The valuation of options and to a large extent the financial derivatives market require an optimal estimation of the volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation of the volatility parameter for an asset using...

Part 1. Supply Chain Procurement -- Chapter 1. Supply Chain Strategies and Methodologies - A Bibliometric Review -- Chapter 2. Using Meta-Learning in Automatic Demand Forecast with Large Number of Products -- Chapter 3. Economic development and high-value supply chains -- Chapter 4. Artificial...

Abstract Objectives To develop a methodological proposal to build clinical classifiers using information about signs and symptoms reported by the patient in initial the consultation and laboratory test results. Methods The proposed methodology considers procedures typical of the Bayesian...

En este estudio se identifica un conjunto de características asociadas al hecho de que un migrante colombiano retornado se convierta en un emprendedor. El análisis se realizó con los datos recogidos en la encuesta Global Entrepreneurship Monitor (GEM) cuyo formulario fue modificado en el año...

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...

En este estudio se identifica un conjunto de características asociadas al hecho de que un migrante colombiano retornado se convierta en un emprendedor. El análisis se realizó con los datos recogidos en la encuesta Global Entrepreneurship Monitor (GEM) cuyo formulario fue modificado en el año...

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...

La Ingeniería Industrial y la Administración de Empresas llevan buena parte de su historia intentando modelar el comportamiento de los sistemas que son su objeto de estudio, como son las organizaciones y los sistemas productivos. Sin embargo, estos modelos se han basado sobre todo en la...

Lean Manufacturing was developedby Toyota Motor company to addresstheir specific needs in a restrictedmarket in times of economic trouble.These concepts have been studiedand proven to be transferrable andapplicable to a wide variety of industries.This paper aims to integratea set of metrics that...