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Economía
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A factor model to forecast Colombian inflation using a One Covariate at a Time - Multiple Testing approach (OCMT)
Gonzalez Leiva, David Leonardo
This paper studies the construction of an inflation model and its forecast using a large set of predictors. The decision about the optimal number of common factors is made using Bai and Ng (2002) information criteria; and, a One Covariate at a Time - Multiple Testing approach (OCMT) (Chudik et al., ...
Ver más
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A neural network approach to pricing of a European Call Option with the Heston model
Guerrero Torres, Sandra Patricia
In this thesis, we implement deep learning to option pricing. A data-driven approach is proposed, through an Artificial Neural Network (ANN), to calculate the price of European call options with the Heston stochastic volatility model, in order to accelerate the numerical methods and show the ability...
Ver más
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A segmented Nelson and Siegel model for the term structure of interest rates
Peña Rojas, Juan Felipe
In the present academic work we implement the Nelson and Siegel Segmented Model (2017) in order to predict the structure of interest rates. On the other hand we compare the performance of the Segmented model with the Nelson and Siegel Classic model. The present work was done with daily data Colombia...
Ver más
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Actualización del índice de capacidad institucional para el seguimiento e implementación de las políticas públicas de niños, niñas y adolescentes, de acuerdo con la dinámica de las direcciones regionales
Fuentes Rueda, Sandra Liliana
The territorial management of public policies refers to the interaction of actors and processes at the departmental and national level, in order to maximize the use of physical, human, budgetary resources, among others, available to meet the needs of a given population. . In Colombia, in accordance ...
Ver más
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Adaptación de una red neuronal para la negociación en el mercado de divisas
Fonseca Lemus, Darwin Javier
In this thesis, several machine learning techniques are explored and applied to the investment decision problem. Some indicators of technical analysis are used as inputs of a neural network which is trained to determine, with each input vector, a buy, sell or hold signal. Likewise, the structure of ...
Ver más
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Adapting to crisis: the dynamics of homeschooling during COVID-19 in Colombia
Amaya Pérez, Stephany
This paper investigates the repercussions of the COVID-19 pandemic on homeschooling in Colombia, with a specific focus on the academic outcomes of students from vulnerable households. Utilizing Saber 11 test scores as a metric for academic achievement, the study delves into the influence of internet...
Ver más
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Addressing endogeneity in the relationship between health and employment through a simultaneous equations model
Pinzón Fonseca, Daniel Andrés
This document examines the two-way relationship between health and employment and their dynamics using U.S. data from the PSID (Panel study of Income Dynamics). This study uses two dependent variables (Self-assessed health and Employment) which are estimated using a bivariate probit model to address...
Ver más
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Administración algorítmica de portafolio con Hidden Markov models
Romero Ramirez, Juan Felipe
...
Ver más
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Agricultural Tariffs and Coca Crops: The Colombia-US Free Trade Agreement Case
Ladino Mateus, Juan Felipe
Trade liberalization generates benefits in various aspects of an economy. Nevertheless, sectors like agriculture present difficulties in liberalization because of the need to adapt to the new competition. Consequently, trade policy may affect economic conditions and derive in incentives for illegal ...
Ver más
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A Preliminary Analysis Of The Economic Behavior Underlying The Industrial Symbiosis Phenomenon
Rico Torres, Jorge Arturo
The industrial symbiosis phenomenon represents the possibility of integrating economic gains and the reduction of environmental damage by providing a framework in which the exchange synergies within an industrial cluster are exploited. There are only a few successful examples in reality, for reasons...
Ver más
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Análisis comparativo de la producción y exportación del sector floricultor de Colombia frente a grandes países exportadores
Muñoz Velasquez, Camila Andrea
The objective of this research is to analyze the behavior of flower exports in Colombia in the regions of America, Asia and Europe, identifying how their behavior has been during the years 2017-2021 and how, based on a diagnosis, they can be analyzed strengths that allow Colombia to potentiate its i...
