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1
documento de trabajo
Publicado 2016
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We use the approach of Qu and Perron (2013) for the modeling and inference of volatility of a set of commodity prices in the presence of level shifts of unknown timing, magnitude and frequency. The model has two features: (i) it is a stochastic volatility model comprising both a level shift and a short-memory process where the .rst component is modeled as a compounded binomial process while the second one is an AR(1) process; (ii) the model is estimated using Bayesian techniques in order to obtain posterior distributions of the parameters and the two latent components. We use six commodity series: agriculture, livestock, gold, oil, industrial metals and a general commodity index. All series cover the period from January 1983 until December 2013 in daily frequency. The results show that although the occurrence of a level shift is rare (about once every 1.5 or 1.8 years), this component cl...
2
artículo
Publicado 2017
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The classic Lotka-Volterra model belongs to a family of differential equations known as “Generalized Lotka-Volterra”, which is part of a classification of four models of quadratic fields with center. These models have been studied to address the Hilbert infinitesimal problem, which consists in determine the number of limit cycles of a perturbed hamiltonian system with center. In this work, we first present an alternative proof of the existence of centers in Lotka-Volterra predator-prey models. This new approach is based in algebraic equations given by Kapteyn, which arose to answer Poincaré’s problem for quadratic fields. In addition, using Hopf Bifurcation theorem, we proof that more realistic models, obtained by a non-linear perturbation of a classic Lotka-Volterra model, also possess limit cycles.
3
artículo
Publicado 2017
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The classic Lotka-Volterra model belongs to a family of differential equations known as “Generalized Lotka-Volterra”, which is part of a classification of four models of quadratic fields with center. These models have been studied to address the Hilbert infinitesimal problem, which consists in determine the number of limit cycles of a perturbed hamiltonian system with center. In this work, we first present an alternative proof of the existence of centers in Lotka-Volterra predator-prey models. This new approach is based in algebraic equations given by Kapteyn, which arose to answer Poincaré’s problem for quadratic fields. In addition, using Hopf Bifurcation theorem, we proof that more realistic models, obtained by a non-linear perturbation of a classic Lotka-Volterra model, also possess limit cycles.
4
artículo
Publicado 2020
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In this work, we analyze the stability of two epidemiological models of obesity. The first model only admits social influence, that is, the environment in which individuals live, the second model adds control to reduce obesity and excess weight. The obesity-free equilibrium point is local and asymptotically stable if R0 < 1 where R0 is a basic replacement rate. For the model with control, its stability is shown and it is appreciated numerically that it accelerates the decrease of obese individuals.
5
artículo
Publicado 2020
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In this work, we analyze the stability of two epidemiological models of obesity. The first model only admits social influence, that is, the environment in which individuals live, the second model adds control to reduce obesity and excess weight. The obesity-free equilibrium point is local and asymptotically stable if R0 < 1 where R0 is a basic replacement rate. For the model with control, its stability is shown and it is appreciated numerically that it accelerates the decrease of obese individuals.
6
artículo
Publicado 1999
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ARIMA univariate time series analysis were used for modeling and forecasting future energy production and consumption in Asturias-Spain. Initially, each series was recorder monthly from 1980 to 1996. These data include trend and seasonal variations wich allow the use of ARIMA (AutoRegressive Integrated Moving Average) univariate models for predictions of future behavioral patterns. The optimum forecasting models obtained for each energetic series, have a satisfactory degree of statistical validity (Low approximation errors) and are suitable for use as reference inputs in the Regional Energetic Plan of Asturias.
7
artículo
This article presents a review of models that served as the basis for the design of competitive electricity markets currently in operation in most of the world. First, we explains the main characteristics of electricity that differentiate it from any other product that can be marketed in an organized market. Then, we describe the agents that can participate in the electricity market and we present a market classification according to the degree of competition within the current context of liberalization. Finally, we made an analysis of the models of organization and operation of electricity markets with competition in the wholesale market.
8
artículo
This article presents a review of models that served as the basis for the design of competitive electricity markets currently in operation in most of the world. First, we explains the main characteristics of electricity that differentiate it from any other product that can be marketed in an organized market. Then, we describe the agents that can participate in the electricity market and we present a market classification according to the degree of competition within the current context of liberalization. Finally, we made an analysis of the models of organization and operation of electricity markets with competition in the wholesale market.
