Kristine Joy E. Carpio, Ph.D.

My research work focus on applied math. I have done applications in the field of queuing systems, finance, and biology.

Growing up, I have always wanted to teach math. I remember deciding whether to take an education degree or a science degree and I decided to take the latter because I feel like the more of the subject matter I know, the better teacher I shall be. In fact, the only job I have ever done is teach; I have been a teaching assistant, a tutor, and even a visiting lecturer.

My fascination for applied math started in high school in our chemistry and physics classes. in fact, I entered the university as a physics major but I ended up hating the lab class so much that I decided to become a math major. The rest is history; I pursued a masters of science in applied mathematics (major in operations research) and a PhD in mathematical sciences (stochastic processes).

I have done work on Markov chains as applied to queueing systems, biology and finance. My thesis advisees have done work on operations research, mathematical statistics, applications of Graph Theory, applications of Abstract Algebra, and modelling time series data. At the moment, my research interest is on the behavior of financial data.

Associate Professor

PhD in Mathematical Sciences

Applied Mathematics

  • Carpio, K.J.E. (2018), On the Existence of Calendar Anomalies and Persistence in the Daily Returns of the PSEi, DLSU Business & Economics Review 28(1): 49-66, URL : On the Existence of Calendar Anomalies and Persistence in the Daily Returns of the PSEi | Business & Economics Review (dlsuber.com)
  • Carpio, K.J.E., Bernot, G., Comet, J-P & Diener, F. (2015), Probabilistic Gene Network. In Patrick Amar, François Képès and Vic Norris (eds) Proceedings of the Strasbourg Spring School on Advances in Systems and Synthetic Biology, March 23-27, 2015, pp 77-90. ISBN: 978-2-7598-1764-1.
  • Carpio, K.J.E. (2014), On Long-Range Dependence of Markov Chains. In Hung-Ju Kuo (ed) Proceedings of the 10th Taiwan-Philippines Symposium on Analysis, March 30 – April 3, 2014, pp 113-118. ISBN: 978-986-5663-58-2.
  • Carpio, K.J.E., Lim, A.M.G. & Roncal, C.K.M. (2012), Forecasting Day-Ahead Electricity Prices of Singapore through ARIMA and Wavelet-ARIMA, DLSU Business & Economics Review 22(1): 97-118, URL: Philippine EJournals| Forecasting Day-Ahead Electricity Prices of Singapore through ARIMA and Wavelet-ARIMA
  • Carpio, K.J.E. (2012), Long-Range Dependence of Markov Chains: Theory and Examples, Lambert Academic Publishing. ISBN: 978-3-8433-9495-6.
  • Carpio, K.J.E. (2011), Generating Solutions to the n-Queens Problem: Using 2-Circulant Matrices, Maximal Cliques and 0-1 Integer Programming, Lambert Academic Publishing. ISBN: 978-3-8443-0923-2.
  • Carpio, K.J.E. (2011), On Multicollinearity and Artificial Neural Networks: Theory and Application, Lambert Academic Publishing. ISBN: 978-3-8443-2709-0. Carpio, K.J.E. (2009), Long-Range Dependence of Continuous-Time Markov Chains on a Countable State Space. Proceedings of the 11th Science and Technology Congress 2009.
  • Aguilar, A.S., Carpio, K.J.E., Lim, E.B.K. & Ocampo, A.T.D. (2009) A Comparison of Fuzzy Programming Models in Portfolio Allocation. In Mohd Tahir Ismail and Adli Mustafa (eds) 5th Asian Mathematical Conference Proceedings (Volume III), June 2009, pp 663 – 670. ISBN: 978-967-5417-55-9.
  • Carpio, K.J.E. & Daley, D. J. (2007), Long-range dependence of Markov chains in discrete time on countable state space, Journal of Applied Probability 44(4):1047-1055.
