- Market Dynamics and Volatility
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Complex Systems and Time Series Analysis
- Transportation and Mobility Innovations
- Stock Market Forecasting Methods
- Energy, Environment, Economic Growth
- Economic Growth and Development
- Transportation Planning and Optimization
- COVID-19 Pandemic Impacts
- COVID-19 epidemiological studies
- Stochastic processes and statistical mechanics
- Financial Markets and Investment Strategies
- Monetary Policy and Economic Impact
- Energy, Environment, and Transportation Policies
- Entrepreneurship Studies and Influences
- Consumer Retail Behavior Studies
- Digital literacy in education
- Innovation and Socioeconomic Development
- Sustainable Development and Environmental Policy
- Unemployment and Economic Growth
- Statistical Distribution Estimation and Applications
- Insurance, Mortality, Demography, Risk Management
- COVID-19 impact on air quality
- Technology-Enhanced Education Studies
Universidad Técnica Federico Santa María
2025
Federico Santa María Technical University
2024
Universidad de La Frontera
2023
University of Valparaíso
2019-2023
Temuco Catholic University
2022
Valparaiso University
2021
Viña del Mar University
2019
In this research, statistical models are formulated to study the effect of health crisis arising from COVID-19 in global markets. Breakpoints price series stock indexes considered. Such used as an approximation markets different countries, taking into account that they indicative these because their composition. The main results obtained investigation highlight countries with better institutional and economic conditions less affected by pandemic. addition, index is associated non-significant...
COVID-19 infections have plagued the world and led to deaths with a heavy pneumonia manifestation. The main objective of this investigation is evaluate performance certain economies during crisis derived from pandemic. gross domestic product (GDP) global health security index (GHSI) countries belonging–or not–to Organization for Economic Cooperation Development (OECD) are considered. In paper, statistical models formulated study performance. models’ specifications include, as response...
Purpose This research focuses on the diagnosis and clustering of professor higher education in relation to digital competencies, based different levels competency development. Methods The methodology employed this study involved an Ordinary Least Squares (OLS) regression analysis cluster using K-means algorithm, considering Silhouette score, responses obtained through a questionnaire DigComEdu framework, adjusted according experts who conducted validity analysis. Results findings indicate...
The purpose of this paper is to identify and measure the impact variables affecting increase in number patents as a way advance development policies countries terms sustainable based on innovation. An econometric estimation mixed model was used patent analyzed research. findings suggest that economies have some relevance research increasing numbers patents. Thus, empirical relate theoretical models state comparative advantages may be dynamic due technological Finally, shows innovation...
The purpose of this study was to identify and measure the impact different effects entropy states over high-frequency trade cryptocurrency market, especially in Bitcoin, using selecting optimal parameters Bayesian approach, specifically through approximate computation (ABC). ABC corresponds a class computational methods rooted statistics that could be used estimate posterior distributions model parameters. For research, applied daily prices Bitcoin from May 2013 December 2021. findings...
This paper presents the design of a resilience mechanism for supporting investment decision-making processes performed by artificial autonomous systems. In field Psychology, is understood as capacity people to overcome adversity. Resilience has been determined be permanent necessary element life an individual. addition, different levels intelligence, analysis capacities, and degrees autonomy have progressively incorporated within information systems that are oriented support processes, such...
The purpose of this research is to develop a theoretical model the entrepreneurial decision individuals and measure effect group variables on decision. effects such as income, age, gender, level education, skills are studied. results show that innovation entrepreneurship linked personal characteristics social context in which they develop, thus making it possible guide policies for development economy. Logit probit functions were used phenomenon. main findings indicate with significant...
Somatic markers have been evidenced as determinant factors in human behavior. In particular, the concepts of somatic reward and punishment related to decision-making process; both represent bodily states with positive or negative sensations, respectively. this research work, we designed a mechanism generate artificial punishments an autonomous system. An system is understood capable performing behavior decision making. We incorporated within model oriented support making on stock markets....
This study aims to relate the impact of scientific productivity through research and development different geographic areas considering relation variables per capita income, education, consumption, trade between countries, belonging Organization for Economic Cooperation Development. The relates policies that countries invest in their universities. Therefore, it has focused on allocating resources delivered development. showed classification by geographical area, showing relevance location a...
Abstract This work analyzes the implementation of an artificial mechanism inspired by a biological somatic marker that ables passenger agent to both, react changes in service, as well keep said reactions memory for future decisions. An mental model was designed, and implemented autonomous decision-making system, where choice transport operator evaluation received service were fully delegated system. The experience is not only based on rational aspects (such cost trip) but also subjective...
In Chile and worldwide, life expectancy has consistently increased over the past six decades. Thus, purpose of this study was to identify, measure, estimate population mortality ratios in Chile, estimates are used calculate when constructing tables. The Bayesian approach, specifically through Approximate Computation (ABC) is employed optimize parameter selection for these calculations. ABC corresponds a class computational methods rooted statistics that could be posterior distributions model...
Entrepreneurship is widely recognized as a vital driver of economic growth, yet its relationship through different stages with broader, non-purely monetary dimensions still needs to be explored. This research seeks fill this gap by investigating the association between human development and entrepreneurship, recognizing crucial role environmental conditions in shaping entrepreneurial activity. Our cross-country Bayesian analysis shows strong evidence that nation's level associated activity...
In this research, statistical models were formulated to study the effect of health crisis arising from COVID-19 in economic markets. Economic markets experience crises irrespective effects corresponding financial contagion. This investigation was based on a mixed linear regression model that contains both fixed and random for estimation parameters generalisation using incorporation deviations used data evolution international trade group 42 countries, order quantify has had their...
Sharpe’s ratio is the most widely used index for establishing an order of priority portfolios to which investor has access, and purpose this investigation verify that allows decisions be made in investment considering different financial market conditions. The research carried out by autoregressive model (AR) series returns using evaluations looking over assets can access while observing effects cause autocorrelated evaluation measures assets. results presented study confirm hypothesis...
This work analyzes the route time, service cost, and well-being in flexible passenger transportation. By using affective intelligent agents within an artificial environment, seven different scenarios were defined. To offer a broader view, three profiles of considered each previously mentioned scenarios: Student profile, which assesses cost over other decision criteria; Worker values time factors; Tourist derived from factors. Well-being is understood as satisfaction perceived by transport...
In this article, a non-Gaussian long memory process is constructed by the aggregation of independent copies fractional Lévy Ornstein–Uhlenbeck with random coefficients. Several properties and limit theorem are studied for new process. Finally, some simulations shown.
The aim of this research is to relate clean energies, CO2 emissions, and economic variables. Relationships can be generated that characterize countries manage the use energy with GDP, openness, growth. We employ a quantitative methodology utilizes clustering techniques identify distinct groups based on their susceptibility climate change impacts. Subsequently, we generalized linear model approach estimate investment behaviors these country in alternative sources relation emissions...
The concept of sustainability, both in strong and weak forms, has been evaluated through methodologies like the Human Development Index Sustainability Development. While form emphasizes irreplaceable nature natural capital, often critiqued for its operational ambiguity, even amidst international conservation agreements. Meanwhile, seventeen Sustainable Goals have grouped into categories based on their influence being positive or negative. Multinational companies’ investments, internal...
In this short note, we consider the problem of nonparametric estimation trend in a type stochastic differential equation with small noise given by general Gaussian noise.We case continuos and discrete time observations.