Showing 1 - 10 of 36
Persistent link: https://www.econbiz.de/10011504759
This paper, involved in the area of evolutive computing, presents the development of a Genetic Algorithm in finding the optimal parameters of a Cox Regression Model for patients of the Service of Peritoneal Dialysis of the “Hospital Clínico Universitario de Caracas”between 1980 and 2002,...
Persistent link: https://www.econbiz.de/10004994433
This study analyzes the capacity of multivariated models constructed from genetic algorithms and artificial neural networks to predict the sign of the weekly variations of the Asian stock-market indexes Nikkei225, Hang Seng, Shanghai Composite, Seoul Comp
Persistent link: https://www.econbiz.de/10005730220
Este artículo pretende proporcionar un panorama general de la computación evolutiva, sus orígenes, sus paradigmas principales y algunas de sus aplicaciones en Economía y Finanzas. Se discuten, entre otras cosas, los descubrimientos científicos más importantes que originaron el denominado...
Persistent link: https://www.econbiz.de/10005634771
En este trabajo se propone la utilización de un algoritmo genético para la optimización del corte continuo de planchas de cartón, un problema habitual en la industria cartonera, donde la minimización de mermas de materia prima y el cumplimiento de los plazos de fabricación son dos...
Persistent link: https://www.econbiz.de/10008556914
Teniendo en cuenta el nuevo esquema de multifondos en Colombia, perteneciente al Régimen de Ahorro Individual, se realizó un análisis mediante la aplicación de herramientas estocásticas y actuariales, con el fin de determinar el momento en el cual un agente (de acuerdo con sus...
Persistent link: https://www.econbiz.de/10011859348
In this article, the market risk associated with the financial markets of New York and Colombia is evaluated in three periods belonging to the 2019-2020-time window, characterized by shocking economic and social conditions such as the oil price war between Saudi Arabia and Russia and the global...
Persistent link: https://www.econbiz.de/10014494562
Persistent link: https://www.econbiz.de/10003743412
Persistent link: https://www.econbiz.de/10003792880
In order to provide a tool for risk management improvement and appropriate regulation, a methodology for measuring interest rate risk is applied in this paper. After estimating and simulating the interest rate term structure, the value at risk and expected shortfall are calculated on a...
Persistent link: https://www.econbiz.de/10011392440