  • Carpio, K.J.E. (2007), Long-range dependence of positive Harris chains, Proceedings of the 7th Taiwan-Philippines Symposium in Mathematics Matimyás Matematika 30(2-3):1-8.
  • Carpio, K.J.E. (2007), Long-range dependence of stationary processes in single-server queues, Queueing Systems 55(2):123-130, URL: http://dx.doi.org/10.1007/s11134-006-9008-3
  • Carpio, K.J.E. (2007), Mathematics makes me wonder, Essays in Education 21:58-69.
  • Carpio, K.J.E. (2005), My desktop OS: SimplyMEPIS, Linux.com 29 December 2005 (8:00:00 AM), SourceForge, Inc.
  • Carpio, K.J.E. & Hermosilla, A.Y. (2002), On multicollinearity and artificial neural networks, Complexity International, Submitted preprint under review, Paper ID: hermos01.
  • Carpio, K.J.E. (2018), On the Existence of Calendar Anomalies and Persistence in the Daily Returns of the PSEi, DLSU Business & Economics Review 28(1): 49-66, URL : On the Existence of Calendar Anomalies and Persistence in the Daily Returns of the PSEi | Business & Economics Review (dlsuber.com)
  • Carpio, K.J.E., Bernot, G., Comet, J-P & Diener, F. (2015), Probabilistic Gene Network. In Patrick Amar, François Képès and Vic Norris (eds) Proceedings of the Strasbourg Spring School on Advances in Systems and Synthetic Biology, March 23-27, 2015, pp 77-90. ISBN: 978-2-7598-1764-1.
  • Carpio, K.J.E. (2014), On Long-Range Dependence of Markov Chains. In Hung-Ju Kuo (ed) Proceedings of the 10th Taiwan-Philippines Symposium on Analysis, March 30 – April 3, 2014, pp 113-118. ISBN: 978-986-5663-58-2.
  • Carpio, K.J.E., Lim, A.M.G. & Roncal, C.K.M. (2012), Forecasting Day-Ahead Electricity Prices of Singapore through ARIMA and Wavelet-ARIMA, DLSU Business & Economics Review 22(1): 97-118, URL: Philippine EJournals| Forecasting Day-Ahead Electricity Prices of Singapore through ARIMA and Wavelet-ARIMA
  • Carpio, K.J.E. (2012), Long-Range Dependence of Markov Chains: Theory and Examples, Lambert Academic Publishing. ISBN: 978-3-8433-9495-6.
  • Carpio, K.J.E. (2011), Generating Solutions to the n-Queens Problem: Using 2-Circulant Matrices, Maximal Cliques and 0-1 Integer Programming, Lambert Academic Publishing. ISBN: 978-3-8443-0923-2.
  • Carpio, K.J.E. (2011), On Multicollinearity and Artificial Neural Networks: Theory and Application, Lambert Academic Publishing. ISBN: 978-3-8443-2709-0. Carpio, K.J.E. (2009), Long-Range Dependence of Continuous-Time Markov Chains on a Countable State Space. Proceedings of the 11th Science and Technology Congress 2009.
  • Aguilar, A.S., Carpio, K.J.E., Lim, E.B.K. & Ocampo, A.T.D. (2009) A Comparison of Fuzzy Programming Models in Portfolio Allocation. In Mohd Tahir Ismail and Adli Mustafa (eds) 5th Asian Mathematical Conference Proceedings (Volume III), June 2009, pp 663 – 670. ISBN: 978-967-5417-55-9.
  • Carpio, K.J.E. & Daley, D. J. (2007), Long-range dependence of Markov chains in discrete time on countable state space, Journal of Applied Probability 44(4):1047-1055.
  • Carpio, K.J.E. (2007), Long-range dependence of positive Harris chains, Proceedings of the 7th Taiwan-Philippines Symposium in Mathematics Matimyás Matematika 30(2-3):1-8.
  • Carpio, K.J.E. (2007), Long-range dependence of stationary processes in single-server queues, Queueing Systems 55(2):123-130, URL: http://dx.doi.org/10.1007/s11134-006-9008-3
  • Carpio, K.J.E. (2007), Mathematics makes me wonder, Essays in Education 21:58-69.
  • Carpio, K.J.E. (2005), My desktop OS: SimplyMEPIS, Linux.com 29 December 2005 (8:00:00 AM), SourceForge, Inc.
  • Carpio, K.J.E. & Hermosilla, A.Y. (2002), On multicollinearity and artificial neural networks, Complexity Interna tional, Submitted preprint under review, Paper ID: hermos01.