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8
Dissertation/ Thesis
Hazne işletme optimizasyonu için parametrik bir simülasyon modelinin geliştirilmesi ; Development of a parametric simulation model for reservoir operation optimization

Authors: Noori, Ahmad Tamim

Contributors: Okkan, Umut, Fen Bilimleri Enstitüsü

Subject Terms: Ölçek İndirgeme, HDG-2D, Diferansiyel Evrim Algoritması, Varyans Analizi, Downscaling, Differential Evolutionary Algorithm, Analysis of Variances

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Relation: 121Y037; Tez; Noori, Ahmad Tamim. Hazne işletme optimizasyonu için parametrik bir simülasyon modelinin geliştirilmesi. Yayınlanmamış yüksek lisans tezi. Balıkesir Üniversitesi Fen Bilimleri Enstitüsü, 2023.; https://hdl.handle.net/20.500.12462/12902

Availability: https://doi.org/20.500.12462/12902
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10
Dissertation/ Thesis
Análise estatística dos parâmetros de um moinho classificador de impacto na determinação de granulometria de tinta em pó

Authors: Brasil, Otávio Augusto Machado

Contributors: Parise, Maria Regina, Martins, Claudio Rodrigues, Behainne, Jhon Jairo Ramirez, Watanabe, Erica Roberta Lovo da Rocha, Lenzi, Giane Gonçalvez

Subject Terms: Tintas, Análise de variância, Projeto experimental, Estatística matemática, Ink, Analysis of variance, Experimental design, Mathematical statistics, CNPQ::ENGENHARIAS::ENGENHARIA QUIMICA

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Relation: BRASIL, Otávio Augusto Machado. Análise estatística dos parâmetros de um moinho classificador de impacto na determinação de granulometria de tinta em pó. 2022. Trabalho de Conclusão de Curso (Bacharelado em Engenharia Química) - Universidade Tecnológica Federal do Paraná, Ponta Grossa, 2022.; http://repositorio.utfpr.edu.br/jspui/handle/1/29816

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15
Dissertation/ Thesis
Pronóstico de la volatilidad del precio de las acciones usando Deep Learning para construcción de portafolios ; Volatility forecast of the price of the stocks using Deep Learning for portfolio construction

Authors: Osorio Gutierrez, Brismar Alexander

Contributors: Velásquez Henao, Juan David, Big Data y Data Analytics

Subject Terms: 000 - Ciencias de la computación, información y obras generales::005 - Programación, programas, datos de computación, 330 - Economía::332 - Economía financiera, Acciones (Bolsa), Análisis de varianza, Stocks, Analysis of variance, Deep Learning, Markowitz, Variance, Financial portfolios, Varianza, Portafolios financieros

