Browsing by Subject "Optimización matemática"

Now showing items 1-2 of 2

    • OPTIMIZACIÓN DE MODELOS GARCH A TRAVÉS DE ALGORITMO GENÉTICO 
      Asenjo Godoy, Pedro Francisco; Praetorius Batalla, Sebastián (Universidad de Chile, 2006)
      Utilizando valores de cierres semanales de los índices bursátiles estadounidenses Dow Jones(DJI), S&P500 (GSPC), Nasdaq (IXIC) y NYSE Composite (NYA), correspondientes al período comprendido entre el 4 de enero de 1980 al ...
    • An optimization -based matching estimator : large and small sample properties 
      Díaz Maureira, Juan (Universidad de Chile, 2014-12)
      This work proposes a novel matching estimator where weights and the choice of neighbors used are endogenously determined by solving an optimization problem. The estimator is non-parametric and is based on nding, for ...