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Los resultados demuestran la validez del enfoque, que se muestra consistente a lo largo de los distintos experimentos llevados a cabo con carteras de diferentes tamaños, suministrando evidencias de conocidos efectos como la diversificación o el salto de volatilidad.0Doctoral Thesis6872<a class="citation_author_name" title="Navegar por nombre de Autor de Vizcaíno González, Marcos" href="/fez/list/author/Vizcaíno González, Marcos/">Vizcaíno González, Marcos</a>. (<span class="citation_date">2015</span>). <i><a class="citation_title" title="Click para ver : Monte Carlo simulation for investment portfolio rebalancing" href="/fez/view/bibliuned:masterMatavanz-Mvizcaino">Monte Carlo simulation for investment portfolio rebalancing</a></i> Master Thesis, <span class="citation_publisher">Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias</span>Recordmaster TesisPublishedMatemáticasUniversidad Nacional de Educación a Distancia (España). Facultad de CienciasVizcaíno González, MarcosMoreno González, Carlos Antoniobibliuned:masterMatavanz-Mvizcainohttp://e-spacio.uned.es/fez/view/bibliuned:masterMatavanz-MvizcainospaVizcaino_Gonzalez_Marcos_TFM.pdfpresmd_Vizcaino_Gonzalez_Marcos_TFM.xmlbibliuned:masterMatavanzbibliuned:Settrabajosfindemasterbibliuned:SetopenaireMáster Universitario en Matemáticas Avanzadas (UNED)Set de items trabajo fin de másterSet de openaireVizcaíno GonzálezacceptedVersion1.301975334232010-09-23T00:00:00Z2872014-09-04T23:19:27Z2015-10-21T07:03:47ZPath integral Monte Carlo simulations for rigid rotors and their application to waterbibliuned:DptoCTFQ-FCIE-MODELICO-1045In this work the path integral formulation for rigid rotors, proposed by M¨user and Berne [Phys. Rev. Lett. 77, 2638 (1996)], is described in detail. It is shown how this formulation can be used to perform Monte Carlo simulations of water. Our numerica06252<a class="citation_author_name" title="Navegar por nombre de Autor de Noya, Eva G." href="/fez/list/author/Noya, Eva G./">Noya, Eva G.</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Sesé, Luis M." href="/fez/list/author/Sesé, Luis M./">Sesé, Luis M.</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Ramírez, Rafael" href="/fez/list/author/Ramírez, Rafael/">Ramírez, Rafael</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de McBride, Carl" href="/fez/list/author/McBride, Carl/">McBride, Carl</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Conde, M. M." href="/fez/list/author/Conde, M. M./">Conde, M. M.</a> y <a class="citation_author_name" title="Navegar por nombre de Autor de Vega, Carlos" href="/fez/list/author/Vega, Carlos/">Vega, Carlos</a> . (<span class="citation_date">2010</span>) <a class="citation_title" title="Click para ver : Path integral Monte Carlo simulations for rigid rotors and their application to water" href="/fez/view/bibliuned:DptoCTFQ-FCIE-MODELICO-1045">Path integral Monte Carlo simulations for rigid rotors and their application to water</a>. RecordArtículo de revistaPublishedFísicaQuímicaTaylor and FrancisNoya, Eva G.Sesé, Luis M.Ramírez, RafaelMcBride, CarlConde, M. M.Vega, Carloshttp://e-spacio.uned.es/fez/view/bibliuned:DptoCTFQ-FCIE-MODELICO-1045bibliuned:DptoCTFQ-FCIE-MODELICO-1045engDocumento.pdfbibliuned:DptoCTFQ-FCIE-MODELICObibliuned:Setopenairebibliuned:Setarticulobibliuned:SetFundersProyecto Investigación MODELICO-CM (Modelización y Simulación de Sistemas Complejos) P-2009/ESP-1691Set de openaireSet de artículoSet de proyectos financiadoshttp://creativecommons.org/licenses/by-nc-nd/4.0Licencia Creative CommonsNoyaAcceso abierto1.102602234232013-06-28T00:00:00Z5032014-09-04T23:19:27ZPath integral Monte Carlo study of quantum-hard sphere solidsbibliuned:DptoCTFQ-FCIE-MODELICO-1040A path integral study of the fcc, hcp, and bcc quantum hard-sphere solids is presented. Ranges of
densities within the interval of reduced de Broglie wavelengths 0.2 * 0.8 B ≤ λ ≤ have been
analyzed using Monte Carlo simulations with Cao-Berne propagator. Energies, pressures, and
structural quantities (pair radial correlation functions, centroid structure factors, and Steinhardt
order parameters) have been computed. Also, applications of the Einstein crystal technique (J.
