Co-Jumps, Co-Jump Tests, And Volatility Forecasting: Monte Carlo And Empirical Evidence,
2022
Sacred Heart University
Co-Jumps, Co-Jump Tests, And Volatility Forecasting: Monte Carlo And Empirical Evidence, Weijia Peng, Chun Yao
WCBT Faculty Publications
This study classifies jumps into idiosyncratic jumps and co-jumps to quantitatively identify systematic risk and idiosyncratic risk by utilizing high-frequency data. We found that systematic risk occurs more frequently and has larger magnitudes than the idiosyncratic risk in an individual asset, which indicates that volatilities from one sector are largely derived from the contagious effect of other sectors. We further investigated the importance of idiosyncratic jumps and co-jumps to predict the sector-level S&P500 exchange-traded fund (ETF) volatility. It was found that the predictive content of co-jumps is higher than that of idiosyncratic jumps, suggesting that systematic risk is more informative …
Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series,
2022
Virginia Commonwealth University
Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series, Maurice L. Brown
Theses and Dissertations
In the world of finance, appropriately understanding risk is key to success or failure because it is a fundamental driver for institutional behavior. Here we focus on risk as it relates to the operations of financial institutions, namely operational risk. Quantifying operational risk begins with data in the form of a time series of realized losses, which can occur for a number of reasons, can vary over different time intervals, and can pose a challenge that is exacerbated by having to account for both frequency and severity of losses. We introduce a stochastic point process model for the frequency distribution …
Cloud-Based Machine Learning And Sentiment Analysis,
2022
Georgia Southern University
Cloud-Based Machine Learning And Sentiment Analysis, Emmanuel C. Opara
College of Graduate Studies: Theses & Dissertations
The role of a Data Scientist is becoming increasingly ubiquitous as companies and institutions see the need to gain additional insights and information from data to make better decisions to improve the quality-of-service delivery to customers. This thesis document contains three aspects of data science projects aimed at improving tools and techniques used in analyzing and evaluating data. The first research study involved the use of a standard cybersecurity dataset and cloud-based auto-machine learning algorithms were applied to detect vulnerabilities in the network traffic data. The performance of the algorithms was measured and compared using standard evaluation metrics. The second …
Workplace Information Literacy: Current State Of Research Published From South-Asia,
2022
Central Library, International Islamic University, Islamabad
Workplace Information Literacy: Current State Of Research Published From South-Asia, Haleema Saadia, Muhammad Asif Naveed
Library Philosophy and Practice (e-journal)
This paper intended to provide and critical and analytical review of research on workplace information literacy published form South-Asia with a view to inform policy and practice. Library, Information Science and Technological Abstracts (LISTA) was searched to identify the key studies published in the proposed research area using multiple keywords. The search process resulted in 384 citations which was screened for duplication and relevance. As a result, 375 citations were excluded due to duplication and non-relevance. Only nine citations remained to deal with for review. The reference lists of these citations were also examined to identify more related citations which …
Establishing A Management Performance Measurement System; Defining And Selecting Kpis,
2022
Embry-Riddle Aeronautical University
Establishing A Management Performance Measurement System; Defining And Selecting Kpis, Dimitrios V. Siskos
Publications
Managers and constituents of industries are increasingly concerned about measuring and managing organizational performance. However, launching a new measurement system goes beyond defining new metrics or developing new displays of existing data. However, as Bourne and Neely (2003) point out, there is some evidence that many of these implementations are not successful. This paper initially examines the most difficult elements in establishing and launching a management performance measurement system. The next step after the establishing of a performance measurement system, is to specify the essential elements in defining and selecting KPIs. Unfortunately, different people have very clear and different definitions …
Codes Of Ethics: Extending Classification Techniques With Natural Language Processing,
2021
Pace University, Lubin School of Business
Codes Of Ethics: Extending Classification Techniques With Natural Language Processing, Zachary Glass, E. Susanna Cahn
The Journal of Values-Based Leadership
Language is an indicator of how stakeholders view an ethics code’s intent, and key to distinguishing code properties, such as promoting ethical-valued decision-making or code-based compliance. This article quantifies ethics codes’ language using Natural Language Processing (NLP), then uses machine learning to classify ethics codes. NLP overcomes some inherent difficulties of “measuring” verbal documents. Ethics codes selected from lists of “best” companies were compared with codes from a sample of Fortune 500 companies. Results show that some of these ethics codes are different enough from the norm to be distinguished by an algorithm; indicating as well that lists of “best” …
College Majors And Unemployment Rates,
2021
CUNY Bernard M Baruch College
College Majors And Unemployment Rates, Anna M. Gellerman, Harshita Ahuja
Publications and Research
College undergraduates often face the question of whether their major and related job force have high unemployment rates. The perceived high unemployment rates of certain majors due to circulating misinformation presents a need for comprehensive research on college majors and their associated unemployment rate. This paper dives into a ten year trend of unemployment rates by college major, and state to state variabilities of majors and their rates.
