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1 Antonio Falcó Universidad CEU Cardenal Herrera Departamento de Ciencias Físicas, Matemáticas y de la Computación Escuela Superior de Enseñanzas Técnicas San Bartolomé Alfara del Patriarca, Valencia (Spain) Phone: (34) Ext 3936 Fax: (34) Homepage: Sykpe: afalcom Personal Born on May 6, Spain, Citizen. Education B.S. Mathematics, Universidad de Murcia, Ph.D. Mathematics, Universitat Autònoma de Barcelona, Employment Universitat Autònoma de Barcelona (Assistant Professor). Universidad CEU Cardenal Herrera (Professor). Universidad de Alicante (Visiting Professor). Universidad CEU Cardenal Herrera 2012 (Professor) Current Research Numerical analysis in higher dimensions. Model Reduction of ODEs and PDEs using manifolds of finite and/or infinite dimension. Geometric structures of tensor formats with fixed tree ranks. Proper Generalized Decomposition and its applicacions in Computational Mechanics. Numerical methods for calibration and pricing the financial instruments based on interest rates.

2 Antonio Falcó 2 Publications Journal Articles Towards a 2.5D Geometric Model in Mould Filling Simulation To appear in the Journal of Computational and Applied Mathematics (with L. Domenech, V. García and F. Sánchez). A Tensor Optimization Algorithm for Bézier Shape Deformation To appear in the Journal of Computational and Applied Mathematics (with L. Hilario, N. Montés and M.C. Mora). Numerical Strategies for the Galerkin-Proper Generalized Decomposition Method. Mathematical and Computer Modelling, Volume 57, Issues 7 8, (2013) (with L. Hilario, N. Montés and M.C. Mora). Minimal subspaces in tensor representations. Foundations of Computational Mathematics, Volume 12, Issue 6 (2012), (with W. Hackbusch). Proper Generalized Decomposition for Nonlinear Convex Problems in Tensor Banach Spaces. Mathematik: Volume 121, Issue 3 (2012), (with A. Nouy). Numerische A Proper Generalized Decomposition for the solution of elliptic problems in abstract form by using a functional Eckart-Young approach. J. Math. Anal. App. 376 (2011) pp (with A. Nouy). On the Calibration of a Gaussian Heath-Jarrow-Morton model using Consistent Forward Rate Curves. Quantitative Finance. Vol. 11, No. 4, April 2011, (with Ll. Navarro and J. Nave). On the structure of the kneading space of bimodal degree one circle maps. International Journal of Bifurcations and Chaos. Volume: 20, Issue: 9 (September 2010) pp (with Ll. Alsedà). On the convergence of a Greedy Rank-One Update Algorithm for a class of Linear Systems. Archives of Computational Methods in Engineering. Volume 17, Number 4, (2010) pp (with A. Ammar and F. Chinesta) Algorithms and Numerical Methods for High Dimensional Financial Market Models. Revista de Economía Financiera. (20) 2010, pp The Hull-White Model and Multiobjective Calibration with Consistent Curves: Empirical Evidence. RACSAM Rev. R. Acad. Cien. Serie A. Mat. Vol 103 (2) pp (with Ll. Navarro and J. Nave). A Greedy Approach to Multiscale Methods. International Journal on Material Forming. Volume 2, Suplement 1, August 2009, pp (with A. Ammar and F. Chinesta). A Topological Approach for the Flow Behaviour Characterization in LCM Processes. International Journal on Material Forming, Volume 2, Suplement 1, August 2009, pp (with N. Montés and F. Sánchez). Los productos financieros: de la teoría a la práctica. Mat2 Materials Matemàtics. Revista Electrònica de Divulgació Matemàtica Editada pel Departament de Matemàtiques de la Universitat Autònoma de Barcelona, Volum 2009, Where the dirty surplus accounting flows are?. Review of Accounting and Finance, Volume 7, Issue: 3, pp (with M. González and A. I. Mateos). Flow numerical computation through Bezier shape deformation for LCM process simulation methods. International Journal on Material Forming, Volume 1, Supplement 1 January 2008 pp (with N. Montés, F. Sánchez and L. Hilario).

