Plan de capacitación para fomentar el emprendedurismo dirigido a estudiantes de educación media modalidad a distancia del Centro Escolar José Dolores Larreynaga, ubicado en la ciudad de Quezaltepeque, departamento de La Libertad.

Los Estudiantes de Educación Media Modalidad a Distancia del Centro Escolar José Dolores Larreynaga, son jóvenes con recursos económicos limitados y muchas veces no logran continuar con sus estudios; y además no encuentran un trabajo formal. Debido a lo planteado anteriormente se formula el objetivo principal del trabajo de investigación que es: Elaborar un plan de capacitación para fomentar el emprendedurismo en los estudiantes de educación media modalidad a distancia. Para detectar las necesidades de capacitación en emprendedurismo que los estudiantes poseen se realizó una investigación en la cual se necesitó auxiliarse de métodos y técnicas que sirvieron de guía en la realización del estudio. Se utilizó el método científico, el tipo de investigación a utilizar fue la descriptiva, donde se pretendía identificar características emprendedoras, actitudes, conocimientos y necesidades de capacitación en emprendedurismo que los estudiantes poseen. El diseño de investigación fue el no experimental debido a que no se pretendía manipular las variables en estudio. Para recopilar la información se utilizaron técnicas e Instrumentos de recolección de información. Luego de haber hecho lo anterior se obtuvieron las conclusiones siguientes: 1. Los estudiantes tienen ciertas barreras que les impiden pensar en realizar actividades emprendedoras. 2. El plan de estudios para esta modalidad de educación media no tiene estipulado el tema emprendedurismo. 3. Existe la necesidad de orientar a los estudiantes en la elaboración de un plan de negocios, ya que la mayoría manifestó que no saben cómo elaborar dicho instrumento. 4. Los estudiantes de educación media, se encontrarían con dificultades en el caso que necesiten recibir alguna ayuda de parte de instituciones del gobierno que apoyan a emprendedores, ya que la mayoría no las conocen. 5. Los estudiantes que se beneficiaran con el plan de capacitación tienen dificultades económicas. Y para dar respuesta a estas necesidades se recomienda lo siguiente: 1. Es necesario incluir temas relacionados con los cambios de actitudes en los estudiantes de tal manera que puedan disminuir las barreras psicológicas y culturales. 2. Para favorecer los niveles de motivación necesarios, se deben incluir temas que fortalezcan los conocimientos sobre emprendedurismo. 3. Es necesario incluir todos los apartados que se deben desarrollar en un plan de negocios a tal fin de que los estudiantes puedan elaborarlo. 4. Es necesario incluir información acerca de las instituciones que brindan apoyo a los emprendedores. 5. Los contenidos del plan deben estar orientados a motivar a los estudiantes a que tengan otras ideas de subsistencia para que puedan aumentar sus ingresos. El plan de capacitación propuesto para el centro escolar, incentiva a las máximas autoridades a que fomenten el emprendedurismo, con el fin de crear y fortalecer actitudes, conocimientos y habilidades en los estudiantes.

On the Wick product and Wong-Zakai approximations.

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.

Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

In this paper we analyse applicability and robustness of Markov chain Monte Carlo algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices. Almost Optimal Monte Carlo (MAO) algorithms for solving eigenvalue problems are formulated. Results for the structure of both - systematic and probability error are presented. It is shown that the values of both errors can be controlled independently by different algorithmic parameters. The results present how the systematic error depends on the matrix spectrum. The analysis of the probability error is presented. It shows that the close (in some sense) the matrix under consideration is to the stochastic matrix the smaller is this error. Sufficient conditions for constructing robust and interpolation Monte Carlo algorithms are obtained. For stochastic matrices an interpolation Monte Carlo algorithm is constructed. A number of numerical tests for large symmetric dense matrices are performed in order to study experimentally the dependence of the systematic error from the structure of matrix spectrum. We also study how the probability error depends on the balancing of the matrix. (c) 2007 Elsevier Inc. All rights reserved.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

Colet??nea de pol??ticas p??blicas: volume 1: algumas considera????es sobre a representa????o de interesses no processo de formula????o de pol??ticas p??blicas

O principal objetivo deste livro ?? constituir uma fonte de pesquisa para o estudo do processo de produ????o e implementa????o de pol??ticas p??blicas. Por meio de textos selecionados, analisa-se o pr??prio conceito de pol??ticas p??blicas, discute-se as defini????es utilizadas para distinguir suas diversas fases e apresenta-se algumas das principais correntes te??ricas de an??lise sobre o processo de pol??ticas p??blicas.

Conceção e dimensionamento do chassis e sistema de travagem de um veículo de competição do tipo Formula SAE

Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Retaining principal components for discrete variables

The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.

Risk Aversion, Intertemporal Substitution, and Option Pricing

This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions option pricing formulas are not preference-free, in other words, when preferences are not hidden in the stock and bond prices as they are in the standard Black and Scholes (BS) or Hull and White (HW) pricing formulas. The dependence of option prices on preference parameters comes from several instantaneous causality effects such as the so-called leverage effect. We also emphasize that the most standard asset pricing models (CAPM for the stock and BS or HW preference-free option pricing) are valid under the same stochastic setting (typically the absence of leverage effect), regardless of preference parameter values. Even though we propose a general non-preference-free option pricing formula, we always keep in mind that the BS formula is dominant both as a theoretical reference model and as a tool for practitioners. Another contribution of the paper is to characterize why the BS formula is such a benchmark. We show that, as soon as we are ready to accept a basic property of option prices, namely their homogeneity of degree one with respect to the pair formed by the underlying stock price and the strike price, the necessary statistical hypotheses for homogeneity provide BS-shaped option prices in equilibrium. This BS-shaped option-pricing formula allows us to derive interesting characterizations of the volatility smile, that is, the pattern of BS implicit volatilities as a function of the option moneyness. First, the asymmetry of the smile is shown to be equivalent to a particular form of asymmetry of the equivalent martingale measure. Second, this asymmetry appears precisely when there is either a premium on an instantaneous interest rate risk or on a generalized leverage effect or both, in other words, whenever the option pricing formula is not preference-free. Therefore, the main conclusion of our analysis for practitioners should be that an asymmetric smile is indicative of the relevance of preference parameters to price options.

