Examinando por Materia "Simulación de Monte Carlo"

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    Modelación estocástica de la consolidación unidimensional en suelos mediante campos aleatorios basados en datos experimentales : aplicación en depósitos aluviales de Montería, Colombia
    (Universidad EAFIT, 2025) Doria Narváez, Manuel Santiago; Ruiz Restrepo, Daniel Felipe
    This research investigates the consolidation behavior of soft soils by explicitly considering the spatial variability of their properties, based on experimental data collected in an urban expansion area of Montería, Colombia. The vertical hydraulic conductivity and compressibility modulus parameters are characterized through laboratory testing, and spatial models are fitted using geostatistical analysis. Based on these models, random fields are generated and incorporated into a one-dimensional consolidation model solved using the finite difference method. Monte Carlo simulations are performed to evaluate the variability in consolidation time under different drainage and spatial correlation conditions. The results show that using a stochastic model provides a more realistic representation of soil behavior, revealing significant levels of uncertainty that deterministic approaches fail to capture. The study demonstrates that the integration of real data, spatial modeling, and probabilistic simulation offers more reliable criteria for geotechnical design in heterogeneous natural contexts.
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    Valoración de una fintech a través de opciones reales (ROV)
    (Universidad EAFIT, 2019) Palacio Marín, Laura; Huepa Bolívar, Carlos Eduardo; Bravo Vélez, Juan Felipe
    The discounted cash flow (DCF) considers the variables statically or deterministically. For this reason, through a Monte Carlo simulation proceed to sensitize variables of the environment and the company randomly, considering the main indicators of value generation that can be obtained in the DCF. Additionally, as a complementary methodology, a valuation is made by real options considering the management flexibility implicit in the project; this model can translate this flexibility into volatility, allowing to incorporate the extrinsic value of upside potential risk of the investment.