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 …

Statistical Contributions To Operational Risk Modeling, Daoping Yu

Theses and Dissertations

In this dissertation, we focus on statistical aspects of operational risk modeling. Specifically, we are interested in understanding the effects of model uncertainty on capital reserves due to data truncation and in developing better model selection tools for truncated and shifted parametric distributions. We first investigate the model uncertainty question which has been unanswered for many years because researchers, practitioners, and regulators could not agree on how to treat the data collection threshold in operational risk modeling. There are several approaches under consideration—the empirical approach, the “naive” approach, the shifted approach, and the truncated approach—for fitting the loss severity distribution. …

Determining The Optimal Work Breakdown Structure For Government Acquisition Contracts, Brian J. Fitzpatrick

Theses and Dissertations

The optimal level of Government Contract Work Breakdown Structure (G-CWBS) reporting for the purposes of Earned Value Management was inspected. The G-Score Metric was proposed, which can quantitatively grade a G-CWBS, based on a new method of calculating an Estimate At Completion (EAC) cost for each reported element. A random program generator created in R replicated the characteristics of DOD program artifacts retrieved from the Cost Analysis Data Enterprise (CADE) system. The generated artifacts were validated as a population, however validation at the demographic combination level using an artificial neural network was inconclusive. Comparative WBS forms were created for a …

Predicting Schedule Duration For Defense Acquisition Programs: Program Initiation To Initial Operational Capability, Christopher A. Jimenez

Theses and Dissertations

Accurately predicting the most realistic schedule for a defense acquisitions program is an extremely difficult task considering the inherent risk and uncertainties present in the early stages of a program. We use a multiple regression analysis to predict schedule duration in a defense acquisition program. The prediction scope of our research is limited to predicting schedule duration from program initiation to initial operation capability (IOC).We use the data from 56 programs across all services, which was acquired from a SAR database created by RAND. We were able to achieve an R2 of 0.429 and an Adjusted R2 of 0.384 in …