Financial Engineering Research Group (GINIF)

Vega Gutiérrez, J. A. (PI), Botero Hernandez, B. A. (PI), Hidalgo Montoya, C. A. (PI), Marin Rodriguez, N. J. (PI), Betancurt Zanabria, Ó. D. (Research Assistant (Master's Student)), Arango Molano, L. V. (Research Assistant (Undergraduate Student)), Varela Quirós, A. M. (Research Assistant (Undergraduate Student)), Suaza Muñoz, Á. M. (Research Assistant (Undergraduate Student)), Marín Ribón, J. E. (Research Assistant (Master's Student)), Giraldo, L. O. (Research Assistant (Doctoral Student)), Díaz Córdoba, Y. C. (Research Assistant (Undergraduate Student)), Perdomo Valenzuela, F. J. (Research Assistant (Undergraduate Student)), Arriaga Gil, E. C. (Research Assistant (Undergraduate Student)), Hernández Martínez, J. (Research Assistant (Undergraduate Student)), Hernández Correa, S. (Research Assistant (Undergraduate Student)), Corrales Hoyos, J. (Research Assistant (Undergraduate Student)), Largo Cocunubo, D. F. (Research Assistant (Master's Student)), Madrid Muñoz, V. (Research Assistant (Undergraduate Student)), Garcés Gómez, Z. C. (Research Assistant (Undergraduate Student)), Paz, P. S. (Research Assistant (Master's Student)), Gutiérrez Munevar, A. I. (Research Assistant (Master's Student)), MUÑOZ CANO, F. A. (Research Assistant (Master's Student)), Giraldo, L. O. (Research Assistant (Master's Student)), Hurtado Osorno, M. I. (Research Assistant (Master's Student)), VÁSQUEZ ATENCIO, W. L. (Research Assistant (Undergraduate Student)), Llano Cortés, J. A. (Research Assistant (Undergraduate Student)), Díaz Salas, C. (Research Assistant (Undergraduate Student)) & Marín Ribón, J. E. (Research Assistant (Undergraduate Student))

3/09/20 → 30/09/23

Project: Research

Development of a financial software for the simulation of investment portfolios in the colombian capital market

Arango Arango, M. A. (PI)

15/07/19 → 30/01/20

Project: Innovation

Coomedal: Estructuración de un sistema de administración de riesgos integral en la cooperativa coomedal

Murillo Gómez, J. G. (PI), Arias Serna, M. A. (CoI), Bedoya Londoño, D. A. (CoI) & Montes Gómez, L. F. (CoI)

1/07/16 → 30/04/18

Project: Innovation

SOSTENIBILIDAD ISAGEN COLCIENCIAS: Design of a new measurement system for the monitoring and control of sustainability performance in the case of hydroelectric power generation of isagen - colciencias

Polanco López De Mesa, J. A. (PI), Botero Hernandez, B. A. (CoI), Isaza Cuervo, F. (CoI), Montes Gómez, L. F. (CoI), POSADA MONSALVE, S. L. (CoI), ROJAS BETANCUR, J. C. (CoI), Ramírez Atehortúa, F. H. (CoI), CEBALLOS ARBOLEDA, J. (Research Assistant (Doctoral Student)) & Otálvaro Barco, M. (Research Assistant (Master's Student))

18/05/16 → 18/05/19

Project: Research

BAFP EAR: Analysis of the evolution of operational risk in the banking sector and pension funds in colombia: an application from the ear

Bedoya Londoño, D. A. (PI), JARAMILLO GONZÁLEZ, D. C. (CoI), LONDOÑO MÁRQUEZ, M. C. (CoI), ROLDÁN ARROYAVE, T. M. (CoI), RÚA PÉREZ, V. (CoI), VAHOS ZULETA, F. C. (CoI), VALDÉZ BETANCUR, D. (CoI), VÉLEZ MOLINA, D. (CoI) & ZAPATA DURANGO, M. C. (CoI)

26/01/16 → 31/10/17

Project: Research

Ciclo y tendencia energía: Valuation of energy investment project in the context of cycles and economic trends of the energy market

