Business Commons^™

Risk-And-Resiliency-Intelligent Supply Chain (Rrisc), Ahmad A. Abdelnabi, Ahmed M. Abdelmagid, Ghaith Rabadi, Andres Sousa-Poza, C. Ariel Pinto

Modeling, Simulation and Visualization Student Capstone Conference

This work proposes a risk-and-resiliency-intelligent supply chain (RRiSC) tool which is an SC risk management framework that leverages cutting-edge technologies in Artificial Intelligence (AI), Big Data Analytics (BDA), and Digital Twins (DT) to develop specific capabilities for SC risk management. RRiSC is a convergence of mature tools and techniques embedded in three modules: Modeling, Simulation, and Visualization – all together integrate the optimization, simulation, and data analytics to test the performance of the whole supply network under different scenarios through measuring the vital KPIs, identifying the vulnerabilities, and setting proactive plans to diminish risks consequences.

The Role Of Risk Management Departments In Banking Institutions, Enver Daci

UBT International Conference

The topic of risk and risk management is a topic where the interest of academics, field professionals but also ordinary people has increased enormously. When this topic is dealt with in the banking system, the dominant element in the overall financial system of a country, then the interest rate is even higher, especially after the global financial crisis. In the case of the banking system, credit risk is one of the main risks to which the system is exposed. Over the last decades, loans have occupied the main weight among the assets of the banking system. Moreover, in recent years, …

The Unpredictable Positive Effects Of Sports Gambling: Gamblers Think Losing Feels Worse Than It Actually Feels, Guy Voichek, Nathan Novemsky

International Conference on Gambling & Risk Taking

Implications statement

Gamblers underestimate how much fun small wagers add to enjoying sports events. They think losing will feel worse than it really does. Simple reminder can correct this misprediction.

Abstract

When considering whether to gamble on a sporting event, people may ask themselves how winning or losing will affect their experience. In a series of four experiments, we find that people under-appreciate the positive effect of gambling on watching sporting events, in a way that causes them to under-value the opportunity to place a small stakes gamble. While participants predict that a gamble will enhance or diminish an experience …

Kelly Fraction Estimation For Multiple Correlated Bets, William Chin

International Conference on Gambling & Risk Taking

It is well-known that expected portfolio growth is maximized by maximizing

expected logarithmic utility. This investment criterion is known as Kelly betting.

It has many optimality properties but is considered to be risky. Blackjack

teams and other advantage gamblers practice a fraction of the Kelly optimal to

decrease risk. Some hedge fund managers are thought to practice according to

Kelly principles. We use a continuous multivariate Geometric Brownian motion

model and present an interval estimate for the historical fraction for a portfolio

of correlated bets, possibly including a risk-free asset. Historical data comes

from a range of sources and the …

The Determinants Of Bank Interest Rate Margins: A Panel Approach For Some Balkan Countries, Fidane Spahija Gjikolli

UBT International Conference

Studying interest rates has always been in focus of researches. Loans are the main source of funds for businesses and individuals, especially in the Balkan countries. The main problem is that high interest rate margins can indicate many factors, such as: The informal economy, problems with the cadaster system, an ineffective job of courts, the inability of Central Banks to inject liquidity, weaknesses in the quality of financial reporting of businesses, non-performing loans. It looks like all these problems are in favor of banks, by maximizing their profit. It is well known that the intermediary role of bank is to …

Application Of Dcf Method In The Assessment Of Company's Capital - With A Study Case, Bukurie Imeri Jusufi, Sema Kazazi

UBT International Conference

The models based on assets, dividents, cash flow and returns are identical, however, in the real world, a perfect environment does not exist, thus the results of the models applied throughout the assessment of the companies are different. Therefore, in such an environment, the data used during the capital assessment represent the assessment of the future values and their measurement is important during the predictions.

The aim of the study is to explain the concept of 'market real value' of the companies and the methodological instrumentarium for their assessment, with a special focus on the factors that influence the company's …

The Financial Crisis: Origins, Causes And Conclusions, Eneida Permeti, Blerta Mjeda

UBT International Conference

The crisis in recent years took start in response to a crisis of the real estate market in the United States in 2007. The year 2009 has seen an economic crisis and between 2010 and 2011 it was known the spreading of the crisis sovereign debt and public finances of many countries. The financial markets failed in their main task: the allocation of risk. The products and services traded in the financial market are characterized by the immateriality and legal complexity. It means a high uncertainty degree and a high risk. Therefore is very important to protect the investors and …

Financial Analysis And Techniques To Forecast The Possible Bankruptcy Of Firms In Terms Of Economic Crisis (The Case Of Albania), Antoneta Polo, Vjollca Karapici, Enkela Caca

UBT International Conference

Globalization of markets, continued growth of competition, major technological and innovative changes, has decided Albanian businesses before the big existential challenges. The possibility of bankruptcy knocks at the gate of each of them (especially small and medium business), constituting a problem for the economy of the entire country. Factors that may cause such negative changes are numerous both in number as well as in the consequences with which they are associated. The main purpose of this paper is to make possible the identification of the most important factors that can lead to bankruptcy Albanian businesses and to present models and …