Chem. Phys. 126, 164508 (2007)) have been made to compute the free energies of the fcc and
hcp solids. Some technical points related to the latter technique are discussed, and it is shown
that these calculations produce consistent results with increasing sample sizes. The fluid-solid
(fcc and hcp) equilibria have been studied, thus completing prior work by this author on the
fluid-fcc equilibrium. Within the accuracy attained no significant differences between the relative
stabilities of the fcc and hcp lattices have been detected. The bcc case stands apart from the other
two lattices, as the simulations lead either to irregular lattices (two types) that keep some traces
of bcc-memory, or to spontaneous transitions to hcp-like lattices. The latter transitions make
manifestly clear the potential repercussions that the quantum hard-sphere behavior can have on
solid-solid equilibria at low temperatures in real systems (e.g. helium).
Versión Pre-print06822<a class="citation_author_name" title="Browse by Author Name for Sesé, Luis M." href="/fez/list/author/Sesé, Luis M./">Sesé, Luis M.</a> . (<span class="citation_date">2013</span>) <a class="citation_title" title="Click to view : Path integral Monte Carlo study of quantum-hard sphere solids" href="/fez/view/bibliuned:DptoCTFQ-FCIE-MODELICO-1040">Path integral Monte Carlo study of quantum-hard sphere solids</a>. RecordArtículo de revistaPublishedhttp://udcdata.info/027739Físicahttp://udcdata.info/029653QuímicaAmerican Institute of Physics (AIP)Sesé, Luis M.bibliuned:DptoCTFQ-FCIE-MODELICO-1040bibliuned:DptoCTFQ-FCIE-MODELICO-1040engDocumento.pdfbibliuned:DptoCTFQ-FCIE-MODELICObibliuned:Setopenairebibliuned:SetarticuloProyecto Investigación MODELICO-CM (Modelización y Simulación de Sistemas Complejos) P-2009/ESP-1691Set de openaireSet de artículohttp://creativecommons.org/licenses/by-nc-nd/4.0Licencia Creative CommonsSeséAcceso abierto0.917890134232022-03-16T00:00:00Z92024-02-01T06:26:24Z2024-02-01T07:55:52ZMelting in two-dimensional systems: Characterizing continuous and first-order transitionsbibliuned:DptoFF-FCIE-Articulos-Jealvarellos-0003The mechanisms underlying the melting process in bidimensional systems have been widely studied by means of experiments, theory, and simulations since Kosterlitz, Thouless, Halperin, Nelson, and Young elaborated the KTHNY theory. In the framework of this theory, melting is produced by two continuous transitions mediated by the unbinding of local defects and the appearance of an intermediate phase between solid and liquid, called “hexatic.” There are also other competing theories that could explain this process, as, e.g., the formation of grain boundaries (lines of defects), which lead to a first-order transition. In this paper, simulations of systems interacting via the Lennard Jones 6–12 and Morse potentials using the Metropolis Monte Carlo method in the NVT ensemble have been performed to study the effect of the potential shape in the melting process. Additionally, truncated Morse potentials (with only a repulsive part) have been used to investigate the effect of the long-range interactions. Transitions from solid to hexatic phases were found to be continuous for all potentials studied, but transitions from hexatic to liquid phases were found to be either continuous or first order, depending on the thermodynamic conditions and the potential interaction selected, suggesting that melting can be triggered by different mechanisms, like grain boundary formation or defect unbinding. We find that the ratio of defects at the liquid-hexatic or liquid-coexistence phase transitions could determine the nature of these transitions and the mechanism underlying the melting process. The effect of the interaction of particles with their first- and second-nearest neighbors is also discussed.0232<a class="citation_author_name" title="Navegar por nombre de Autor de Toledano, Óscar" href="/fez/list/author/Toledano, Óscar/">Toledano, Óscar</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Pancorbo, M." href="/fez/list/author/Pancorbo, M./">Pancorbo, M.</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Alvarellos, J. E." href="/fez/list/author/Alvarellos, J. E./">Alvarellos, J. E.