3 Antonio Falcó 3 Topología molecular. Boletín de la Sociedad Española de Matemática Aplicada, 39 pp , (with J. Amigó, J. Gálvez and V. Villar) On the reduction of stochastic kinetic theory models of complex fluids. Modelling and Simulation in Materials Science and Engineering, 15 pp , 2007 (with F. Chinesta, A. Ammar, and M. Laso). On the topological dynamics and phase locking renormalization of Lorenz like maps. Ann. Inst. Fourier (Grenoble), 53 no. 3 pp , 2003 (with Ll. Alsedà). Valoración de empresas. aplicación de la teoría del precio libre de arbitraje a sociedades españolas. Economía Industrial, 351 no. III pp , 2003 (with M. González). A computational approach to the fundamental theorem of asset pricing in a single-period market. Computational Economics, 18 no. 4 pp , 2001 (with F. Acedo, F. Benito, A. Rubia and J. Torres). The set of periods for a class of skew-products. Discrete Contin. Dynam. Systems, 6 no. 4 pp , 2000 (with J. S. Cánovas). The set of periods for a class of crazy maps. J. Math. Anal. Appl., 217 no. 2 pp , A characterization of the kneading pair for bimodal degree one circle maps. Ann. Inst. Fourier (Grenoble), 47 no. 1 pp , 1997 (with Ll. Alsedà). Devil s staircase route to chaos in a forced relaxation oscillator. Ann. Inst. Fourier (Grenoble), 44 no. 1 pp , 1994 (with Ll. Alsedà). An entropy formula for a class of circle maps. C. R. Acad. Sci. Paris Sér. I Math., 314 no. 9 pp , 1992 (with Ll. Alsedà). Refereed Conference Proceedings A. Falcó. Tensor formats based on subspaces are positively invariant sets for Laplacian-like Dynamical Systems. " Numerical Mathematics and Advanced Applications ENUMATH 2013 Abdulle, A., Deparis, S., Kressner, D., Nobile, F., Picasso, M. (Eds.)" Lecture Notes in Computational Science and Engineering, Vol. 103 Springer-Verlag (2014) pp E. Cueto, C. Ghnatios, F. Chinesta, N. Montés, F. Sánchez and A. Falcó. Improving computational efficiency in LCM by using computational geometry and model reduction techniques. Key Engineering Materials Vols pp (2014) F. Sánchez, L. Domenech, V. García, N. Montés, A. Falcó, E. Cueto and F. Chinesta A computational approach based on flow front shape dynamic behavior for the process characterization during filling in Liquid Resin Infusion. Key Engineering Materials Vols pp (2014) L.Hilario, N.Montés, M.C.Mora and A. Falcó. Real-time Bézier Trajectory Deformation for Potential Fields Planning Methods IEEE/RSJ International Conference on Intelligent Robots and Systems September 25-30, San Francisco, CA, USA pp A. Falcó, A. Ammar and F. Chinesta. A Greedy Approximation to Multiscale Problems Computational Methods for Coupled Problems in Science and Engineering III, Edited by E. Oñate, M. Papadrakis and B. Schrefler, ISBN: N. Montés, F. Sanchez, J. A. García, A. Falcó, J. Tornero, and F. Chinesta. Application of Artificial Vision in flow redirection during filling of Liquid Composite Molding processes. AIP Conference Proceedings, Volume TH ESAFORM CONFERENCE ON MATERIAL FORMING Zaragoza (Spain), April 2007 pp

