2024 July - 15 articles
We introduce the function principal component regression (FPCR) forecasting method to model and forecast age-specific survival functions observed over time. The age distribution of survival functions is an example of constrained data whose values lie...
A company’s cyber defenses are based on a secure infrastructure and risk-aware behavior by employees. With rising cyber threats and normative training efforts showing limited impact, raising cyber risk awareness is emerging as a challenging eff...
This study investigates the impact of FinTech adoption on traditional financial inclusion in 22 countries in sub-Saharan Africa (SSA). The study utilizes the World Bank’s World Development Indicators data and the International Monetary Fund&rsq...
The objective of this study is to examine the relationship between macroeconomic variables and the financial liquidity of companies. In this context, two main research questions were formulated. Firstly, which macroeconomic variables impact the finan...
The study described in this paper develops a new technique which permits the execution of an open straddle strategy based on the superior volatility forecast for analyzing historical data. We extend the current litearure by measuring the volatility o...
This paper aimed to investigate the effects of government borrowing banks’ capital structure using a sample of banks registered in South Africa from 2012 to 2021. Despite the extensive literature on this association, few prominent researchers h...
Risk management in the project portfolio can contribute to more effective implementation of the goals of the projects, the portfolio, and the entire organization. However, in the literature on the subject, relatively little attention is paid to the d...
The frequency and economic damage of natural disasters have increased globally over the last two decades due to climate change. This increase has an impact on the disaster insurance field, particularly in the calculation of premiums. Many regions hav...
Financial risk aversion and financial risk tolerance are sometimes considered to be ‘opposite sides of the same coin’, with the implication being that risk aversion (a term describing the unwillingness of an investor to take risks based o...
This research delves into the fusion of spatial clustering and predictive modeling within auto insurance data analytics. The primary focus of this research is on addressing challenges stemming from the dynamic nature of spatial patterns in multiple a...
This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity, including trad...
In this paper, we introduce the concept of statistical arbitrage through the definition of a mean-reverting trading strategy that captures persistent anomalies in long-run relationships among assets. We model the statistical arbitrage proceeding in t...
The relationship between intellectual capital and firm performance represents a critical facet of corporate governance, warranting comprehensive investigation. By analyzing data from 1151 non-financial firms listed on the Indonesia Stock Exchange ove...
In the insurance sector, Zero-Inflated models are commonly used due to the unique nature of insurance data, which often contain both genuine zeros (meaning no claims made) and potential claims. Although active developments in modeling excess zero dat...
Greening the environment cannot be achieved satisfactorily, considering that the private sector lags behind the public sector in participation levels. The purpose of this study was to determine the reasons behind the gap in green finance between the...
