Examinando por Materia "Risk Management"
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Publicación 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 RicardoPublicación Análisis de riesgos materializados en la construcción del hotel Boutique Cinco Quintas(Universidad EAFIT, 2025) Cuesta Marulanda, Claudia Patricia; Meza Velásquez, Juan Carlos; Guerrero Latorre, Jorge HarleyThis research analyzes the materialized risks during the construction of the Cinco Quintas Boutique Hotel in the Historic Center of Cartagena, Colombia, aiming to improve risk management in similar real estate projects. Through a mixed methodology combining semi-structured interviews with Montecarlo simulation, sixteen materialized risks were identified and evaluated. Qualitative analysis revealed that the most critical risks were changes in structural plans, groundwater level issues, conditions of old walls, and increased costs due to the pandemic. Quantitative analysis demonstrated a significant relationship between time and cost deviations, with critical activities such as special installations, electrical installations, and air conditioning equipment showing the highest impact ratios (ΔC/ΔT>0.9). Four risk propagation chains were identified (structural→social, structural→regulatory, structural→economic, and communication), evidencing the interconnected nature of risks in heritage projects. Montecarlo simulation revealed that a contingency of 3.1% of the expected cost was required for a 90% confidence level, and that just four critical activities concentrated 70% of the project's variability. The study proposes specific recommendations for hotel projects in historic centers, emphasizing the importance of proactive and systemic risk management.Publicación 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.Publicación 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 EAFITPublicación 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 ArcesioPublicación Propuesta metodológica para la estimación del proceso de migración en soluciones implementadas por partners de HubSpot(Universidad EAFIT, 2025) Álvarez-Manrique, Laura María; Rubio Maya, Oliver