Álvaro García-Sánchez

Dr. Álvaro García-Sánchez

orcid

Research Focus & Metrics

Academic Career Length

22Years (2005-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 March 2014 in Journal of Cleaner Production
Verified
Journal Article
Closed access
FSFadi Shrouf
Fadi Shrouf
Joaquín Ordieres-MeréJoaquín Ordieres-Meré
Joaquín Ordieres-Meré
ÁGÁlvaro García-Sánchez
Álvaro García-Sánchez
MOMiguel Ortega-Mier
Miguel Ortega-Mier

8 July 2009 in TOP
Verified
Journal Article
Closed access
PDF file
MFM. Conceição Fonseca
M. Conceição Fonseca
ÁGÁlvaro García-Sánchez
Álvaro García-Sánchez
MOMiguel Ortega-Mier
Miguel Ortega-Mier
Francisco Saldanha-da-GamaFrancisco Saldanha-da-Gama
Francisco Saldanha-da-Gama

15 October 2014 in BMC Health Services Research
Verified
Journal Article
Open access
PDF file
RPRaul Pulido
Raul Pulido
AAAdrian M Aguirre
Adrian M Aguirre
MOMiguel Ortega-Mier
Miguel Ortega-Mier
ÁGÁlvaro García-Sánchez
Álvaro García-Sánchez
CMCarlos Méndez
Carlos Méndez
This study examined the daily surgical scheduling problem in a teaching hospital. This problem relates to the use of multiple operating rooms and different types of surgeons in a typical surgical day with deterministic operation durations (preincision, incision, and postincision times). Teaching hospitals play a key role in the health-care system; however, existing models assume that the duration of surgery is independent of the surgeon’s skills. This problem has not been properly addressed in other studies. We analyze the case of a Spanish public hospital, in which continuous pressures and budgeting reductions entail the more efficient use of resources.

12 December 2024 in Algorithms
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Journal Article
Open access
PDF file
FFFrancisco Espiga Fernández
Francisco Espiga Fernández
ÁGÁlvaro García-Sánchez
Álvaro García-Sánchez
Joaquín Ordieres-MeréJoaquín Ordieres-Meré
Joaquín Ordieres-Meré
This paper presents a systematic exploration of deep reinforcement learning (RL) for portfolio optimization and compares various agent architectures, such as the DQN, DDPG, PPO, and SAC. We evaluate these agents’ performance across multiple market signals, including OHLC price data and technical indicators, while incorporating different rebalancing frequencies and historical window lengths. This study uses six major financial indices and a risk-free asset as the core instruments. Our results show that CNN-based feature extractors, particularly with longer lookback periods, significantly outperform MLP models, providing superior risk-adjusted returns. DQN and DDPG agents consistently surpass market benchmarks, such as the S&P 500, in annualized returns. However, continuous rebalancing leads to higher transaction costs and slippage, making periodic rebalancing a more efficient approach to managing risk. This research offers valuable insights into the adaptability of RL agents to dynamic market conditions, proposing a robust framework for future advancements in financial machine learning.

1 January 2008
Verified
Book Chapter
Closed access
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ÁGÁlvaro García-Sánchez
Álvaro García-Sánchez
LALuis Miguel Arreche
Luis Miguel Arreche
MOMiguel Ortega-Mier
Miguel Ortega-Mier

3 January 2025 in Mathematics
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Journal Article
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Rodrigo Castro FreibottRodrigo Castro Freibott
Rodrigo Castro Freibott
ÁGÁlvaro García-Sánchez
Álvaro García-Sánchez
FFFrancisco Espiga Fernández
Francisco Espiga Fernández
GCGuillermo González-Santander de la Cruz
Guillermo González-Santander de la Cruz
This study investigates the application of Reinforcement Learning (RL) to optimize intraday operations of hydropower reservoirs. Unlike previous approaches that focus on long-term planning with coarse temporal resolutions and discretized state-action spaces, we propose an RL framework tailored to the Hydropower Reservoirs Intraday Economic Optimization problem. This framework manages continuous state-action spaces while accounting for fine-grained temporal dynamics, including dam-to-turbine delays, gate movement constraints, and power group operations. Our methodology evaluates three distinct action space formulations (continuous, discrete, and adjustments) implemented using modern RL algorithms (A2C, PPO, and SAC). We compare them against both a greedy baseline and Mixed-Integer Linear Programming (MILP) solutions. Experiments on real-world data from a two-reservoir system and a simulated six-reservoir system demonstrate that while MILP achieves superior performance in the smaller system, its performance degrades significantly when scaled to six reservoirs. In contrast, RL agents, particularly those using discrete action spaces and trained with PPO, maintain consistent performance across both configurations, achieving considerable improvements with less than one second of execution time. These results suggest that RL offers a scalable alternative to traditional optimization methods for hydropower operations, particularly in scenarios requiring real-time decision making or involving larger systems.