The COVID-19 health crisis has led to unprecedented changes in consumer behavior, as consumers now purchase differently and use different means. Consumers are checking and judging products via electronic devices, shaping trends in consumer segments. This research study aimed to use the clustering model with Machine Learning resources in the analysis of clusters as a resource for consumer segmentation, a major component in business marketing management. A 6-question questionnaire was administered to 506 people ranging from 18 to 65 years old to gauge their opinions about going shopping. A dataset was organized using the data collected and processed using RapidMiner Studio 9.10 software. The optimal number of clusters and their components were obtained from the performance indicator provided by Machine Learning.

Objective: To demonstrate the incidence of diversification in the reduction of stochastic volatility in an investment portfolio. Method: It is a Causal explanation and quantitative research that is based on the quantification and statistical analysis of financial time series of financial assets listed on the Lima Stock Exchange in the period 2014-2017. Results: The selected sample consisted of eight securities that are part of the Selective Index of the Lima Stock Exchange. Five investment portfolios have been organized with financial time series; the number of securities in each of these investment portfolios has been varied and recorded. Descriptive statistical analysis has been applied obtaining the expected return on investment and its GARCH volatility. Conclusions: In the structuring of investment portfolios, the theory of diversification has been applied as shown by the results on ...

The study of the profitability´s volatility of the of international financial markets and its impact on the profitability of the Lima Stock Exchange is very important for the agents that take part in the markets: Stock market investors. The study of stationarity verification of the different stock markets´ profitability and the study of conditioned volatility is just as important for investors. According to the behavior showed through the indicators, the investors have a tool to qualify their decisions in the conformation of their portfolios of investment in risky financial assets. The objective of the investigation is to determine the type of profitability´s volatility of the LSE and the impacts it receives from the other global financial markets. The daily data has been collected by INDEX and later from the series, to obtain the daily profitability, and through the statistical proce...

Objective: Analyze how the daily profitability, the variance of each of the components of an investment portfolio and the correlation between the portfolio assests have an incidence in the VaR of the investment portfolio. Method: It is a type of quantitative, descriptive, explanatory with a quantitative approach; that have as a based on the quantification of the average value and the VaR of the investment portfolio. The sample selected by convention was conform by 8 titles that listed on the Peruvian Securities Market, of which, was selected 3 equities assets with which formed a portfolio of equity investments, with the daily quoted data from January 2014 to December 2017. Results: The VaR of the portfolio and the average value of the portfolio are obtained by applying the MonteCarlo simulation for a variation scenario of average daily profitability of 10%, it is verified that the volati...

Objective: The main objective of the research is aimed to explain the implications of macroeconomic variables on the profitability of the Lima Stock Exchange. Method: The -methodology to follow is the use of the least- squares model for the expression of a multivariate model with historical data from Peru's macroeconomic variables, such as the growth rate of GDP (CE), exchange rate (TC), interest rate (IT), inflation (IP), and the dependent variable: returns of the Lima Stock Exchange (R_IGBVL). Results: Obtained the econometric model, confirms the positive impact of GDP growth rate and exchange rate variables on the returns of the Lima Stock Exchange. Conclusions: In line with the top down fundamental analysis theory of financial markets, it evidences the positive incidence of the variables growth Peruvian economy and exchange rate on the returns of the Lima Stock Exchange, by reason of...

Objective: To experimentally organize investment portfolios with crypto assets under the modern theory of investment portfolio structuring of Markowitz. Method: The research was quantitative and experimental, explaining the process of structuring investment portfolios with cryptocurrencies under Markowitz's theory. Results: It was observed that the most pronounced trading period occurred from 2017 to 2018, where a higher profitability corresponds to Ethereum, followed by Bitcoin and Ripple, consequently Ethereum with the highest indicator volatility. The efficient portfolio option was obtained when 70% was invested in Bitcoin, 14% in Ethereum, 6% in Ripple and 10% in Thether and as an effect of the diversification of investment portfolios, the inverse behavior of volatility was verified. Conclusions: The study in reference demonstrated the effect of the number of assets in the formation ...

Objetivo: Demostrar la incidencia de la diversificación en la reducción de la volatilidad estocástica en un portafolio de inversión. Método: Es un tipo de investigación cuantitativa, causal y explicativa que tiene como base la cuantificación y análisis estadística de series de tiempo financieras de activos financieros que cotizan en la Bolsa de Valores de Lima en el periodo 2014 -2017. Resultados: La muestra seleccionada estuvo conformado por 8 títulos que forman parte del Índice Selectivo de la Bolsa de Valores de Lima, series de tiempo financieras con las que se ha organizado cinco portafolios de inversión variando en cada uno de ellos el número de títulos y registrando la varianza para cada caso a las que se ha aplicado el análisis estadístico descriptivo, obteniendo la rentabilidad esperada y su volatilidad GARCH. Conclusiones: En la estructuración de carteras de inv...

