Claudio Bórquez | Universidad Metropolitana de Ciencias de la Educacion (original) (raw)

Papers by Claudio Bórquez

Research paper thumbnail of INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT

Macroeconomic Dynamics, 2010

We use a new statistical test based on the signal coherence function to detect subtle periodiciti... more We use a new statistical test based on the signal coherence function to detect subtle periodicities in the Chilean exchange rate. We resort to a unique intraday data set that allows us to capture persistent cyclical movements during the day that challenge the random walk hypothesis. We provide a microstructural explanation for the observed behavior, and also look at the day-of-the-week effect for the Chilean peso and find that the different days of the week indeed have different behavior patterns. This is an important result for investment allocation and risk assessment.

Research paper thumbnail of Adsorption of Adenine, Cytosine, Thymine, and Uracil on Sulfide-Modified Montmorillonite: FT-IR, Mössbauer and EPR Spectroscopy and X-Ray Diffractometry Studies

Origins of Life and Evolution of Biospheres

In the present work the interactions of nucleic acid bases with and adsorption on clays were stud... more In the present work the interactions of nucleic acid bases with and adsorption on clays were studied at two pHs (2.00, 7.00) using different techniques. As shown by Mössbauer and EPR spectroscopies and X-ray diffractometry, the most important finding of this work is that nucleic acid bases penetrate into the interlayer of the clays and oxidize Fe2+ to Fe3+, thus, this interaction cannot be regarded as a simple physical adsorption. For the two pHs the order of the adsorption of nucleic acid bases on the clays was: adenine ≈ cytosine > thymine > uracil. The adsorption of adenine and cytosine on clays increased with decreasing of the pH. For unaltered montmorillonite this result could be explained by electrostatic forces between adenine/cytosine positively charged and clay negatively charged. However for montmorillonite modified with Na2S, probably van der Waals forces also play an important role since both adenine/cytosine and clay were positively charged. FT-IR spectra showed that the interaction between nucleic acid bases and clays was through NH+ or NH 2+ groups. X-ray diffractograms showed that nucleic acid bases adsorbed on clays were distributed into the interlayer surface, edge sites and external surface functional groups (aluminol, silanol) EPR spectra showed that the intensity of the line g ≈ 2 increased probably because the oxidation of Fe2+ to Fe3+ by nucleic acid bases and intensity of the line g = 4.1 increased due to the interaction of Fe3+ with nucleic acid bases. Mössbauer spectra showed a large decreased on the Fe2+ doublet area of the clays due to the reaction of nucleic acid bases with Fe2+.

Research paper thumbnail of Pacific sardine ( Sardinops sagax, Jenyns 1842) landings prediction. A neural network ecosystemic approach

Fisheries Research, 2009

In this study the performances of computational neural networks (CNNs), multiple linear regressio... more In this study the performances of computational neural networks (CNNs), multiple linear regressions (MLRs) and generalised additive models (GAMs) to predict Pacific sardine (Sardinops sagax) landings and to analyse their relationships with environmental factors in the north area off Chile were studied. For this purpose several local and global environmental variables and indexes (sea surface temperature, sea level and Ekman transport index in the Chilean coast and, sea surface temperature in the area Niño 3 + 4 and Niño 1 + 2, and the south oscillation index) were considered as inputs or independent variables. Additionally, several CNNs were calibrated and validated adding the anchovy (Engraulis ringens) landings in the same area as model inputs. The time lags of the variables considered were selected through analysis of the non-linear cross-correlation functions and an alternative form of sensitivity analysis based on the approach of the missing value problem. The analysis of error measures with validation data set showed that the best results were obtained when local and global variables were used separately and combined with anchovy landings. Globally, the best result was given by a CNN with 18 input variables (model CNN 6(II) which only considered global variables and anchovy landings) and 10 neurons in a hidden layer. For this configuration the explained variance was slightly higher to 86% which supposed a standard error of prediction of 7.66%. These results were significantly better than those obtained with MLRs and GAMs. The strong correlation between predicted and observed sardine landings suggests that CNNs captured the trend of the historical data. Also, the generalisation capacity together the sensitivity analysis allowed us to identify the variables with a high weight in the model and partially to interpret the statistical functional relationships between these environmental variables and sardine landings.

Research paper thumbnail of CLASES SOCIALES Y LUCHA DE CLASES

Las revoluciones sociales no las hacen los individuos, las "personalidades", por muy brillantes o... more Las revoluciones sociales no las hacen los individuos, las "personalidades", por muy brillantes o heroicas que ellas sean. Las revoluciones sociales las hacen las masas populares. Sin la participación de las grandes masas no hay revolución. Es por ello que una de las tareas más urgentes del momento es que los trabajadores se eduquen, que eleven su nivel de conciencia, que se capaciten.

