ariel Shilkrut, Confederation of production and trade (CPC), 2007.
“Sustainable Impact Assessment (SIA) of the trade aspects of negotiations for an Association Agreement between the European Communities and Chile”, European Union, contributing author, December (2002).
“IPCC WGIII Third Assessment Report – Chapter 9. Sector Costs and Co-Benefits of Mitigation”, contributing author, (2001).
“Methodology of formulation and evaluation of intermediate road projects”, Ministry of Planning, Chile, 1995. I identified this new category of public infrastructure projects and developed its methodology. Until today it is used, and projects have been implemented for millions of dollars in it.

Perfil

Marcelo Villena Ch.

Reseña del académico

Formación

Publicaciones

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