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2,363 results on '"Mendoza, Carlos"'

7. Contracubierta

Author

Mendoza, Carlos Guzmán and Rosero, Luis Fernando Trejos

Published
2018

10. A modo de prólogo

Author

Mendoza, Carlos Guzmán and Rosero, Luis Fernando Trejos

Published
2018

12. Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information

Author

François, Pascal, Gauthier, Geneviève, Godin, Frédéric, and Mendoza, Carlos Octavio Pérez

Subjects
Quantitative Finance - Risk Management, Computer Science - Machine Learning, Quantitative Finance - Computational Finance
Abstract

We present a dynamic hedging scheme for S&P 500 options, where rebalancing decisions are enhanced by integrating information about the implied volatility surface dynamics. The optimal hedging strategy is obtained through a deep policy gradient-type reinforcement learning algorithm, with a novel hybrid neural network architecture improving the training performance. The favorable inclusion of forward-looking information embedded in the volatility surface allows our procedure to outperform several conventional benchmarks such as practitioner and smiled-implied delta hedging procedures, both in simulation and backtesting experiments.

Published
2024

13. Is the difference between deep hedging and delta hedging a statistical arbitrage?

Author

François, Pascal, Gauthier, Geneviève, Godin, Frédéric, and Mendoza, Carlos Octavio Pérez

Subjects
Quantitative Finance - Computational Finance, Quantitative Finance - Risk Management
Abstract

The recent work of Horikawa and Nakagawa (2024) claims that under a complete market admitting statistical arbitrage, the difference between the hedging position provided by deep hedging and that of the replicating portfolio is a statistical arbitrage. This raises concerns as it entails that deep hedging can include a speculative component aimed simply at exploiting the structure of the risk measure guiding the hedging optimisation problem. We test whether such finding remains true in a GARCH-based market model, which is an illustrative case departing from complete market dynamics. We observe that the difference between deep hedging and delta hedging is a speculative overlay if the risk measure considered does not put sufficient relative weight on adverse outcomes. Nevertheless, a suitable choice of risk measure can prevent the deep hedging agent from engaging in speculation.

Published
2024

25. 'They Are Not Mixing with Others': Finnish Lecturers' Perspectives on International Students' (Mis-)Encounters in Higher Education

Author

Mendoza, Carlos, Dervin, Fr, Yuan, Mei, and Layne, Heidi

Abstract

Purpose: Meeting "others," especially so-called "local" students, is usually seen as a sign of success for intercultural learning and integration in research on study abroad and internationalization of higher education. Previous studies have focused on how international students themselves describe their (mis-)encounters. In this article, the authors consider lecturers' voices about this phenomenon. Lecturers have an influence on the students' experiences since they spend a lot of time together in and outside class. Design/Approach/Methods: Using a thematic analysis and social network analysis of interview data with lecturers, and a critical perspective toward the dichotomy of "local" versus "international" students, a university in Finland, a popular destination thanks to its positive image in global education, serves as a case study. Findings: The article identifies privileges, limits, and (missed) opportunities of encounters, as shared by the lecturers in focus group discussions. Furthermore, the lecturers created hierarchies in the way they described the encounters between different kinds of students. Some signs of pluralizing both local and international students were also found in some lecturers' discourses. Originality/Value: The article ends with recommendations for institutions regarding the lecturers' problematic role of gatekeepers in student encounters and the limiting categories used in institutions of higher education to refer to students.

Published
2022
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26. Climate change impacts on maize and dry bean yields of smallholder farmers in Honduras

Author

MENDOZA, Carlos O., GIGENA, Rubén, and DÍAZ-AMBRONA, Carlos G. H.

Subjects
Central America, Crop Simulation model, CropSyst, Food security, Subsistence, Subtropical, Social Sciences
Abstract

The rotation maize and dry bean provides the main food supply of smallholder farmers in Honduras. Crop model assessment of climate change impacts (2070–2099 compared to a 1961–1990 baseline) on a maize–dry bean rotation for several sites across a range of climatic zones and elevations in Honduras. Low productivity systems, together with an uncertain future climate, pose a high level of risk for food security. The cropping systems simulation dynamic model CropSyst was calibrated and validated upon field trail site at Zamorano, then run with baseline and future climate scenarios based upon general circulation models (GCM) and the ClimGen synthetic daily weather generator. Results indicate large uncertainty in crop production from various GCM simulations and future emissions scenarios, but generally reduced yields at low elevations by 0 % to 22 % in suitable areas for crop production and increased yield at the cooler, on the hillsides, where farming needs to reduce soil erosion with conservation techniques. Further studies are needed to investigate strategies to reduce impacts and to explore adaptation tactics.