Arango Arango, M. A. (PI) & GIL TABORDA, C. (CoI)

26/01/16 → 31/01/18

Project: Research

Activos Intangibles y valoración de empresas: Economic contribution of intangible assets to the value of the company

Arroyave Cataño, E. T. (PI), Gómez Restrepo, Á. M. (CoI) & Isaza Cuervo, F. (CoI)

26/01/16 → 31/01/20

Project: Research

Modelo econométrico: Econometric model for the daily projection of the exchange rate market price (cop / usd) for servicios nutresa sas

Guzmán Aguilar, D. S. (PI), FERNÁNDEZ DUQUE, A. I. (CoI), Guzmán Aguilar, D. S. (CoI), Marin Rodriguez, N. J. (CoI), Pérez Ramírez, F. O. (CoI) & ÁLVAREZ OROZCO, D. (CoI)

26/01/16 → 5/12/17

Project: Research

Rentafija: Models for the valuation of fixed income financial instruments in colombian financial entities

Fernández Castaño, H. (PI), Bedoya Guisao, J. F. (CoI), CASTRO SIERRA, J. A. (CoI), MOLINA SIERRA, L. F. (CoI) & Montes Gómez, L. F. (CoI)

26/01/16 → 12/12/17

Project: Research

Mapa de riesgo: Mapa de riesgo universidad de medellín

Murillo Gómez, J. G. (PI), Bedoya Londoño, D. A. (CoI), GALLO CARO, A. (CoI), HERRERA CORREA, Á. M. (CoI) & Murillo Gómez, J. G. (CoI)

7/04/14 → 2/10/17

Project: Research

VaR y derivados: Cálculo de var para diferentes derivados vigentes en colombia

Pérez Ramírez, F. O. (PI), Guzmán Aguilar, D. S. (CoI) & Pérez Ramírez, F. O. (CoI)

16/01/14 → 12/07/16

Project: Research

Sistemas inteligentes Fase II: Model for evaluating credit applications using smart systems phase ii

Murillo Gómez, J. G. (PI)

1/02/13 → 1/06/21

Project: Research

Global Securities: Model of quantification of market risk and liquidity risk. case study: global securities sa stockbroker

Pérez Ramírez, F. O. (PI), CASTAÑO SEPÚLVEDA, G. (CoI), COLORADO CARDONA, L. (CoI), COLORADO GIRALDO, L. (CoI), ECHEVERRY ARISTIZABAL, S. (CoI), ESTRADA VERA, E. (CoI), Castaño, H. F. (CoI), GRANADA GÓMEZ, S. (CoI), GÓMEZ, L. M. (CoI), HOYOS LÓPEZ, M. (CoI), LÓPEZ CADAVID, L. (CoI), PÉREZ PINEDA, P. A. (CoI), QUINTERO CORREA, N. (CoI), TORO LOPEZ, E. T. (CoI), TOVAR NARANJO, A. G. (CoI) & USECHE, C. M. (CoI)

1/08/12 → 2/10/17

Project: Research

Riesgo de liquidez: Liquidity risk quantification model for the cooperativa financiera de antioquia

Murillo Gómez, J. G. (PI), ATEHORTUA GRANADOS, J. A. (CoI), Arias Serna, M. A. (CoI), ESCALANTE ORDOÑEZ, M. S. (CoI), Kleine, C. (CoI), MONTOYA RAMÍREZ, G. F. (CoI), VELEZ MARIN, D. (CoI), ZAPATA MUÑETON, V. (CoI) & Montes Gómez, L. F. (Research Assistant (Undergraduate Student))

1/02/12 → 11/07/13

Project: Research

Riesgo de contraparte CFA: Counterpart model for the cooperativa financiera de antioquia

Murillo Gómez, J. G. (PI), ATEHORTUA GRANADOS, J. A. (CoI), Guzmán Aguilar, D. S. (CoI), MONTOYA RAMÍREZ, G. F. (CoI), Murillo, S. (CoI), Montes Gómez, L. F. (CoI) & VELEZ MARIN, D. (CoI)

1/02/12 → 22/07/13

Project: Research

Valoración de activos intangibles: Valuation of intangible assets of the area of research of the udem