Subject Geographic: Colombia

File Description: 65 páginas; application/pdf

Relation: RedCol; LaReferencia; Aguilar, S. (2010). Red neuronal artificial con heterocedasticidad condicional. . Rionegro: Universidad Católica de Oriente.; Amazon Web Services. (12 de 12 de 2022). https://docs.aws.amazon.com/. Obtenido de https://docs.aws.amazon.com/sagemaker/latest/dg/xgboost-HowItWorks.html; Ante, L. (2022). How Elon Musk's Twitter activity moves cryptocurrency markets. Blockchain Research Lab.; Assaf, O., Di Fatta, G., & Nicosia, G. (2022). Multivariate LSTM for Stock Market Volatility Prediction.; Bergstra, J., Bardenet, R., Bengio, Y., & Kégl, B. (s.f.).; Black, F., & Litterman, R. (1991). Asset Allocation. The Journal of Fixed Income, 1(2), 7– 18.; Carmona, N. (2022). Redes neuronales regularizadas para la predicción de la inflación Colombiana. Tesis de Maestría en Ingeniería - Analítica. Medellín: Universidad Nacional de Colombia. Facultad de Minas. Área Curricular de Sistemas e Informática.; Carr, P., Wu, L., & Zhang, Z. (2020). Using Machine Learning to Predict Rrealized Variance. Nueva York: University of New York. Department of Finance and Risk Engineering.; Chen, T., & Guestrin, C. (2016). XGBoost: A Scalable Tree Boosting System. University of Washington.; Christensen, K., Siggaard, M., & Veliyev, B. (2021). A machine learning approach to volatility forecasting. Aarhus: Aarhus University. Department of Economics and Business Economics.; Echeverri, L. (2021). Conformación Automática de Portafolios de Inversión Usando Analítica Financiera. Tesis de Maestría en Ingeniería - Analítica. Medellín: Universidad Nacional de Colombia. Facultad de Minas. Área Curricular de Sistemas e Informática.; Fama, E. F. (1991). Efficient Capital Markets: II. The Journal of Finance.; Gandini, G. (14 de 01 de 2020). 2019, el año del Colcap. Semana.; Hutter, F., H. Hoos, H., & Leyton-Brown, K. (2011). Sequential Model-Based Optimization for General Algorithm Configuration. University of British Columbia.; I. Frazier, P. (2018). A Tutorial on Bayesian Optimization.; Liu, Y. (2019). Novel volatility forecasting using deep learning–Long Short Term.; Markowitz, H. (1959). Portafolio Selection. Journal Finance, 7(1), 77–91.; Mercado accionario. (22 de 12 de 2022).; Merton, R. C. (1971). Optimum Consumption and Portfolio Rules in a Continuous-Time Model. Journal of Economic Theory.; Sharpe, W. (1964). Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. The Journal of Finance, 19(3), 425.; TSAY, R. S. (2001). Analysis of Financial Time Series. Wiley.; Velásquez, J. D., Gutiérrez, S., & Franco, C. J. (2013). USING A DYNAMIC ARTIFICIAL NEURAL NETWORK FOR FORECASTING THE VOLATILITY OF A FINANCIAL TIME SERIES.; Villada, F., Muñoz, N., & Garcia, E. (2012). Aplicación de las Redes Neuronales al Pronóstico de Precios en el Mercado de Valores. Medellín: Universidad de Antioquia. Facultad de Ingeniería. Departamento de Ingenieria Eléctrica.; https://repositorio.unal.edu.co/handle/unal/84036; Universidad Nacional de Colombia; Repositorio Institucional Universidad Nacional de Colombia; https://repositorio.unal.edu.co/

Availability: https://repositorio.unal.edu.co/handle/unal/84036
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16
Dissertation/ Thesis
Memoria de trabajo emocional: evaluación de la actividad cerebral y el desempeño de una tarea estándar de n-back task en estudiantes universitarios ; Emotional working memory: assessment of brain activity and performance on a standard n-back task in college students

Authors: Abril Ronderos, Juan Pablo

Contributors: Lamprea Rodríguez, Marisol

Subject Terms: 150 - Psicología::152 - Percepción sensorial, movimiento, emociones, impulsos fisiológicos, Electroencefalografía, Emociones/fisiología, Análisis de Varianza, Electroencephalography, Emotions/physiology, Analysis of Variance, Memoria de trabajo, Emoción, P3, EEG, Working memory, Emotion

