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Browsing by Author "Cortés López, Juan Carlos"

Now showing items 41-60 of 232

Computational modelling with uncertainty of frequent users of e-commerce in Spain using an age-group dynamic nonlinear model with varying size population

Burgos-Simon, Clara; Cortés, J.-C.; Martínez-Rodríguez, David; Villanueva Micó, Rafael Jacinto (World Scientific, 2019-07)

[EN] Electronic commerce (EC) has numerous advantages. It allows saving time when we purchase an item, offers the possibility of review without depending on the schedules of traditional stores, access to a wider variety ...
Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation

Calatayud-Gregori, Julia; Cortés, J.-C.; Jornet-Sanz, Marc (De Gruyter Open, 2018)

[EN] This paper presents a methodology to quantify computationally the uncertainty in a class of differential equations often met in Mathematical Physics, namely random non-autonomous second-order linear differential ...
Computational uncertainty quantification for random time-discrete epidemiological models using adaptive gPC

Calatayud-Gregori, Julia; Cortés, J.-C.; Jornet-Sanz, Marc; Villanueva Micó, Rafael Jacinto (John Wiley & Sons, 2018)

[EN] Population dynamics models consisting of nonlinear difference equations allow us to get a better understanding of the processes involved in epidemiology. Usually, these mathematical models are studied under a deterministic ...
Computing probabilistic solutions of the Bernoulli random differential equation

Casabán, M.-C.; Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto (Elsevier, 2017)

[EN] The random variable transformation technique is a powerful method to determine the probabilistic solution for random differential equations represented by the first probability density function of the solution stochastic ...
Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model

Calatayud, Julia; Cortés, J.-C.; Jornet, Marc (Elsevier, 2020-04)

[EN] This paper concerns the computation of the probability density function of the stochastic solution to general complex systems with uncertainties formulated via random differential equations. In the existing literature, ...
Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty

Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores (Elsevier, 2018)

[EN] This paper is devoted to construct approximations of the probability density function of the non-autonomous first-order homogeneous linear random diff erential equation, where the initial condition and the diff usion ...
Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points

Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores (UP4 Institute of Sciences, S.L., 2017)

[EN] In this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second probability density functions of the solution stochastic process ...
Construcción de una cartera inversora para el Banco BBVA, Mapfre e Inditex a partir de datos Intradía

Ruiz Ferrando, Tamara (Universitat Politècnica de València, 2020-08-13)

[ES] En este TFG se construirá un modelo estocástico de carteras financieras en ambiente de incertidumbre para los activos BBVA, Mapfre e Inditex. La dinámica de los subyacentes cotizados se modelizará con ecuaciones ...
Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: A computational approach

Chen Charpentier, Benito Miguel; Cortés López, Juan Carlos; Licea Salazar, Juan Antonio; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores; Santonja, F.; Villanueva Micó, Rafael Jacinto (Elsevier, 2015-03)

Due to errors in measurements and inherent variability in the quantities of interest, models based on random differential equations give more realistic results than their deterministic counterpart. The generalized polynomial ...
Constructing mean square approximations of decomposable space-time uncertainty diffusion models

Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Romero Bauset, José Vicente; Villafuerte, L. (Asian Academic Publisher, 2012)

[EN] In this paper mixed diffusion models under decomposable space-time uncertainty are studied. Existence conditions for constructing a mean square convergent series stochastic solution process are given. Methods for ...
Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme

Calatayud, J.; Cortés, J.-C.; Díaz, J.A.; Jornet, M. (Elsevier, 2020-05)

[EN] We study the random heat partial differential equation on a bounded domain assuming that the diffusion coefficient and the boundary conditions are random variables, and the initial condition is a stochastic process. ...
Dealing with dependent uncertainty in modelling : a comparative study case through the airy equation

Cortés López, Juan Carlos; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores; Villanueva Micó, Rafael Jacinto (Hindawi Publishing Corporation, 2013)

The consideration of uncertainty in differential equations leads to the emergent area of random differential equations. Under this approach, inputs become random variables and/or stochastic processes. Often one assumes ...
Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem

Calatayud, J.; Cortés, J.-C.; Díaz, J.A.; Jornet, M. (Taylor & Francis, 2020-05-18)

[EN] A computational approach to approximate the probability density function of random differential equations is based on transformation of random variables and finite difference schemes. The theoretical analysis of this ...
Desarrollo de un modelo markoviano para el movimiento de subyacentes cotizados. Implementación para activos del IBEX 35

Grau Paches, Miguel (Universitat Politècnica de València, 2017-09-11)

[ES] En el presente trabajo de final de Grado (TFG), se estudiará un modelo de predicción que permita clasificar las acciones o títulos por las probabilidades que estos tengan de variar su comportamiento en tres tipos de ...
Desigualdades para funciones f que satisfacen la ecuación funcional f(x-y)=g(f(x),f(y))

Cortés, J.-C.; CALBO SANJUÁN, GEMA; López Pelayo, Fernando (2002)

[EN] In this article we provide a method in order to generate some numeric inequalities from a special sort of functions f which satisfy identities containing the terms f(x-y), f(x) and f(y), like exponential and trigonometric ...
Determinación analítica de probabilidades de beneficios para estrategias especulativas con productos financieros derivados sintéticos tipo bull/bear spread: teoría y aplicaciones

Rodríguez Rodríguez, Gabriel (Universitat Politècnica de València, 2018-01-10)

[ES] En este Trabajo de Final de Master se propone determinar en forma explícita, bien a través de fórmulas cerradas o en forma tabulada, los beneficios que se pueden obtener mediante la inversión en productos derivados ...
Determinación de carteras dinámicas óptimas para subyacentes cotizados. Aplicación a un caso práctico con datos reales del IBEX-35

Micó Vidal, Arantxa (Universitat Politècnica de València, 2019-10-14)

[ES] El objetivo principal del TFG es crear una cartera de inversión basada en activos subyacentes cotizados de modo que se minimice el riesgo global de la cartera. Para ello se determinarán los pesos de ambos activos que ...
Determining the first probability density function of linear random initial value problems by the Random Variable Transformation (RVT) technique: A comprehensive study

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores (Hindawi Publishing Corporation, 2014)

Deterministic differential equations are useful tools for mathematical modelling. The consideration of uncertainty into their formulation leads to random differential equations. Solving a random differential equation means ...
Diferencias entre contabilidad y fiscalidad en la contabilización del Impuesto sobre beneficios en las empresas según el nuevo Plan General Contable

Alonso Garay, Alberto (Universitat Politècnica de València, 2013-04-18)

[ES] El beneficio fiscal puede diferir del beneficio contable como consecuencia de las diferencias entre los criterios de contabilidad y fiscalidad, unas veces de carácter permanente y otras de carácter temporal, el ...
Distribuciones de probabilidad continuas y ecuaciones diferenciales ordinarias

Cortés López, Juan Carlos; Navarro Quiles, Ana; Sánchez Sánchez, Almudena; Calbo Sanjuán, Gema (Sociedad Puig Adam de Profesores de Matemáticas, 2016-04)

[ES] En este trabajo se presenta una sencilla metodología para introducir algunas funciones de distribución de probabilidad de variables aleatorias continuas estándar como soluciones de ecuaciones diferenciales ordinarias. ...