Arroyave Cataño, E. T. (PI), ALVAREZ GALEANO, M. A. (CoI), BOLÍVAR OSORIO, K. V. (CoI), BOUCKENOOGHE JARAMILLO, A. (CoI), CARDONA CANO, L. F. (CoI), Gómez Restrepo, Á. M. (CoI), MONSALVE ARISTIZABAL, L. M. (CoI), MONTOYA DUQUE, N. (CoI) & ÁLZATE CHAVARRÍA, J. P. (CoI)

1/07/11 → 14/12/15

Project: Research

Construction of models to estimate the level of provisions expected for a financial institution

Pérez Ramírez, F. O. (PI), AGUIRRE RESTREPO, J. (CoI), ESPINOSA GÓMEZ, C. M. (CoI), GÓMEZ GIL, M. E. (CoI), LOPERA ALVAREZ, I. C. (CoI), LÓPEZ TAMAYO, A. F. (CoI), RIOS RODRIGUEZ, P. M. (CoI) & ROMERO ALVAREZ, Y. (CoI)

16/02/11 → 16/08/12

Project: Research

Infraestructura pública: Real options in the valuation of investment projects in public infrastructure

Montes Gómez, L. F. (PI), ARANGO URIBE, S. (CoI), DIOSA PALACIO, M. F. (CoI), Castaño, H. F. (CoI), FRANCO ESCOBAR, D. (CoI), GRANADA GÓMEZ, S. (CoI), HENAO CASTAÑO, V. M. (CoI), Montes Gómez, L. F. (CoI), OCAMPO GIRALDO, V. (CoI), PEREZ DIEZ, E. (CoI) & QUICENO OSORIO, E. (CoI)

16/02/11 → 1/09/16

Project: Research

Energías alternativas: Evaluation of alternative energy projects through real options and clean development mechanisms

Isaza Cuervo, F. (PI), Gómez Restrepo, Á. M. (CoI), LONDOÑO CÉSPEDES, V. (CoI), ORTIZ RODRIGUEZ, J. A. (CoI), QUINTERO QUINTERO, M. D. C. (CoI), TORO LOPEZ, E. T. (CoI) & ZAPATA MADRID, A. (CoI)

9/02/11 → 9/02/13

Project: Research

Empirical validation of the underlying hypotheses in the temporary structure of the interest rate for the colombian case, 1998-2009

Ramírez Atehortúa, F. H. (PI), ATEHORTUA GRANADOS, J. A. (CoI), Arango Arango, M. A. (CoI), MEJIA CÁRDENAS, L. A. (CoI), Marin Rodriguez, N. J. (CoI), Montes Gómez, L. F. (CoI) & Ramírez Atehortúa, F. H. (CoI)

17/01/11 → 17/02/12

Project: Research

CFA: Operational risk quantification model in personal banking and retail banking, commercial banking.institutional activities and non-financial activities for the financial cooperative of antioquia

Murillo Gómez, J. G. (PI), Kleine, C. (CoI), Suarez Suarez, H. (Research Assistant (Master's Student)) & MEJÍA JARAMILLO, N. (Research Assistant (Undergraduate Student))

23/08/10 → 9/05/12

Project: Research

Capital intelectual FAC: Valuation of intellectual capital in the colombian air force: that of cacom5

Arango Arango, M. A. (PI), Arroyave Cataño, E. T. (CoI), Gómez Restrepo, Á. M. (CoI), HERNÁNDEZ BETANCUR, J. D. (CoI), MONSALVE GÓMEZ, T. (CoI), SOTO ARANGO, D. (CoI) & Arango Arango, A. P. (Research Assistant (Undergraduate Student))

10/08/10 → 5/12/12

Project: Research

Opciones reales energía: An approach to the valuation of projects of generation of thermal energy by means of mineral coal in colombia through real options

Arango Arango, M. A. (PI), ARROYAVE OSPINA, S. (CoI), Arango Arango, M. A. (CoI), Arroyave Cataño, E. T. (CoI) & HERNÁNDEZ BETANCUR, J. D. (CoI)