The Application Of Design Thinking On Evaluating A User Self-Service Data Analytics/Science Platform,
2021
Harrisburg University of Science and Technology
The Application Of Design Thinking On Evaluating A User Self-Service Data Analytics/Science Platform, Aheeka Pattnaik
Dissertations and Theses
This thesis is aimed at utilising design thinking and the first half of the double diamond framework to i) set-up a research and select the appropriate participants, ii) gather requirements and define user personas from those eligible participants, and then iii) define the framework for evaluating a user self-service data analytics/science platform. Derived from the author’s own experiences, both as a Business Analyst (BA) and Citizen Data Scientist, with no-, low-, and code-based data analytics and science platforms are being implemented for enabling user self-service analytics – for users who are completely new to the space of data analysis and …
An Application Of The Financial Instability Hypothesis,
2021
The American University in Cairo AUC
An Application Of The Financial Instability Hypothesis, Rf Abu-Ismail
Archived Theses and Dissertations
No abstract provided.
Speculative Bubbles And Financial Crises,
2021
The American University in Cairo AUC
Speculative Bubbles And Financial Crises, Ashraf Mohamed Abdel Samea Ahmed
Archived Theses and Dissertations
No abstract provided.
The Volatility Implications Of The Chinese Cryptocurrency Ban,
2021
Utah State University
The Volatility Implications Of The Chinese Cryptocurrency Ban, Keaton Manwaring
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
In this paper, I examine the effect of the May 18th, 2021 Chinese ban of cryptocurrency transactions on the overall volatility of the cryptocurrency market. To do this, I analyze, in both univariate and multivariate settings, range-based volatility in various event windows surrounding the event. I find clear economic and statistical change in volatility in the five days after the ban. In the ten-day period after the ban, there is a moderate economic change in volatility. In the forty-day period after the ban, there is little economic change in volatility. I conclude that the Chinese ban had a …
Supply Chain Management Integration With Blockchain,
2021
California State University, San Bernardino
Supply Chain Management Integration With Blockchain, Venkat Veramallu
Electronic Theses, Projects, and Dissertations
Maintaining the integrity of data within the supply chain is a challenge. Many current implementations lack a capability to provide a trustworthy system for the stakeholders in a supply chain, making communication amongst stakeholders easy but unreliable. Organizations are considering blockchain technology as it provides access control, immutability, transparency and trust amongst the stakeholders in a supply chain. This project is an investigative study on the benefits and challenges of implementing blockchain technology in supply chain management, a framework for integration of blockchain technology, and a project prototype which shows a blockchain use case implementation in supply chain management. The …
Integration Of Internet Of Things And Health Recommender Systems,
2021
California State University, San Bernardino
Integration Of Internet Of Things And Health Recommender Systems, Moonkyung Yang
Electronic Theses, Projects, and Dissertations
The Internet of Things (IoT) has become a part of our lives and has provided many enhancements to day-to-day living. In this project, IoT in healthcare is reviewed. IoT-based healthcare is utilized in remote health monitoring, observing chronic diseases, individual fitness programs, helping the elderly, and many other healthcare fields. There are three main architectures of smart IoT healthcare: Three-Layer Architecture, Service-Oriented Based Architecture (SoA), and The Middleware-Based IoT Architecture. Depending on the required services, different IoT architecture are being used. In addition, IoT healthcare services, IoT healthcare service enablers, IoT healthcare applications, and IoT healthcare services focusing on Smartwatch …
Signature Pedagogy For Entrepreneurship Education: An Emerging Perspective,
2021
Augusta University
Signature Pedagogy For Entrepreneurship Education: An Emerging Perspective, Ashley Gess, Eleonora Brivio, Gianluca De Leo
International Journal for Business Education
Entrepreneurial ways of thinking and doing intersect with the knowledge and skills that a global citizen needs to thrive. There is a robust body of scholarship that identifies core entrepreneurial skills however there is a dearth of evidence addressing how to successfully teach entrepreneurship. Using the lens of experiential learning, this qualitative study examines the surface, deep, and implicit structures of professional entrepreneurial culture toward revealing a meaningful, authentic pedagogical approach for entrepreneurship education. In order to achieve this outcome, researchers utilized a semi-structured comparable multiple-case study design to engage 19 incubated entrepreneurs in focus group interviews. A replication strategy …
Project-Based Pedagogy: The Client's Perspective,
