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    Item type:Publication,
    Un modelo de minimización de costos de mantenimiento de equipo médico mediante lógica difusa
    (2019)
    Cabrera Llanos, Agustín Ignacio
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    ;
    Cruz Aranda, Fernando 
    This paper presents an algorithm based on fuzzy logic that models a Maintenance Management Plan of Medical Equipment, this is developed in three stages: In the first one, a functional inventory is generated, following the protocols recommended by the WHO and information of each team. In the second, three priority attention protocols are attached, used to select the diffuse system membership functions. In the third, a family of scenarios is generated by Monte Carlo simulation, calculating the degreeof fuzzy maintenance priority for the equipment. The results achieve that the equipment selection of the annual maintenance plan is carried out guaranteeing the availability of the priority equipment. In this article, the application of the Fennigkoh-Smith algorithms and the Wang-Levenson algorithm are improved by placing the ambiguity of the diffuse structure, making the selection of the medical equipment incorporate the range of possibilities that exist when selected in an arbitrary manner. An area of opportunity consists of incorporating a process of optimization of equipment maintenance costs with a budgetary restriction. It is concluded that the system shown is friendly and robust for the purposes proposed.
    Scopus© Citations 3  28  1
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    Item type:Publication,
    Historical identification and forecast values of IBEX 35 & IPC financial indices using differential neural networks
    (2012) ;
    Cabrera Llanos, Agustín Ignacio
    One of the main objectives of quantitative analysis in Finance is to be able to make accurate forecasts of prices and yields from financial assets, the question is to find reliable methods and techniques to perform properly such forecasts. In the early 1990 ́s while pursuing better results the use of artificial neural networks (ANN) started, this technique was only used as a tool of monitoring and description of values, but later it evolved into a way of forecasting the behavior of economic and financial variables, achieving promising results. In this paper we present one of the first applications in finance of the Differential Neural Networks (DNN), we use that to carry out two processes: the description of daily closing values of financial index IBEX 35 (Madrid Stock Exchange) and the IPC index (Mexican Stock Exchange), both from January 3, 2000 to January 20, 2012. Later, we perform the forecast of daily closing values of these indices from January 23 to February 17, 2012. The results obtained in the description and forecast of the closing values of both indices were excellent, which makes it extremely attractive to continue the study of this methodology to carry out these forecasts.
      15  1
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    Item type:Publication,
    Project Valuation of a Distribution Centre of an Auxiliary Rail Freight Terminal: Using Real Options with Fuzzy Logic and Binomial Trees
    (2016)
    Cruz Aranda, Fernando 
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    ;
    Cabrera Llanos, Agustín Ignacio
    This paper presents the financial evaluation of the extension of an auxiliary rail freight terminal to integrate it to a logistics platform (LP). This investment phase is focused on building a distribution center (CEDI), as part of a comprehensive project of high commercial and strategic impact for Mexico. The project evaluation is done using binomial trees for the valuation of an American type real call option, incorporating the expected volatility over the expected cash flows, in order to determine the benefit of postponing the project three years. In addition, to complement this real option valuation, we incorporate the fuzzy logic theory in the process of assigning probabilities to the branches of tree. The value of the American type real call option to postpone the project three years is 30.37% of investment, while the value of real option, using fuzzy logic is 29.94% of investment, this is a better result. © 2016, ASERS Publishing House. All rights reserved.
      35  2
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    Item type:Publication,
    Reversión a la media en las series de precios reales del petróleo en México
    (2019)
    Ramírez Sánchez, José Carlos 
    ;
    Cruz Aranda, Fernando 
    ;
    Cabrera Llanos, Agustín Ignacio
    El objetivo de este documento es mostrar la existencia de un patrón de reversión a la media en la serie de precios reales del petróleo exportado por México al continente Americano, durante el período comprendido entre Enero de 1999 y Junio de 2017. Con ese fin adaptamos una ecuación en diferencias estocástica a la serie de precios de la variedad Maya para hacer pronósticos dentro y fuera de la muestra, con una ventana de seis y doce meses. Los principales resultados obtenidos muestran que, en efecto, hay una reversión a la media de largo plazo en los precios inicialmente supuestos como racionales. Otras pruebas estadísticas confirman que esta reversión a la media es persistente en virtud de que los shocks producidos sobre los precios reales no involucran cambios permanentes.
    Scopus© Citations 1  15  1
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    Euro exchange rate forecasting with differential neural networks with an extended tracking procedure
    (2016) ;
    Cabrera Llanos, Agustín Ignacio
    ;
    Venegas-Martínez, Francisco
    This paper develops a new kind of non-parametrical artificial neural network useful to forecast exchange rates. We departure from the Differential Neural Networks (DNN) framework and extend the tracking procedure. Under this approach, we examine daily closing exchange rates of Euro against US dollar, Japanese yen and British pound. With our proposal, extended DNN or EDNN, we perform the tracking procedure from February 15, 1999, to August 31, 2013, and, subsequently, the forecasting procedure from September 2 to September 13, 2013. The accuracy of the obtained results is remarkable, since the error percentage in the forecasting period varies from 0.001.
    Scopus© Citations 1  34  2