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Full-Text Articles in Physical Sciences and Mathematics
Secured Data Masking Framework And Technique For Preserving Privacy In A Business Intelligence Analytics Platform, Osama Ali
Electronic Thesis and Dissertation Repository
The main concept behind business intelligence (BI) is how to use integrated data across different business systems within an enterprise to make strategic decisions. It is difficult to map internal and external BI’s users to subsets of the enterprise’s data warehouse (DW), resulting that protecting the privacy of this data while maintaining its utility is a challenging task. Today, such DW systems constitute one of the most serious privacy breach threats that an enterprise might face when many internal users of different security levels have access to BI components. This thesis proposes a data masking framework (iMaskU: Identify, Map, Apply, …
Three Essays On Structural Models, Xinghua Zhou
Three Essays On Structural Models, Xinghua Zhou
Electronic Thesis and Dissertation Repository
My thesis includes three papers on contingent claims valuation of corporate securities using structural models of credit risk. Our study focuses on structural models and their applications in estimating damages in security class actions, option pricing and warrant pricing. Securities class actions typically involve some misrepresentation by a firm that overstates its true value. In securities class actions econometric models are used to assess damages to shareholders. However, studies on measuring damages for debt-holders are limited. My first paper uses a modified Merton framework to measure the impact of misrepresentation on the value of other components (e.g., debt, warrants) of …
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Electronic Thesis and Dissertation Repository
The liberalisation of regional and global commodity markets over the last several decades resulted in certain commodity price behaviours that require new modelling and estimation approaches. Such new approaches have important implications to the valuation and utilisation of commodity derivatives. Derivatives are becoming increasingly crucial for market participants in hedging their exposure to volatile price swings and in managing risks associated with derivative trading. The modelling of commodity-based variables is an integral part of risk management and optimal-investment strategies for commodity-linked portfolios. The characteristics of commodity price evolution cannot be captured sufficiently by one-state driven models even with the inclusion …