Modelos para el diseño de salas de computo de uso escolar en la educación media Monterrey, N.L.

[Tesis] ( Maestría en Informática Administrativa) U.A.N.L.

Modelos de optimización entera mixta no lineal en sistemas de transporte de gas natural

Tesis ( Maestro en Ciencias de la Ingeniería de Sistemas) U.A.N.L.

Parámetros fisicoquímicos para la obtención de modelos de predicción en la calidad poscosecha del tomate (solanum lycopersicum).

Tesis (Maestría en Ciencias Agrícolas) UANL, 2011.

Determinación de riesgos hidrometeorológicos, implementando modelos hidrológicos (lluvia-escurrimiento) ante distintos escenarios de cambio climático. Aplicada en el municipio de General Escobedo Nuevo León, México.

Tesis (Maestría en Ciencias con Orientación en Ingeniería Ambiental) UANL, 2012.

Caracterización de los modelos de carga viva para la evaluación de la fatiga en puentes vehiculares de acero en México.

Tesis (Maestría en Ciencias con Orientación en Ingeniería Estructural) UANL, 2011.

El proceso en psicoterapia combinando dos modelos : centrado en soluciones y cognitivo conductual.

Tesis (Maestría en Psicología con Orientación en Terapia Breve) UANL, 2012.

Efecto sísmico de tres modelos histeréticos para muros de mampostería confinada en los espectros de respuesta inelásticos.

Tesis (Maestría en Ciencias con especialidad en Ingeniería Estructural) UANL, 2014.

Modelos de oferta de trabajo una reseña [por] Jorge N. Valero

UANL

Évaluation des performances de couverture d'un GARCH multivarié à corrélations conditionnelles dynamiques de type Engle (2002).

Rapport de recherche

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model.

We examine the relationship between the risk premium on the S&P 500 index return and its conditional variance. We use the SMEGARCH - Semiparametric-Mean EGARCH - model in which the conditional variance process is EGARCH while the conditional mean is an arbitrary function of the conditional variance. For monthly S&P 500 excess returns, the relationship between the two moments that we uncover is nonlinear and nonmonotonic. Moreover, we find considerable persistence in the conditional variance as well as a leverage effect, as documented by others. Moreover, the shape of these relationships seems to be relatively stable over time.

Compendio de derecho mercantil que contiene la explicación de los artículos del código de comercio y de las leyes mercantiles mas recientes, la discusión de las cuestiones controversias y modelos de formulas

UANL

Modelos avanzados de elementos del sistema eléctrico de potencia en coordenadas de fase para estudios de estabilidad dinámica

Tesis ( Doctor en Ingeniería Eléctrica) U.A.N.L.

Desarrollo de modelos para el control de combustibles en el manejo de ecosistemas forestales en Durango, México

[Tesis] ( Doctor en Ciencias con Especialidad en Manejo de Recursos Naturales ) U.A.N.L.