4 Antonio Falcó 4 A. Falcó, F. Sánchez and F. Chinesta. On the reduced finite difference schemes of implicit type for parabolic equations and applications Computational Methods for Coupled Problems in Science and Engineering II, Edited by E. Oñate, M. Papadrakis and B. Schrefler, ISBN: F. Sánchez,Ll. Gascón, A. Falcó and F.Chinesta. Towards the application of the Proper Orthogonal Decomposition in RTM Process Simulation The 9th International conference on material forming -Esaform 2006 conference, eds. N. Juster and A.Rosochowski, Glasgow, UK, ISBN : , pp , (2006) A. Falcó y J. Nave. A note on the Zero Coupon Bond Pricing using Merton s Nonlinear Mean Reversion Interest Rate Model VI Spanish-Italian meeting on Financial Mathematics. Pubblicazione n. 8, Dipartimento di Matematica Applicata "Bruno di Finetti", pp.ii-271 II A. Falcó, M. Martínez y J. Nave. On the static hedging of Fixed Income Portfolios under Stochastics Interest Rate Models. VI Spanish-Italian meeting on Financial Mathematics. Pubblicazione n. 8, Dipartimento di Matematica Applicata "Bruno di Finetti", pp.ii-264 II A. Falcó, F. Acedo, F. Benito y J. Torres. Una aproximación a la valoración financiero actuarial con descuento estocástico en tiempo discreto: Aplicación a los planes de pensiones Ponencias del V Congreso Nacional y III Hispano Italiano de Matemática Financiera y Actuarial, Vol 1, pp J del Campo y A. Falcó. Regulated investments incentives and the valuation of capital investment strategies through real options approach VIII Foro de Finanzas Actas en CD-ROM F. Balibrea and A. Falcó. Kneading theory and bifurcations for a class of degree one circle maps: the Arnol d tongues revisited. Grazer Mathematische Berichte ITERATION THEORY (ECIT 96), Proceedings of the European Conference on Iteration Theory, Urbino, Italy, September 8-14, 1996 (Karl-Franzens-Univ. Graz), Graz, pp , Ll. Alsedà and A. Falcó. On the structure of the kneading space of bimodal degree one circle maps. In XV CEDYA/V Congress on Applied Mathematics (Vigo, 1997), pp Univ. Vigo, Vigo, Ll. Alsedà and A. Falcó. The bifurcations of a piecewise monotone family of circle maps related to the van der Pol equation. In European Conference on Iteration Theory (Caldes de Malavella, 1987), pp World Sci. Publishing, Teaneck NJ, Ll. Alsedà and A. Falcó. El diagrama de bifurcacion para una familia de endomorfismos del circulo relacionada con la ecuacion de Van Der Pol. Actas IX Cedya, 39-43, Reseach Reports, Preprints V. Candela, A. Falcó and Pantaleón D. Romero. A General Framework for Nonlinear Approximations with Applications to Image Restoration. Working Paper (2015) A. Falcó, W. Hackbusch and A. Nouy. Geometric Structures in Tensor Representations (Release 2). Preprint 56/2014 at Max Planck Institute for Mathematics in the Sciences (2014) A. Falcó, W. Hackbusch and A. Nouy. Geometric Structures in Tensor Representations. Preprint 9/2013 at Max Planck Institute for Mathematics in the Sciences (2013) F. Chinesta, A. Falcó and M. González. Model Reduction Methods in Option Pricing. WP-AD Instituto Valenciano de Investigaciones Económicas (2006). A. Falcó and J. Guardiola. A simulation approach to the valuation of capital budgeting projects incorporating a defer option. WP-EC Instituto Valenciano de Investigaciones Económicas (2004). A. Falcó y M. González. Estudio sobre la estimación coherente de la dependencia entre variables financieras: la correlación Documento de trabajo 2, Club de Gestión de Riesgos de España (2001)