Published
2013

31. Guías de Práctica Clínica para el tratamiento del lupus eritematoso sistémico del Colegio Mexicano de Reumatología. Actualización 2024

Author

Andrade-Ortega, Lilia, Xibillé-Friedmann, Daniel, Galarza-Delgado, Dionicio A., Saavedra, Miguel Ángel, Alvarez-Nemegyei, José, Amigo-Castañeda, Mary-Carmen, Fragoso-Loyo, Hilda, Gordillo-Huerta, María Vanessa, Irazoque-Palazuelos, Fedra, Jara-Quezada†, Luis Javier, Merayo-Chalico, Javier, Portela-Hernández, Margarita, Sicsik-Ayala, Sandra, Abud-Mendoza, Carlos, Alpizar-Rodriguez, Deshire, Amaya-Estrada, José Luis, Barragán-Navarro, Yaneth R., Carrillo-Vázquez, Sandra M., Castro-Colín, Zully, Cruz-Álvarez, Luis Javier, Durán-Barragán, Sergio, Esquivel-Valerio, Jorge A., Gamez-Nava, Jorge Iván, García-García, Conrado, Gonzalez-Lopez, Laura, Hadid-Smeke, Jaime, Hernández-Bedolla, Alina, Hernández-Cabrera, María Fernanda, Herrera-VanOostdam, David A., Horta-Baas, Gabriel, Iturbide-Escamilla, Alberto E., Muñoz-Lopez, Sandra, Pacheco-Tena, Cesar, Pérez-Cristóbal, Mario, Pimentel-Leon, Rafael R., Pinto-Ortiz, Mercedes, Ramos-Sánchez, María Azucena, Sandoval-Cabrera, Diana V., Santana de Anda, Karina, Silveira, Luis H., and Barile-Fabris, Leonor A.

Published
2024
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34. 'Integration Is Not a One-Way Process': Students Negotiating Meanings of Integration and Internationalization at Home (IaH) in Finnish Higher Education

Author

Mendoza, Carlos, Dervin, Fr, and Layne, Heidi

Abstract

Internationalization at home (IaH) policies in higher education institutions (HEIs) are rarely negotiated with and by students. Therefore, students' takes on such policies could be missed opportunities for HEIs. This qualitative study investigates international and local students' negotiations and meaning-making of integration and IaH as stated by institutional policies. The data consist of online forum entries and reports from small group discussions between 40 students in English medium master's programs in Finland (Europe). The key concepts of ideology and imaginary serve as entries into data analysis, which consists of enunciative discourse analysis. The findings indicate a perceived hierarchy of mutual but not equal integration between university staff, local and international students. Furthermore, the categories of 'international as guests' and 'local students as hosts' are challenged by the participants. Local students are considered as 'guests with more privilege' and international students as 'guests with less opportunities'. The responsibility to achieve IaH goals is perceived to be unequally distributed among these actors. Practical implications include reconsidering the categories of 'international' and 'local' students and how IaH policies could share the responsibilities to achieve their goals more equally among students and staff.

Published
2023
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35. Near Optimal VNF Placement in Edge-Enabled 6G Networks

Author

De Mendoza, Carlos Ruiz, Bakhshi, Bahador, Zeydan, Engin, and Mangues-Bafalluy, Josep

Subjects
Computer Science - Networking and Internet Architecture
Abstract

Softwarization and virtualization are key concepts for emerging industries that require ultra-low latency. This is only possible if computing resources, traditionally centralized at the core of communication networks, are moved closer to the user, to the network edge. However, the realization of Edge Computing (EC) in the sixth generation (6G) of mobile networks requires efficient resource allocation mechanisms for the placement of the Virtual Network Functions (VNFs). Machine learning (ML) methods, and more specifically, Reinforcement Learning (RL), are a promising approach to solve this problem. The main contributions of this work are twofold: first, we obtain the theoretical performance bound for VNF placement in EC-enabled6G networks by formulating the problem mathematically as a finite Markov Decision Process (MDP) and solving it using a dynamic programming method called Policy Iteration (PI). Second, we develop a practical solution to the problem using RL, where the problem is treated with Q-Learning that considers both computational and communication resources when placing VNFs in the network. The simulation results under different settings of the system parameters show that the performance of the Q-Learning approach is close to the optimal PI algorithm (without having its restrictive assumptions on service statistics). This is particularly interesting when the EC resources are scarce and efficient management of these resources is required., Comment: This version of the paper is submitted to ICIN 2022

Published
2021

36. Zeros of quasi-paraorthogonal polynomials and positive quadrature

Author

Bultheel, Adhemar, Cruz-Barroso, Ruymán, and Mendoza, Carlos Díaz

Subjects
Mathematics - Numerical Analysis, 65D32, 30C10, 33C47
Abstract

In this paper we illustrate that paraorthogonality on the unit circle $\mathbb{T}$ is the counterpart to orthogonality on $\mathbb{R}$ when we are interested in the spectral properties. We characterize quasi-paraorthogonal polynomials on the unit circle as the analogues of the quasi-orthogonal polynomials on $\mathbb{R}$. We analyze the possibilities of preselecting some of its zeros, in order to build positive quadrature formulas with prefixed nodes and maximal domain of validity. These quadrature formulas on the unit circle are illustrated numerically.

