RESEARCH AND DEVELOPMENT

Documentos de Investigación


Publications in External Journals

1. Nearest neighbors methods for support vector machines. S. A. Camelo, M. D. González-Lima, A. J. Quiroz. Ann Oper Res DOI 10.1007/s10479-015-1956-8 © Springer Science+Business Media New York 2015.


Monographs

1. Screening Multiple Potentially False Experts. September 2016. Francisco Barreras y Alvaro Riascos.

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2. On the Optimality of Answer-Copying Indices: Theory and Practice. Journal of Educational and Behavioral Statistics Vol. XX, No. X, pp. 1–19.

3. Transition to Centralized Unit Commitment: An Econometric Analysis of Colombia’s Experience. The Energy Journal, Vol. 37, No.  

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4. Una Estimación del Costo y Cambio en el Bienestar de los Colombiano del Nuevo Plan de Beneficios en Salud. With Sergio Camelo.  Diciembre 2014.  

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5. Mecanismos de compensación complementarios al ajuste de riesgo prospectivo en el SGSSS en Colombia y la Cuenta de Alto Costo. 2013. Development and Society Magazine. No. 71. June. Universidad de los Andes.

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6. The BAT/Protabaco Merger: Unilateral Effects, Tacit Collusion and Multimarket Oligopoly. With David Harbord. European Competition Law Review.

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7. Violence and Growth in Colombia: A review of the quantitative literature. With Juan F. Vargas. Economics of Peace and Security Journal. Vol 6. No 2. 2011.

8. On the Existence of Equilibrium with Incomplete Markets and Non-monotonic preferences Brazilian Review of Econometrics, November, Andres Carvajal, John Geanakoplos & Alvaro J. Riascos Villegas, 2008., 28-2.

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9. Disinflation costs under inflation targeting in a small open economy: the Colombian case (with Franz Hamann, Juan Manuel Julio and Paulina Restrepo). 2005. Center for Latin American Monetary Studies: Rodrigo Gomez Award 2005.

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10. Procyclical Government Spending in Developing Countries: The Role of Capital Market Imperfections.Riascos, A., and C. Vegh. 2003.

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11. El Producto Potencial utilizando el Filtro de Hodrick y Presccot con Parámetro de suavización variable y ajustado por inflación: una aplicación para Colombia (with Luis Fernando Melo). Monetaria, Volumen XXIII, No 2, Abril-Junio2000 (pagina 59 – 79).

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12. “Two Hundred Years of Colombian Economic Growth: The Role of TFP,” Alvaro J. Riascos, Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 48(2), pages 181-198.

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13. “Violence and growth in colombia: a review of the quantitative literature,” Alvaro J. Riascos & Juan F. Vargas, 2011.ver WORKING DOCUMENTS 008806, UNIVERSIDAD DEL ROSARIO.

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 14. “Characterization of bidding behavior in multi-unit auctions,” de Castro, Luciano I. & Riascos, Alvaro, 2009., Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 559-575, September.

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15. “Identification of Individual Demands from Market Data under Uncertainty”, Carvajal Andres & Riascos Alvaro Jose, 2008. The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-30, March.

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16. “Latin America in the rearview mirror”, Journal of Monetary Economics, Cole, Harold L. & Ohanian, Lee E. & Riascos, Alvaro & Schmitz, James Jr, 2005. , Elsevier, vol. 52(1), pages 69-107, January.Carvajal Andrés & Riascos Alvaro, 2005. “Identification of Preferences from Market Data,” The B.E. Journal of Theoretical Economics, De Gruyter, vol. 5(1), pages 1-17, April.

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17. Dynamic response to monetary shocks in a search model of the labor market, Álvaro Riascos, 2002. REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO.

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18. “El producto potencial utilizando el filtro de Hodrick-Prescott: una aplicación para Colombia”, Luis Fernando Melo Velandia & Alvaro Riascos Villegas, 2000. , Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 179-200, abril-jun.

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2. Derivados Financieros. Agosto 2017. Diego Jara. 

