Keyword: finance & banking

Found 743 papers in total
Determinants of retail electronic purchasing: A multi-period investigation
Determinants of retail electronic purchasing: A multi-period investigation
2002,
Academic research as well as business literature recognizes the importance of...
Framework of effective web site design for business-to-consumer Internet commerce
Framework of effective web site design for business-to-consumer Internet commerce
2002,
Based on the concept fitness for use, this study defines the term quality or effective...
Comparative evaluation of electronic payment systems
Comparative evaluation of electronic payment systems
2002,
This paper evaluates 3 types of credit card payment systems – an e-check system...
On the design of lottery games
On the design of lottery games
2003,
We describe a model of participation in lottery games designed to address the...
Economical and financial prediction using rough sets model
Economical and financial prediction using rough sets model
2002,
A state-of-the-art review of the literature related to economic and financial...
Efficient portfolios, sparse matrices, and entities: A retrospective
Efficient portfolios, sparse matrices, and entities: A retrospective
2002,
In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von...
A mathematical programming approach to optimise insurance premium pricing within a data mining framework
A mathematical programming approach to optimise insurance premium pricing within a data mining framework
2002,
In this paper we provide evidence of the benefits of an approach which combines data...
A comparison of chance-constrained data envelopment analysis and stochastic frontier analysis: Bank efficiency in Taiwan
A comparison of chance-constrained data envelopment analysis and stochastic frontier analysis: Bank efficiency in Taiwan
2002,
We employed both chance-constrained data envelopment analysis (CCDEA) and stochastic...
Evaluating the predictive accuracy of volatility models
Evaluating the predictive accuracy of volatility models
2001,
Standard statistical loss functions, such as mean-squared error, are commonly used for...
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
2001,
This paper proposes and implements a new methodology for forecasting time series,...
The death of the corporate tax
The death of the corporate tax
2002,
This paper suggests that the proliferation of highly sophisticated corporate tax...
Forecasting call frequency at a financial services call centre
Forecasting call frequency at a financial services call centre
2002,
A forecasting model is developed for the number of daily applications for loans at a...
An asymptotic valuation for the option under a general stochastic volatility
An asymptotic valuation for the option under a general stochastic volatility
2002,
This article examines the valuation problem for the European option under a general...
Determinants of success of German venture capital investments
Determinants of success of German venture capital investments
2001,
Based on literature reviews, I formulated 10 hypotheses for a wide range of...
Conditioning on one-step survival for barrier option simulations
Conditioning on one-step survival for barrier option simulations
2001,
Pricing financial options often requires Monte Carlo methods. One particular case is...
Impact of the new Austrian inpatient payment strategy on hospital behavior: A system-dynamics model
Impact of the new Austrian inpatient payment strategy on hospital behavior: A system-dynamics model
2002,
In Austria, a new performance-oriented reimbursement system for inpatients was...
‘Memories are made of this’: Explicating organisational knowledge and memory
‘Memories are made of this’: Explicating organisational knowledge and memory
2001,
It is a commonplace that in the ‘Information Age’, knowledge is the most...
Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance
Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance
2002,
The primary objective in the discrimination problem is to assign a set of alternatives...
Using data envelopment analysis and survival analysis for measuring performance of branches in New Zealand's Accident Compensation Corporation
Using data envelopment analysis and survival analysis for measuring performance of branches in New Zealand's Accident Compensation Corporation
2002,
This paper describes an approach to solving the problem of assessing relative branch...
Detecting heteroscedasticity using a non-parametric regression technique
Detecting heteroscedasticity using a non-parametric regression technique
2000,
Most empirical research on detecting heteroscedasticity relies on parametric...
Application of support vector machines in financial time series forecasting
Application of support vector machines in financial time series forecasting
2001,
This paper deals with the application of a novel neural network technique, support...
Binomial trees models convergence for options evaluation
Binomial trees models convergence for options evaluation
2001,
Black & Scholes developed a model for pricing European call options on assets that...
Statistical properties of the return series of principal Brazilian stocks
Statistical properties of the return series of principal Brazilian stocks
2001,
This paper studies the returns of six Brazilian stocks, chosen among the most liquid...
Design and implementation of a micropayment protocol in electronic commerce environments
Design and implementation of a micropayment protocol in electronic commerce environments
2001,
An electronic micropayment system, one of electronic payment systems, is suitable...
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