Home / Faculty / Sambayan, Rachelle

Sambayan, Rachelle

Associate Professor
RoomMath Building 250

Research Interests
Kernel matrix completion. Mathematics of finance. Kernel methods. Data fusion. Machine learning.
  • Education
    • Ph.D. in Science and Technology (2018)
      Gunma University, Japan

      Dissertation: Kernel Matrix Completion
      Adviser: Assoc. Prof. Tsuyoshi Kato

    • M.S. Applied Mathematics (Mathematics of Finance) (2012)
      University of the Philippines, Diliman

      Thesis: GARCH Approach to Modeling Structural Breaks of Stock Volatility
      Adviser: Prof. Fredegusto Guido P. David

    • B.S. Mathematics (2007)
      University of the Philippines, Diliman

      Thesis: Moore Graphs of Diameter 2
      Adviser: Prof. Jose Maria P. Balmaceda

  • Research

    As Project Leader

    • Analyzing Genetic Admixture on Marmoset Genomic Data Using Persistent Homology

    Research Grants Under the Computational Research Laboratory Program of the Institute of Mathematics, University of the Philippines – Diliman

    Duration: 01 Aug 2022 – 31 July 2023.

    • Temperature and Precipitation Impacts on Multi-Strain Dengue Transmission Dynamics in the Philippines (Project No. 22225 PhDIA YEAR 1)

    Office of the Vice Chancellor for Research and Development, University of the Philippines – Diliman

    Duration: 01 Jun 2022 – 31 May 2023 (Extended to 31 Dec 2023)

    • Estimating the Resultant Efficacy of the Administration of Two or More Vaccines in a Single Community

    Bayanihan to Recover as One Act: Grant for Research on COVID-19 in the Philippines

    Funded by: Philippine Government

    Duration: 01 Jun 2021 – 31 May 2022 (Extended to 31 July 2022).

    • Modeling Structural Breakpoints in Volatility of Philippine Peso-US Dollar Currency Exchange Rate

          (MAT-19-1-01 Pending Publication)

             Natural Sciences Research Institute, University of the Philippines – Diliman

    Duration: 01 Jan 2019 – 31 Dec 2019.

    As Co-Project Leader

    • Computational Laboratory for Covid-19 Modeling and Forecasting

    Republic Act 11494 Bayanihan to Recover as One Act

    Funded by: Philippine Government

    Duration: 01 Jan 2021 – 30 Jun 2021

    • Allocation of Different COVID-19 Vaccines to a Heterogeneous Population: Exploring Various Scenarios

    Bayanihan to Recover as One Act: Grant for Research on COVID-19 in the Philippines

    Funded by: Philippine Government

    Duration: 14 Dec 2020 – 30 Jun 2021

  • Teaching

    Teaching

    • Math 20: Precalculus: Functions and their Graphs
    • Math 21: Elementary Analysis I
    • Math 22: Elementary Analysis II
    • Math 23: Elementary Analysis III
    • Math 171: Introduction to Numerical Analysis
    • Math 180.1: Operations Research I
    • Math 271.1: Numerical Analysis I

    Mentoring

    Current Student Advisees:
    1. Nicole Angela D. Sajo: B.S. Mathematics. Undergraduate research topic: Kernel Methods, optimization.
    2. Aidan Raphael R. Prieto: B.S. Mathematics. Undergraduate thesis topic: Mathematical finance, optimization.
    3. A C Bernadette M. Ducusin: M.S. Applied Mathematics (Mathematical Finance). Graduate thesis topic: Optimal Investment with Transaction Cost. Co-advising with Dr. Jose Maria Escaner IV.
    4. Sheena M. Escordial: M.S. Applied Mathematics (Optimization and Approximation). Graduate thesis topic: Combined Simulated Annealing, Genetic Algorithm, Bus Network Design. Co-advising with Dr. Maria Brenda Rayco.
    5. Maikel Roi M. Aguilar: M.S. Applied Mathematics (Optimization and Approximation). Graduate thesis topic: Genetic Algorithm Solution to an Evacuation Planning Model.
    6. Michael E. Subido: Ph.D. Mathematics. Dissertation topic: Temperature and Precipitation Impacts on Multi-Strain Dengue Transmission Dynamics in the Philippines. Co-advising with Dr. Aurelio de los Reyes V.

