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Full-Text Articles in Business

Developing An Instrument To Measure Group Dynamics Awareness: A Mixed Methods Study, John Weng Jan 2024

Developing An Instrument To Measure Group Dynamics Awareness: A Mixed Methods Study, John Weng

Dissertations

In a world that is increasingly volatile, uncertain, complex, and ambiguous, adaptive leaders are needed more than ever. Based on group relations programs developed by the Tavistock Institute, a pedagogy known as case-in-point has recently been brought to prominence and incorporated into leadership development programs. These methods claim to develop systems thinking and individuals’ leadership capacity with little prior empirical research.

This mixed methods exploratory study explored individual awareness of group dynamics, a key outcome in case-in-point programs, and adaptive leadership theory. The goal was to create an instrument to measure awareness of group dynamics: the Group Dynamics Awareness Questionnaire …


The Impacts Of Hype And Competition On The Valuations Of Privately-Held U.S. Software Startups, Karan Sudhir Goel Jan 2024

The Impacts Of Hype And Competition On The Valuations Of Privately-Held U.S. Software Startups, Karan Sudhir Goel

CMC Senior Theses

The impacts of internal conditions on startup valuations have been well studied, but external factors such as market hype and competition have been more restricted to public company valuation research. With soaring valuations in the Generative AI market, an analysis of the relation of hype and competition to startup valuations is timely. I test three hypotheses: (1) More hype about certain business or tech-focused topics is associated with higher valuations for startups operating in those areas (2) More competition is associated with lower valuations for startups (3) The positive effect of hype on valuations is offset by the negative effect …


Una Aproximación A La Causalidad Entre El Consumo De Energía Renovable Y No Renovable, Frente Al Crecimiento Económico: Un Estudio En Países De América Latina Para El Periodo 1990 – 2020, Carlos Andres Gómez Sanguino, Arnaldo José Salgado Ruiz Jan 2024

Una Aproximación A La Causalidad Entre El Consumo De Energía Renovable Y No Renovable, Frente Al Crecimiento Económico: Un Estudio En Países De América Latina Para El Periodo 1990 – 2020, Carlos Andres Gómez Sanguino, Arnaldo José Salgado Ruiz

Maestría en Analítica e Inteligencia de Negocios

Esta investigación analizó el nexo de causalidad entre el consumo de energía renovable, no renovable y el crecimiento económico en cinco países de Latinoamérica durante el periodo de 1990-2020. Con el objetivo de lograr este propósito, se llevaron a cabo una serie de pruebas. En primer lugar, se determinó la naturaleza del panel de datos mediante la prueba de Hausman, que permitió identificar si los efectos eran fijos o aleatorios. Los resultados indicaron que, para los datos analizados, el modelo de efectos fijos era el más apropiado. Una vez establecida la naturaleza del panel, se procedió a la validación de …


An Empirical Study Of The Relationship Between Board Chairperson Activism, Board Gender Diversity, Board Gender Inclusion, And Firm Performance, Phyu Phyu Aung Myint Dec 2023

An Empirical Study Of The Relationship Between Board Chairperson Activism, Board Gender Diversity, Board Gender Inclusion, And Firm Performance, Phyu Phyu Aung Myint

Theses and Dissertations

This dissertation empirically examined the effect of board chairperson activism and board chairperson power on board gender diversity, board gender inclusion, and firm performance using a sample of boards of Fortune 500 firms. Board chairperson activism, in this dissertation context, refers to board chairpersons taking actions such as speaking out on, advocating for, or actively supporting gender equality or women leadership in business. Board gender diversity refers to the gender heterogeneity of directors in the boards whereas board gender inclusion refers to the extent to which women directors are given opportunity to participate and contribute to …


Airbnb Valuation: A Machine Learning Approach, Katherine Wyatt Dec 2023

Airbnb Valuation: A Machine Learning Approach, Katherine Wyatt

Graduate Theses and Dissertations

This thesis uses a geospatially-enhanced, machine learning approach to investigate variations in rental success on the peer-to-peer property sharing website Airbnb.com. Geographic factors, listing attributes and amenities, customer response metrics, and host attributes are included in decision tree modeling to predict the short-term probability of receiving a review. The most important variables in increasing model accuracy are assessed and variations in the importance of these variables investigated using Shapley values.


