Fredy Ocaris Pérez Ramírez, MSc.

Projects

Projects per year 2004 2004 2005 2006 2007 2008 2009 2010 2011 2012 2014 2016 2017

• 14 Finished

Projects per year

Search results

• Finished

  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

  • Exchange Rate 100%
  • Econometric Model 100%
  • Exchange Market 50%
  • Market Value 50%
  • Econometric Models 50%

• 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

  • Colombia 100%
  • Acciones 66%
  • COBRA 66%
  • Cargo 33%

• 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

  • Global Security 100%
  • Stockbrokers 100%
  • Market Liquidity 100%
  • Brokerage 100%
  • Design Alternatives 50%

• 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

  • Relevant Components 100%
  • Basel Agreements 100%
  • Banking Supervision 100%
  • Mathematical Intelligence 100%
  • Model Estimation 100%

• 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

  • Quantification Model 100%
  • Retail 100%
  • Financial Entities 50%
  • Cooperative Sector 50%
  • Operational Risk 50%

• 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

  • Volatility Structure 100%
  • Rate Structures 50%
  • Interest Rates 50%
  • Volatility 50%
  • Derivative Instruments 33%

• 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

  • Macroeconomic Variables 100%
  • Electric Power Sector 100%
  • Financial Performance 100%
  • Macroeconomic Variable 100%
  • Market Transformation 50%

• SISTEMA TARIFARIO: Undergraduate enrollment rate system at the university of medellín

  Pérez Ramírez, F. O. (PI) & Álvarez García, R. D. (CoI)

  15/08/08 → 15/05/09

  Project: Research

  • Enrolment Rates 100%
  • Undergraduate Enrollment 100%
  • Liquidation 100%
  • Fare System 66%
  • New Students 33%

• 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

  • Genetic Divergence 100%
  • Genetic Diversity 50%
  • Modern Technologies 50%
  • Colombians 50%
  • Propagation Method 50%

• 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

  • Inflation 100%
  • Business Problems 50%
  • Innovative Tools 50%
  • Financial Management 50%
  • Financial Model 50%

• 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

  • Mercados 100%
  • CuAl 50%

• 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

  • Neural Network Method 100%
  • Credit Portfolio 100%
  • Neural Network 50%
  • Risk Classification 50%
  • Process Document 50%

• 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

  • Neural Network 100%
  • Financial Sector 66%
  • Financial Series 50%
  • Good Decision 33%
  • Programming Algorithm 33%

• 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

  • Limited Dependent Variables 100%
  • Dependent Variable 100%
  • Credit Risk 50%
  • Capital Adequacy 33%
  • Key Risks 33%