The study of the profitability´s volatility of the of international financial markets and its impact on the profitability of the Lima Stock Exchange is very important for the agents that take part in the markets: Stock market investors. The study of stationarity verification of the different stock markets´ profitability and the study of conditioned volatility is just as important for investors. According to the behavior showed through the indicators, the investors have a tool to qualify their decisions in the conformation of their portfolios of investment in risky financial assets. The objective of the investigation is to determine the type of profitability´s volatility of the LSE and the impacts it receives from the other global financial markets. The daily data has been collected by INDEX and later from the series, to obtain the daily profitability, and through the statistical proce...

Objective: Analyze how the daily profitability, the variance of each of the components of an investment portfolio and the correlation between the portfolio assests have an incidence in the VaR of the investment portfolio. Method: It is a type of quantitative, descriptive, explanatory with a quantitative approach; that have as a based on the quantification of the average value and the VaR of the investment portfolio. The sample selected by convention was conform by 8 titles that listed on the Peruvian Securities Market, of which, was selected 3 equities assets with which formed a portfolio of equity investments, with the daily quoted data from January 2014 to December 2017. Results: The VaR of the portfolio and the average value of the portfolio are obtained by applying the MonteCarlo simulation for a variation scenario of average daily profitability of 10%, it is verified that the volati...

Objective: The main objective of the research is aimed to explain the implications of macroeconomic variables on the profitability of the Lima Stock Exchange. Method: The -methodology to follow is the use of the least- squares model for the expression of a multivariate model with historical data from Peru's macroeconomic variables, such as the growth rate of GDP (CE), exchange rate (TC), interest rate (IT), inflation (IP), and the dependent variable: returns of the Lima Stock Exchange (R_IGBVL). Results: Obtained the econometric model, confirms the positive impact of GDP growth rate and exchange rate variables on the returns of the Lima Stock Exchange. Conclusions: In line with the top down fundamental analysis theory of financial markets, it evidences the positive incidence of the variables growth Peruvian economy and exchange rate on the returns of the Lima Stock Exchange, by reason of...

El trabajo de investigación titulado “Análisis del entorno y políticas sectoriales para la integración de la agricultura familiar en agrocadenas: Región Tacna” se refiere a analizar los factores internos y externos que tienen incidencia en el fortalecimiento de unidades agropecuarias en la región de Tacna, orientado hacia la construcción de agrocadenas familiares y que a través de este modelo se vean beneficiados con alimentos de calidad las familias de las localidades, de las ciudades, de las regiones y del país, así como fortalecerse para mantener o incursionar en mercados de exportación. El trabajo se sustenta en el modelo promovido por la FAO en países centroamericanos que tiene el objetivo de fortalecer las unidades agropecuarias a fin de obtener los mejores resultados para los conductores de unidades agropecuarias así como para sus clientes. Siendo una herramienta ...

What happens in the international financial markets in terms of volatility, have an impact on the results of the local stock market financial markets, as a result of the spread and transmission of larger stock market volatility to smaller markets such as the Peruvian, assertion that goes in accordance with the results obtained in the study in reference. The statistical evaluation of econometric models, suggest that the model obtained can be used for forecasting volatility expected in the very short term, very important estimates for agents involved, because these models can contribute to properly align the attitude to be adopted in certain circumstances of high volatility, for example in the input, output, refuge or permanence in the markets and also in the selection of best steps and in the structuring of the portfolio of investment with equity and additionally you can view through the ...

The objective of this article was to demonstrate the effect of El Niño phenomenon (FEN) on the equity profitability of Peruvian fishing and agro-industrial companies and their coverage with the adaptation of derivative contracts. The research was quantitative, descriptive and explanatory based on the quantification of factors that influence the decrease in the profitability of the Peruvian fishing and agro-industrial companies in the period of 2010 to 2018. The sample selected by convention was made up of 4 companies that are listed on the Lima Stock Exchange, on the one hand, obtaining the annual financial statements of the companies and, on the other hand, the statistical record of the presence of the FEN and the temperature of the regions in which the studied companies are located. Obtaining as evidence of negative incidence by the Temperature and FEN factors on the equity pr...