Psychological Safety And Conflict Management Among Nurse Practitioners In Interprofessional Teams, Scott Faust Nov 2023

Psychological Safety And Conflict Management Among Nurse Practitioners In Interprofessional Teams, Scott Faust

Electronic Theses and Dissertations

This quantitative correlational study explored the relationships between perceived psychological safety, conflict management styles, and perceived conflict management success among nurse practitioners (NPs) operating in interprofessional acute or critical care teams in the United States. Despite existing literature on conflict management and psychological safety, there is a noticeable gap concerning the interplay of these factors, specifically among NPs. A multi-item survey was developed from validated measures to assess psychological safety, conflict management success, and conflict management style. The final sample included 944 NPs. The findings revealed a statistically significant difference in the scores of perceived psychological safety, depending on the …


Strategic Supplier Dynamics And Decision-Making In Supply Chain Management: Exploring Market Segmentation, Copycatting, And Encroachment, Shobeir Amirnequiee Oct 2023

Strategic Supplier Dynamics And Decision-Making In Supply Chain Management: Exploring Market Segmentation, Copycatting, And Encroachment, Shobeir Amirnequiee

Electronic Thesis and Dissertation Repository

In this dissertation, we explore the intricate dynamics of supplier relationships and strategic decision-making within the realm of Operations Management, focusing on the critical aspects of supply chain management. The research consists of three papers, each offering unique insights into supplier dynamics and their implications for manufacturers and businesses.

The first paper presents a robust framework for joint learning of consumer preferences and market segmentation. Leveraging ideas from machine learning and mathematical programming, this framework efficiently segments the customer base and accurately learns preferences without compromising consumer privacy. By optimizing assortment decisions, this approach maximizes profits and offers superior prediction …


Competencies Of Modern Musician Entrepreneurs: The Role Of Digitalization In The Music Industry, Richard A. Rodriguez Aug 2023

Competencies Of Modern Musician Entrepreneurs: The Role Of Digitalization In The Music Industry, Richard A. Rodriguez

Theses and Dissertations

The culture creation industries are undergoing a period of accelerated digitization, globalization, and democratization. The 21st century music industry is bustling with lowered barriers to entry, increased knowledge sharing, and direct to consumer models which have resulted in a gold rush of entrepreneurial opportunities for musicians and increased competition to music firms and superstars. The music industry has been subject to innovative disruption providing valuable insight on the nuances of this paradigm shift for music entrepreneurs and scholars alike. Specifically, I explore competency factors in artist’s journey from musicians to entrepreneurs with successful self-managed careers. Employing Lazear’s Theory of Balanced …


Utilizing New Technologies To Measure Therapy Effectiveness For Mental And Physical Health, Jonathan Ossie May 2023

Utilizing New Technologies To Measure Therapy Effectiveness For Mental And Physical Health, Jonathan Ossie

Dissertations

Mental health is quickly becoming a major policy concern, with recent data reporting increasing and disproportionately worse mental health outcomes, including anxiety, depression, increased substance abuse, and elevated suicidal ideation. One specific population that is especially high risk for these issues is the military community because military conflict, deployment stressors, and combat exposure contribute to the risk of mental health problems.

Although several pharmacological approaches have been employed to combat this epidemic, their efficacy is mixed at best, which has led to novel nonpharmacological approaches. One such approach is Operation Surf, a nonprofit that provides nature-based programs advocating the restorative …


Optimization And Information Problems In Operations, Puping Jiang May 2023

Optimization And Information Problems In Operations, Puping Jiang

Olin Business School Electronic Theses and Dissertations

The main purpose of this dissertation is to study the optimization problems and the value of information in various commercial settings, especially in the emerging platform economy.

Chapter 1, “Data-Driven Asset Selling”. Motivated by online asset selling marketplace business (e.g., used cars and real estate), we formulate a data-driven asset selling dynamic pricing framework which utilizes platforms’ access to customers’ online behavioral data. With mild assumptions on the demand model, careful characterization of the problem structure shows that the model admits some ideal properties that facilitate our regret analysis under our dynamic programming setting. Instead of studying the policy performance …


The Application Of Dynamic Models In Operations Management, Yunzhe Qiu May 2023

The Application Of Dynamic Models In Operations Management, Yunzhe Qiu

Olin Business School Electronic Theses and Dissertations

The dynamic program is a principal method for analyzing stochastic optimization problems. This dissertation studies three operations management problems that arise in the dynamic environment. The principal motivation behind these comes from the applicability in three areas: the agricultural supply chain, the container shipping industry, and supply chain financing. In the first chapter, we consider the hog production industry, where the hog raising farm should decide the selling strategy among several selling options. The farm also faces the uncertain yield of different weights of hogs and spot price volatility from other interactive markets. In the second chapter, we formulate a …


