8 research outputs found

    Forecasts of electricity prices in Colombia through the econometric method of the arch-garch family for the application of a hedging or investment strategy using risk simulator

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    Dado los cambios estructurales que se presentaron en el sistema eléctrico colombiano y bajo las nuevas regulaciones que establecieron los preceptos que hoy definen los procesos de generación, transporte, distribución y comercialización de la energía eléctrica en el país, se han desarrollado múltiples proyectos que buscan describir y contextualizar estas nuevas condiciones para agentes y participantes del mercado. Del mismo modo, debido a las características propias de la energía eléctrica, que imposibilitan que esta pueda ser almacenada, además, del se ejecuta el planteamiento de una estrategia de inversión, sustentada en los pronósticos de precios, caminatas aleatorias y datos reales de mercado.Given the structural changes that occurred in the Colombian electrical system and under the new regulations that established the precepts that today define the processes of generation, transportation, distribution and commercialization of electrical energy in the country, multiple projects have been developed that seek to describe and contextualize these new conditions for market agents and participants. In the same way, due to the characteristics of electrical energy, which make it impossible for it to be stored, in addition, the approach of a strategy of investment, based on price forecasts, random walks and real market data

    Options. Journal of the UNAB Financial Engineering Program. Volume 6 No.12 December 2012

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    Nuevamente con ustedes en este editorial de la Revista Opciones me complace presentar los artículos resultantes de trabajos de investigación de nuestra docente Ing. Financiera Gloria Inés Macías y nuestros estudiantes. Los trabajos de los estudiantes son el resultado de sus proyectos en áreas específicas como: Análisis de estimadores de riesgo, Pronósticos de precios de la energía eléctrica en Colombia y el proceso de Due Diligence y en su trabajo la Ing. Gloria 1. Macías aplica la teoría de Markowitz al mercado colombiano para obtener portafolios en la línea de frontera eficiente. Desde el programa de Ingeniería Financiera se resaltan los esfuerzos de estos futuros ingenieros financieros quienes buscan ir más allá del análisis y diseño de productos financieros tradicionales y reflejan su capacidad para diseñar modelos financieros corporativos, de inversiones, cobertura y especulación.Editorial. -5 Análisis de estimadores de riesgo VaR (Value at Risk) y CVaR (Conditional Value at Risk) parariesgo de mercado en Colombia. - 7 Pronósticos de precios de la energía eléctrica en Colombia mediante método econométrico de la familia arch-garch para la aplicación de una estrategia de cobertura o inversión usando risk simulator. - 23 Aplicación de la teoría Markowitz en la estructuración de portafolios de inversión para el mercado accionario colombiano.39 Due diligence: Una forma diferente para diagnosticar una opción de compra. - 57Once again with you in this editorial of the Options Magazine, I am pleased to present the articles resulting from the research work of our professor, Financial Engineer Gloria Inés Macías and our students. The students' work is the result of their projects in specific areas such as: Analysis of risk estimators, Forecasts of electricity prices in Colombia and the Due Diligence process and in her work Ing. Gloria 1. Macías applies the Markowitz theory to the Colombian market to obtain portfolios in the efficient frontier line. The Financial Engineering program highlights the efforts of these future financial engineers who seek to go beyond the analysis and design of traditional financial products and reflect their ability to design corporate, investment, hedging and speculation financial models

    Volteando la tortilla. Género y maíz en la alimentación actual de México.

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    Ante escenarios complejos, patriarcales y desoladores que dejan ver el neoliberalismo, la globalización agroalimentaria, el calentamiento global y las contaminaciones de granos nativos por la imposición de transgénicos, nos cuestionamos si existen algunas alternativas para preservar el maíz nativo como un recurso multiestratégico (alimentario, económico, cultural, ecológico y tecnológico) tomando en cuenta las condiciones actuales de desigualdades sociales de género, etnia, clases y edad que predominan en el campo mexicano. Para responder a algunos cuestionamientos, este libro presenta algunas alternativas a través de diversas experiencias femeninas y de relaciones de género en torno al maíz y la alimentación. Todas ellas muestran que es posible construir una masa crítica para salvaguardar el maíz nativo bajo esas condiciones desoladoras, pero siempre y cuando se “voltee la tortilla”, metáfora que da pie al inicio de otra realidad humanizada y en sincronía con la naturaleza.Proyecto realizado con financiamiento Conacy

    Clonal chromosomal mosaicism and loss of chromosome Y in elderly men increase vulnerability for SARS-CoV-2