Research paper thumbnail of INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT

Macroeconomic Dynamics, 2010

We use a new statistical test based on the signal coherence function to detect subtle periodiciti... more We use a new statistical test based on the signal coherence function to detect subtle periodicities in the Chilean exchange rate. We resort to a unique intraday data set that allows us to capture persistent cyclical movements during the day that challenge the random walk hypothesis. We provide a microstructural explanation for the observed behavior, and also look at the day-of-the-week effect for the Chilean peso and find that the different days of the week indeed have different behavior patterns. This is an important result for investment allocation and risk assessment.

Research paper thumbnail of Adsorption of Adenine, Cytosine, Thymine, and Uracil on Sulfide-Modified Montmorillonite: FT-IR, Mössbauer and EPR Spectroscopy and X-Ray Diffractometry Studies

Origins of Life and Evolution of Biospheres

In the present work the interactions of nucleic acid bases with and adsorption on clays were stud... more In the present work the interactions of nucleic acid bases with and adsorption on clays were studied at two pHs (2.00, 7.00) using different techniques. As shown by Mössbauer and EPR spectroscopies and X-ray diffractometry, the most important finding of this work is that nucleic acid bases penetrate into the interlayer of the clays and oxidize Fe2+ to Fe3+, thus, this interaction cannot be regarded as a simple physical adsorption. For the two pHs the order of the adsorption of nucleic acid bases on the clays was: adenine ≈ cytosine > thymine > uracil. The adsorption of adenine and cytosine on clays increased with decreasing of the pH. For unaltered montmorillonite this result could be explained by electrostatic forces between adenine/cytosine positively charged and clay negatively charged. However for montmorillonite modified with Na2S, probably van der Waals forces also play an important role since both adenine/cytosine and clay were positively charged. FT-IR spectra showed that the interaction between nucleic acid bases and clays was through NH+ or NH 2+ groups. X-ray diffractograms showed that nucleic acid bases adsorbed on clays were distributed into the interlayer surface, edge sites and external surface functional groups (aluminol, silanol) EPR spectra showed that the intensity of the line g ≈ 2 increased probably because the oxidation of Fe2+ to Fe3+ by nucleic acid bases and intensity of the line g = 4.1 increased due to the interaction of Fe3+ with nucleic acid bases. Mössbauer spectra showed a large decreased on the Fe2+ doublet area of the clays due to the reaction of nucleic acid bases with Fe2+.

Research paper thumbnail of Pacific sardine ( Sardinops sagax, Jenyns 1842) landings prediction. A neural network ecosystemic approach

Fisheries Research, 2009

In this study the performances of computational neural networks (CNNs), multiple linear regressio... more In this study the performances of computational neural networks (CNNs), multiple linear regressions (MLRs) and generalised additive models (GAMs) to predict Pacific sardine (Sardinops sagax) landings and to analyse their relationships with environmental factors in the north area off Chile were studied. For this purpose several local and global environmental variables and indexes (sea surface temperature, sea level and Ekman transport index in the Chilean coast and, sea surface temperature in the area Niño 3 + 4 and Niño 1 + 2, and the south oscillation index) were considered as inputs or independent variables. Additionally, several CNNs were calibrated and validated adding the anchovy (Engraulis ringens) landings in the same area as model inputs. The time lags of the variables considered were selected through analysis of the non-linear cross-correlation functions and an alternative form of sensitivity analysis based on the approach of the missing value problem. The analysis of error measures with validation data set showed that the best results were obtained when local and global variables were used separately and combined with anchovy landings. Globally, the best result was given by a CNN with 18 input variables (model CNN 6(II) which only considered global variables and anchovy landings) and 10 neurons in a hidden layer. For this configuration the explained variance was slightly higher to 86% which supposed a standard error of prediction of 7.66%. These results were significantly better than those obtained with MLRs and GAMs. The strong correlation between predicted and observed sardine landings suggests that CNNs captured the trend of the historical data. Also, the generalisation capacity together the sensitivity analysis allowed us to identify the variables with a high weight in the model and partially to interpret the statistical functional relationships between these environmental variables and sardine landings.

Research paper thumbnail of CLASES SOCIALES Y LUCHA DE CLASES

Las revoluciones sociales no las hacen los individuos, las "personalidades", por muy brillantes o... more Las revoluciones sociales no las hacen los individuos, las "personalidades", por muy brillantes o heroicas que ellas sean. Las revoluciones sociales las hacen las masas populares. Sin la participación de las grandes masas no hay revolución. Es por ello que una de las tareas más urgentes del momento es que los trabajadores se eduquen, que eleven su nivel de conciencia, que se capaciten.