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Development and application of consumer credit scoring models using profit-based classification measures
(Elsevier, 2014)
This paper presents a new approach for consumer credit scoring, by tailoring a profit-based classification
performance measure to credit risk modeling. This performance measure takes into account the expected
profits and ...
Aplicación de la teoría del valor extremo y cópulas multivariadas para la medición del VaR de un portafolio de monedas de países latinoamericanos
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2020-11-04)
Se aplica la teoría del valor extremo (EVT, por sus siglas en inglés), junto al enfoque de cópulas para la estimación del valor en riesgo (VaR) y el Expected Shortfall (es) de un portafolio de cinco monedas de países ...
On the point process of near-record values
(Springer, 2015)
Let be a sequence of independent and identically distributed random variables, with common absolutely continuous distribution . An observation is a near-record if , where and is a parameter. We analyze the point process ...
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
(Elsevier, 2014)
We examine whether the dynamics of the implied volatility surface of individual equity options contains
exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning
behavior ...
Endemicity and evolutionary value: a study of Chilean endemic vascular plant genera
(John Wiley & Sons, 2014)
Effects of delaying settlement on the life expectancy of the bryozoan Bugula flabellata (Bryozoa: Gymnolaemata) Efectos del retardo del asentamiento en las expectativas de vida del briozoo Bugula flabellata (Bryozoa: Gymnolaemata)
(2004)
In the presence of a suitable substratum the lecithotrophic larvae of the bryozoan Bugula flabellata preferentially settle within the first six hours after hatching, whereas a marginal percentage of them (≈ 1 %) delay ...
Comparison of the Oxygen Diffusing Capacity of the Picui Ground Dove (Columbina picui) with Other Doves of Chile
(SOC CHILENA ANATOMIA, 2009-12-12)
We studied the respiratory surface density and the thickness of the air-blood barrier in the Picui Ground Dove
(Columbina picui), and compared it with Eared Dove (Zenaida auriculata) and Blacked-winged Ground Dove (Metropelia ...
Selection indexes using principal component analysis for reproductive, beef and milk traits in Simmental cattle
(2021)
Selection indexes in dual-purpose cattle should include beef, milk and reproductive traits. The principal component analysis is a multivariate technique that allows researchers to explore relationships between explanatory ...
Improving signal-strength aggregation for mobile crowdsourcing scenarios
(MDPI, 2021)
Due to its huge impact on the overall quality of service (QoS) of wireless networks, both academic
and industrial research have actively focused on analyzing the received signal strength in
areas of particular interest. ...
Solvent effects on the sensitized photoxygenation of lidocaine
(Elsevier, 2001)
Detection of O2(1Δg) phosphorescence emission, λmax=1270nm, following laser excitation and steady state methods were employed to determine both the total constant, kT LID, and the chemical reaction rate constants, kR LID, ...