Isabel Cristina Garcia Arboleda

• Master of Science
• PhD Student at Ruhr University Bochum

Global warming and climate change have far-reaching effects on our planet and have become the defining issues of our time. As one of the main polluters on the planet, the construction industry has a major role to play in terms of environmental impact reduction practices. This work intends to contribute to combat those serious impacts on the environ...

La valoración de opciones y en gran medida el mercado de derivados financieros requiere de una óptima estimación de la volatilidad, ya que justamente ésta es la variable que se negocia. Se presenta entonces una metodología estadística para la estimación del parámetro de volatilidad para un activo, usando métodos propios del enfoque Bayesiano. Para...

Global warming and climate change have far-reaching effects on our planet and have become the defining issues of our time. As one of the main polluters on the planet, the construction industry has a major role to play in terms of environmental impact reduction practices. This work intends to contribute to combat those serious impacts on the environ...

Electricity use varies with the weather as changes in temperature and humidity affect the demand for space heating and cooling. The residential end-use sector has the largest seasonal variance with significant spikes in demand every summer and winter. Electricity demand is subject to fluctuations on a seasonal basis, across the week, and during the...

Electricity use varies with the weather as changes in temperature and humidity affect the demand for space heating and cooling. The residential end-use sector has the largest seasonal variance with significant spikes in demand every summer and winter. Electricity demand is subject to fluctuations on a seasonal basis, across the week, and during the...

We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic. The asymptotic distribution of this test can be derived from a functional central limit theorem for two-sample U...

We discuss theoretical properties and estimation of continuous-time ARMA (CARMA) processes, which are driven by a stable Lévy process. Such processes are very useful in a continuous-time linear stationary set-up: they have a simi-lar structure as the widely used ARMA models, and provide all advantages of a continuous-time model. As an application w...