Ver más
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Análisis comparativo de la rentabilidad de empresas en las zonas francas : caso colombiano
Ruiz Restrepo, Santiago
This research aims to analyze whether there are financial advantages for companies located inside or outside a free zone of Colombia. The analysis presented is an approximation and is not conclusive because it is still pending a rigorous valuation of free zones. The contribution that this investigat...
Ver más
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Análisis de la crisis financiera de estados unidos (2007-2008) y la crisis de deuda (2011): su relación e impacto sobre uno de los fundamentales de la economía colombiana, la tasa de cambio
González Meza, Juan David
This document shows a perspective of how a small and open economy (in commercial and investment subjects) like Colombian´s, is affected by shocks suffered by big economies like United States. During the period of study of the United States economy has suffered two shocks: first the subprime mortgage...
Ver más
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Análisis de la productividad total de los factores en torno a la crisis del COVID 19 entre los años 2018 - 2021
Salnave, Emmanuel
This study focuses on estimating total factor productivity (TFP) for eleven departments and seventeen industrial divisions in Colombia during the period from 2018 to 2021, using the semi-parametric estimation method developed by Levinsohn and Petrin (2003), known as the LP method. The data used for ...
Ver más
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Análisis de la relación entre el precio de la acción de Ecopetrol y los precios internacionales del petróleo
Bocanegra, Daniel
This paper analyzes through the Johansen cointegration methodology, the long-term relation between the stock price of Ecopetrol, listed on the Colombian Stock Exchange, and the WTI and Brent crude oil prices. The model results indicate that although the long-term relation between each of the referen...
Ver más
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Análisis de Pre-Factibilidad de un Cultivo de Palma Aceitera en el Municipio de Albania - La Guajira.
Flechas Robles, Luis Arturo
This paper contains a study of prefeasibility for a plantation of oil palm in the municipality of Albania, La Guajira, which analyzes the palm oil sector both in Colombia and at a global level, studying the levels of production of fruit and palm oil, the cultivated hectares, the major importers and ...
Ver más
-
A factor model to forecast Colombian inflation using a One Covariate at a Time - Multiple Testing approach (OCMT)
Gonzalez Leiva, David Leonardo
This paper studies the construction of an inflation model and its forecast using a large set of predictors. The decision about the optimal number of common factors is made using Bai and Ng (2002) information criteria; and, a One Covariate at a Time - Multiple Testing approach (OCMT) (Chudik et al., ...
Ver más
-
A neural network approach to pricing of a European Call Option with the Heston model
Guerrero Torres, Sandra Patricia
In this thesis, we implement deep learning to option pricing. A data-driven approach is proposed, through an Artificial Neural Network (ANN), to calculate the price of European call options with the Heston stochastic volatility model, in order to accelerate the numerical methods and show the ability...
Ver más
-
A segmented Nelson and Siegel model for the term structure of interest rates
Peña Rojas, Juan Felipe
In the present academic work we implement the Nelson and Siegel Segmented Model (2017) in order to predict the structure of interest rates. On the other hand we compare the performance of the Segmented model with the Nelson and Siegel Classic model. The present work was done with daily data Colombia...
Ver más
-
Actualización del índice de capacidad institucional para el seguimiento e implementación de las políticas públicas de niños, niñas y adolescentes, de acuerdo con la dinámica de las direcciones regionales
Fuentes Rueda, Sandra Liliana
The territorial management of public policies refers to the interaction of actors and processes at the departmental and national level, in order to maximize the use of physical, human, budgetary resources, among others, available to meet the needs of a given population. . In Colombia, in accordance ...
Ver más
-
Adaptación de una red neuronal para la negociación en el mercado de divisas
Fonseca Lemus, Darwin Javier
In this thesis, several machine learning techniques are explored and applied to the investment decision problem. Some indicators of technical analysis are used as inputs of a neural network which is trained to determine, with each input vector, a buy, sell or hold signal. Likewise, the structure of ...
