Keyword: finance & banking

Found 743 papers in total
Mining for classes and patterns in behavioural data
Mining for classes and patterns in behavioural data
2001,
In this paper we compare and contrast the new data mining activity of pattern search...
Nonlinearities, cyclical behaviour and predictability in stock markets: International evidence
Nonlinearities, cyclical behaviour and predictability in stock markets: International evidence
2001,
In this paper we employ the STAR (smooth transition autoregressive) model to...
An analysis of the applications of neural networks in finance
An analysis of the applications of neural networks in finance
2001,
Over the last 10 years, neural networks have been increasingly applied to various...
Opportunities for reducing deliquencies and defaults in federal housing credit programs: A review of new technologies and promising practices
Opportunities for reducing deliquencies and defaults in federal housing credit programs: A review of new technologies and promising practices
2001,
New technologies offer opportunities and create new risks for programs of the Federal...
Forecasting S&P 500 stock index futures with a hybrid AI system
Forecasting S&P 500 stock index futures with a hybrid AI system
1998,
This study presents a hybrid AI (artificial intelligence) approach to the...
Customer retention: A behavioural model
Customer retention: A behavioural model
1995,
One of the main problems currently facing credit-card issuers is the increasing number...
Customer satisfaction measurement in the private bank sector
Customer satisfaction measurement in the private bank sector
2001,
Customer satisfaction represents a modern approach for quality in enterprises and...
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
2000,
Conventional measures of the risk of a financial asset make use of the unobserved...
Managerial use of debt to fund municipal government risks
Managerial use of debt to fund municipal government risks
1997,
In recent years, managers of municipalities have been forced to reevaluate the...
Option price forecasting using neural networks
Option price forecasting using neural networks
2000,
In this research, forecasting of the option prices of Nikkei 225 index futures is...
A brokered market with heterogeneous suppliers and consumers
A brokered market with heterogeneous suppliers and consumers
1999,
We consider a brokered market with heterogeneous suppliers and consumers of identical...
Hedging in discrete time under transaction costs and continuous-time limit
Hedging in discrete time under transaction costs and continuous-time limit
1999,
We consider a discrete-time financial market model with L 1 risky asset price process...
Cointegration of stochastic multifractals with application to foreign exchange rates
Cointegration of stochastic multifractals with application to foreign exchange rates
2000,
The existing concept of cointegration applies to integrated processes (in the...
The use of cascade-correlation neural networks in university fund raising
The use of cascade-correlation neural networks in university fund raising
2000,
In recent years, many Colleges and Universities in the USA have been facing a serious...
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities
2000,
Monte Carlo simulation is playing an increasingly important role in the pricing and...
A measure of time series' predictability using genetic programming applied to stock returns
A measure of time series' predictability using genetic programming applied to stock returns
1999,
Based on the standard genetic programming (GP) paradigm, we introduce a new...
Executive compensation in the information technology industry
Executive compensation in the information technology industry
2000,
An innovative business practice attributed to the information technology (IT) industry...
Longitudinal performance stratification – an iterative Kolmogorov–Smirnov approach
Longitudinal performance stratification – an iterative Kolmogorov–Smirnov approach
2000,
The stratification of entities into statistically distinct levels of performance over...
A new tabu search procedure for an audit-scheduling problem
A new tabu search procedure for an audit-scheduling problem
1999,
We consider the following version of the auditing problem. A set of jobs must be...
Use of data envelopment analysis and regression for establishing manpower requirements in a bank
Use of data envelopment analysis and regression for establishing manpower requirements in a bank
1998,
We describe an approach towards forecasting the manpower requirements in each of the...
Why do regime-switching models forecast so badly?
Why do regime-switching models forecast so badly?
1999,
Most non-linear techniques give good in-sample fits to exchange rate data but are...
Options in the real world: Lessons learned in evaluating oil and gas investments
Options in the real world: Lessons learned in evaluating oil and gas investments
1999,
Many firms in the oil and gas business have long used decision analysis techniques to...
A method for strategic asset-liability management with an application to the Federal Home Loan Bank of New York
A method for strategic asset-liability management with an application to the Federal Home Loan Bank of New York
1999,
Strategic asset-liability management is a primary concern in today's banking...
Third degree stochastic dominance and mean-risk analysis
Third degree stochastic dominance and mean-risk analysis
2000,
In their recent article, Ogryczak and Ruszczyński proved that those portfolios...
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