12/07/10 → 2/10/17

Project: Research

Riesgo operativo: Quantification model operational risk for the personal banking and retail line for financial entities of the cooperative sector

Murillo Gómez, J. G. (PI), GÓMEZ MÉNDEZ, L. M. (CoI), KEPES TORRES, P. A. (CoI), Murillo Gómez, J. G. (CoI), POSADA QUIROZ, C. (CoI), Pérez Ramírez, F. O. (CoI), SUAREZ SUAREZ, H. (CoI), TAMAYO GIL, L. J. (CoI), Torres Arias, J. J. (CoI) & VÉLEZ LONDOÑO, A. (CoI)

26/02/10 → 14/07/16

Project: Research

Cópulas: Measurement of financial contagion in latin america under the copulas approach

Fernández Castaño, H. (PI), ARROYAVE GARCÍA, A. (CoI), CASAS HERNÁNDEZ, V. D. (CoI), DIOSA PALACIO, M. F. (CoI), Castaño, H. F. (CoI), GÓMEZ MÉNDEZ, L. M. (CoI), MONTOYA SALDARRIAGA, J. E. (CoI), Marin Rodriguez, N. J. (CoI), OSPINA TORO, D. (CoI), TAMAYO GIL, L. J. (CoI), TOBÓN FERNÁNDEZ, C. (CoI) & VALENCIA GARCÍA, J. A. (CoI)

9/02/10 → 12/12/11

Project: Research

Ordenes estocásticos: Stochastic orders, risk measures and stochastic programming

Sánchez Zuleta, C. C. (PI) & MORALES CASTRO, L. F. (CoI)

18/01/10 → 2/07/14

Project: Research

Estructuras de volatilidad: Volatility structures and interest rate structures

Pérez Ramírez, F. O. (PI), GONZÁLEZ RESTREPO, S. (CoI), NIEBLES TABARES, L. C. (CoI) & SEPÚLVEDA, M. A. (CoI)

18/01/10 → 2/10/17

Project: Research

CENTRAL DE ABASTOS: Organizational study of the supply centers in colombia: situational analysis central mayorista de antioquia; a case study

Noreña Betancur, H. E. (PI), CAUSIL GARCIA, C. (CoI), GIRALDO MORENO, A. (CoI), GUERRA MUÑOZ, S. (CoI), Noreña Betancur, H. E. (CoI) & RENDÓN GIRALDO, W. (CoI)

19/01/09 → 31/07/09

Project: Research

Variables macroeconómicas: Modeling and forecasting of macroeconomic variables to evaluate the financial performance of the electric power sector in colombia

Fernández Castaño, H. (PI), BOTERO MORENO, A. (CoI), GARCÍA GIRALDO, S. A. (CoI), GIRALDO COLORADO, R. J. (CoI), GRAJALES CORREA, C. A. (CoI), MOSQUERA ANDRADE, J. L. (CoI), Ortega Oliveros, G. A. (CoI) & Pérez Ramírez, F. O. (CoI)

16/01/09 → 16/01/10

Project: Research

CFAR: Analysis and assessment of financial risk (cfar) in an investment project through real options

Arango Arango, M. A. (PI), ARANGO RESTREPO, A. M. (CoI), ARBELÁEZ ZAPATA, J. C. (CoI), Arango Arango, M. A. (CoI), Arroyave Cataño, E. T. (CoI), DUQUE GIL, L. F. (CoI), FRANCO ARANGO, C. (CoI), HERNÁNDEZ BETANCUR, J. D. (CoI), MADRID ARROYAVE, D. (CoI), MEJÍA JARAMILLO, N. (CoI), MEZA CANO, V. E. (CoI), MORENO CORTÉS, E. (CoI), Montes Gómez, L. F. (CoI), SUAREZ SUAREZ, H. (CoI) & URIBE ESTRADA, J. H. U. E. (CoI)

16/01/09 → 25/03/11

Project: Research

Sistemas Inteligentes: Credit allocation model: an application of intelligent systems

Franco Arbelaez, L. C. (PI), Arbelaez, L. C. F. (CoI), PALACIO OSORIO, M. (CoI), SALAZAR RUIZ, J. A. (CoI) & SALDARRIAGA CANO, L. A. (CoI)

