Sergio Orozco-Cirilo

Dr. Sergio Orozco-Cirilo


Research Focus & Metrics

Academic Career Length

6Years (2021-Present)

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

Representative Publications

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1 July 2021 in Agronomy
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SMSergio Ernesto Medina-Cuéllar
Sergio Ernesto Medina-Cuéllar
DTDELI NAZMIN TIRADO-GONZALEZ
DELI NAZMIN TIRADO-GONZALEZ
MPMarcos Portillo-Vázquez
Marcos Portillo-Vázquez
SOSergio Orozco-Cirilo
Sergio Orozco-Cirilo
MLMarco A. López-Santiago
Marco A. López-Santiago
Abdelfattah Z.M. SalemAbdelfattah Z.M. Salem
Abdelfattah Z.M. Salem
Utilization of maize stover to the production of meat and milk and saving the grains for human consumption would be one strategy for the optimal usage of resources. Variance and tendency analyses were applied to find the optimal nitrogen (N) fertilization dose (0, 100, 145, 190, 240, and 290 kg/ha) for forage (F), stover (S), cob (C), and grain (G) yields, as well as the optimal grain-to-forage, cob-to-forage, and cob-to-stover ratios (G:F, C:F, and C:S, respectively). The study was performed in central Mexico (20.691389° N and −101.259722° W, 1740 m a.m.s.l.; Cwa (Köppen), 699 mm annual precipitation; alluvial soils). N-190 and N-240 improved the individual yields and ratios the most. Linear and quadratic models for CDM, GDM, and G:F ratio had coefficients of determination (R2) of 0.20–0.46 (p < 0.03). Cubic showed R2 = 0.30–0.72 (p < 0.02), and the best models were for CDM, GDM, and the G:F, C:F, and C:S DM ratios (R2 = 0.60–0.72; p < 0.0002). Neither SHB nor SDM negatively correlated with CDM or GDM (r = 0.23–0.48; p < 0.0001). Excess of N had negative effects on forage, stover, cobs, and grains yields, but optimal N fertilization increased the proportion of the G:F, C:F, and C:S ratios, as well as the SHB and SDM yields, without negative effects on grain production.

28 September 2023 in Agricultura, Sociedad y Desarrollo
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JVJuan Manuel Vargas-Canales
Juan Manuel Vargas-Canales
NGNicasio García-Melchor
Nicasio García-Melchor
SOSergio Orozco-Cirilo
Sergio Orozco-Cirilo
JCJoaquín Hutzilihuitl Camacho-Vera
Joaquín Hutzilihuitl Camacho-Vera
El sector agroalimentario a nivel mundial es el más importante para la reproducción de la vida. Además, la pan­demia reciente dejó claro que la mejor forma de resistir, superar y adaptarse a los problemas de salud es mantener una alimentación sana y adecuada. La alimentación en la actualidad proviene de un sector agroalimentario su­bordinado a un modelo económico y tecnológico. El objetivo de este análisis fue profundizar en comprender la lógica y dinámica actual del sector agroalimentario con el fin de plantear algunas estrategias que permitan mejorar la producción de alimentos. Como primer punto se argumenta sobre la importancia del sector agroalimentario, las tendencias demográficas mundiales y sus necesidades y algunos problemas como el cambio climático y sus efectos. Por otra parte, se desarrolla un análisis sobre la forma como atentamos casi sin control contra la vida y los recursos bajo el modelo de uso vigente; para ello se hace referencia a siete faltas capitales identificadas en el sector agroalimentario. A partir de esta analogía, se plantean algunas alternativas para el futuro del sector agroalimen­tario de México ante escenarios futuros de cambio climático, desastres naturales, pandemias, conflictos bélicos, e inestabilidad económica, los cuales se considera que serán cada vez más constantes. En principio se plantea fo­mentar la autosuficiencia alimentaria; cambios en el modelo tecnológico sin dejar de utilizar tecnología moderna; y una profunda reorganización de los sistemas económicos y sociales. Por último, es conveniente mencionar que dicha transformación, no será fácil ni pacífica debido a que prevalecen muchos intereses económicos.

