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Search Results: 1 - 10 of 1663 matches for " Villamil; Trujillo "
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EFFECTS ON TEMPORAL DISTRIBUTION OF RESPONSE ASSOCIATED WITH THE VARIATION IN THE PROBABILITY OF WATER DELIVERY USING STIMULI-CORRELATED TEMPORAL SCHEDULES: ANALYSIS OF THE TYPE OF CONTACT AND ADJUSTMENT TO TEMPORAL CONTINGENCY RELATIONS
Carlos Torres,Carlos-Wilcen Villamil,Fanny Trujillo,Cinthya Ruvalcaba
Suma Psicológica , 2011,
Abstract: One study was conducted to evaluate the effects of manipulating the values of Pon performance under temporal defined schedules. It was used 6 experimentallynaive albino rats that were divided into two groups. Each group was exposed toa temporal defined schedule with different cycle length. Group 1 was T = 30 s.and Group 2 was T = 120 s. Each group was exposed to four distinct experimentalphases. The parameter P was manipulated between phases with the values of1.0, 0.5 and 0.1. The first three phases the subintervals tD and tΔ were signaleddifferentially. During the phase fourth (redetermination), signaling was eliminatedin both subintervals. The results suggest that the T-cycle length determinesthe response patterns. In addition, differences were observed in temporal propertiesof effective and ineffective responses under signaling and no signaling conditions.The results were analyzed in terms of type of the behavioral adjustmentto occurring contingencies featured into temporal defined schedules. We suggestthat this procedure represent a relevant methodological tool for analyzing the contextualand supplementary functions suggested by Ribes and Lopez (1985).
EFECTOS EN LA DISTRIBUCIóN TEMPORAL DE LA RESPUESTA AS0CIADOS A LA VARIACIóN EN LA PROBABILIDAD DE ENTREGA DE AGUA EN PROGRAMAS SE?ALADOS: ANáLISIS DEL TIPO DE CONTACTO Y AJUSTE A RELACIONES DE CONTINGENCIA TEMPORAL
Torres,Carlos; Carlos-Wilcen,Villamil; Trujillo,Fanny; Ruvalcaba,Cinthya; Flores,Carlos;
Suma Psicológica , 2011,
Abstract: one study was conducted to evaluate the effects of manipulating the values of p on performance under temporal defined schedules. it was used 6 experimentally naive albino rats that were divided into two groups. each group was exposed to a temporal defined schedule with different cycle length. group 1 was t = 30 s. and group 2 was t = 120 s. each group was exposed to four distinct experimental phases. the parameter p was manipulated between phases with the values of 1.0, 0.5 and 0.1. the first three phases the subintervals ?t and δt were signaled differentially. during the phase fourth (redetermination), signaling was eliminated in both subintervals. the results suggest that the t-cycle length determines the response patterns. in addition, differences were observed in temporal properties of effective and ineffective responses under signaling and no signaling conditions. the results were analyzed in terms of type of the behavioral adjustment to occurring contingencies featured into temporal defined schedules. we suggest that this procedure represent a relevant methodological tool for analyzing the contextual and supplementary functions suggested by ribes and lopez (1985).
DEPOSITIONAL AND GEOCHEMICAL CYCLICITY IN THE CRETACEOUS FINE-GRAINED STRATA OF COLOMBIA. A MODEL FOR ORGANIC MATTER CONTENT
VILLAMIL,T.;
CT&F - Ciencia, Tecnología y Futuro , 1996,
Abstract: spectral analyses of depositional and geochemical time series were conducted on three stratigraphic sections of the cretaceous vil i eta group, colombia. results show statistically-valid cyclicity in distal parasequence stacking patterns and in geochemical variations. cycles are in the low to high frequency spectra (500 ky - 20 ky). timing of cyclicity suggests climatic controls on deposition, probably caused by milankovitch orbital oscillations. stratigraphic intervals enriched in total organic matter or organic matter indicators such as barium coincide with condensed intervals that are generally associated with observable high-frequency cyclicity. very thin stratigraphic cycles (< 0,4 m) contain moderate amounts of organic matter because condensation allows organisms to recycle organic carbon. condensation also allows time for gradual oxidation of organic matter. thin to moderately thick (0,6-5,0 m) cycles show the highest quantity of organic matter. sedimentation rates are high enough to inhibit biological destruction and low enough not to dilute organic carbon within the sediments. thick cycles are characterized by low organic matter because sedimentation rate dilutes organic material, organic matter content not only depends on sedimentation rate but also on paleoproductivity and on grain size and shape. the model presented shows how cycle thickness trends may be used as a very simple approach to predict the amount of total organic carbon.
