Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Science – Finance"”.
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Directionality in time series and its applications
… disciplines including business, environmental science, finance and medicine are considered. Models that allow for directionality are proposed, and methods of fitting these models are investigated. Time series models that incorporate directionality provide more precise prediction limits and more …
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A framework for space systems architecting under stakeholder objectives ambiguity
… management from the literature in political science, finance and economics, management, and engineering design. The third part of the dissertation presents a Delphi-Based Systems Architecting Framework (DB-SAF). DB-SAF objectives are to identify sources of ambiguity in the value delivery and …
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Exploring Information Leakage in Historical Stock Market Data
<p>Information leakage is a major concern for traders who want to execute large orders without affecting the market price. In this paper, we explore the sources and effects of information leakage in historical stock market data using various methods and metrics. We first define information leakage …
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Characterising Cryptocurrency Project Networks Using Graph-Based Analysis
With the introduction of smart contracts by the Ethereum blockchain in 2015, cryptocurrencies can now function as decentralized applications (dApps). Over the years, the proliferation of dApps has grown exponential and in 2020, the cryptocurrency market has onboarded and grown from a marketcap of …
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Machine learning and information-theoretic approaches for financial applications
… existing research areas in accounting and finance. In Chapter 2, we utilized random forest trees to predict the annual direction of profitability for firms with a minimal amount of information. We demonstrate that we can out-perform benchmark models typically used in financial accounting …
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Leveraging Machine Learning and Causal Inference for Loan Default Prediction
<p>This research explores a systematic application of machine learning techniques combined with causal inference to predict loan defaults in peer-to-peer lending. Accurately forecasting loan defaults is crucial for mitigating financial risk and optimizing lending strategies. This analysis is based …