</a> y <a class="citation_author_name" title="Navegar por nombre de Autor de Gálvez, Óscar" href="/fez/list/author/Gálvez, Óscar/">Gálvez, Óscar</a> . (<span class="citation_date">2022</span>) <a class="citation_title" title="Click para ver : Melting in two-dimensional systems: Characterizing continuous and first-order transitions" href="/fez/view/bibliuned:DptoFF-FCIE-Articulos-Jealvarellos-0003">Melting in two-dimensional systems: Characterizing continuous and first-order transitions</a>. RecordArtículo de revistaPublishedFísicaAmerican Physical SocietyToledano, ÓscarPancorbo, M.Alvarellos, J. E.Gálvez, ÓscarPHYSICAL REVIEW Bbibliuned:DptoFF-FCIE-Articulos-Jealvarellos-0003http://e-spacio.uned.es/fez/view/bibliuned:DptoFF-FCIE-Articulos-Jealvarellos-0003103engAlvarellos_Bermejo_Jose_E_MeltingTwo_dimension.pdfpresmd_Alvarellos_Bermejo_Jose_E_MeltingTwo_dimension.xml2469-9969bibliuned:DptoFF-FCIE-Articulosbibliuned:Setarticulobibliuned:SetopenaireDepartamento de Física Fundamental (UNED). ArtículosSet de artículoSet de openaireToledanoAcceso abierto10.1103/PhysRevB.103.0941070.561350834232018-12-11T00:00:00Z62024-02-07T03:57:21Z2024-02-07T03:57:21ZA two-dimensional multiple-choice model accounting for omissionsbibliuned:DptoMCC-FPSI-Articulos-Rschames-0001This paper presents a new two-dimensional Multiple-Choice Model accounting for Omissions (MCMO). Based on Thissen and Steinberg multiple-choice models, the MCMO defines omitted responses as the result of the respondent not knowing the correct answer and deciding to omit rather than to guess given a latent propensity to omit. Firstly, using a Monte Carlo simulation, the accuracy of the parameters estimated from data with different sample sizes (500, 1,000, and 2,000 subjects), test lengths (20, 40, and 80 items) and percentages of omissions (5, 10, and 15%) were investigated. Later, the appropriateness of the MCMO to the Trends in International Mathematics and Science Study (TIMSS) Advanced 2015 mathematics and physics multiple-choice items was analyzed and compared with the Holman and Glas' Between-item Multi-dimensional IRT model (B-MIRT) and with the three-parameter logistic (3PL) model with omissions treated as incorrect responses. The results of the simulation study showed a good recovery of scale and position parameters. Pseudo-guessing parameters (d) were less accurate, but this inaccuracy did not seem to have an important effect on the estimation of abilities. The precision of the propensity to omit strongly depended on the ability values (the higher the ability, the worse the estimate of the propensity to omit). In the empirical study, the empirical reliability for ability estimates was high in both physics and mathematics. As in the simulation study, the estimates of the propensity to omit were less reliable and their precision varied with ability. Regarding the absolute item fit, the MCMO fitted the data better than the other models. Also, the MCMO offered significant increments in convergent validity between scores from multiple-choice and constructed-response items, with an increase of around 0.02 to 0.04 in R2 in comparison with the two other methods. Finally, the high correlation between the country means of the propensity to omit in mathematics and physics suggests that (1) the propensity to omit is somehow affected by the country of residence of the examinees, and (2) the propensity to omit is independent of the test contents0282<a class="citation_author_name" title="Navegar por nombre de Autor de Schames Kreitchmann, Rodrigo" href="/fez/list/author/Schames Kreitchmann, Rodrigo/">Schames Kreitchmann, Rodrigo</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Abad, Francisco José" href="/fez/list/author/Abad, Francisco José/">Abad, Francisco José</a> y <a class="citation_author_name" title="Navegar por nombre de Autor de Ponsoda, Vicente" href="/fez/list/author/Ponsoda, Vicente/">Ponsoda, Vicente</a> . (<span class="citation_date">2018</span>) <a class="citation_title" title="Click para ver : A two-dimensional multiple-choice model accounting for omissions" href="/fez/view/bibliuned:DptoMCC-FPSI-Articulos-Rschames-0001">A two-dimensional multiple-choice model accounting for omissions</a>. RecordArtículo de revistaPublishedPsicologíaLa versión registrada de este artículo, publicado por primera vez en Frontiers in Psychology Vol. 9: 2540, está disponible en línea en el sitio