Utilització de l'SMR com a indicador del grau d'estabilitat de desmunts en terrenys granítics

L'SMR ha estat definit com un índex que expressa la qualitat d'un desmunt rocós, però exiteix poca experiència en la seva aplicació i, en particular, en la quantificació del grau d'estabilitat que representa el seu rang de valors. En aquesta tesina s'analitzarà en primer lloc, la idoneïtat de l'SMR com a indicador de l'estabilitat dels desmunts, i en segon lloc, com s'han d'interpretar els seus resultats i la possible influència que poden tenir en ell altres paràmetres relatius a les discontinuitats presents en els talussos. L'estudi s'ha fet en els desmunts granítics de la carretera de Lloret a Tossa de Ma

A Semiparametric Estimation of Liquidity Effects on Option Pricing

This paper proposes a semiparametric option pricing model with liquidity, as proxied by the relative bid-ask spread. The nonparametric volatility function with liquidity as an explanatory variable is estimated using the Symmetrized Nearest Neighbors (SNN) estimator rather than the traditional kernel estimator. Moreover, special care is taken in obtaining the smoothing parameter. The in-sample performance of the model turns out to be statistically favorable relative to a competing model without liquidity. However, the out-of-sample performance of both models is quite disappointing despite the fact that we are not to reject the stability of risk-neutral densities estimated over different quarters during our sample period.multivariate kernel regression, bandwidth selection, symmetrized nearest neighbors, volatility smile, option pricing

Adaptive comfort control implemented model (ACCIM) for energy consumption predictions in dwellings under current and future climate conditions: A case study located in Spain

Currently, the knowledge of energy consumption in buildings of new and existing dwellings is essential to control and propose energy conservation measures. Most of the predictions of energy consumption in buildings are based on fixed values related to the internal thermal ambient and pre-established operation hypotheses, which do not reflect the dynamic use of buildings and users’ requirements. Spain is a clear example of such a situation. This study suggests the use of an adaptive thermal comfort model as a predictive method of energy consumption in the internal thermal ambient, as well as several operation hypotheses, and both conditions are combined in a simulation model: the Adaptive Comfort Control Implemented Model (ACCIM). The behavior of ACCIM is studied in a representative case of the residential building stock, which is located in three climate zones with different characteristics (warm, cold, and mild climates). The analyses were conducted both in current and future scenarios with the aim of knowing the advantages and limitations in each climate zone. The results show that the average consumption of the current, 2050, and 2080 scenarios decreased between 23% and 46% in warm climates, between 19% and 25% in mild climates, and between 10% and 29% in cold climates by using such a predictive method. It is also shown that this method is more resilient to climate change than the current standard. This research can be a starting point to understand users’ climate adaptation to predict energy consumption

An empirical comparison of the performance of alternative option pricing models

Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.option pricing, conditional volatility, SNN Nonparametric estimator

Gestión de la emoción en la comunicación mediada por ordenador (CMO)

Concordance exists among some researchers who argue that the emotional communication occurs both in the face and in ComputerMediated Communication (CMC), in the same way that they agree that this communication occurs with different characteristics in both situations. Studies examining these differences in the Spanish research environment are few and very recent, but already suggest a series of singularities. In this study, we analyze the expression of emotions in CMC from a survey of digital native university students that produce their naturally emotional communication both in person and through computer.Existe una concordancia entre diversos investigadores en defender que la comunicación emocional se da tanto en la relación presencial como en la Comunicación Mediada por Ordenador (CMO), de la misma manera en que están de acuerdo en afirmar que esta comunicación se produce con características distintas en ambas situaciones. Los estudios que analizan estas diferencias en el entorno investigador español son pocos y muy recientes, pero ya apuntan una serie de singularidades. En este estudio, se ha planteado analizar la expresión de las emociones en la CMO a partir de una encuesta realizada entre universitarios nativos digitales, que producen su comunicación emocional de un modo natural tanto de forma presencial como a través del ordenador

Evaluación del grado de contaminación por plaguicidas organofosforados en cultivos de cebolla (allium fistulosum) en suelo y agua de escorrentía en el corregimiento de la Florida de la ciudad de Pereira

En el estudio realizado en el presente trabajo se describe el proceso para la determinación de la presencia de los plaguicidas organofosforados aplicados en los cultivos de cebolla de la finca “Bella Vista”, ubicada aproximadamente a 1.5Km del corregimiento de la Florida y a 200m del río Otún. Para ello, se propone un método para el análisis de muestras de agua y de suelo, mediante la técnica de cromatografía de gases con detector de captura electrónica (ECD)