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    The pandemic caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2, COVID-19) had an estimated overall case fatality ratio of 1.38% (pre-vaccination), being 53% higher in males and increasing exponentially with age. Among 9578 individuals diagnosed with COVID-19 in the SCOURGE study, we found 133 cases (1.42%) with detectable clonal mosaicism for chromosome alterations (mCA) and 226 males (5.08%) with acquired loss of chromosome Y (LOY). Individuals with clonal mosaic events (mCA and/or LOY) showed a 54% increase in the risk of COVID-19 lethality. LOY is associated with transcriptomic biomarkers of immune dysfunction, pro-coagulation activity and cardiovascular risk. Interferon-induced genes involved in the initial immune response to SARS-CoV-2 are also down-regulated in LOY. Thus, mCA and LOY underlie at least part of the sex-biased severity and mortality of COVID-19 in aging patients. Given its potential therapeutic and prognostic relevance, evaluation of clonal mosaicism should be implemented as biomarker of COVID-19 severity in elderly people. Among 9578 individuals diagnosed with COVID-19 in the SCOURGE study, individuals with clonal mosaic events (clonal mosaicism for chromosome alterations and/or loss of chromosome Y) showed an increased risk of COVID-19 lethality

    Evolving trends in the management of acute appendicitis during COVID-19 waves. The ACIE appy II study

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    Background: In 2020, ACIE Appy study showed that COVID-19 pandemic heavily affected the management of patients with acute appendicitis (AA) worldwide, with an increased rate of non-operative management (NOM) strategies and a trend toward open surgery due to concern of virus transmission by laparoscopy and controversial recommendations on this issue. The aim of this study was to survey again the same group of surgeons to assess if any difference in management attitudes of AA had occurred in the later stages of the outbreak. Methods: From August 15 to September 30, 2021, an online questionnaire was sent to all 709 participants of the ACIE Appy study. The questionnaire included questions on personal protective equipment (PPE), local policies and screening for SARS-CoV-2 infection, NOM, surgical approach and disease presentations in 2021. The results were compared with the results from the previous study. Results: A total of 476 answers were collected (response rate 67.1%). Screening policies were significatively improved with most patients screened regardless of symptoms (89.5% vs. 37.4%) with PCR and antigenic test as the preferred test (74.1% vs. 26.3%). More patients tested positive before surgery and commercial systems were the preferred ones to filter smoke plumes during laparoscopy. Laparoscopic appendicectomy was the first option in the treatment of AA, with a declined use of NOM. Conclusion: Management of AA has improved in the last waves of pandemic. Increased evidence regarding SARS-COV-2 infection along with a timely healthcare systems response has been translated into tailored attitudes and a better care for patients with AA worldwide

    Evolving trends in the management of acute appendicitis during COVID-19 waves. The ACIE appy II study (vol 46, pg 2021, 2022)

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    Global attitudes in the management of acute appendicitis during COVID-19 pandemic: ACIE Appy Study

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    Background: Surgical strategies are being adapted to face the COVID-19 pandemic. Recommendations on the management of acute appendicitis have been based on expert opinion, but very little evidence is available. This study addressed that dearth with a snapshot of worldwide approaches to appendicitis. Methods: The Association of Italian Surgeons in Europe designed an online survey to assess the current attitude of surgeons globally regarding the management of patients with acute appendicitis during the pandemic. Questions were divided into baseline information, hospital organization and screening, personal protective equipment, management and surgical approach, and patient presentation before versus during the pandemic. Results: Of 744 answers, 709 (from 66 countries) were complete and were included in the analysis. Most hospitals were treating both patients with and those without COVID. There was variation in screening indications and modality used, with chest X-ray plus molecular testing (PCR) being the commonest (19\ub78 per cent). Conservative management of complicated and uncomplicated appendicitis was used by 6\ub76 and 2\ub74 per cent respectively before, but 23\ub77 and 5\ub73 per cent, during the pandemic (both P < 0\ub7001). One-third changed their approach from laparoscopic to open surgery owing to the popular (but evidence-lacking) advice from expert groups during the initial phase of the pandemic. No agreement on how to filter surgical smoke plume during laparoscopy was identified. There was an overall reduction in the number of patients admitted with appendicitis and one-third felt that patients who did present had more severe appendicitis than they usually observe. Conclusion: Conservative management of mild appendicitis has been possible during the pandemic. The fact that some surgeons switched to open appendicectomy may reflect the poor guidelines that emanated in the early phase of SARS-CoV-2

    Characteristics and predictors of death among 4035 consecutively hospitalized patients with COVID-19 in Spain

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