web del editor: Frontiers Media, https://doi.org/10.3389/fpsyg.2018.02540Frontiers MediaSchames Kreitchmann, RodrigoAbad, Francisco JoséPonsoda, VicenteFrontiers in Psychologybibliuned:DptoMCC-FPSI-Articulos-Rschames-0001http://e-spacio.uned.es/fez/view/bibliuned:DptoMCC-FPSI-Articulos-Rschames-00019engSCHAMES_KREITCHMANN_Rodrigo_A_two-dimensional.pdfpresmd_SCHAMES_KREITCHMANN_Rodrigo_A_two-dimensional.xml1664-1078bibliuned:DptoMCC-FPSI-Articulosbibliuned:Setarticulobibliuned:SetopenaireDepartamento de Metodología de las Ciencias del Comportamiento (UNED). ArtículosSet de artículoSet de openairehttps://creativecommons.org/licenses/by/4.0/Licencia Creative CommonsSchames KreitchmannAcceso abiertohttps://doi.org/10.3389/fpsyg.2018.025400.5124361534232023-04-27T00:00:00Z52024-02-07T07:43:51Z2024-02-07T07:43:51ZExploring Approaches for Estimating Parameters in Cognitive Diagnosis Models with Small Sample Sizesbibliuned:DptoMCC-FPSI-Articulos-Rschames-0005Cognitive diagnostic models (CDMs) are increasingly being used in various assessment contexts to identify cognitive processes and provide tailored feedback. However, the most commonly used estimation method for CDMs, marginal maximum likelihood estimation with Expectation–Maximization (MMLE-EM), can present difficulties when sample sizes are small. This study compares the results of different estimation methods for CDMs under varying sample sizes using simulated and empirical data. The methods compared include MMLE-EM, Bayes modal, Markov chain Monte Carlo, a non-parametric method, and a parsimonious parametric model such as Restricted DINA. We varied the sample size, and assessed the bias in the estimation of item parameters, the precision in attribute classification, the bias in the reliability estimate, and computational cost. The findings suggest that alternative estimation methods are preferred over MMLE-EM under low sample-size conditions, whereas comparable results are obtained under large sample-size conditions. Practitioners should consider using alternative estimation methods when working with small samples to obtain more accurate estimates of CDM parameters. This study aims to maximize the potential of CDMs by providing guidance on the estimation of the parameters.0242<a class="citation_author_name" title="Navegar por nombre de Autor de Sorrel, Miguel A." href="/fez/list/author/Sorrel, Miguel A./">Sorrel, Miguel A.</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Escudero, Scarlett" href="/fez/list/author/Escudero, Scarlett/">Escudero, Scarlett</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Nájera, Pablo" href="/fez/list/author/Nájera, Pablo/">Nájera, Pablo</a>, <a class="citation_author_name" title="Navegar por nombre de Autor de Schames Kreitchmann, Rodrigo" href="/fez/list/author/Schames Kreitchmann, Rodrigo/">Schames Kreitchmann, Rodrigo</a> y <a class="citation_author_name" title="Navegar por nombre de Autor de Vázquez-Lira, Ramsés" href="/fez/list/author/Vázquez-Lira, Ramsés/">Vázquez-Lira, Ramsés</a> . (<span class="citation_date">2023</span>) <a class="citation_title" title="Click para ver : Exploring Approaches for Estimating Parameters in Cognitive Diagnosis Models with Small Sample Sizes" href="/fez/view/bibliuned:DptoMCC-FPSI-Articulos-Rschames-0005">Exploring Approaches for Estimating Parameters in Cognitive Diagnosis Models with Small Sample Sizes</a>. RecordArtículo de revistaPublishedPsicologíaLa versión registrada de este artículo, publicado por primera vez en Psych 2023, 5(2), 336–349, está disponible en línea en el sitio web del editor: MDPI, https://doi.org/10.3390/psych5020023MDPISorrel, Miguel A.Escudero, ScarlettNájera, PabloSchames Kreitchmann, RodrigoVázquez-Lira, RamsésPsychbibliuned:DptoMCC-FPSI-Articulos-Rschames-0005http://e-spacio.uned.es/fez/view/bibliuned:DptoMCC-FPSI-Articulos-Rschames-000522624925engSCHAMES_KREITCHMANN_Rodrigo_Exploring_approaches.pdfpresmd_SCHAMES_KREITCHMANN_Rodrigo_Exploring_approaches.xml2624-8611bibliuned:DptoMCC-FPSI-Articulosbibliuned:Setarticulobibliuned:SetopenaireDepartamento de Metodología de las Ciencias del Comportamiento (UNED). ArtículosSet de artículoSet de openairehttps://creativecommons.org/licenses/by/4.0/Licencia Creative CommonsSorrelAcceso abiertohttps://doi.org/10.3390/psych50200230.490659553222265226522