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3. Structural Demand Models in Empirical Industrial Organization: Theory, Estimation, and Programming.OCTUBRE de 2019. Natalia Serna, Juan D. Marin, Álvaro J. Riascos.

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Working Documents

1. Predicting Readmissions, Mortality, and Infections in the ICU using Machine Learning Techniques. August 2016. Natalia Serna, Álvaro J. Riascos, Marcela Granados, Fernando Rosso y Ramiro Guerrero.

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Newsletter of Mathematics Applied to the Industry

1. Prioritization of the State's optimal claims and settlements. February 2017. Diego Jara, Juan Pablo Lozano and Emilio Silva.

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2. Screening Multiple Uninformed Experts, January 2017.Francisco Barreras.

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3. Market Power, Contracts and Outcomes: The Case of Patients  with Long-Term Diseases in the Colombian Health Care  System. January 2017. Juan Esteban Carranza, Álvaro J.    Riascos y Natalia Serna.

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4. Improving transparency of the Colombian Peace Treaty with NLP. February 2017. Francisco Barreras, Mónica Ribero y Felipe Suárez.

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5. Random Samples from Abstract Data Types. October 2017. Simon Ramírez and Rodrigo Cardoso.

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6. Welfare Effects Of Switching Barriers Through Permanence Clauses: Evidence From The Mobiles Market In Colombia. Juan David Martín, Natalia Serna y Álvaro J. Riascos.

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7. Predicción del Mercado de TES en el Corto Plazo. Erick Translateur.

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8. Distribuciones No Normales para la Selección de Activos en el Mercado Colombiano. Andrés Galeano.

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9. El Efecto Globo: Identificación de Regiones Propensas a la Producción de Coca. Juan Sebastián Moreno Pabón.

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10. Approximate super-resolution and truncated moment problems in all dimensions. Investigación Ganadora Premio MAPI – Categoría Estudiante. Hernán García, Camilo Hernandez, Mauricio Junca y Mauricio Velasco.

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11. Regression with Random Projections for Functional Data. Student Category. Paula Rodríguez Díaz.

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12. Predicting criminal behavior with Lévyflights using real data from Bogotá. Mateo Dulce Rubio.

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2. Demand models for business management. October 2017. Juan David Martin, Natalia Serna and Andrés Galeano.

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3. Digital Violence Thermometer. April 2018. Diego Jara, Simón Ramírez, Mateo Dulce and Carlos Reyes.

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4. Medium Term Debt Management Model. Diego Jara, Alejandro Andrade.

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5. Guarantee Scheme for the FNCER Long Term Auction. Diego Jara, Erick Translateur, Julian Chitiva, Germán González

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Presentations at external seminars

Diego Jara "Portfolio Optimization in a Global World". ANIF - Asofondos Forum "Pension Benefits and Fiscal Risks" Medellín, September 6, 2011.

Diego Jara.  Hedging Analysis for a Real Portfolio: Agricultural Asset Risk Management.I Congress on Derivatives Markets for Agricultural Commodities Bogota, June 1, 2011

Diego Jara, Felipe Parra, Alvaro Riascos, Mauricio Romero y Santiago Saavedra. Digital analysis and detection of atypical elections in Colombia. Universidad Javeriana Bogotá, October 13, 2010.

Diego Jara. Dynamic Coherent Risk Measures: Application to a TES Portfolio. VIII Financial Risk Congress. Cartagena, November 20, 2010

Alvaro Riascos y Miguel Espinosa. Strategic Behaviour, Resource Valuation and Competition in Electricity Markets. CEDE Seminar Bogota, February 2, 2010

Diego Jara, Luis Felipe Parra, Alvaro J. Riascos y Mauricio Romero.Detection of Electoral Fraud in Colombia. Universidad de los Andes Bogotá, May 18, 2010.

Alejandro Gaviria, Alvaro Riascos y Miguel Urrutia. Two Hundred Years of Colombian Economic Growth: A Quantitative Exploration Two Centuries of Economic Growth: Latin America at its Bicentennial Celebration Santiago De Chile, December 2, 2010.

RESUME DEMOS