Keyword: finance & banking

Found 743 papers in total
A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
2007,
A principled technique for monitoring the performance of a consumer credit scorecard...
Forecasting payroll costs for the Department of Social Security (UK)
Forecasting payroll costs for the Department of Social Security (UK)
2007,
The Department of Social Security awards pay increases to all staff on the basis of...
Input modelling for financial simulations using the bootstrap
Input modelling for financial simulations using the bootstrap
2006,
Inputs are the fuel that powers simulations. If one is designing a new system or...
SOR '07 Proceedings
SOR '07 Proceedings
2007,
The Slovenian Society ‘Informatika’ has a section for Operational...
SOR '07 Proceedings
SOR '07 Proceedings
2007,
The Slovenian Society ‘Informatika’ has a section for Operational...
SOR '07 Proceedings
SOR '07 Proceedings
2007,
The Slovenian Society ‘Informatika’ has a section for Operational...
Dividends as a signalling mechanism: the case of illiquid stock markets
Dividends as a signalling mechanism: the case of illiquid stock markets
2007,
Dividends payment is an important signalling device used by corporations. Through the...
Optimal timing for investment decisions
Optimal timing for investment decisions
2007,
The net present value (NVP) is an important concept in investment decisions. As...
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
2006,
This paper discusses the use of preliminary data in econometric forecasting. The...
Adoption of internet banking: An empirical study in Hong Kong
Adoption of internet banking: An empirical study in Hong Kong
2006,
This study investigates how customers perceive and adopt internet banking (IB) in Hong...
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
2003,
In this paper, we present a Quasi-Monte Carlo approach for pricing European-style...
Prospecting for gems in credit card data
Prospecting for gems in credit card data
2001,
After a brief high-level discussion of the nature of data mining, this paper describes...
Multiple objectives in portfolio selection
Multiple objectives in portfolio selection
2005,
We begin this paper by first comparing the theory of present-day portfolio selection,...
A hybrid autoregressive integrated moving average (ARIMA) and support vector machines model in stock price forecasting
A hybrid autoregressive integrated moving average (ARIMA) and support vector machines model in stock price forecasting
2005,
Traditionally, the autoregressive integrated moving average (ARIMA) model has been one...
A list-sequential sampling scheme with applications in financial auditing
A list-sequential sampling scheme with applications in financial auditing
2003,
External auditors have the responsibility of estimating the level of error in accounts...
Beating the random walk in Central and Eastern Europe
Beating the random walk in Central and Eastern Europe
2005,
We compare the accuracy of vector autoregressive (VAR), restricted vector...
Model uncertainty, thick modelling and the predictability of stock returns
Model uncertainty, thick modelling and the predictability of stock returns
2005,
Recent financial research has provided evidence on the predictability of asset...
Testing and forecasting the degree of integration in the US inflation rate
Testing and forecasting the degree of integration in the US inflation rate
2005,
In this article we model the log of the US inflation rate by means of fractionally...
Knowledge management in a decentralized global financial services provider: a case study with Allianz Group
Knowledge management in a decentralized global financial services provider: a case study with Allianz Group
2005,
We first introduce the overall approach to knowledge management taken by Allianz...
A simple method for computing value at risk using principal components analysis and quasi Monte Carlo
A simple method for computing value at risk using principal components analysis and quasi Monte Carlo
2005,
Managing financial risk is a complex task for financial institutions and portfolio...
Factors affecting payment choices in online auctions: A study of eBay traders
Factors affecting payment choices in online auctions: A study of eBay traders
2006,
Online payments are a critical issue in electronic markets. This research investigates...
Microfinance institutions and efficiency
Microfinance institutions and efficiency
2007,
Microfinance Institutions (MFIs) are special financial institutions. They have both a...
Investment analysis & decision making in markets using adaptive fuzzy causal relationships
Investment analysis & decision making in markets using adaptive fuzzy causal relationships
2004,
Financial markets constitute an emerging area for design and application of...
Valuation and optimal timing of the investment in next generation telecommunication service using real options
Valuation and optimal timing of the investment in next generation telecommunication service using real options
2006,
We evaluate the economic value and the optimal investment timing of IMT-2000 in Korea,...
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