Published
2021

38. Update of the guidelines for the pharmacological treatment of rheumatoid arthritis by the Mexican College of Rheumatology 2023

Author

Abud-Mendoza, Carlos, Aceves-Ávila, Francisco Javier, Arce-Salinas, César Alejandro, Álvarez Nemegyei, José, Barile-Fabris, Leonor, Durán-Barragán, Sergio, Flores-Alvarado, Diana Elsa, Hernández-Núñez, Eufrates, Irazoque-Palazuelos, Fedra, Moctezuma-Ríos, José Francisco, Pascual-Ramos, Virginia, Portela-Hernández, Margarita, Silveira, Luis Humberto, Andrade-Ortega, Lilia, Barrera-Vargas, Ana, Carrillo-Vázquez, Sandra, Castro-Colin, Zully, Cuevas-Orta, Enrique, Flores-Suárez, Luis Felipe, Guaracha-Basáñez, Guillermo Arturo, Hernández-Cabrera, María Fernanda, de Jesús Hernández-Galarza, Iván, Herrera-vanOostdam, David Alejandro, Lobato-Belmonte, Adriana Concepción, Martínez-Martínez, Laura Aline, Martínez-Martínez, Marco Ulises, Medrano-Ramírez, Gabriel, Merayo-Chalico, Francisco Javier, Meza-López y Olguín, Graciela, Olan, Francisco, Peña-Santos, Genaro, Ramos-Remus, César, Reyes-Cordero, Greta, Rivera-Terán, Vijaya, Rojas-Serrano, Jorge, Serna-Peña, Griselda, Sicsik-Ayala, Sandra, Sifuentes-Cantú, César Armando, Vega-Morales, David, Villaseñor-Ovies, Pablo, Xibillé-Friedmann, Daniel, and Pacheco-Tena, César

Published
2024
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39. Actualización de las Guías para el Tratamiento Farmacológico de la Artritis Reumatoide del Colegio Mexicano de Reumatología 2023

Author

Abud-Mendoza, Carlos, Aceves-Ávila, Francisco Javier, Arce-Salinas, César Alejandro, Álvarez Nemegyei, José, Barile-Fabris, Leonor, Durán-Barragán, Sergio, Flores-Alvarado, Diana Elsa, Hernández-Núñez, Eufrates, Irazoque-Palazuelos, Fedra, Moctezuma-Ríos, José Francisco, Pascual-Ramos, Virginia, Portela-Hernández, Margarita, Silveira, Luis Humberto, Andrade-Ortega, Lilia, Barrera-Vargas, Ana, Carrillo-Vázquez, Sandra, Castro-Colin, Zully, Cuevas-Orta, Enrique, Flores-Suárez, Luis Felipe, Guaracha-Basáñez, Guillermo Arturo, Hernández-Cabrera, María Fernanda, Hernández-Galarza, Iván de Jesús, Herrera-vanOostdam, David Alejandro, Lobato-Belmonte, Adriana Concepción, Martínez-Martínez, Laura Aline, Martínez-Martínez, Marco Ulises, Medrano-Ramírez, Gabriel, Merayo-Chalico, Francisco Javier, Meza-López y Olguín, Graciela, Olan, Francisco, Peña-Santos, Genaro, Ramos-Remus, César, Reyes-Cordero, Greta, Rivera-Terán, Vijaya, Rojas-Serrano, Jorge, Serna-Peña, Griselda, Sicsik-Ayala, Sandra, Sifuentes-Cantú, César Armando, Vega-Morales, David, Villaseñor-Ovies, Pablo, Xibillé-Friedmann, Daniel, and Pacheco-Tena, César

Published
2024
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40. Estrategias para cubrir la demanda insatisfecha en una f\'abrica alimenticia

Author

Mendoza, Carlos, Gutiérrez, Francisco, Leo, Rodrigo, and Rebollo, Héctor

Subjects
Mathematics - Optimization and Control, Electrical Engineering and Systems Science - Systems and Control
Abstract

Supply shortage could be a serios problem in production facilities, and an accurate diagnosis of its cause is crucial for its solution. This work presents a case study for determining a solution by means of a nonlinear programming model., Comment: 6 pages, in Spanish, 2 figures

Published
2021

41. Photovoltaic Energy for Mobility and Building Operation in Unconditioned Equatorial Households: A Case of Study in Quito

Author

Vaca-Jiménez, Santiago, López-Vega, Anthony, Naranjo-Mendoza, Carlos, Ordóñez, Freddy, Kacprzyk, Janusz, Series Editor, Gomide, Fernando, Advisory Editor, Kaynak, Okyay, Advisory Editor, Liu, Derong, Advisory Editor, Pedrycz, Witold, Advisory Editor, Polycarpou, Marios M., Advisory Editor, Rudas, Imre J., Advisory Editor, Wang, Jun, Advisory Editor, Robles-Bykbaev, Vladimir, editor, Mula, Josefa, editor, and Reynoso-Meza, Gilberto, editor

Published
2023
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