Problèmes de premier passage et de commande optimale pour des chaînes de Markov à temps discret.

Nous considérons des processus de diffusion, définis par des équations différentielles stochastiques, et puis nous nous intéressons à des problèmes de premier passage pour les chaînes de Markov en temps discret correspon- dant à ces processus de diffusion. Comme il est connu dans la littérature, ces chaînes convergent en loi vers la solution des équations différentielles stochas- tiques considérées. Notre contribution consiste à trouver des formules expli- cites pour la probabilité de premier passage et la durée de la partie pour ces chaînes de Markov à temps discret. Nous montrons aussi que les résultats ob- tenus convergent selon la métrique euclidienne (i.e topologie euclidienne) vers les quantités correspondantes pour les processus de diffusion. En dernier lieu, nous étudions un problème de commande optimale pour des chaînes de Markov en temps discret. L’objectif est de trouver la valeur qui mi- nimise l’espérance mathématique d’une certaine fonction de coût. Contraire- ment au cas continu, il n’existe pas de formule explicite pour cette valeur op- timale dans le cas discret. Ainsi, nous avons étudié dans cette thèse quelques cas particuliers pour lesquels nous avons trouvé cette valeur optimale.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completely absent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involved parts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method is introduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that the theoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approach has reasonable properties from a compositional point of view. In particular, it is “natural” in the sense that it recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in the same paper a substitution method for missing values on compositional data sets is introduced

A general Trotter-Kato formula for a class of evolution operators

In this article we prove new results concerning the existence and various properties of an evolution system U(A+B)(t, s)0 <= s <= t <= T generated by the sum -(A(t) + B(t)) of two linear, time-dependent, and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing L(B) for the algebra of all linear bounded operators on B, we can express U(A+B)(t, s)0 <= s <= t <= T as the strong limit in C(8) of a product of the holomorphic contraction semigroups generated by -A (t) and - B(t), respectively, thereby proving a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t) + B(t)) to evolve with time provided there exists a fixed set D subset of boolean AND(t is an element of)[0,T] D(A(t) + B(t)) everywhere dense in B. We obtain a special case of our formula when B(t) = 0, which, in effect, allows us to reconstruct U(A)(t, s)0 <=(s)<=(t)<=(T) very simply in terms of the semigroup generated by -A(t). We then illustrate our results by considering various examples of nonautonomous parabolic initial-boundary value problems, including one related to the theory of timedependent singular perturbations of self-adjoint operators. We finally mention what we think remains an open problem for the corresponding equations of Schrodinger type in quantum mechanics.

A Trotter-Kato product formula for a class of non-autonomous evolution equations

In this article dedicated to Professor V. Lakshmikantham on the occasion of the celebration of his 84th birthday, we announce new results concerning the existence and various properties of an evolution system UA+B(t, s)(0 <= s <= t <= T) generated by the sum -(A(t)+B(t)) of two linear, time-dependent and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing G(B) for the algebra of all linear bounded operators on B, we can express UA+B(t, s)(0 <= s <= t <= T) as the strong limit in L(B) of a product of the holomorphic contraction semigroups generated by -A(t) and -B(t), thereby getting a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t)+B(t)) to evolve with time provided there exists a fixed set D subset of boolean AND D-t epsilon[0,D-T](A(t)+B(t)) everywhere dense in B. We then mention several possible applications of our product formula to various classes of non-autonomous parabolic initial-boundary value problems, as well as to evolution problems of Schrodinger type related to the theory of time-dependent singular perturbations of self-adjoint operators in quantum mechanics. We defer all the proofs and all the details of the applications to a separate publication. (C) 2008 Elsevier Ltd. All rights reserved.

Extração automática de contornos de telhados usando dados de varredura a laser e campos randômicos de Markov

This paper proposes a methodology for automatic extraction of building roof contours from a Digital Elevation Model (DEM), which is generated through the regularization of an available laser point cloud. The methodology is based on two steps. First, in order to detect high objects (buildings, trees etc.), the DEM is segmented through a recursive splitting technique and a Bayesian merging technique. The recursive splitting technique uses the quadtree structure for subdividing the DEM into homogeneous regions. In order to minimize the fragmentation, which is commonly observed in the results of the recursive splitting segmentation, a region merging technique based on the Bayesian framework is applied to the previously segmented data. The high object polygons are extracted by using vectorization and polygonization techniques. Second, the building roof contours are identified among all high objects extracted previously. Taking into account some roof properties and some feature measurements (e. g., area, rectangularity, and angles between principal axes of the roofs), an energy function was developed based on the Markov Random Field (MRF) model. The solution of this function is a polygon set corresponding to building roof contours and is found by using a minimization technique, like the Simulated Annealing (SA) algorithm. Experiments carried out with laser scanning DEM's showed that the methodology works properly, as it delivered roof contours with approximately 90% shape accuracy and no false positive was verified.