APROXIMACIóN NO LINEAL AL MODELO DE OVERSHOOTING USANDO REDES NEURONALES MULTlCAPA PARA EL TIPO DE CAMBIO DóLAR-PESO
Villamil,Jaime;
Cuadernos de Economía , 2009,
Abstract: since the 1970s much work has been done attempting to provide empirical support for some models that offered a linear explanation for the exchange rate dynamic of a country, including that of dornbusch. so far none have been conclusive and the random walk is considered the best model to which it can be adjusted. de grauwe has shown that, with the presence of nonlinear relationships and heterogeneous expectations on the part of speculators, the exchange rate can have an apparently random behavior, but with a deterministic explanation. this article presents the dornbusch model in the nonlinear version proposed by de grauwe and dewachter (1993) and an approximation using multilayer neuronal networks applied to the case of the usd/cop exchange rate.
DIVERSIFICACIóN Y VALOR EN RIESGO DE UN PORTAFOLIO DE ACCIONES
Villamil,Jaime;
Cuadernos de Economía , 2007,
Abstract: markowitz proposed portfolio diversification as being a quadratic programming problem during the 1950s (1952 and 1956), at the same time that standard deviation was introduced as the means of measuring risk. as time has passed, algorithms have been proposed as being more efficient means for resolving such problems, as well as more complex methodologies for measuring portfolio risk. this article describes the active convex method for resolving programming problem, an approach for measuring var (value at risk) is reviewed and a colombian stock market application is presented.
MODELOS DE VALORACIóN DE OPCIONES EUROPEAS EN TIEMPO CONTINUO
Villamil,Jaime;
Cuadernos de Economía , 2006,
Abstract: black and scholes' (1973) classic model of valuation of european options assumes that the logarithmic returns of a financial asset are distributed normally, even though several empirical studies show, first, that this distribution may be asymmetric and have ?heavy tails?, and second, that the variance of the price of the asset is not finite. this article presents the numerical implementation of three alternative models: constant elasticity of variance (1976), jump-diffusion (1976), and stochastic volatility (1987).
DIVERSIFICACIóN Y VALOR EN RIESGO DE UN PORTAFOLIO DE ACCIONES
Villamil Jaime
Cuadernos de Economía , 2007,
Abstract: Desde los a os cincuenta la diversificación del portafolio fue planteada por Markowitz (1952 y 1956) como un problema de programación cuadrática, a la vez que fue introducida la desviación estándar como medida de riesgo. Con el paso del tiempo se han propuesto algoritmos de solución más eficientes, así como metodologías más complejas de medición de riesgo de los portafolios. En este artículo se describe el método del conjunto activo como solución del problema de programación, se revisa el enfoque de medición de riesgos VeR (valor en riesgo) y se presenta una aplicación al mercado de valores colombiano.
Modelos de valorización de opciones europeas en tiempo continuo
Villamil Jaime
Cuadernos de Economía , 2006,
Abstract: El clásico modelo de valoración de opciones europeas de Black y Scholes (1973) supone que los retornos logarítmicos de un activo financiero se distribuyen normalmente, no obstante varios estudios empíricos muestran, primero, que esta distribución puede ser asimétrica y tener a€ colas pesadasa€ y, segundo, que la varianza del precio del activo no es finita. Este artículo presenta la implementación numérica de tres modelos alternativos: elasticidad constante de la varianza (1976), jump-diffusion (1976) y volatilidad estocástica (1987).
Aproximación no lineal al modelo de overshooting usando redes neuronales multicapa para el tipo de cambio dólar - peso
Villamil Jaime
Cuadernos de Economía , 2009,
Abstract: Desde los a os setenta muchos trabajos han intentado elaborar una sustentación empírica de algunos modelos que ofrecieron una explicación lineal de la dinámica de la tasa de cambio de un país, entre ellos el de Dornbusch. Hasta el momento ninguno ha sido concluyente y la caminata aleatoria es considerada como el mejor modelo al que puede ajustarse. De Grauwe ha mostrado que, con la presencia de relaciones no-lineales y heterogeneidad de expectativas de los especuladores, el tipo de cambio puede tener un comportamiento aparentemente aleatorio, pero con explicación determinista. Este trabajo presenta el modelo de Dornbusch en la versión no lineal propuesta por De Grauwe y Dewachter (1993), y una aproximación usando redes neuronales multicapa aplicadas al caso del dólar/peso (USD/COP).
Televisa y Ernesto Zedillo, la Era Azcárraga Jean
Jenaro Villamil
El Cotidiano , 2012,
Abstract: A los 29 a os de edad, Emilio Azcárraga Jean tuvo que dejar a un lado su pasión por los deportes acuáticos para concentrarse en el rescate del consorcio más importante de medios de comunicación en habla hispana. En marzo de 1997, el tercero en la dinastía de los Azcárraga, varón único del tercer matrimonio de Emilio El Tigre Azcárraga Milmo, heredó de su padre un enorme desafío más que el goce de una fortuna valuada en 5,400 millones de dólares por la revista Fortune.
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