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Dr Iker Perez
Flat 4, 22A Forest Road West, Nottingham NG7 4EQ, United Kingdom
[email protected]
+44 (0) 7547 284617
P ROFILE
Transitional Assistant Professor within the Horizon Digital Economy Research Institute. My recent and past research
interests include the design of intelligent systems and applications of computational statistics, graphical models,
Markov decision processes, MCMC methods and stochastic control.
P UBLICATIONS
Entries link to on-line version of the paper when available.
Working Papers:
• Perez, I., Hodge, D., Kypraios, T., Pinchin, J., Martindale, S., Sharples, S. and Shaw, D. - Markov chain Monte
Carlo inference in Out of Hours medical workload using Markovian queueing networks.
Under Review:
• Perez, I., Hodge, D. and Kypraios, T. - Auxiliary variables for Bayesian inference in multi-class queueing
networks.
Journal Articles:
• Perez, I., Brown, M., Pinchin, J., Martindale, S., Sharples, S., Shaw, D. and Blakey, J. (2016) Out of Hours
workload management: Bayesian inference for decision support in secondary care. Artificial Intelligence in
Medicine, 73, 34–44.
• Perez, I., Hodge, D. and Le, H. (2016) Markov decision process algorithms for wealth allocation problems with
defaultable bonds, Advances in Applied Probability, 48 (2), 392–405.
• Perez, I., Pinchin, J., Brown, M., Blum, J. and Sharples, S. (2016) Unsupervised labelling of sequential data
for location identification in indoor environments, Expert Systems with Applications, 61, 386–393.
• Perez, I. and Le, H. (2015) Time-randomized stopping problems for a family of utility functions, SIAM Journal
on Control and Optimization, 53 (3), 1328-1345.
Conference Proceedings:
• Pinchin, J., Perez, I., and Sharples, S. (2017) The geometry of place and activity, Proceedings of the ION
2017 Pacific PNT Meeting, Honolulu, Hawaii, USA.
• Pinchin, J., Byrne, M., Perez, I., Ward, A., Aldred, D., and Sharples, S. (2017) Understanding visitors and their
movements from WiFi, Proceedings of the ION 2017 Pacific PNT Meeting, Honolulu, Hawaii, USA.
• Perez, I., Brown, M., Pinchin, J., Martindale, S., Sharples, S., Shaw, D. and Blakey, J. (2016) Informatics in Out
of Hours Service Delivery: Methods and Applications to Inform Health Care Policy and Management, Data for
Policy 2016, Cambridge, UK.
Other:
• Perez, I. (2014) Results in stochastic control: Optimal prediction problems and Markov decision processes,
PhD Thesis, School of Mathematical Sciences, University of Nottingham.
S ELECTED TALKS AND E VENTS
Legend: (?) Talk Given, (†) Poster Presented, (£) Member of Organizational Committee.
2017
To attend the ION 2017 Pacific PNT Meeting, May. Waikiki Beach Marriott Resort, Honolulu, Hawaii,
USA. (?) “The Geometry of Place and Activity”.
2016
Attended the 2016th Data for Policy Conference, September. University of Cambridge, Cambridge, UK.
(?) “Informatics in Out of Hours Service Delivery: Methods and Applications to Inform Health Care Policy
and Management”.
2015
Attended the 2015th MathSport International, July. University of Loughborough, Loughborough, UK.
Invited to weekly seminar in Probability at the School of Mathematics in the University of Manchester,
March. Manchester, UK. (?) “Time-Randomized Prediction Problems for a Family of Utility Functions”.
2014
Attended the 37th Annual Research Students’ Conference in Probability and Statistics, March. University of Nottingham, Nottingham, UK. (£, ?) “MDP algorithms for wealth allocation problems with
defaultable bonds”.
2013
Invited to the LMS-EPSRC Short Course: Common Themes in Financial and Actuarial Mathematics,
April. University of Liverpool, Liverpool, UK. (?) “Staircase Stopping Boundaries for an Ultimate Maximum Problem over Random Horizons”.
Attended the 36th Annual Research Students’ Conference in Probability and Statistics, April. University
of Lancaster, Lancaster, UK. (?) “Selling a Stock over Random Horizons”.
