Examinando por Materia "Varianza"

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    Ítem
    Comparación de enfoques metodológicos para la estimación de la geodiversidad. Caso de estudio : Cuenca del río Churimo, San Rafel, Antioquia
    (Universidad Eafit, 2023) Navarro Jaramillo, Vanessa; Montoya Londoño, Nicolás
    Geodiversity is a general term to define the geological diversity of a territory and is understood as the variety of geological features present in a place that are identified considering their frequency, distribution and the geological evolution they illustrate. Different methodologies have been identified for its estimation, where for the purposes of this work, the general objective is to compare and characterize two methodologies used in the Regional Geology and Geoconservation Workshop of EAFIT to make a contribution to the selection of a methodology with less subjectivity and uncertainty. The comparison is made between the Valentin Method (2021) and the Valentin Method (2021) modified with morphometric indices of Argyriu et al., (2016). The study area corresponds to the Churimo River Basin, in San Rafael, Antioquia, where from an analysis of variance between the normalized surfaces obtained from both methods, the most important areas associated with the evolution of the granitic landscape of eastern Antioquia were identified considering validation points collected in the field. As the most relevant result, a categorization proposal is obtained based on statistical normalization, where the zones with the highest geodiversity are associated with points of high tourist interest around the Churimo River and its main tributaries. Finally, the limitations of each of the methodologies are highlighted to continue promoting the knowledge of geodiversity, and the optimal processing of the information that allows an increasingly accurate approximation with the real expression within a territory.
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    Ítem
    Optimización de portafolio a través de métodos de estimación
    (2019) Vélez Pérez, Carolina; González Zuluaga, Felipe; Gitan Riaño, Sandra Constanza
    Investors faced with different portfolio options all the time. What leads the investor to choose one? This document presents some estimation measures that allow the investor to make an optimal decision. Measures such as volatility, VaR, the risk level of the investor can be taken into account, as well as the information that the ratios such as the Sharpe and the Treynor can provide to the model to be applied, which will be the ARCH and GARCH to determine the optimal portfolio that generates the highest profitability with the least possible risk assumed. five American actions were analyzed and the comparison between the different methodologies was made. It was found that the models, methodologies and conceptualisations used to optimize portfolios according to their risk profile were implemented, in the strategic sense, and aligned with current financial market situations. Consequently, it is important to transform traditional savings into an investment strategy in which, through the diversification of financial assets, maximization of returns is achieved.