14 July 2026 in Symmetry
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SOSergio Orozco-Cirilo
Sergio Orozco-Cirilo
JVJuan Manuel Vargas-Canales
Juan Manuel Vargas-Canales
DSDora Ma. Sangerman-Jarquín
Dora Ma. Sangerman-Jarquín
JOJuan Hernández Ortíz
Juan Hernández Ortíz
SMSergio Ernesto Medina-Cuéllar
Sergio Ernesto Medina-Cuéllar
NMNicasio García Melchor
Nicasio García Melchor
This article presents the Asymmetric Cross-Market Dynamics Network (ACMD-Net), a forecasting framework built on the premise that commodity markets are fundamentally asymmetric. Three symmetry assumptions are statistically tested and rejected: volatility symmetry via the GJR-GARCH leverage test γ>0, p<0.001, coupling symmetry via the directional Granger causality DM statistic, 3.18–3.67, p<0.001, and cointegration symmetry via a likelihood ratio test, p<0.01. Each rejected hypothesis motivates a corresponding architectural component, yielding causally interpretable forecasts unavailable in black-box alternatives. The model is evaluated on daily CBOT futures for corn, wheat, and soybeans from January 2010 to December 2023, T=3508. ACMD-Net achieves RMSE reductions of 37–42% over ARIMA and 15–17% over standard LSTM. At short horizons (h=1), TFT achieves marginally lower point RMSE (3–4%, not statistically significant; DM p>0.05); at long horizons (h=22), TFT continues to report the lowest point RMSE across all commodities; differences versus ACMD-Net are not statistically significant DM <1.96 for all commodities. The architecture’s predictive value lies in economically grounded interpretability and superior directional accuracy rather than universal RMSE dominance. Directional accuracy ranges from 60 to 62% p<0.001, and net-positive trading returns are obtained for wheat and soybeans at 8–12-basis-point transaction costs. Ablation analysis identifies temporal attention as the primary performance driver, RMSE +22.2%, upon removal, with econometric features contributing an additional 24.9% gain.

24 November 2025 in Jóvenes en la Ciencia
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MGMaría De Los Ángeles Gómez Gutiérrez
María De Los Ángeles Gómez Gutiérrez
SOSergio Orozco-Cirilo
Sergio Orozco-Cirilo
JVJuan Manuel Vargas-Canales
Juan Manuel Vargas-Canales
CVCésar Díaz Vázquez
César Díaz Vázquez
"Esta investigación aplicó indicadores técnicos (RSI, bandas de bollinger, volumen, medias móviles, retrocesos de fibonacci y MACD) a futuros agropecuarios (maíz, trigo, soja, carne de cerdo, ganado vivo y ganado de engorda) durante el periodo 24 de junio de 2024 al 24 de junio de 2025, utilizando TradingView. El objetivo consistió en identificar oportunidades de compra y venta para mejorar la toma de decisiones en el mercado de futuros. Se encontró que en algunos productos, como el ganado de engorda, hubo mayor oportunidad de venta en el mercado. En caso de ganado vivo, dos de los indicadores señalaron compra y venta. Sin embargo, los productos como el maíz, trigo, soya y carne de cerdo, señalaron un precio mixto. Estos resultados recabados dan elementos sólidos a tomadores de decisones, comerciantes y productores agropecuarios parauna mejor toma de decisiones de compra y venta."

