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Posgrado Escuela de Posgrado
HD Course: fragility curves for building stocks: derivation from macroseismic and mechanical-based models and calibration through empirical data
29 de Octubre de 2019
...ale, among the available methods for the vulnerability assessment the empirical and mechanical-based models represent some of most wi...empirical models benefit of a direct correlation to the actual seismic behaviour of buildings and they are easy to handle also on huge stocks of buildings: on the other, mechanical-based models are able to explicitly distinguishing the influence of various structural and mechanical parameters on the seismic response. In the seminar, the potential and drawbacks of both methods are discussed showing also some example on stocks representative of Italian residential buildings....
HD Course: fragility curves for building stocks: derivation from macroseismic and mechanical-based models and calibration through empirical data
29 de Octubre de 2019
...ale, among the available methods for the vulnerability assessment the empirical and mechanical-based models represent some of most wi...empirical models benefit of a direct correlation to the actual seismic behaviour of buildings and they are easy to handle also on huge stocks of buildings: on the other, mechanical-based models are able to explicitly distinguishing the influence of various structural and mechanical parameters on the seismic response. In the seminar, the potential and drawbacks of both methods are discussed showing also some example on stocks representative of Italian residential buildings....
fragility curves building stocks derivation macroseismic mechanical calibration through data empirical
Departamentos Economía
HD Viernes Económico | New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment
17 de Mayo de 2019
Expositor Roberto Duncan Doctor en Filosofía por la Universidad de Wisconsin-Madison, Profesor del Departamento de Economía de la Universidad de Ohio....
HD Viernes Económico | New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment
17 de Mayo de 2019
Expositor Roberto Duncan Doctor en Filosofía por la Universidad de Wisconsin-Madison, Profesor del Departamento de Economía de la Universidad de Ohio....
Departamentos Economía
HD Viernes Económico | Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models: Empirical evidence from stock Latin American Markets
19 de Noviembre de 2021
En esta oportunidad presentaremos el documento de autoría de Carlos A. Abanto-Valle, Gabriel Rodríguez, Luis M. Castro Cepero y Hernán B. Garrafa-Arag...
HD Viernes Económico | Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models: Empirical evidence from stock Latin American Markets
19 de Noviembre de 2021
En esta oportunidad presentaremos el documento de autoría de Carlos A. Abanto-Valle, Gabriel Rodríguez, Luis M. Castro Cepero y Hernán B. Garrafa-Arag...
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Posgrado
Escuela de Posgrado
Eventos de las diferentes especialidades de la Escuela de Posgrado...
Departamentos
Economía
Departamento de Economía - PUCP...
Expositores (3)
Carlos Antonio Abanto Valle
Carlos Antonio Abanto-Valle, Doctor en Estadística por la Universidad Federal de Rio de Janeiro (UFRJ). Profesor Asociado del Departamento de Métodos Estadísticos del Instituto de Matemática (IM) de ...
Alejandro Lugon Ceruti
Docente en el Departamento de Economía...
Fernando Pérez Forero
Fernando José Pérez Forero: Subgerente de Diseño de Política Monetaria en el BCRP desde marzo de 2020. Anteriormente se desempeñó como Jefe del Departamento del Programa Monetario (octubre 2016 - fe...