1/08/08 → 15/07/10

Project: Research

Valoración de contratos: Valuation of operating lease contracts through real options

Arango Arango, M. A. (PI), ALZATE ARIZMENDY, A. M. (CoI), ARBELÁEZ ZAPATA, J. C. (CoI), CARDONA DIAZ, J. E. (CoI), CARVAJAL VALENCIA, G. (CoI), COBOS TAFUR, C. E. (CoI), ESPINOSA CERVERA, L. F. (CoI), GOMEZ SALAZAR, E. A. (CoI), LONDOÑO SOLORZANO, L. C. (CoI), MARTÍNEZ ESCOBAR, S. (CoI), MEJIA VELEZ, A. (CoI), OCHOA RAMÍREZ, J. (CoI), Ramírez Atehortúa, F. H. (CoI), TORRES MARULANDA, J. E. (CoI) & ZULUAGA GARCES, I. C. (CoI)

1/02/08 → 6/05/09

Project: Research

VAR: Implementation of methodologies for calculating value at risk (var) for a typical colombian portfolio

Pérez Ramírez, F. O. (PI), BOTERO MORENO, A. (CoI), BUITRAGO ZAPATA, Y. (CoI), Castaño, H. F. (CoI), Arbelaez, L. C. F. (CoI), GRAJALES CORREA, C. A. (CoI), HERRERA HERNÁNDEZ, C. (CoI), JIMÉNEZ VÉLEZ, C. (CoI), KEPES TORRES, P. A. (CoI), PINEDA AGUDELO, A. (CoI), REBAGE GALLO, P. A. (CoI), RÍOS ZAPATA, S. (CoI) & TORRES GALLEGO, S. (CoI)

7/08/07 → 25/04/17

Project: Research

Tasas de interés e inflación: Methodologies for estimating the analysis of structures with terms of interest rates and inflation

Restrepo Tobon, D. A. (PI), ARBELÁEZ ZAPATA, J. C. (CoI), CARDONA GIL, V. (CoI), GONZALEZ GÓMEZ, J. S. (CoI), GRAJALES CORREA, C. A. (CoI), JARAMILLO DELGADO, D. M. (CoI), MEJIA VELEZ, A. (CoI) & Pérez Ramírez, F. O. (CoI)

1/01/07 → 24/04/08

Project: Research

Curvas de rendimiento: Análisis de curvas de rendimiento en le mercado de deuda pública y corporativa en colombia

Ramírez Atehortúa, F. H. (PI), ACEVEDO MALDONADO, J. A. (CoI), BARAJAS LOPEZ, J. D. (CoI), CANO ARANGO, J. D. (CoI), CARDONA GIL, V. (CoI), GONZALEZ GÓMEZ, J. S. (CoI), JARAMILLO DELGADO, D. M. (CoI), MORALES PUERTA, C. C. (CoI) & RESTREPO TOBON, D. A. (CoI)

23/01/06 → 5/11/08

Project: Research

Riesgo operacional: Comprehensive analysis on operational risk modeling: an application for a commission firm.

Zuluaga Diaz, F. I. (PI), BETANCUR CAÑOLA, C. A. (CoI), DIAZ ZAPATA, J. A. (CoI), Arbelaez, L. C. F. (CoI), GIRALDO ARIAS, L. M. (CoI) & Murillo Gómez, J. G. (CoI)

23/01/06 → 29/07/08

Project: Research

Modelación de volatilidad : Modelación de la volatilidad condicional heteroscedastica de series de tiempo

Pérez Ramírez, F. O. (PI), ARENAS AGUILAR, L. A. (CoI), CARDONA HERNANDEZ, V. (CoI), CARTAGENA SALAZAR, A. M. (CoI), CONGOTE ROLDÁN, J. D. (CoI), Castaño, H. F. (CoI), JIMENEZ LÓPEZ, D. A. (CoI), LOPERA ALVAREZ, I. C. (CoI), MENDOZA FRANCO, L. F. (CoI), POSADA GUTIÉRREZ, M. L. (CoI), VALLEJO MORANTE, A. F. (CoI), VASQUEZ SOLÓRZANO, C. A. (CoI), ZAPATA CUARTAS, C. L. (CoI), ZAPATA GONZÁLEZ, A. C. (CoI), ZULUAGA DIAZ, F. I. (CoI) & González Restrepo, S. (Research Assistant (Undergraduate Student))

23/01/06 → 25/04/17

Project: Research

Impacto factores financieros: A study on the impact of financial factors on investment decisions at the firm level.