    (2 BS Mathematics students, 4 MS Applied Mathematics students, 1 PhD Mathematics students)

    Former Student Advisees:
    1. Al Bien Christian R. Aculan: M.S. Applied Mathematics Graduate thesis Analyzing Genomic Admixture on Marmoset Genetic Data Using Persistent Homology, Aug 2023. Co-advising with Dr. Maria Vivien Visaya (University of Johannesburg).
    2. Mark Jayson A. Labaclado: B.S. Mathematics. Undergraduate thesis Technical Analysis Prediction of Philippine Stock Prices Using Support Vector Regression, July 2023.
    3. Alfonso Gregorio M. Lava: B.S. Mathematics. Undergraduate thesis Stock Market Prediction: A Hidden Markov Model Based Approach, July 2023.
    4. Mark Lexter D. De Lara: Ph.D. Mathematics. Dissertation Persistent Homology Classification Algorithm, January 2023. Co-advising with Dr. Clarisson Rizzie Canlubo (UP Los Baños).
    5. Ela Mae A. Riñon: B.S. Mathematics. Undergraduate thesis Topological Data Analysis on Stock Market, January 2023.
    6. Hanna Rhae Lyssa D. Improso: M.S. Applied Mathematics. Graduate thesis Forecasting Philippine Financial Time Series Data Using Weighted Support Vector Regression Based on Quantum Finance Model, June 2021.
    7. Rodney B. Pino: M.S. Applied Mathematics, Most Outstanding MS Graduate. Graduate thesis Baybayin Optical Recognition System using Support Vector Machine, June 2021. Co-advising with Dr. Renier Mendoza.
    8. Donald Jay M. Bertulfo: M.S. Applied Mathematics. Graduate thesis A Machine Learning Approach to Narrative Retrieval in Economic News: The Case of Oil Price Uncertainty, August 2020. Co-advising with Dr. Guido David.
    9. Adrian M. Villareal: B.S. Mathematics. Undergraduate thesis A Comparative Study on ARCH and GARCH Models in Forecasting Stock Price Volatility of Globe Telecom Inc. Under Varying Historical Data, June 2019.
    10. Rolando H. Labuguen, Jr.: B.S. Mathematics. Undergraduate thesis Option Pricing Using GARCH-Forecasted Volatility, April 2014. Co-advising with Dr. Guido David.
  • Publications

    (* denotes graduate student coauthor)

    Refereed Journal Papers

    1. Pino R*, Mendoza R, Sambayan R. 2022.  Block-level Optical Character Recognition System for Automatic Transliterations of Baybayin Texts Using Support Vector Machine. Philippine Journal of Science 151(1), pp. 303—315, ISSN 0031 – 7683, Feb 2022.
    2. Pino R*, Mendoza R, Sambayan R. 2021. A Baybayin word recognition system. PeerJ Computer Science 7:e596 https://doi.org/10.7717/peerj-cs.596
    3. Pino R*., Mendoza R., Sambayan R. 2021. 1.Optical character recognition system for Baybayin scripts using support vector machine. PeerJ Computer Science 7:e360 https://doi.org/10.7717/peerj-cs.360
    4. R. Rivero*, Y. Onuma*, and T. Kato. (2018) “Threshold Auto-Tuning Metric Learning.” IEICE Transactions on Information and Systems, vol.E102-D, no.6, pp.1163–1170, June 2019. Preprint: arXiv
    5. R. Rivero* and T. Kato. (2018) “Parametric Models for Mutual Kernel Matrix Completion.” IEICE Transactions on Information and Systems, vol.E101-D, no.12, pp.2976—2983, Dec. 2018. Preprint: arXiv
    6. R. Rivero*, R. Lemence, and T. Kato. (2017). “Mutual Kernel Matrix Completion.” IEICE Transactions on Information and Systems, vol.E100-D, no.8, pp.1844—1851, Aug. 2017. Preprint: arXiv

     Conference Proceedings

    1. R. Rivero and G. David. (2019). “Modeling Structural Breakpoints in Volatility of Philippine Peso-US Dollar Currency Exchange Rate.” Rahmawati, Y. (Ed.), Taylor, P. C. (Ed.). (June 2019). Empowering Science and Mathematics for Global Competitiveness. London: CRC Press.