Online Food Delivery Platforn Use By Restaurants, Jessica Felix Martinez May 2023

Online Food Delivery Platforn Use By Restaurants, Jessica Felix Martinez

Open Access Theses & Dissertations

During the COVID-19, many restaurants were forced to adopt online food delivery platforms such as Door Dash, Uber Eats to serve their clientele. In this dissertation, I examine the following research question: what challenges and benefits did restaurant managers consider to adopt online food delivery platforms during the COVID-19 pandemic? To answer this question, I present three essays. In the first essay, I reviewed the existing academic and practitioner literature on the research context, identified the major players in the food delivery industry, and summarized the challenges that restaurants faced during the pandemic. In the second essay, I identified what …


The Role Of The Similarity Between Suppliers' And Buyers' Sustainability Practices In Improving Suppliers' Performance: An Empirical Investigation, Kwanheui Cheon May 2023

The Role Of The Similarity Between Suppliers' And Buyers' Sustainability Practices In Improving Suppliers' Performance: An Empirical Investigation, Kwanheui Cheon

Theses and Dissertations

Sustainability has become an essential component of corporate survival and prosperity. As a result, companies are eager to introduce sustainability to every part of their businesses. In addition, because stakeholders' interest has spread from companies to their entire supply chain, companies must manage their relationships with other supply chain members regarding sustainability. Consequently, there has been an interest in investigating the implementation and management of sustainability along supply chains. However, there are still voids in sustainable supply chain management research. For example, scholars have pointed out the need for research on sustainability from a supplier perspective as opposed to the …


Beyond Boarders For First-Generation Students, Nayeli Ortiz May 2023

Beyond Boarders For First-Generation Students, Nayeli Ortiz

Management Undergraduate Honors Theses

1. Tabeling at TRIO and Multicultural Center events

2. Require academic advisors to have at least one conversation with every student about studying abroad (never assume a student is not interested or unable to go)

3. Overtly feature first-generation study abroad students in social media and Hogs Abroad website.

4. Network interested students with students who have completed study abroad

5. Offer a promotional study-abroad program for first-generation students

6. Promote funding information and add more first-generation specific scholarships


Development Of Modeling Tools To Determine The Effects Of Customer Diversification On Customer Lifetime Value Volatility In Higher Education, Oscar Neal Apr 2023

Development Of Modeling Tools To Determine The Effects Of Customer Diversification On Customer Lifetime Value Volatility In Higher Education, Oscar Neal

Dissertations

As societies become increasingly global the competition for customers continues to increase. In competitive markets, it is important to identify a process to acquire and retain the most profitable customers. To discriminate customers, it is important to understand the value different customers bring to an organization. Much research has been done modeling customer value using customer lifetime value, however, there is limited research on the effect current customer diversity has on future customer lifetime value of future customer portfolios.

In this dissertation, a Lifetime Value Model considering the interaction between customer diversity, revenue management, and customer lifetime value in an …


The Mediating Influence Of Organizational Trust On The Relationship Between Transformational Leadership And Job Satisfaction In The Virtual Workplace, Angela Daniels Mar 2023

The Mediating Influence Of Organizational Trust On The Relationship Between Transformational Leadership And Job Satisfaction In The Virtual Workplace, Angela Daniels

Dissertations

Research has shown how leadership influences job satisfaction and organizational trust in the virtual workplace. With an increasing number of organizations shifting to these work environments, it is essential to study the effect of leadership on virtual workers. Prior studies suggest that leadership behaviors significantly impact job satisfaction (Hacker et al., 2019), and leadership plays a crucial role in inspiring employees to achieve the goals and objectives of the organization in a virtual workplace (Miller, 2020). Specifically, transformational leadership behaviors that shape the mindset and actions of employees are significant (Abelha et al., 2018). This study proposed a mediation model …


The Impact Of Case Management Intervention For Insured Asthma Patients In Louisiana, An Empirical Study, Mohamed Mohamed Ohaiba Mar 2023

The Impact Of Case Management Intervention For Insured Asthma Patients In Louisiana, An Empirical Study, Mohamed Mohamed Ohaiba

LSU Doctoral Dissertations

Asthma is a chronic condition whose symptoms are managed/prevented using medication and interventions. The overarching objective of this study was to evaluate the impact of patients' demographics on case management enrollment and healthcare utilization, as well as to develop machine learning models to predict high-cost patients.

