Alex C. Gonzaga

Professor

Mathematical and Computing Sciences Unit

Department of Physical Sciences and Mathematics

Biography

I am currently Professor 12 of the Mathematical and Computing Sciences Unit, University of the Philippines Manila, where I previously served as Dean of the College of Arts and Sciences, as Associate Dean for Academic Affairs, and as Chairman of the Department of Physical Sciences and Mathematics. I obtained a Doctor of Philosophy (Ph.D.) in Statistics degree from University of the Philippines Diliman and a Doctor of Engineering (Dr. Eng.) degree from Sophia University in Japan. I was a Postdoctoral Fellow at the Department of Statistics and Mathematics, Vienna University of Economics in Austria. My research interests include statistical signal analysis, wavelet analysis, long-memory processes, stochastic volatility, and graph theory. I am particularly interested in the theory and applications of wavelets to various fields.

Interests

statistical signal analysis
wavelet analysis
long-memory processes
stochastic volatility
graph theory

Education

Postdoctoral Fellowship

Wirtschaftsuniversitat Wien
Doctor of Engineering

Sophia University
PhD Statistics

University of the Philippines Diliman
MS Mathematics

De La Salle University
BS Mathematics for Teachers

Philippine Normal University

Publications

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Marilou G Nicolas, Lia Margret Javier, Richard Ron R Litan, Alex Gonzaga, Jervee M Punzalan (2022). Association of Sex and Zinc Deficiency with Glucose-6-Phosphate Dehydrogenase Deficiency in Filipino Children. Philippine Journal of Science.

Alex C Gonzaga (2022). Estimation of periodic long-memory GARCH-in-mean model. AIP Conference Proceedings.

Derick Erl P Sumalapao, FMD Alegre, PBD Salazar, NR Villarante, AC Gonzaga, NG Gloriani (2019). A second-order kinetic model on the survival profile of Candida albicans in biofilms. Current Research in Environmental & Applied Mycology (Journal of Fungal Biology).

Liza T Billones, Alex C Gonzaga, Junie B Billones (2019). Molecular descriptors for drugs: A discriminant analysis. Phil J Health Res Devel.

Alex C Gonzaga (2017). Approximate Maximum Likelihood Estimation of Long-Memory Stochastic Volatility for High-Frequency Data. Advanced Engineering Research and Applications.

Alex C Gonzaga (2017). Asymptotic Decorrelation of Discrete Wavelet Packet Transform of Generalized Long-memory Stochastic Volatility. The Philippine Statistician.

A Gonzaga (2017). Estimation of Generalized Long-memory Stochastic Volatility for High-frequency Data. International Journal of Applied Engineering Research.

Jonnel L Dela Rosa, Alvin Edwin A Magpantay, Alex C Gonzaga, Geoffrey A Solano (2014). Cluster center genes as candidate biomarkers for the classification of Leukemia. IISA 2014, The 5th International Conference on Information, Intelligence, Systems and Applications.

A Gonzaga (2013). Forecasting long-memory stochastic volatility. International Journal of Applied Mathematics and Statistics.

Alex C Gonzaga (2013). Seasonal long-memory stochastic volatility. AIP Conference Proceedings.

Alex Gonzaga, Michael Hauser (2011). A wavelet Whittle estimator of generalized long-memory stochastic volatility. Statistical Methods & Applications.

Alex Gonzaga (2010). Wavelet-based algorithm for attenuation of spatially correlated noise. New Advances in Multimedia Systems & Signal processing.

Alex Gonzaga, AKIRA KAWANAKA (2007). Wavelet-based estimation of generalized fractional process. Methods of Information in Medicine.

Alex Gonzaga, AKIRA KAWANAKA (2006). Asymptotic decorrelation of between-scale wavelet coefficients of generalized fractional process. Digital Signal Processing.

Alex Gonzaga, AKIRA KAWANAKA (2006). Wavelet-Based Bayesian Analysis of Generalized Fractional Process. 信号処理.

A Gonzaga, A Kawanaka (2005). Wavelet Analysis of Generalized Fractional Process. 2005 5th International Conference on Information Communications & Signal Processing.

Alex Gonzaga, AKIRA KAWANAKA (2005). Wavelet-based Bayesian analysis of generalized long-memory process. Proceedings.(ICASSP'05). IEEE International Conference on Acoustics, Speech, and Signal Processing, 2005..

Alex Gonzaga, AKIRA KAWANAKA (2004). Covariance Structure of Wavelet Coefficients of Generalized Long-memory Process. Proceedings of WSEAS Multi-Conferences, Venice, Italy.

Alex C Gonzaga (2002). Estimating the I (d)-GARCH (p, q) in Mean Model. Philippine Statistical Association.

Alex Gonzaga, Daniel Bonzo (2001). Inference for Long-memory Processes Using Local Lyapunov Exponents. The Manila Journal of Science.

Alex C Gonzaga (2001). On Maximal Biconnected Graphs. The Manila Journal of Science.

Alex Gonzaga, Daniel Bonzo (2001). Wavelet-Based Inference for Long-Memory Processes. The Philippine Statistician.

Alex Gonzaga, Daniel Bonzo (2000). Wavelet-Based Exact Maximum Likelihood Estimation of Arfima (p, d, q) Parameters. The Philippine Statistician.

Contact

acgonzaga@up.edu.ph
Rm. 102, Rizal Hall, UP Manila, Padre Faura St., Ermita, Manila, NCR 1000