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Full-Text Articles in Business
A Closer Look At The Impact Of Quantitative Easing On The Capital Markets: Garch Analysis Of The Exchange Traded Funds Market, Nicholas R. Duafala
A Closer Look At The Impact Of Quantitative Easing On The Capital Markets: Garch Analysis Of The Exchange Traded Funds Market, Nicholas R. Duafala
Undergraduate Economic Review
This paper analyzes the effects of quantitative easing (QE) on the capital markets by modeling exchange traded funds (ETFs) returns using a generalized autoregressive conditional heteroskedasticity (GARCH) methodology. The results show that the 10-Year Treasury yields are significant in the returns of some sectors of the economy more so than others, and the Federal Funds Futures trading volume is significant in all ETFs return volatility. The implications of these results not only provide information about the reaction of the ETF market and QE, but also provide insight for developing investment strategies.
The Classification Performance Of Multiple Methods And Datasets: Cases From The Loan Credit Scoring Domain, Jozef Zurada, Niki Kunene, Jian Guan
The Classification Performance Of Multiple Methods And Datasets: Cases From The Loan Credit Scoring Domain, Jozef Zurada, Niki Kunene, Jian Guan
Journal of International Technology and Information Management
Decisions to extend credit to potential customers are complex, risky and even potentially catastrophic for the credit granting institution and the broader economy as underscored by credit failures in the late 2000s. Thus, the ability to accurately assess the likelihood of default is an important issue. In this paper the authors contrast the classification accuracy of multiple computational intelligence methods using five datasets obtained from five different decision contexts in the real world. The methods considered are: logistic regression (LR), neural network (NN), radial basis function neural network (RBFNN), support vector machine (SVM), k-nearest neighbor (kNN), and decision tree (DT). …
An Empirical Application Of Delone And Mclean Model In Evaluating Decision Support System In The Banking Sector Of Oman, Anu Manchanda, Saurabh Mukherjee
An Empirical Application Of Delone And Mclean Model In Evaluating Decision Support System In The Banking Sector Of Oman, Anu Manchanda, Saurabh Mukherjee
Journal of International Technology and Information Management
Banks are investing a huge amount on information systems to provide fast services to their customers and to stay competitive. Therefore it becomes necessary to measure the success of these systems. The main objective of this study is to assess the applicability of DeLone and McLean model of information systems in evaluating decision support system in the banking sector of Oman and to check the relationship among variables of the model. In order to achieve the objectives, data was collected from the managers and assistant managers using decision support system in the banks of Oman. Hypotheses were tested using correlation …