File Description: vii, 66 páginas; application/pdf

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Emotion, 7 (2), 336. https://doi.org/10.1037/1528-3542.7.2.336; Fairfield, B., Mammarella, N., Di Domenico, A., & Palumbo, R. (2015). Running with emotion: When affective content hampers working memory performance. International Journal of Psychology, 50(2), 161-164. https://doi.org/10.1002/ijop.12101; Fehr, B., & Russell, J. A. (1984). Concept of emotion viewed from a prototype perspective. Journal of experimental psychology: General, 113(3), 464. https://doi.org/10.1037/0096-3445.113.3.464; Feng, C., Wang, L., Liu, C., Zhu, X., Dai, R., Mai, X., & Luo, Y.-J. (2012). The time course of the influence of valence and arousal on the implicit processing of affective pictures. PloS one, 7(1), e29668. https://doi.org/10.1371/journal.pone.0029668; Feng, J., Pratt, J., & Spence, I. (2012). Attention and visuospatial working memory share the same processing resources. Frontiers in psychology, 3, 103. https://doi.org/10.3389/fpsyg.2012.00103; Figueira, J. S., Oliveira, L., Pereira, M. G., Pacheco, L. B., Lobo, I., Motta-Ribeiro, G. C., & David, I. A. (2017). An unpleasant emotional state reduces working memory capacity: electrophysiological evidence. Social Cognitive and Affective Neuroscience, 12(6), 984-992. https://doi.org/10.1093/scan/nsx030; Friedman, H. R., & Goldman-Rakic, P. S. (1994). Coactivation of prefrontal cortex and inferior parietal cortex in working memory tasks revealed by 2DG functional mapping in the rhesus monkey. Journal of Neuroscience, 14(5), 2775-2788. https://doi.org/10.1523/JNEUROSCI.14-05-02775.1994; Gantiva, C., Barrera-Valencia, M., Cadavid-Ruiz, N., Calderón-Delgado, L., Gelves- Ospina, M., Herrera, E., Mejı́a-Orduz, M., Montoya-Arenas, D., & Suárez-Pico, P. (2019). Inducción de estados afectivos a través de imágenes. Segunda validación Colombiana del Sistema internacional de imágenes Afectivas (IAPS). Revista Latinoamericana de Psicología, 51(2), 176-195. https://doi.org/10.14349/rlp.2019.v51.n2.5; Garrison, K. E., & Schmeichel, B. J. (2019). Effects of emotional content on working memory capacity. Cognition and Emotion, 33(2), 370-377. https://doi.org/10.1080/02699931.2018.1438989; Goss-Sampson, M. (2019). Statistical analysis in JASP: A guide for students.; Gray, J. R. (2001). Emotional modulation of cognitive control: Approach–withdrawal states double-dissociate spatial from verbal two-back task performance. Journal of Experimental Psychology: General, 130(3), 436. https://doi.org/10.1037/0096-3445.130.3.436; Grissmann, S., Faller, J., Scharinger, C., Spüler, M., & Gerjets, P. (2017). Electroencephalography based analysis of working memory load and affective valence in an n-back task with emotional stimuli. Frontiers in human neuroscience, 11, 616. https://doi.org/10.1016/j.bandc.2015.04.004; Groom, M. J., & Cragg, L. (2015). Differential modulation of the N2 and P3 event related potentials by response conflict and inhibition. 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M., & Maurits, N. M. (2013). The relationship between P3 amplitude and working memory performance differs in young and older adults. PLoS One, 8(5), e63701. https://doi.org/10.1371/journal.pone.0063701; Sander, D. (2013). Models of Emotion. En P. V. Jorge Armony (Ed.), The cambridge handbook of human affective neuroscience. (pp. 5-53). Cambridge University Press.; Sanislow, C. A., Pine, D. S., Quinn, K. J., Kozak, M. J., Garvey, M. A., Heinssen, R. K., Wang, P. S. E., & Cuthbert, B. N. (2010). Developing constructs for psychopathology research: research domain criteria. Journal of abnormal psychology, 119(4), 631.; Smith, J. L., Johnstone, S. J., & Barry, R. J. (2008). Movement-related potentials in the Go/NoGo task: the P3 reflects both cognitive and motor inhibition. Clinical neurophysiology, 119(3), 704-714. https://doi.org/10.1016/j.clinph.2007.11.042; Soltani, M., & Knight, R. T. (2000). Neural origins of the P300. 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Availability: https://doi.org/10.1146/annurev.psych.58.110405.085709
https://doi.org/10.1037/0096-3445.130.3.436
https://doi.org/10.1017/S0048577201990559
https://doi.org/10.1037/h0043158
https://doi.org/10.1016/S0079-7421(09)51002-X
https://doi.org/10.1038/nrn2317
https://doi.org/10.1007/s002210000399
https://doi.org/10.1016/j.clinph.2007.04.019
https://doi.org/10.1037/h0077714
https://repositorio.unal.edu.co/handle/unal/83337


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17
Dissertation/ Thesis
Evolution of Connectedness Level of European Credit and Insurace Firms

Authors: Olivé Palau, Pere

Contributors: Chuliá Soler, Helena, Gómez-Puig, Marta

Subject Terms: Anàlisi de variància, Risc (Economia), Risc (Assegurances), Treballs de fi de màster, Analysis of variance, Risk, Risk (Insurance), Master's theses

File Description: 34 p.; application/pdf

Relation: Màster Oficial - Ciències Actuarials i Financeres (CAF); http://hdl.handle.net/2445/191173

Availability: http://hdl.handle.net/2445/191173


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