To accomplish these goals, the Man-Whiteness test, the chi-squares test, logistic regression and odds ratios, and machine learning models were implemented. The average cost of the non-enrolled CM group was significantly higher than the enrolled group (p-value .0001). In addition, the non-enrolled groups had considerably more visits to the emergency department than the other …


Why And How Leaders Differentiate?, Srishti Banerjee Mar 2023

Why And How Leaders Differentiate?, Srishti Banerjee

Dissertations and Theses Collection (Open Access)

A key tenet of Leader-Member Exchange (LMX) Theory is that leaders treat followers differently, referred to as leader-member exchange differentiation (LMXD) (Yu et al., 2018). When leaders treat followers differently, they develop a varying quality of relationships within the team referred to as LMX quality (LMXQ). LMXQ has received the vast majority of research with findings being largely consistent that higher quality relationships benefit followers (Yu et al., 2018). In contrast, surprisingly, much less research has focused on how this actual differentiation (LMXD) impacts employee reactions and there are no conclusive findings regarding its effects (Bauer & Erdogan, 2015; Chen …


Humanized Management, Fairness Perception And Health Of Merchant Ecosystem: Driving Mechanisms Of The Digital Age, Zeyong Zhuang Mar 2023

Humanized Management, Fairness Perception And Health Of Merchant Ecosystem: Driving Mechanisms Of The Digital Age, Zeyong Zhuang

Dissertations and Theses Collection (Open Access)

In the era of digital transformation, the competition among individual enterprises has evolved into competition of business ecosystems, and the merchants in shopping malls have evolved from atomistic competition to ecological competition. Therefore, merchants must ensure the health of business ecosystems to establish competitive advantages. This study uses the survey data of merchants in five shopping malls in Guangzhou to empirically test the mechanism of the effect of humanized management on the health of business ecosystems in the context of digital transformation.

The empirical results show that: 1. Humanized management of shopping malls helps to build trust and loyalty, promote …


Exploring Diversity And Depth Of Knowledge, Metacognition, And Individual Ambidexterity, Deddi Tedjakumara Mar 2023

Exploring Diversity And Depth Of Knowledge, Metacognition, And Individual Ambidexterity, Deddi Tedjakumara

Dissertations and Theses Collection (Open Access)

Recent data show that the average lifespan of a company listed in the Standard and Poor's 500 (S&P 500) Index has declined from 32 years in 1965 to 21 years in 2020 (Clark, 2021), and it is estimated that 75% of the companies listed in the S&P 500 today will disappear from the list by 2027 (Hillenbrand, 2019). Organizational theory holds that for a company to be sustainable, it must strike a balance between exploring new possibilities and exploiting old certainties (March, 1991). The ability to manage the tension between exploration and exploitation is important at both organizational and individual …


The Search For Value For New England Skiers, Colin J. Liebert Jan 2023

The Search For Value For New England Skiers, Colin J. Liebert

Honors Theses and Capstones

No abstract provided.


Aplicación De Machine Learning A Un Modelo Tradicional De Prevención Y Detección De Fraude En Entidad Financiera Proyectado A Periodos Trimestrales, Lady Katherine Quintero Acuña Jan 2023

Aplicación De Machine Learning A Un Modelo Tradicional De Prevención Y Detección De Fraude En Entidad Financiera Proyectado A Periodos Trimestrales, Lady Katherine Quintero Acuña

Maestría en Analítica e Inteligencia de Negocios

El fraude contra el sistema financiero ocasiona diversos riesgos económicos, perjuicios a la reputación, costos adicionales, impacto en la economía e implicaciones legales tanto para las entidades bancarias como para sus clientes. Por lo tanto, resulta crucial que las entidades financieras implementen medidas sólidas de seguridad y cumplan con las regulaciones pertinentes a fin de prevenir y detectar el fraude, protegiendo así a sus clientes y preservando su propia integridad financiera. Por este motivo, el enfoque principal del presente proyecto es investigar cómo el aprendizaje automático (Machine Learning) puede complementar el método tradicional de detección de fraudes basado en reglas, …


Análisis De La Influencia De Los Grupos De Eventos Sociales Significativos En Las Donaciones Del Banco De Alimentos De Bogotá En El Periodo 2018 Al 2021, Lina Fernanda Barrantes Velandia Jan 2023

