Browsing by Autor "Rafael Bautista"

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A Method to Estimate the Primordial Power Spectrum from Cosmic Microwave Background Data
(IOP Publishing, 1996) Rafael Bautista; Sergio Torres
A precise determination of the primordial spectrum of matter density fluctuations at superhorizon scales is essential to understanding large-scale structure in the universe. Attempts to constrain or obtain the primordial spectrum using data on cosmic microwave background (CMB) anisotropies have relied on statistical and correlation analyses that assume a power-law spectrum. We propose a method to derive P(k) directly from the CMB angular power spectrum that does not presuppose the need to know anything about its functional form. The method consists of a direct inversion of the Sachs-Wolfe formula. Using this new analysis technique and COBE data, we obtain an empirical P(k) that (1) supports a power-law parameterization and (2) has an amplitude and spectral index consistent with previous analyses of the same data. We obtain for the spectral index n = 1.52±0.4 when the second-year COBE data are used and n = 1.22±0.3 using the 4 year data set.
A methodology for temperature option pricing in the equatorial regions
(Taylor & Francis, 2021) Sergio Cabrales; Rafael Bautista; Isabella Madiedo; María Galindo
Weather derivatives are financial instruments that can be used by organizations or individuals to hedge risks associated with adverse weather conditions. Weather conditions can directly decrease profits by affecting the volume of sales or costs. This paper develops a methodology for temperature option pricing in equatorial regions. In this approach, temperature is forecast by combining deterministic and stochastic models. We find that forecasting daily temperature with a model that combines a truncated third-order Fourier series with a mean reversion stochastic process proves the most accurate for pricing the options. The methodology is calibrated with data gathered in Bogotá, Colombia, using Monte Carlo simulations.
Die Notwendigkeit, das humanistische Management im Licht von Covid-19 neu zu konzeptualisieren
(2025) J.A. Barrera; Rafael Bautista; Gustavo González