25 September 2026 in Forecasting
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SOSergio Orozco-Cirilo
Sergio Orozco-Cirilo
JVJuan Manuel Vargas-Canales
Juan Manuel Vargas-Canales
DSDora Ma. Sangerman-Jarquín
Dora Ma. Sangerman-Jarquín
JBJuan Antonio Bautista
Juan Antonio Bautista
SMSergio Ernesto Medina-Cuéllar
Sergio Ernesto Medina-Cuéllar
BHBelén Hernández Hernández
Belén Hernández Hernández
Many studies report forecasting gains for sophisticated machine-learning and deep-learning models without testing whether those gains survive comparison against simple, reproducible benchmarks. This study tests that question for one-step-ahead monthly forecasting of wheat, corn, and soybean prices (FRED, 2000–2024; 300 observations, 179 training sequences). A 63-variable feature pipeline is built from MACD, RSI, Bollinger Bands, moving averages, volatility, momentum, and cross-commodity ratios. Eight learned models (SVR, Random Forest, Gradient Boosting, LSTM, GRU, Bidirectional LSTM, Attention-LSTM, and a MACD-Enhanced architecture, MADLF) are evaluated against two primary benchmarks, persistence and ARIMA (1, 1, 0), under one leakage-controlled, chronological protocol; four additional naive and statistical baselines (seasonal-naive, drift, ETS, Theta) are used for robustness. Forecast accuracy is assessed with RMSE, MAE, MASE, and Theil’s U2, and statistical significance with the Diebold–Mariano and Hansen’s SPA tests. No learned model shows statistically significant superiority over the naive benchmarks. For wheat and soybean, Diebold–Mariano tests reject all 16 learned-model comparisons; for corn, 4 of 8 are rejected against persistence and 5 of 8 against ARIMA, while Random Forest, BiLSTM, and MADLF are statistically indistinguishable from both, though with only 53 paired test observations this does not establish equivalence. Hansen’s SPA test cannot reject persistence as at least as good as the best learned model for any commodity. Descriptively, persistence attains R2=0.747, 0.738, and 0.662 for wheat, corn, and soybean, respectively, versus 0.313, 0.773, and 0.399 for the best learned model (computed from the same forecast series used for the significance tests throughout this article). Relative-skill metrics, a budget-constrained tuning check, three alternative training-window splits, a rolling-origin evaluation, and a matched-series multivariate (VAR) baseline all point to the same pattern, though the three splits and the rolling-origin check draw on a shared, overlapping 264-month timeline rather than independent samples, so they should be read as consistent rather than as independent confirmations. The recurrent architectures used here have 174,000 to 312,000 parameters but are trained on only 179 sequences; given this, the most reasonable interpretation of the null result is that simple benchmarks are hard to beat in a small-sample, monthly-data setting, not that architectural complexity is unhelpful in general. The findings are conditional on the specific feature representation, sample size, forecasting horizon, and experimental setting used in this study, and should not be read as a general claim that architectural complexity is unhelpful.

6 August 2026 in Fractal and Fractional
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SOSergio Orozco-Cirilo
Sergio Orozco-Cirilo
JVJuan Manuel Vargas-Canales
Juan Manuel Vargas-Canales
DSDora Ma. Sangerman-Jarquín
Dora Ma. Sangerman-Jarquín
SMSergio Ernesto Medina-Cuéllar
Sergio Ernesto Medina-Cuéllar
JBJuan Antonio Bautista
Juan Antonio Bautista
BHBelén Hernández Hernández
Belén Hernández Hernández
This paper develops a hybrid fractional-order framework for medium-horizon forecasting of wheat, corn, and soybean prices, combining a Caputo fractional differential equation with exogenous macro-climatic drivers (weather, crude oil, exchange rate, inflation) and a machine learning residual-correction layer. Existence, uniqueness, and Ulam–Hyers stability are established for both Caputo and Atangana–Baleanu formulations via Banach fixed-point theory, with numerical illustration through a fractional Adams–Bashforth–Moulton predictor–corrector scheme. Formal unit-root tests (ADF, KPSS, Phillips–Perron) confirm I(1) behaviour in log-price levels and stationarity in first differences. Residuals are corrected using XGBoost and two feedforward neural networks (MLP-A, MLP-B), producing a family of hybrid forecasting models. Using 25 years of monthly FRED data (January 2000–December 2024), multi-method long-memory diagnostics (Hurst exponent, Lo’s modified R/S test, DFA, local Whittle estimation) confirm near unit-root fractional integration in log-price levels (H∈[0.985,1.044]), with estimated fractional orders α^∈{0.737,0.884,0.451} for wheat, corn, and soybean. Under a strict rolling-origin protocol (17 origins, horizons h∈{1,5,6,12} months), conventional benchmarks remain competitive at h=1, but their MAPE degrades to 16.6–31.9% at h=12, while Frac+XGBoost error stays flat at 3.9–14.5%. This horizon-robust advantage holds across three market regimes (COVID-19 pandemic shock, 2021–2022 super-cycle, 2023–2024 normalisation) and is confirmed by Holm–Bonferroni-corrected Diebold–Mariano tests (p<0.001 at h=12). The model’s structural advantage emerges at h≥5 months, supporting procurement planning, food-security buffer stocks, and import budgeting.