Zuluaga Diaz, F. I. (PI), ESCOBAR GALLO, H. (CoI), Arbelaez, L. C. F. (CoI) & LOZADA GAVIRIA, C. T. (CoI)

24/01/05 → 2/10/17

Project: Research

SCORING: Classification of risk in credit portfolios applying neural network methodology

Fernández Castaño, H. (PI), GIL ZAPATA, M. M. (CoI) & Pérez Ramírez, F. O. (CoI)

24/01/05 → 1/12/17

Project: Research

Redes Neuronales: Prediction of financial series from neural networks

Estrada Jiménez, L. M. (PI), Castaño, H. F. (CoI), GALLEGO SIERRA, T. (CoI), GIL ZAPATA, M. M. (CoI), HIDROBO JIMÉNEZ, C. M. (CoI), JARAMILLO GIRALDO, E. (CoI), OSORIO PAVONY, A. M. (CoI), Pérez Ramírez, F. O. (CoI), SALAZAR DUQUE, M. V. (CoI), TOBÓN CASTAÑEDA, C. (CoI) & USMA CORREA, D. M. (CoI)

21/07/04 → 1/12/17

Project: Research

Variable dependiente limitada: Quantification of credit risk using models with limited dependent variables

Fernández Castaño, H. (PI), CUARTAS PALACIO, N. (CoI), HINCAPIE CUERVO, F. D. J. (CoI), LOPEZ MUNOZ, S. L. (CoI), MARADEY ANGARITA, K. M. (CoI), MARTÍNEZ, J. C. (CoI), MURIEL ALZATE, N. (CoI), Murillo Gómez, J. G. (CoI), Pérez Ramírez, F. O. (CoI), RESTREPO ARENAS, J. (CoI) & VÉLEZ PELÁEZ, A. (CoI)

15/01/04 → 30/10/07

Project: Research

Cálculo de riesgo financiero: Validation and definition of calculation methodology of risk factors and capital value, in portfolios of financial goods for the colombian market

Ortiz, L. A. (PI), HERRERA CANAS, C. A. (CoI), MEZA CANO, V. E. (CoI), URIBE SEGURA, J. J. (CoI), ZAPATA CUARTAS, C. L. (CoI), Herrera Canas, C. A. (Research Assistant (Undergraduate Student)), ZAPATA CUARTAS, C. L. (Research Assistant (Undergraduate Student)) & MEZA CANO, V. E. (Research Assistant (Undergraduate Student))

15/01/04 → 1/06/20

Project: Research

Valoración de acciones: Equity investment risk valuation model in colombia

Franco Arbelaez, L. C. (PI), BETANCUR CAÑOLA, C. A. (CoI) & HINCAPIÉ VARGAS, G. E. (CoI)

27/11/03 → 1/12/17

Project: Research

Modelo de supervivencia: Construction of a survival model for life insurance in colombia

Guerra Correa, J. M. (PI), ARISTIZÁBAL BERRÍO, D. M. (CoI), Arbelaez, L. C. F. (CoI), GIRALDO DUQUE, E. M. (CoI), MARTÍNEZ ACOSTA, Y. C. (CoI), MARÍN RAMÍREZ, D. M. (CoI) & YEPES LONDONO, J. J. (CoI)

16/09/02 → 28/04/17

Project: Research

DELFOS: Potential behavior of the u. de m. in terms of financial, academic and regulatory as the basis for the development of the future strategic development plan

Hincapie Cuervo, F. D. J. (PI) & Murillo Gómez, J. G. (CoI)

30/07/02 → 1/03/06

Project: Research

Financial Engineering Research Group (GINIF)

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