Search results for "Econometric"
showing 10 items of 3780 documents
Subjetividades y agencias que emergen en la periferia urbana: Reflexiones sobre un barrio de Valencia
2017
Els Orriols es un barrio popular de Valencia reconocido por su carácter multicultural, donde se está produciendo una movilización que trata de redefinir su imagen y contrarrestar aspectos que afectan negativamente a las condiciones de vida de sus vecinos y vecinas. Este texto se acerca al caso concreto de ese barrio y esa movilización para subrayar la pertinencia y potencial de la etnografía en contextos urbanos, en especial a la hora de aprehender la emergencia de subjetividades y formas de agencia, en procesos comunitarios. La etnografía en curso pone encima de la mesa manifestaciones de subjetividades y vías de agencia como son la evocación de la memoria, la expresión de temor o miedo, …
Cuando viajar no es un placer: El divorcio en vacaciones
2015
En los últimos años los especialistas en psicología y los terapeutas, se han dado cuenta que existe un cambio en los patrones de conducta en el veraneante cuando debe ser reinsertado en su vida laboral cotidiana. Estos cambios van desde la depresión hasta el divorcio, y han sido clasificados como “síndrome post-vacacional”. Si bien, por un lado, la cantidad de síntomas de este síndrome hace muy difícil el reconocimiento por parte de la academia, la realidad es que parece existir una relación directa entre el divorcio, siempre un fenómeno en ascenso, con las vacaciones y el turismo. El presente trabajo de investigación reúne evidencia que no solo refuta dicha hipótesis sino que pone en cuest…
Ciudades a motor y pedales. Apuntes para despejar la confusa selva urbana
2016
Multitud de ciudades en todo el mundo han fomentado la movilidad ciclista en sus políticas urbanas por considerar la bicicleta un vehículo tecnológicamente eficiente y respetuoso con el medioambiente. Sin embargo, la fama pública que ha adquirido la noción abstracta de la movilidad, traspasa las fronteras técnicas para convertirse en un objeto discursivo muy disputado. El resultado es la presencia de un escenario urbano confuso, en el que la reivindicación de estrategias “sostenibles” coincide con el aumento constante de la circulación de vehículos de motor y sus perjuicios, y en el que otras posturas alternativas se vuelven difícilmente distinguibles. En este sentido, creemos que es necesa…
La comunicazione istituzionale nelle organizzazioni pubbliche: opportunità e criticità connesse con il corporate brand orientation
2015
Corporate communication in public sector organizations: the opportunities and challenges of a corporate brand orientation. Over the past thirty years, the New Public Management (NPM) has been the dominant approach in the public sector. Leveraging the idea that citizens are customers of the administration, the NPM imports management principles and techniques from the private sector in order to improve the performance of public organizations. After a short description of the main problems associated with the implementation of market orientation in the public sector, this article examines corporate brand orientation as an interesting alternative to market orientation in the public context. Cor…
Solving multiobjective optimization problems with decision uncertainty: an interactive approach
2018
We propose an interactive approach to support a decision maker to find a most preferred robust solution to multiobjective optimization problems with decision uncertainty. A new robustness measure that is understandable for the decision maker is incorporated as an additional objective in the problem formulation. The proposed interactive approach utilizes elements of the synchronous NIMBUS method and is aimed at supporting the decision maker to consider the objective function values and the robustness of a solution simultaneously. In the interactive approach, we offer different alternatives for the decision maker to express her/his preferences related to the robustness of a solution. To conso…
A branch & bound algorithm for cutting and packing irregularly shaped pieces
2013
Abstract Cutting and packing problems involving irregular shapes, usually known as Nesting Problems, are common in industries ranging from clothing and footwear to furniture and shipbuilding. Research publications on these problems are relatively scarce compared with other cutting and packing problems with rectangular shapes, and are focused mostly on heuristic approaches. In this paper we make a systematic study of the problem and develop an exact Branch & Bound Algorithm. The initial existing mixed integer formulations are reviewed, tested and used as a starting point to develop a new and more efficient formulation. We also study several branching strategies, lower bounds and procedures f…
A model for designing callable bonds and its solution using tabu search
1997
Abstract We formulate the problem of designing callable bonds as a non-linear, global, optimization problem. The data of the model are obtained from simulations of holding-period returns of a given bond design, which are used to compute a certainty equivalent return, viz., some target assets. The design specifications of the callable bond are then adjusted so that the certainty equivalent return is maximized. The resulting problem is multi-modal, and a tabu search procedure, implemented on a distributed network of workstations, is used to optimize the bond design. The model is compared with the classical portfolio immunization model, and the tabu search solution technique is compared with s…
The Random-Time Binomial Model
1999
In this paper we study Binomial Models with random time steps. We explain, how calculating values for European and American Call and Put options is straightforward for the Random-Time Binomial Model. We present the conditions to ensure weak-convergence to the Black-Scholes setup and convergence of the values for European and American put options. Differently to the CRR-model the convergence behaviour is extremely smooth in our model. By using extrapolation we therefore achieve order of convergence two. This way it is an efficient tool for pricing purposes in the Black-Scholes setup, since the CRR model and its extrapolations typically achieve order one. Moreover our model allows in a straig…
A problem-adjusted genetic algorithm for flexibility design
2013
Many present markets for goods and services have highly volatile demand due to short life cycles and strong competition in saturated environments. Determination of capacity levels is difficult because capacities often need to be set long before demand realizes. In order to avoid capacity-demand mismatches, operations managers employ mix-flexible resources which allow them to shift excess demands to unused capacities. The Flexibility Design Problem (FDP) models the decision on the optimal configuration of a flexible (manufacturing) network. FDP is a difficult stochastic optimization problem, for which traditional exact approaches are not able to solve but the smallest instances in reasonable…
A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algorithm
2012
a b s t r a c t Genetic algorithms (GAs) are appropriate when investors have the objective of obtaining mean-variance (VaR) efficient frontier as minimising VaR leads to non-convex and non-differential risk-return optimisation problems. However GAs are a time-consuming optimisation technique. In this paper, we propose to use a naive approach consisting of using samples split by quartile of risk to obtain complete efficient frontiers in a reasonable computation time. Our results show that using reduced problems which only consider a quartile of the assets allow us to explore the efficient frontier for a large range of risk values. In particular, the third quartile allows us to obtain efficie…