9
artículo
This research aimed to formulate a Bayesian model based on the Naive Bayes algorithm, to predict morbidity in neonates in a case study of pregnant mothers in Metropolitan Lima. The study uses mathematical algorithms for the exploitation of information in prevention of possible health-related problems. 13 predictive nutritional variables proposed by Krauss were raised. The model consists first of all, in the collection of the nutritional information in a controlled way of the pregnant women involved, then, the information is analyzed to determine the relationship of the most influential variables for the model, then the Bayesian model of acyclic characteristic was constructed and directed composed of nodes and edges, because the variables directly affected to the morbidity of the neonate are known and finally the model affected by the statistical results of the nutritional variables is va...
10
artículo
This research aimed to formulate a Bayesian model based on the Naive Bayes algorithm, to predict morbidity in neonates in a case study of pregnant mothers in Metropolitan Lima. The study uses mathematical algorithms for the exploitation of information in prevention of possible health-related problems. 13 predictive nutritional variables proposed by Krauss were raised. The model consists first of all, in the collection of the nutritional information in a controlled way of the pregnant women involved, then, the information is analyzed to determine the relationship of the most influential variables for the model, then the Bayesian model of acyclic characteristic was constructed and directed composed of nodes and edges, because the variables directly affected to the morbidity of the neonate are known and finally the model affected by the statistical results of the nutritional variables is va...
11
artículo
Publicado 2017
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En este estudio se ha procurado identificar a los ingresantes que aprobarían a lo más dos de los cinco cursos en los que se matricularon para el semestre 2016-2 del Programa de Estudios Generales de la Universidad de Lima. Dicha identificación se basó en modelos de predicción, construidos con datos del semestre 2016-1 mediante el uso de análisis discriminante. La población de ingresantes se dividió en tres dominios de estudio y se construyeron modelos independientes de predicción para el rendimiento académico utilizando las funciones de clasificación de Fisher, evaluadas mediante los indicadores de rendimiento y la curva Receiver Operating Characteristic (ROC).
12
artículo
Publicado 2023
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Conventional efficiency evaluation systems present little diversity in the type of variables considered. This aspect generally leads to errors in the application of the models and in the corresponding interpretation of results. This study proposes a dynamic model to measure the efficiency of decision-making units, based on non-parametric Multidirectional Efficiency Analysis (MEA). The model presented here considers a complete structure, which includes intertemporal variables (desirable/undesirable intermediate inputs and outputs), discretionary/non-discretionary inputs; desirable/undesirable inputs and outputs. Dynamic score is defined first in a particular version and then in a more general version, considering two optimization problems. The directional contribution of each variable is examined, showing excess inputs and deficit outputs. In addition, a dynamic inefficiency index to meas...
13
documento de trabajo
Publicado 2013
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La política monetaria en los Estados Unidos no es la misma desde la crisis internacional de 2008-2009. Con la crisis, debido a que la tasa de interés de los fondos federales- el instrumento convencional de política monetaria- se redujo hasta casi cero, la Reserva Federal (FED) tuvo que recurrir a dos instrumentos no convencionales. En primer lugar, el anuncio sobre la trayectoria futura de la tasa de interés de corto plazo. En segundo lugar, la intervención directa en el mercado de bonos de largo plazo. El objetivo de este artículo es extender modelo IS-LM creado por Hicks (1937), para incorporar las innovaciones de la política monetaria americana. Este modelo actualizado, a diferencia de la IS-LM, considera que la FED administra la tasa de interés de corto plazo, no la oferta monetaria, la cual es endógena. Por otro lado, para poder tratar la flexibilización cuantitativa, se a...
14
tesis doctoral
Publicado 2019
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El presente estudio de investigación permitió diseñar un modelo teórico de gestión denominado “Modelo de gestión innovado para mejorar la producción y comercialización de orquídeas en la Región San Martín”. Para lo cual, se evaluó la situación actual de la gestión de la producción y comercialización de Orquídeas de 17 viveros con autorización para producir y comercializar orquídeas en la Región San Martín, durante el año 2018, con la técnica de la encuesta validado con el método estadístico de fiabilidad Alfa de Cronbach y los resultados calificaron al 71% de regular la gestión de los viveros y al 65% de regular la producción y comercialización de orquídeas en la Región San Martín. Para proponer el modelo teórico de gestión innovado se utilizó la información relevante obtenido de los viveros y el fundamento teórico del ciclo de calidad, el enfoque ...