Análisis De La Influencia De Los Grupos De Eventos Sociales Significativos En Las Donaciones Del Banco De Alimentos De Bogotá En El Periodo 2018 Al 2021, Lina Fernanda Barrantes Velandia

Maestría en Analítica e Inteligencia de Negocios

El Banco de Alimentos de Bogotá es una organización sin ánimo de lucro, adscrita a la Arquidiócesis de Bogotá que lleva más de 20 años de labores de gestión social, impactando a población vulnerable en la ciudad y alrededores desde la atención, la alimentación y la reducción de desperdicios, al no poseer actividades comerciales, su solvencia financiera depende de las donaciones que recibe por diferentes medios, dichos ingresos se ven afectados por diferentes factores exógenos, noticias, eventos y acontecimientos que curren de forma nacional como internacional, esto conmueve de forma positiva o negativa la intención de donar de las personas …


El Fraude En El Soat: Desarrollo De Un Análisis Predictivo Basado En Aprendizaje Automático Para La Detección Efectiva De Fraude, Jennifer Amanda Martínez Rivera, Diana Carolina Rodríguez Camacho Jan 2023

El Fraude En El Soat: Desarrollo De Un Análisis Predictivo Basado En Aprendizaje Automático Para La Detección Efectiva De Fraude, Jennifer Amanda Martínez Rivera, Diana Carolina Rodríguez Camacho

Maestría en Analítica e Inteligencia de Negocios

El seguro obligatorio de accidentes de tránsito (SOAT) es un seguro en Colombia que busca brindar protección a las víctimas que resulten afectadas en un accidente de tránsito, en este seguro se ha identificado un aumento preocupante en los casos de fraude que han generado pérdidas económicas y afectaciones en la sostenibilidad del ramo. El fraude consiste en actividades ilícitas realizadas por una o varias personas que buscan la manera obtener algún provecho perjudicando los intereses de otros. En el caso del SOAT, estas actividades ilícitas se clasifican en los diferentes tipos de fraude como son: la venta del SOAT …


Modelo De Variable Instrumental: Una Estimación De Los Efectos De La Competencia Política En La Provisión De Servicios Públicos Municipales En Colombia, Cristina Navarro Pérez Jan 2023

Modelo De Variable Instrumental: Una Estimación De Los Efectos De La Competencia Política En La Provisión De Servicios Públicos Municipales En Colombia, Cristina Navarro Pérez

Maestría en Analítica e Inteligencia de Negocios

En este documento se plantean las bases para la estimación de los efectos de la competencia política en la provisión de servicios públicos domiciliarios locales, con información de corte transversal referente a las elecciones municipales de Colombia efectuadas en los años 2011, 2015 y 2019. Para tal fin y teniendo en cuenta la posible presencia de endogeneidad se implementa la metodología de mínimos cuadrados en dos etapas con datos de corte trasversal para las elecciones de los años 2011, 2015 y 2019, en 958, 880 y 838 municipios de Colombia, respectivamente. La hipótesis cardinal propone que una fuerte competencia política …


El Impacto Del Chatbot En La Caja De Compensación Familiar Compensar A Partir De La Experiencia De Cliente En El Ciclo De Servicio De Vivienda Durante El Año 2021 - 2022, Oscar Hernando Almonacid Zambrano Jan 2023

El Impacto Del Chatbot En La Caja De Compensación Familiar Compensar A Partir De La Experiencia De Cliente En El Ciclo De Servicio De Vivienda Durante El Año 2021 - 2022, Oscar Hernando Almonacid Zambrano

Maestría en Analítica e Inteligencia de Negocios

La presente investigación tuvo como objetivo general determinar el impacto del chatbot en la Caja de Compensación Familiar Compensar, a partir de la experiencia de los clientes durante el ciclo de servicio de vivienda durante el periodo comprendido entre los años 2021 y 2022. Para ello, se empleó una metodología de corte transversal, con un enfoque cuantitativo y un diseño no experimental. La técnica de encuesta fue aplicada, obteniendo resultados de una muestra específica de 360 individuos, seleccionados de una población total de 5683 personas, que interactuaron con el chatbot de la Caja de Compensación Familiar Compensar en el ciclo …


