Keyword: finance & banking

Found 743 papers in total
A study of data mining techniques in bankruptcy prediction
A study of data mining techniques in bankruptcy prediction
2003,
In this paper, four different data mining techniques, two neural networks and two...
Do I really have to? User acceptance of mandated technology
Do I really have to? User acceptance of mandated technology
2002,
Extensive research supports the notion that usefulness and ease of use are primary...
Dual analysis on hedging Value at Risk of bond portfolio using options
Dual analysis on hedging Value at Risk of bond portfolio using options
2003,
In this paper, I propose the optimal hedging of bond portfolio VaR using bond options...
Multi-objective evolutionary algorithms for the risk–return trade-off in bank loan management
Multi-objective evolutionary algorithms for the risk–return trade-off in bank loan management
2002,
Multi-criteria decision-making is an increasingly accepted tool for decision-making in...
Distributed management and interchange of information in virtual engineering enterprises using the systemic problem structuring methodology
Distributed management and interchange of information in virtual engineering enterprises using the systemic problem structuring methodology
2001,
Due to the massive change of information in the engineering area companies, they are...
Portfolio value at risk bounds
Portfolio value at risk bounds
2002,
This paper develops value at risk (VAR) measures for portfolios of correlated...
Portfolio selection on the Madrid Exchange: a compromise programming model
Portfolio selection on the Madrid Exchange: a compromise programming model
2003,
As a contribution to portfolio selection analysis, we develop a compromise programming...
A hierarchical location model for locating bank branches in a competitive environment
A hierarchical location model for locating bank branches in a competitive environment
2002,
Recent developments in the provision of banking services are expected to affect the...
Multi-criteria classification methods in financial and banking decisions
Multi-criteria classification methods in financial and banking decisions
2002,
Over the past two decades, the quantitative analysis of financial and banking...
An analysis of a hybrid neural network and pattern recognition technique for predicting short-term increases in the New York Stock Exchange composite index
An analysis of a hybrid neural network and pattern recognition technique for predicting short-term increases in the New York Stock Exchange composite index
2002,
We introduce a method for combining template matching, form pattern recognition, and...
Measuring the performance of ethical mutual funds: a data envelopment analysis approach
Measuring the performance of ethical mutual funds: a data envelopment analysis approach
2003,
The solidarity and social responsibility features that characterize the ethical mutual...
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets
2002,
The balance set approach, is developed for optimization problems with objective...
Statistical inference in regression with heavy-tailed integrated variables
Statistical inference in regression with heavy-tailed integrated variables
2001,
We consider the problem of statistical inference in a bivariate time series regression...
The distribution of test statistics for outlier detection in heavy-tailed samples
The distribution of test statistics for outlier detection in heavy-tailed samples
2001,
We investigate the asymptotic behavior of outliers test samples statistics drawn from...
An insensitivity property of Lundberg's estimate for delayed claims
An insensitivity property of Lundberg's estimate for delayed claims
2000,
This short note shows that the Lundberg exponential upper bound in the ruin problem of...
Recursive estimation for regression with infinite variance fractional ARIMA noise
Recursive estimation for regression with infinite variance fractional ARIMA noise
2001,
Recently, there has been a growing interest in modeling financial time series using...
An examination of rating agency explanations for credit rating changes in the hospital sector
An examination of rating agency explanations for credit rating changes in the hospital sector
2003,
This study examines rating agency explanations that accompany changes in credit...
Yield management with side conditions
Yield management with side conditions
2002,
This paper presents a nonlinear integer programming approach to the optimization phase...
An intelligent financial ratio selection mechanism for earning forecast
An intelligent financial ratio selection mechanism for earning forecast
2002,
Conventionally, linear and univariate time series models are broadly used in earning...
Index fund selections with genetic algorithms and heuristic classifications
Index fund selections with genetic algorithms and heuristic classifications
2003,
It is well known that index fund selections are important for the risk hedge of...
Estimation of failure probability using semi-definite programming
Estimation of failure probability using semi-definite programming
2002,
Linear logit model is often used to predict the probability of bankruptcy. However,...
Predicting less developed countries' debt rescheduling: Performance evaluation of OLS, logit, and neural network models
Predicting less developed countries' debt rescheduling: Performance evaluation of OLS, logit, and neural network models
2001,
Empirical studies in the area of sovereign debt have used statistical models...
The effect of randomized low discrepancy sequences in option pricing
The effect of randomized low discrepancy sequences in option pricing
2002,
New derivative products usually have complex payoff structures depending on multiple...
Financial statement analysis: A data envelopment analysis approach
Financial statement analysis: A data envelopment analysis approach
2003,
Ratio analysis is a commonly used analytical tool for verifying the performance of a...
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