Examinando por Autor "Galeano, Juan"

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    Ítem
    Proceso de ASC - CALCULO DE LA PRIMA DE RIESGO EN EL CASO COLOMBIANO: UN ENFOQUE PRACTICO
    (Universidad EAFIT, 2020) Cortés, Lina M; Galeano, Juan; Brand, Sebastián; Universidad EAFIT
    The Market Risk Premium (MRPX) "is the incremental return that an investor demands from the stock market (from a diversified portfolio) above the required equity premium (Fernandez, 2009). The objective of this study is to explore methodologies and variables that allow calculating the risk premium in a practical way for the specific Colombian case.
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    Proceso de ASC - PREDICTING COLOMBIAN SOVEREIGN DEFAULT PROBABILITY USING MACHINE LEARNING
    (Universidad EAFIT, 2021) Cortés, Lina M; Mosquera, Stephania; Galeano, Juan; Mena, Luis; Universidad EAFIT
    The purpose of this research is to use a sample to predict the probability of default of the Colombian government, using machine learning techniques that seek to create prediction algorithms. The success of the algorithm relies on the quality of the data used (Mohri et al., 2018). One is interested in applying the best method to create the algorithm, which requires a testing and adjustment process based on the observations taken. The most popular methods in machine learning are logistic regressions, decision trees, random decision forests, support vector machines (SVM), Naive Bayes, K Nearest Neighbor (KNN), K-means (Shafer et al., 1996). The different methods are trained and tested according to the data and literature review.