Análisis Relacional Entre Las Peticiones, Quejas Y Reclamos (Pqrs) Y La Portabilidad Numérica En Las Operadoras Móviles En Colombia Durante El Período Comprendido Entre Enero De 2020 A Diciembre De 2022, Lina María González Ortiz, Nohora Beatriz Corredor Castellanos Jan 2023

Análisis Relacional Entre Las Peticiones, Quejas Y Reclamos (Pqrs) Y La Portabilidad Numérica En Las Operadoras Móviles En Colombia Durante El Período Comprendido Entre Enero De 2020 A Diciembre De 2022, Lina María González Ortiz, Nohora Beatriz Corredor Castellanos

Maestría en Analítica e Inteligencia de Negocios

El sector de las comunicaciones es uno de los más importantes del país teniendo en cuenta la forma en la que ha crecido el número de suscriptores, así como la cobertura y las características de sus servicios. De acuerdo con las cifras que se consolidaron en el marco de la presente investigación, a medida que los suscriptores crecen, crecen también las reclamaciones realizadas por los mismos y las motivaciones de las reclamaciones se hacen más diversas en la medida en la que los entes de regulación establecen reglas de protección para los usuarios. La presente investigación tiene como propósito principal …


Mayor Índice De Accidentalidad En Bogotá A Través De Un Modelo De Machine Learning, Paola Andrea Triana Niño Jan 2023

Mayor Índice De Accidentalidad En Bogotá A Través De Un Modelo De Machine Learning, Paola Andrea Triana Niño

Maestría en Analítica e Inteligencia de Negocios

En los últimos años, la Organización Mundial de la Salud ha manifestado que los accidentes de tránsito, podría considerarse como un problema de salud pública con el pasar del tiempo, dado los altos índices de accidentalidad y su tendencia creciente (Alarcón D. et al. 2018). Aun cuando a nivel mundial se ha trabajado con entereza para lograr la reducción de la accidentalidad en las calles, se evidencia que factores como el nivel educativo de peatones y conductores, el género, los estilos de conducción y el desconocimiento o mal interpretación de las señales de tránsito tienen alta influencia o tienden a …


Análisis De Reseñas De Huéspedes Por Medio De Procesamiento De Lenguaje Natural Como Factor De Apoyo En La Toma De Decisiones Para Cadenas De Hoteles, Andres Felipe Franco, Camilo González Sulvarado Jan 2023

Análisis De Reseñas De Huéspedes Por Medio De Procesamiento De Lenguaje Natural Como Factor De Apoyo En La Toma De Decisiones Para Cadenas De Hoteles, Andres Felipe Franco, Camilo González Sulvarado

Maestría en Analítica e Inteligencia de Negocios

El sector turístico ha sido indudablemente uno de los sectores más importantes para la industria colombiana en los últimos años, aportando hasta el 3,78% del PIB del país para el año 2017 (Ministerio de Comercio, Industria y Turismo, 2022). Sin embargo, este sector también fue uno de los más golpeados por las restricciones de viaje a consecuencia de la pandemia, donde los números de visitantes extranjeros y nacionales cayeron a niveles antes insospechados y la participación de este sector en la economía bajó a niveles del 1,2% para 2020 y 1,7% para 2021 (Departamento Administrativo Nacional de Estadística, 2023). Por …


Comparación De Los Modelos Arimax-Egarch, Svec Y Redes Neuronales Para Identificar Los Determinantes Que Inciden En El Pronóstico De La Trm Colombiana De 2010 A 2022, Maira Alejandra Daza González, Tatiana Fonseca Camargo Jan 2023

Comparación De Los Modelos Arimax-Egarch, Svec Y Redes Neuronales Para Identificar Los Determinantes Que Inciden En El Pronóstico De La Trm Colombiana De 2010 A 2022, Maira Alejandra Daza González, Tatiana Fonseca Camargo

Maestría en Analítica e Inteligencia de Negocios

Esta Investigación llevó a cabo una comparación exhaustiva entre tres modelos predictivos: SVEC, ARIMAX-EGARCH y redes neuronales, con el objetivo de determinar el impacto de la inclusión de variables cualitativas asociadas a variables económicas en la predicción de la tasa de cambio en Colombia a partir de del comparativo de los modelos anteriormente mencionados para el periodo (2010-2022). Tras realizar el análisis se encontró a través de los valores de AIC que la mejor metodología para pronosticar la (TRM) es el ARIMAX-EGARCH diario y que las variables dummy tienen un impacto positivo que mejora la predictibilidad del modelo escogido.