Open Access. Powered by Scholars. Published by Universities.®
- Keyword
Articles 1 - 3 of 3
Full-Text Articles in Business
Learning Without Default: A Study Of One-Class Classification And The Low-Default Portfolio Problem, Kenneth Kennedy, Brian Mac Namee, Sarah Jane Delany
Learning Without Default: A Study Of One-Class Classification And The Low-Default Portfolio Problem, Kenneth Kennedy, Brian Mac Namee, Sarah Jane Delany
Conference papers
This paper asks at what level of class imbalance one-class classifiers outperform two-class classifiers in credit scoring problems in which class imbalance, referred to as the low-default portfolio problem, is a serious issue. The question is answered by comparing the performance of a variety of one-class and two-class classifiers on a selection of credit scoring datasets as the class imbalance is manipulated. We also include random oversampling as this is one of the most common approaches to addressing class imbalance. This study analyses the suitability and performance of recognised two-class classifiers and one-class classifiers. Based on our study we conclude …
Internal Branding And Brand Commitment: A Quantitative Investigation Into Corporate Brand Building In A Retail Store Network, Edmund O'Callaghan
Internal Branding And Brand Commitment: A Quantitative Investigation Into Corporate Brand Building In A Retail Store Network, Edmund O'Callaghan
Conference proceedings
The aim of this quantitative study was to investigate the relationship between the perceived effectiveness of internal branding activities on brand commitment among owner managers within a retail store network of previously independent retailers. Brand commitment was hypothesized as essential for coherent and consistent corporate brand building within this context. Two new scales were developed and tested to measure internal branding and brand commitment. Perceived clarity of vision, core values and brand communications were highly correlated with strong brand commitment, while lack of perceived business supports and adequate reward systems were potential inhibitors. Interalia, findings validate the significance of internal …
Hedging: Scaling And The Investor Horizon, Jim Hanly, John Cotter
Hedging: Scaling And The Investor Horizon, Jim Hanly, John Cotter
Articles
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over a short term hedging horizon can be scaled and successfully applied to longer term horizons. We also test the equivalence of scaled hedge ratios with those calculated directly from lower frequency data and compare them in terms of hedging effectiveness. Our findings show that the volatility and covariance dynamics may differ considerably depending on the hedging horizon and this gives rise to significant differences between short term and …