Prof. Dr. María Andrea Arias Serna | Applied Mathematics | Best Researcher Award
Professor, Universidad de MEdellín, Colombia
Prof. Dr. María Andrea Arias Serna is an Associate Professor at the School of Engineering, University of Medellín, Colombia 
, where she has been contributing since 2010. She holds a degree in Mathematics (2004) from the University of Antioquia and a Master’s in Applied Mathematics (2009) from Universidad EAFIT. Currently, she is pursuing a Ph.D. in Modeling and Scientific Computing at the University of Medellín. She is certified in Risk Management and Derivatives from esteemed institutions 
. Her research focuses on applied mathematics, financial risk measures, optimization, matrix-variate distributions, and shape theory. 
Publication Profile
Work Experience
Prof. Dr. María Andrea Arias Serna is an esteemed Associate Professor at the School of Engineering, University of Medellín, Colombia , where she has been contributing since 2010. With extensive expertise in applied mathematics, financial risk measures, and optimization , she plays a key role in academic research and teaching. Her dedication to advancing mathematical modeling and scientific computing has significantly impacted her field. Passionate about risk assessment and matrix-variate distributions, she integrates theoretical knowledge with practical applications. Through her work, she continues to shape the future of engineering and mathematics education. 
Academic Background
Prof. Dr. María Andrea Arias Serna is a dedicated mathematician and researcher from Colombia . She earned her degree in Mathematics (2004) from the University of Antioquia and later completed a Master’s in Applied Mathematics (2009) at Universidad EAFIT with an outstanding score of 4.6 . Currently, she is pursuing a Ph.D. in Modeling and Scientific Computing at the University of Medellín. Her academic journey reflects a strong foundation in mathematical sciences, focusing on advanced computational techniques, optimization, and financial risk analysis . She continues to contribute to academia through research and teaching.
Expertise & Certifications
Prof. Dr. María Andrea Arias Serna is a distinguished mathematician and researcher from Colombia , specializing in applied mathematics, financial risk measures, and optimization . She holds a certification in Risk Management (2013) from the International Institute of Professional Education and Research and a certification in Derivatives and Risk (2014) from the University of Illinois at Urbana-Champaign . These qualifications enhance her expertise in financial modeling and risk assessment. With a strong academic and research background, she integrates theoretical knowledge with real-world applications, contributing significantly to the fields of mathematics and finance.
Research Interests
Prof. Dr. María Andrea Arias Serna is deeply engaged in the fields of applied mathematics and financial risk analysis . Her research focuses on financial risk measures, optimization techniques, and matrix-variate distributions, contributing to advancements in mathematical modeling and data analysis. She also explores shape theory, enhancing geometric and statistical applications 
. Through her work, she aims to develop innovative solutions for complex mathematical and financial challenges. Her expertise bridges theoretical mathematics with real-world applications, making significant contributions to academia and industry. 
Fellowships & Awards
Prof. Dr. María Andrea Arias Serna has been recognized for her outstanding academic and research achievements . She received the Honor Tuition Award from the University of Antioquia in both 2002 and 2003 for her exceptional performance in mathematics 
. In 2014, she was honored with the Best Investigation Award by the University of Medellín for her remarkable contributions to research and innovation 
. Her accolades highlight her dedication to advancing mathematical sciences and financial risk analysis, reinforcing her reputation as a leading researcher in applied mathematics and optimization.
Research Focus
Prof. Dr. María Andrea Arias Serna specializes in financial risk analysis, applied mathematics, and optimization . Her research explores quantitative risk modeling, liquidity and operational risk, and matrix-variate distributions, contributing significantly to financial decision-making. She has developed information systems for risk quantification, integrating advanced statistical and computational techniques 
. Her studies on Wasserstein barycenter risk measures, beta-Kotz distributions, and matrix-variate Value-at-Risk have advanced risk assessment methodologies in finance and economics 
. Through her extensive publications, she bridges theoretical mathematics with real-world financial applications, solidifying her impact in academia and industry. 
Publication Top Notes
Riesgo Operativo: Técnicas de modelación cuantitativa
Cited by: 16 | 
Year: 2014
Design of information system for the Liquidity Risk Management in financial institutions
Cited by: 10 | Year: 2015
Algoritmos genéticos: una solución alternativa para optimizar el modelo de inventario (Q; r)
Cited by: 8 | Year: 2009
Risk measures: a generalization from the univariate to the matrix-variate
Cited by: 7 | Year: 2021
Information system for the quantification of financial risk
Cited by: 6 | Year: 2017
Sistema de información para la cuantificación de pérdidas esperadas: Una aplicación en las entidades del sector solidario colombiano
Cited by: 5 | Year: 2021
Information system for the quantification of operational risk in financial institutions
Cited by: 5 | Year: 2016
Information system for the quantification of operational risk in financial institutions
Cited by: 4 | Year: 2016
(Q, r) MODEL WITH CVaR (alpha) OF COSTS MINIMIZATION
Cited by: 3 | Year: 2017
Desarrollo de una aplicación para el cálculo del riesgo de crédito en entidades del sector solidario colombiano
Cited by: 2 | Year: 2022
Development of an application for the calculation of credit risk in entities of the Colombian solidarity sector
Cited by: 2 | Year: 2022
Risk measures estimation under Wasserstein Barycenter
Cited by: 2 | Year: 2020
Risk measures and credit risk under the beta-kotz distribution
Cited by: 2 | Year: 2018
Arquitectura de software para la medición del riesgo operacional en entidades del sector financiero
Cited by: 2 | Year: 2017
Matrix‐variate risk measures under Wishart and gamma distributions
Cited by: 1 | Year: 2024
Desarrollo de una plataforma tecnológica para la gestión integral del riesgo financiero en el Sector Solidario Colombiano
Cited by: 1 | Year: 2023
Sistema de Información para la Medición del Riesgo de Liquidez en el Sector Solidario Colombiano
Cited by: 1 | Year: 2021
Software suite for the measurement of financial risk
Cited by: 1 | Year: 2018
Modelación y estrategias en finanzas
Cited by: 1 | Year: 2012
Matrix-Variate Value-at-Risk: Generalized Beta and F Distributions
Cited by: – | Year: 2024