Examinando por Materia "Risk Management"
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Ítem Análisis de activos financieros en Colombia; cobertura a posiciones en Bitcoin(Universidad EAFIT, 2022) Escobar Anduquia, Christian Daniel; Avella Jiménez, Sebastián Darío; Rojas Ormaza, Brayan RicardoÍtem Aprendizaje reforzado profundo para la administración de portafolios de renta fija(Universidad EAFIT, 2023) Mejía Estrada, David; Almonacid Hurtado, Paula MaríaThis paper applies deep reinforced learning techniques to the management of fixed income investment portfolios, specifically sovereign securities issued by the Colombian government. The period of analysis covers seven years, from January 2015 to December 2022. We find that it is possible to generate profitability and achieve efficient risk management because of the trading strategies that deep reinforced learning models foresee more convenient given certain market conditions and of each of the securities, such as their implied risk in metrics like DV01, Duration and Convexity. Finally, this study contributes to the field of machine learning and artificial intelligence applications on investment portfolio management, with a relatively new focus on the fixed income market in general, consolidating itself as one of the first works to apply reinforcement learning techniques to the Colombian public debt market.Ítem Emociones y sesgos en la inversión en mercados financieros(Universidad EAFIT, 2023) Ramírez Restrepo, Esteban; Mora Cuartas, Andrés MauricioÍtem The entrepreneur and the risk management. The Carlos E. Restrepo´s Case(Universidad EAFIT, 29/06/2009) Rubi Consuelo Mejía Quijano; Universidad EAFITÍtem Impacto de los riesgos materializados en el desarrollo de proyectos de toma de información de volúmenes vehiculares para la empresa Transport Systems S. A. S.(Universidad EAFIT, 2023) Barrera Vigoya, David; Zamora Carmona, Diego Fernando; Gómez Salazar, Elkin Arcesio