Attended the 12th Winter School on Mathematical Finance, January. Congrescentrum De Werelt, Lunteren, Netherlands. (†) “Selling a Stock over Random Horizons”.
2012
Attended the EPSRC Symposium Workshop - Optimal Stopping, Optimal Control and Finance, July.
University of Warwick, Coventry, UK.
T EACHING AND S UPERVISION E XPERIENCE
Project Supervision
Graphical Models and Unsupervised Positioning, Ahmed Al-Talabany, Jan 2017 - Apr 2017.
Joint supervision with Dr James Pinchin.
Inter-site comparison of medical staff behaviour, Judith Varga, Jan 2016 - Apr 2016. Joint
supervision with Dr James Pinchin and Dr Michael Brown.
Postgraduate Student Teacher - University of Nottingham, Nottingham, UK
Sep 2011 - Jun 2014
Demonstrating and marking of undergraduate work within the fields of Statistics, Probability and Mathematics for
Engineering Management. m nottingham.ac.uk
• Classes covered foundations on statistics and probability, along with optimization techniques including LPprogramming and Lagrange multipliers, and operations-research notions such as dynamic programming, the
Bellman equation and Markov decision processes.
• Computer lab courses on the use of R, Matlab and Minitab.
G RANTS , AWARDS AND S CHOLARSHIPS
• London Innovation Society (2016) Runner-up innovation award on data science, at Data for Policy 2016.
• London Mathematical Society (2014) Financial support for postgraduate research conferences held in the UK
(Scheme 8 grants), £3.690.
• School of Mathematical Sciences, Uni. Nottingham (2011-2014) Full doctoral research scholarship, £52.524.
• Ministry of Education, Linguistics and Culture, Govt. of the Basque Country (2011) Grant for postgraduate
studies in a foreign country, £9.000.
R ECENT E MPLOYMENT
Transitional Assistant Professor in Statistics - University of Nottingham, Nottingham, UK
Jan 2017 - Current
Research role based at the Horizon Digital Economy Research Institute; transitioning to a standard research and
teaching role within the School of Mathematical Sciences. m nottingham.ac.uk
Research Fellow - Horizon Digital Economy Research, Nottingham, UK
Oct 2015 - Dec 2016
Research contributions designing intelligent and decision support systems in order to inform best practice in Outof-Hours hospital care delivery. m horizon.ac.uk
Quantitative Analyst - Sportradar UK Ltd, London, UK
Sep 2014 - Sep 2015
Development and implementation of predictive mathematical models in various sports. m sportradar.com
Resident Tutor - Ancaster Hall of Residence, Nottingham, UK
Sep 2013 - Jun 2014
Provide all-round support to resident students and assist the hall Warden in the welfare and social needs of the
students. m nottingham.ac.uk
Translation Assistant - Nikon Metrology, Derby, UK
Jul 2011 - Oct 2011
Translation of engineering software from English to Spanish. m nikonmetrology.com
Sports Trader - Euskal Kirol Apostuak SA, Bilbao, Spain
Mar 2010 - Sep 2010
Duties involved controlling betting markets for sports-related events, included live. m reta.eu
S KILLS
Computer Skills
Advanced knowledge of R, Java and Latex. Experienced user of Matlab/Octave, C++,
Python, SQL and Linux systems (Mint/Ubuntu/Debian).
Language Skills
Fluent in English, Spanish and Basque. Basic knowledge of German and Hindi.
E DUCATION
PhD in Mathematics - University of Nottingham, Nottingham, UK
Sep 2011 - Dec 2014
Research supervised by Dr Huiling Le and Dr David Hodge, assessed by Prof Goran Peskir and Prof Phil O’Neill.
MSc in Statistics and Applied Probability - University of Nottingham, Nottingham, UK
Sep 2010 - Sep 2011
Supervised by Dr Theodore Kypraios and Prof Frank Ball. MSc gained with Distinction.
Graduate in Mathematics - University of the Basque Country, Bilbao, Spain
5-year degree.
Oct 2004 - Jan 2010
R EFERENCES
Available on request.