5 Antonio Falcó 5 Organization of Research Research Project: Financial Planning and Risk Management in SME. CTIDIB/2002/342. Generalitat Valenciana Research Project: Financial Policy, Real Options and Social Security Systems. GV05/280. Generalitat Valenciana Coorganizer of the Special Session on Mathematical Methods in Finance and Risk Management, First Joint Meeting between AMS and RSME (2003). Coorganizer of the Special Session on Model Reduction Methods and Applications, Joint SIAM/RSME- SCM-SEMA Meeting Emerging Topics in Dynamical Systems and Partial Differential Equations DSPDEs 10, Barcelona (2010). Coorganizer of a Minisymposia on Tensor based methods for high dimensional problems in scientific computing, 2012 SIAM Conference on Applied Linear Algebra, Valencia (2012). Talks in Conferences SCICADE Mynisymposia on Modelling and numerical methods in financial mathematics Valladolid (Spain), 2013 ENUMATH Mynisymposia on Surrogate modeling approaches for PDE s Laussane (Switzerland), st Joint Thematic Workshop CSMA-SEMNI: Model Order Reduction Techniques. Jaca (Spain) th GAMM-Seminar Leipzig on Numerical Methods for Uncertainty Quantification. Leipzig (Germany) The 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications. Orlando (USA) SIAM Conference on Applied Linear Algebra. Valencia (Spain) th GAMM-Seminar Leipzig on Analysis and Numerical Methods in Higher Dimensions. Leipzig (Germany) Computational Plasticity XI Fundamentals and Applications. Barcelona (Spain) Mathematical Modellling in Engineering & Human Behaviour. Valencia (Spain) th Workshop on High Dimensional Approximation. Bonn (Germany) th GAMM-Seminar Leipzig on Approximation of Multiparametric functions. Leipzig (Germany) Seventh International Conference on Engineering Computational Technology. Valencia (Spain) Journées Scientifiques CSMA. Nantes (France) International Functional Analysis Meeting in Valencia on the Occasion of the 80th Birthday of Professor Manuel Valdivia. Valencia (Spain)2010 Meeting Emerging Topics in Dynamical Systems and Partial Differential Equations DSPDEs 10 IV European Congress on Computational Mechanics (ECCM 2010). Paris (France).2010

6 Antonio Falcó 6 26th GAMM-Seminar Leipzig on Tensor Approximations and High-Dimensional Problems. Leipzig, Germany, February 22-24, Third International Workshop on Multi-attribute Methods in Finance and Insurance. Madrid Third Conference on Numerical Methods in Finance. Marne la Valleé (Paris), France Workshop on Méthodes sans Maillage and Réduction de modèles. Biarritz (France) International Workshop on Dynamical Systems and Applications. Elche (Alicante) NoLineal Ciudad Real XIV Foro de Finanzas. Castellón Numerical Methods in Finance. Roquencourt, Francia XI Foro de Finanzas. Alicante, España th Spanish-Italian Meeting on Financial Mathematics. Trieste, Italia Joint Meeting between the American Mathematical Society and the Real Sociedad Matemática Española. Sevilla, España VIII Foro de Finanzas. Colmenarejo (Madrid), España Dynamical Systems and Ergodic Theory. Katsively, Ucrania VII Foro de Finanzas. Valencia, España XV Congress on Differential Equations and Applications/V Congress on Applied Mathematics (Vigo, 1997). I Congreso Internacional sobre Modelos y Métodos Matemáticos aplicados a Medicina y Biología. Alicante, España European Conference on Iteration Theory (ECIT 96). Urbino, Italia Thirty Years after Sharkovskii s Theorem. La Manga del Mar Menor (Murcia), España European Conference on Iteration Theory ECIT 87 (Caldes de Malavella, 1987) Caldes de Malavella (Girona) España 1987 IX Congreso de Ecuaciones Diferenciales y Aplicaciones (C.E.D.Y.A.). Valladolid Teaching Activities Mathematics, Statistics, Financial Mathematics and Optimization (Spanish) in the Bachelor Degree on Business & Administration. Universitat Autònoma de Barcelona, Universidad CEU Cardenal Herrera and Universidad de Alicante. Discrete Mathematics, Linear Algebra, Calculus, Automata Theory and Numerical Analysis (Spanish) in the Bachelor Degree on Computer Science / Information Systems, Universidad CEU Cardenal Herrera. Biostatistics in the International Bachelor Degree on Dentristry (English), Universidad CEU Cardenal Herrera. Biostatistique in the International Bachelor Degree on Médecin Vétérinaire (French), Universidad CEU Cardenal Herrera.

7 Antonio Falcó 7 Doctoral students Antonio Cañavate Lluís Navarro. Lucía Hilario. Nicolás Montes. David Santo Orcero. Last updated: June 1, 2015

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