Sintomatología ansiosa, depresiva y rasgo perfeccionista y su relación con los trastornos gastrointestinales funcionales en población infanto-juvenil. Estudio transversal

Treball Final de Grau en Medicina. Codi: MD1758. Curs acadèmic: 2022/2023Introducción: Los trastornos gastrointestinales funcionales (TGIF) son un conjunto de síntomas digestivos recurrentes o crónicos que no se explican ni por alteraciones estructurales ni bioquímicas. Actualmente, aunque su fisiopatología no es del todo conocida, se entiende desde una perspectiva biopsicosocial, debiendo abordar la esfera de la salud mental. El objetivo del estudio es determinar la prevalencia de los TGIF, de sintomatología ansiosa, depresiva y de rasgo perfeccionista en población infanto-juvenil española, así como analizar su posible relación. Sujetos y métodos: se incluye a un total de 447 sujetos (51.9% mujeres) de edades comprendidas entre 10-14 años (mediana edad = 12.26) de 4 centros educativos de la provincia de Castellón. Estudio observacional descriptivo-analítico transversal. Periodo de estudio: octubre 2022 - abril 2023. Resultados: La prevalencia de TGIF es de 37.1%, sintomatología depresiva 13%, ansiedad global 36.5%, perfeccionismo socialmente prescrito (PSP) 23.3% y perfeccionismo autorientado a críticas (PAOC) 36.5%. Los TGIF se relacionan con PSP (p=0.034) y con el PAOC (p=0.038); con la ansiedad global en sujetos ≥12 años (p<0.001), RP=1.73, IC 95%=(1.30-2.30) y con sintomatología depresiva (p<0.001), RP=2.47, IC 95%=(1.62-3.77). Conclusiones: Los TGIF son un problema prevalente. Dada la relación obtenida en el presente estudio entre estos trastornos y la esfera biopsicosocial, sería recomendable valorar la alteración del estado anímico y/o existencia de rasgo perfeccionista en sujetos diagnosticados de TGIF, importante para un buen abordaje terapéutico.Introduction: Functional gastrointestinal disorders (FGID) are a set of recurrent or chronic digestive symptoms that are not explained by structural or biochemical alterations. Currently, although its pathophysiology is not fully known, it is understood from a biopsychosocial perspective, having to address the sphere of mental health. The objective of the study is to determinate the prevalence of FGID, anxious and depressive symptoms and perfectionist trait in the Spanish child and adolescent population, as well as to analyse their possible relationship. Subjects and methods: A total of 447 subjects (51.9% women) aged between 10-14 years (median age=12.26) from 4 educational centres in the province of Castellón were included. Cross-sectional descriptive-analytical observational study. Study period: October 2022 - April 2023. Results: The prevalence of FGID is 37.1%, depressive symptomatology 13%, global anxiety 36.5%, socially prescribed perfectionism (SPP) 23.3% and self-oriented perfectionism to criticism (SOPC) 36.5%. The FGID are related to SPP (p=0.034) and to SOPC (p=0.038); with global anxiety in subjects ≥12 years (p<0.001), PR=1.73, 95% CI=(1.30-2.30) and with depressive symptoms (p<0.001), PR=2.47, 95% CI=(1.62- 3.77). Conclusions: FGID are a prevalent problem. Given the relationship obtained in this study between these disorders and the biopsychosocial sphere, it would be advisable to assess the altered mental health and/or the existence of a perfectionist trait in subjects diagnosed with FGID, which is important for a good therapeutic approach

A Semiparametric Estimation of Liquidity Effects on Option Pricing

This paper proposes a semiparametric option pricing model with liquidity, as proxied by the relative bid-ask spread. The nonparametric volatility function with liquidity as an explanatory variable is estimated using the Symmetrized Nearest Neighbors (SNN) estimator rather than the traditional kernel estimator. Moreover, special care is taken in obtaining the smoothing parameter. The in-sample performance of the model turns out to be statistically favorable relative to a competing model without liquidity. However, the out-of-sample performance of both models is quite disappointing despite the fact that we are not to reject the stability of risk-neutral densities estimated over different quarters during our sample period.Eva Ferreira and Gonzalo Rubio acknowledge the financial support provided by Dirección Interministerial Científica y Técnica (DGICYT) grants PB95-0346 and PB97-0621 respectively