Conferencia de Guillem Duran

20 julio, 2017
12:30 pma1:30 pm

Titulo: “Predicción del riesgo de dimisión de un empleado mediante técnicas de Machine Learning y análisis de redes“

Conferenciante: Guillem Duran. Colaborador con United Arab Emirates University (UAEU) y el grupo de investigación CIO “Sistemas dinámicos y aplicaciones”.

Fecha: 20/07/2017, 12:30h

Lugar: Sala de seminarios, Edificio Torretamarit

Resumen: La obtención de métricas para predecir si un empleado va a dimitir de su actual puesto de trabajo es un tema de interés para los departamentos de recursos humanos, debido al coste económico que conlleva una baja inesperada en la plantilla de una empresa. En esta charla analizamos cómo construir modelos predictivos del riesgo de dimisión mediante técnicas de Machine Learning y análisis de redes. Utilizando los datos de la aplicación de MyHappyforce, diseñada para obtener comentarios de los empleados de una empresa, explicaremos el proceso a seguir para construir modelos predictivos del riesgo de dimisión a partir de las interacciones entre los empleados. Durante esta charla empezaremos explicando en qué consiste nuestro dataset, cómo debe de ser procesado, y cuáles son las características más relevantes que pueden observarse al analizar los datos. A continuación, explicaremos cómo se pueden utilizar técnicas de análisis de redes para crear rasgos que permitan cuantificar numéricamente las interacciones entre los empleados, haciendo especial hincapié en la técnica de extracción de grupos llamada Non-negative Matrix Factorization (NMF). Finalmente, analizaremos qué características son las que más influyen a la hora de predecir el riesgo que un empleado tiene de abandonar su puesto de trabajo.

Conferencia de Ana Lozano

14 julio, 2017
10:00 ama12:00 pm

Title: Achieving a sustainable cost efficient business model in banking: The case of European banks

Speaker: Ana Lozano‐Vivas University of Malaga, Spain

Date: 14/07/2017, 10:00h

Location: Sala de Seminarios (Edificio Torretamarit), Universidad Miguel Hernández (Campus de Elche) 

Abstract: Although the business model (BM) is the most fundamental task of the bank’s management to ensure sustained operation and profitability of a bank, it has become a subject of supervisor’s scrutiny due to the recent financial crisis when failing banks were rescued with public funds and supervisors were criticized around the world. Since one of the reasonsfor the financial crisis wasthatsome banks had (and still have) unsustainable BMs, sustainable BMs are, for example, on the top of the ECB’s agenda. Given its relevance, it is important to understand implication that BM characteristics have for bank performance in general and for cost efficiency in particular. Optimizing operating efficiency has become a necessity for the survival of bank. This is one of the top priorities for a bank, especially during times when revenue‐generating opportunities are sub‐optimal. This paper usesthe Herfindahl index to measure how concentrate the bank isin items of the asset, funding or income portfolio. We analyze efficiency of bank BM along three business dimensions, viz., assets, funding and income, for the European Banking Industry. We apply recently developed four component heteroskedastic cost model to investigate effects of three business dimensions to time‐ varying bank cost inefficiency while controlling for bank effects and persistent cost inefficiency. In the proposed model we assume bank‐specific effects and persistent cost inefficiency random and distributed independently and identically across banks but time‐varying cost inefficiency and noise terms are made heteroscedastic in terms of assets, funding and income diversification for each bank. Note that we are interpreting heteroscedasticity of the noise term as risk thereby meaning whether different forms of diversifications are risk enhancing or risk reducing.

Conferencia de Magdalena Kapelko

11 julio, 2017
10:00 ama12:00 pm

Title: Measuring Productivity Change Accounting for Adjustment Costs: Evidence from the Food Industry in the European Union

Speaker: Magdalena Kapelko, Wroclaw University of Economics, Institute of Applied Mathematics, Department of Logistics

Date: 11/07/2017, 10:00h

Location: Sala de Seminarios (Edificio Torretamarit), Universidad Miguel Hernández (Campus de Elche) 

Abstract: This paper extends the measurement of dynamic productivity change over time to provide its full decomposition into economically meaningful components in the Data Envelopment Analysis framework. The dynamic approach accounts for dynamics of production decisions via adjustment costs and is visualized as a dynamic Luenberger productivity change indicator. The paper also estimates the dynamic productivity change and its components for a large dataset of European food companies from 2004 till 2012, grouped into Eastern, Southern, and Western regions. The study reveals three main results. First, the overall trend of dynamic technical regress and positive dynamic technical inefficiency change across almost all regions and sectors was found. Second, some differences for this general pattern were found for the bakery industry and for Eastern European firms. Thirdly, there are also some remarkable changes in indicators observed during the periods related to the financial crisis and the volatility of agricultural commodity prices.

Conferencia de Gloria Fiestras-Janeiro

18 julio, 2017
12:30 pma1:30 pm

Título: Algunos valores para juegos TU como funciones de particiones

Ponente: Gloria Fiestras-Janeiro, Universidad de Vigo

Fecha: 18/07/2017, 12:30h

Lugar: Sala de Seminarios (Edificio Torretamarit), Universidad Miguel Hernández (Campus de Elche) 

Resumen:  Los juegos TU como funciones de particiones son estructuras apropiadas para modelizar las ganancias/costes de una coalición teniendo en cuenta como se organizan el resto de los jugadores. En esta charla revisaremos algunos valores propuestos en la literatura, centrándonos en sus propiedades. En particular, revisaremos el valor de Myerson (Myerson 1977), el valor de Bolger (Bolger 1989), el valor libre de externalidades (de Clippel y Serrano 2008; Do and Norde 2007) y el valor de McQuillin (2009).