Risks, Volume 10, Issue 12

Explainable Artificial Intelligence (XAI) models allow for a more transparent and understandable relationship between humans and machines. The insurance industry represents a fundamental opportunity to demonstrate the potential of XAI, with the indus...

In contrarian trading, investors buy and sell loser stocks (lowest average historical prices) and winner stocks (highest average historical prices), respectively. This study examines whether (a) Thailand Sustainability Investment-listed companies out...

We study two credit risk models with occupation time and liquidation barriers: the structural model and the hybrid model with hazard rate. The defaults within the models are characterized in accordance with Chapter 7 (a liquidation process) and Chapt...

The curse of dimensionality problem refers to a set of troubles arising when dealing with huge amount of data as happens, e.g., applying standard numerical methods to solve partial differential equations related to financial modeling. To overcome the...

Inventory leanness requires that firms minimize inventory mistreatment and misuse. A firm performance deteriorates because of high inventory misuse, and because of such an issue, the effect on the firm’s credit rating can also be seen. This study exa...

The aim of this paper is to introduce a two-step trading algorithm, named TI-SiSS. In the first step, using some technical analysis indicators and the two NLP-based metrics (namely Sentiment and Popularity) provided by FinScience and based on relevan...

Data breach incidents result in severe financial loss and reputational damage, which raises the importance of using insurance to manage and mitigate cyber related risks. We analyze data breach chronology collected by Privacy Rights Clearinghouse (PRC...

Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This study evaluates the influence of various global implied volatility indices in forecasting the day-to-day binary movements in the im...

The area of digital technologies is currently the subject of many cyber threats, the frequency of which is increasing. One of the areas of cyber security is also the creation of models and estimates of the process of cyber threats and their possible...

We develop a novel quantum algorithm for approximating the price of a discrete floating-strike Asian option based on an underlying valuation tree. The paths of the tree are encoded in bit-representation into a qubit register, where quantum state prep...