Finance and Financial Management Commons^™

Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba

Theses and Dissertations

Background and Motivation: The coronavirus (“COVID-19”) pandemic, the subsequent policies and lockdowns have unarguably led to an unprecedented fluid circumstance worldwide. The panic and fluctuations in the stock markets were unparalleled. It is inarguable that real-time availability of news and social media platforms like Twitter played a vital role in driving the investors’ sentiment during such global shock.

Purpose:The purpose of this thesis is to study how the investor sentiment in relation to COVID-19 pandemic influenced stock markets globally and how stock markets globally are integrated and contagious. We analyze COVID-19 sentiment through the Twitter posts and investigate its …

Adapting Financial Technology Standards To Blockchain Platforms, Gabriel Bello

Theses and Dissertations

Traditional payment systems have standards designed to keep transaction data secure, but blockchain systems are not in scope for such security standards. We compare the Payment Application Data Security Standard’s (PA-DSS) applicability towards transaction-supported blockchain platforms to test the standard’s applicability. By highlighting the differences in implementation on traditional and decentralized transaction platforms, we critique and adapt the standards to fit the decentralized model. In two case studies, we analyze the QTUM and Ethereum blockchain platforms’ industry compliance, as their payment platforms support transactions equivalent to that of applications governed by the PA-DSS. We determine QTUM’s and Ethereum’s capabilities to …

Three Essays On Opinion Mining Of Social Media Texts, Shuyuan Deng

Theses and Dissertations

This dissertation research is a collection of three essays on opinion mining of social media texts. I explore different theoretical and methodological perspectives in this inquiry. The first essay focuses on improving lexicon-based sentiment classification. I propose a method to automatically generate a sentiment lexicon that incorporates knowledge from both the language domain and the content domain. This method learns word associations from a large unannotated corpus. These associations are used to identify new sentiment words. Using a Twitter data set containing 743,069 tweets related to the stock market, I show that the sentiment lexicons generated using the proposed method …

Scalable, Efficient And Optimal Discrete-Time Rebalancing Algorithms For Log-Optimal Investment Portfolio, Sujit Ranjan Das

Theses and Dissertations

Portfolio rebalancing decisions are crucial to today's portfolio managers especially in high frequency algorithmic trading environment. These decisions must be made fast in dynamic market conditions. We develop computational algorithms to determine optimal rebalance frequency (ORF) of a class of investment portfolio for a finite investment horizon. We choose log-optimal investment portfolio which is deemed to be impractical and cost-prohibitive due to inherent need for continuous rebalancing and significant overhead of trading cost. Optimality of such portfolio is assured only when for very long term investor horizon. We study the question of how often a log-optimal portfolio be rebalanced for …

The Design Of A Financial Management Database System, Edward G. Leszynski

Theses and Dissertations

This research led to the design and development of a financial management database system for the Aeronautical Systems Center (AS C) Environmental Management (EM) Systems Program Office (SPO), which has the responsibility of managing the environmental contracts for the Government-Owned, Contractor-Operated (GOCO) plants that are owned by the Air Force. This thesis investigated the various 'development strategies' and 'methodologies' described in the Management Information Systems literature in order to devise an end-user development strategy capable of meeting the EM SPO's requirements. In addition, the information requirements, conceptual design and prototyping, and procedures phases of the System Development Life Cycle (SDLC) …