Ver más
-
Adapting to crisis: the dynamics of homeschooling during COVID-19 in Colombia
Amaya Pérez, Stephany
This paper investigates the repercussions of the COVID-19 pandemic on homeschooling in Colombia, with a specific focus on the academic outcomes of students from vulnerable households. Utilizing Saber 11 test scores as a metric for academic achievement, the study delves into the influence of internet...
Ver más
-
Addressing endogeneity in the relationship between health and employment through a simultaneous equations model
Pinzón Fonseca, Daniel Andrés
This document examines the two-way relationship between health and employment and their dynamics using U.S. data from the PSID (Panel study of Income Dynamics). This study uses two dependent variables (Self-assessed health and Employment) which are estimated using a bivariate probit model to address...
Ver más
-
Administración algorítmica de portafolio con Hidden Markov models
Romero Ramirez, Juan Felipe
...
Ver más
-
Agricultural Tariffs and Coca Crops: The Colombia-US Free Trade Agreement Case
Ladino Mateus, Juan Felipe
Trade liberalization generates benefits in various aspects of an economy. Nevertheless, sectors like agriculture present difficulties in liberalization because of the need to adapt to the new competition. Consequently, trade policy may affect economic conditions and derive in incentives for illegal ...
Ver más
-
A Preliminary Analysis Of The Economic Behavior Underlying The Industrial Symbiosis Phenomenon
Rico Torres, Jorge Arturo
The industrial symbiosis phenomenon represents the possibility of integrating economic gains and the reduction of environmental damage by providing a framework in which the exchange synergies within an industrial cluster are exploited. There are only a few successful examples in reality, for reasons...
Ver más
-
Análisis comparativo de la producción y exportación del sector floricultor de Colombia frente a grandes países exportadores
Muñoz Velasquez, Camila Andrea
The objective of this research is to analyze the behavior of flower exports in Colombia in the regions of America, Asia and Europe, identifying how their behavior has been during the years 2017-2021 and how, based on a diagnosis, they can be analyzed strengths that allow Colombia to potentiate its i...
Ver más
-
Análisis comparativo de la rentabilidad de empresas en las zonas francas : caso colombiano
Ruiz Restrepo, Santiago
This research aims to analyze whether there are financial advantages for companies located inside or outside a free zone of Colombia. The analysis presented is an approximation and is not conclusive because it is still pending a rigorous valuation of free zones. The contribution that this investigat...
Ver más
-
Análisis de la crisis financiera de estados unidos (2007-2008) y la crisis de deuda (2011): su relación e impacto sobre uno de los fundamentales de la economía colombiana, la tasa de cambio
González Meza, Juan David
This document shows a perspective of how a small and open economy (in commercial and investment subjects) like Colombian´s, is affected by shocks suffered by big economies like United States. During the period of study of the United States economy has suffered two shocks: first the subprime mortgage...
Ver más
-
Análisis de la productividad total de los factores en torno a la crisis del COVID 19 entre los años 2018 - 2021
Salnave, Emmanuel
This study focuses on estimating total factor productivity (TFP) for eleven departments and seventeen industrial divisions in Colombia during the period from 2018 to 2021, using the semi-parametric estimation method developed by Levinsohn and Petrin (2003), known as the LP method. The data used for ...
Ver más
-
Análisis de la relación entre el precio de la acción de Ecopetrol y los precios internacionales del petróleo
Bocanegra, Daniel
This paper analyzes through the Johansen cointegration methodology, the long-term relation between the stock price of Ecopetrol, listed on the Colombian Stock Exchange, and the WTI and Brent crude oil prices. The model results indicate that although the long-term relation between each of the referen...
Ver más
-
Análisis de Pre-Factibilidad de un Cultivo de Palma Aceitera en el Municipio de Albania - La Guajira.
Flechas Robles, Luis Arturo
This paper contains a study of prefeasibility for a plantation of oil palm in the municipality of Albania, La Guajira, which analyzes the palm oil sector both in Colombia and at a global level, studying the levels of production of fruit and palm oil, the cultivated hectares, the major importers and ...
Ver más