15
artículo
This article presents a synthesis of the main investigations and archaeological evidence related to the Paracas phenomenon of the southern Peruvian coast, which developed during much of the first millennium before our era (800-200 BC). The main investigations, the chronology, the territory covered and the main settlements associated with the material culture linked to this social phenomenon are presented and discussed. Finally, a model of social explanation is presented to understand the social dynamics that allowed the appearance of what is known in archaeological literature as the «Paracas Culture».
16
artículo
En este artículo se presenta una síntesis de las principales investigaciones y evidencias arqueológicas relacionadas con el fenómeno Paracas de la costa sur peruana, el cual se desarrolló durante gran parte del primer milenio antes de nuestra era (800-200 a.C.). Se presentan y discuten las principales investigaciones, la cronología, el territorio que abarcó y los principales asentamientos asociados con la cultura material vinculada con este fenómeno social. Finalmente, se presenta un modelo de explicación social para comprender las dinámicas sociales que permitieron la aparición de lo que es conocido en la literatura arqueológica como la «Cultura Paracas».
17
artículo
Publicado 2021
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Management models with demonstrated usefulness are consistent and powerful tools helpful to transform organizations. Objectives: first, to describe the Services Excellence Modern Management Model (GEMSES) as a choice for excellence-oriented management in services, and to present results of the validation processes. Methods: It was a study based on documentary research to build the proposal and combined qualitative and quantitative approaches to validate the model. Results: GEMSES is a comprehensive model based on a combination of methodologies and the Systemic Theory. General content validity (coefficient= 0.94) and VRC’ (0.75) were calculated to establish the validity of its components. For model application validity, it was used in a health service center. Results showed an impact of 62% on the management level. The management level changed from 34% to 94%. The components with a high...
18
artículo
The present paper analyzes one of the contributions of the new Peruvian criminal procedure model: procedural speed. The new norm must respect both the principle of celerity and the right to defense, and in that sense, it must harmonize both. The body in charge of speeding up the process is the Public Ministry, since it has the power to decide whether or not to initiate the process and determine the strategy to be followed: direct accusation, the immediate process, the process of early termination, among others. The author develops the analysis of procedural speed in the different stages of the process. In this sense, first, the materialization of the procedural speed during the preparatory investigation stage is analyzed. Concluding that currently the right to the reasonable term is violated, because, although the norm establishes maximum terms, these are not respected and, on the contra...
19
artículo
Publicado 2013
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The aim of the study is to find the shape of arch anteroinferior in normal natural occlusions and relate this finding with the Interlandi’s method of selection of the mandibular anterior arch. The sample was 9 study models of the lower arch (5 males and 4 females between 13-17 years) in normooclusion, with mild crowding, no facet of wear, without coronary fracture, no decay or restorations and without some kind of tooth abnormality in shape, size and number. It was the digitizing of models (with points of reference on cusp of canines, interincisor point and canine distal face) with a graph paper (for the calibration software Corel Draw x 5), with same conditions (brightness, contrast, extension 100) and saved in jpg format. Once calibrated the model image, aligned the cusps of the canines in the horizontal plane. First technique with the formation of the segment arch individualized for...
20
artículo
Publicado 2013
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The aim of the study is to find the shape of arch anteroinferior in normal natural occlusions and relate this finding with the Interlandi’s method of selection of the mandibular anterior arch. The sample was 9 study models of the lower arch (5 males and 4 females between 13-17 years) in normooclusion, with mild crowding, no facet of wear, without coronary fracture, no decay or restorations and without some kind of tooth abnormality in shape, size and number. It was the digitizing of models (with points of reference on cusp of canines, interincisor point and canine distal face) with a graph paper (for the calibration software Corel Draw x 5), with same conditions (brightness, contrast, extension 100) and saved in jpg format. Once calibrated the model image, aligned the cusps of the canines in the horizontal plane. First technique with the formation of the segment arch individualized for...