2021
Western Carolina University
Project-Based Pedagogy: The Client's Perspective, Wayne Aho, Wendy Cagle, Jon Marvel, Michael Smith, Edward Wright
International Journal for Business Education
Project-based experiential business education seeks to provide students with lessons that are meaningful, practical, and enduring. While previous research has sought to understand how students and faculty members react to such educational experiences, it is also important to understand the perceptions of the business clients who engage with programs employing project-based education. The aim of this study was to better understand the experiences of business clients with whom students engaged as part of an undergraduate business capstone course. Two hundred fifty-three previous clients were surveyed with a 22.4% response rate. Responses were subjected to content analysis to cluster replies into …
Stimulating Intrapreneurial Intentions With Digital Business Training In The Vet Sector: The Potential Of Massive Open Online Courses,
2021
FH JOANNEUM University of Applied Science, Graz
Stimulating Intrapreneurial Intentions With Digital Business Training In The Vet Sector: The Potential Of Massive Open Online Courses, Christian Friedl
International Journal for Business Education
It has become imperative to stimulate and support employees to behave entrepreneurially within organizations (intrapreneurship). However, little is known about how digital, massive, and scalable business education and training formats such as massive open online course (MOOCs) can contribute to vocational and educational training (VET) in general, and to nurture intrapreneurial behavior and corresponding intentions in specific. Therefore, the purpose of this paper is to explore the potential effect of a MOOC on intrapreneurial intentions of learners.
Data were acquired from 412 employees taking a MOOC on intrapreneurship for constructs embedded in the theory of planned behavior, tailored to the …
Cultivating Financial Literacy Through Secondary School Economics Education: Access To Powerful Knowledge,
2021
University of Malta
Cultivating Financial Literacy Through Secondary School Economics Education: Access To Powerful Knowledge, Emanuel Mizzi
International Journal for Business Education
‘Powerful knowledge’ is disciplinary knowledge that when learned, empowers students to make decisions in a way that will influence their lives in a positive way (Young, 2008). In this paper, the researcher employs this construct to explore the financial literacy education arising from studying secondary school economics. It emerges from the author’s research aimed at exploring teaching and learning in secondary school Maltese economics classrooms. The underlying conceptual framework for this study is critical realism. The study design consisted of interviewing and observing 14 economics teachers, together with four focus groups interviews with students. Data were analyzed by employing thematic …
Machine Learning Models Predicting The Prices Of Houses In Boston,
2021
University of Rhode Island
Machine Learning Models Predicting The Prices Of Houses In Boston, Sheikh-Sedat Touray
Senior Honors Projects
No abstract provided.
The Oakland Athletics Use Of Sabermetrics And The Rise Of Big Data Analytics In Business,
2021
University of Tennessee at Chattanooga
The Oakland Athletics Use Of Sabermetrics And The Rise Of Big Data Analytics In Business, Jacob Moorefield
Honors Theses
The Moneyball phenomenon revealed how Billy Beane, the Oakland Athletics general manager utilized advanced data analytics; Sabermetrics, to statistically analyze the data in baseball which aims to quantify baseball players’ performances based on objective statistical measurements. As technology increases and big data becomes more accessible, sports organizations like the Oakland Athletics are illustrating how businesses, small and large, can use advanced analytics to promote growth. This research paper provides a meta-analysis on the results of large businesses using big data analytic techniques similar to Sabermetrics, to show the improvements in marketing, consumer outreach, revenue, and employee retention while questioning whether …
Human Resource Information Systems: Implementing Data Analytics Techniques In Human Resource Functions,
2021
California State University, San Bernardino
Human Resource Information Systems: Implementing Data Analytics Techniques In Human Resource Functions, Prachi Tembhekar
Electronic Theses, Projects, and Dissertations
This project investigated analytical techniques used by organizations across many industries for HR functions, and how data analytical techniques can help HR departments work efficiently. The goal was to look into the obstacles and opportunities that companies have when using HR analytics as a tool in their businesses. This project used secondary data acquired from earlier research articles, journals from the years 2016 to 2019, blogs, and websites to investigate theories and applications of HR analytics. It also examined the need of analytics to assist HR leaders in thinking about the implications of these technologies in future work and how …
