The paper empirically analyzes stock market integration and the benefit possibilities of international portfolio diversification across the Southeast Asia (ASEAN) and U.S. equity markets. It employs daily sample of 6 ASEAN equity market indices and S&P 500 index as a proxy of U.S. market index...

A bank generally hold more equity capital than required by their regulators. We hypothesize that stock market has a disciplining role vis-à-vis bank managers that forces them to increase their capital level. For market discipline to be effective, market factors such as changes in firm equity...

An agricultural sector model for ex ante policy analysis is developed and applied for the simulation of alternative implementations of the Agenda 2000 Mid Term Review (MTR). The model uses an adapted version of Positive Mathematical Programming allowing simultaneous modelling of individual...

The application of Visible and Near-Infrared (VIS/NIR) spectroscopy to determine economic adulteration of crabmeat was determined. Crabmeat samples were adulterated in 10% increments according to weight. The adulterants chosen were surimi-based imitation crabmeat, due to its low cost and...

Prediction in financial domains is notoriously difficult for a number ofreasons. First, theories tend to be weak or non-existent, which makesproblem formulation open ended by forcing us to consider a large numberof independent variables and thereby increasing the dimensionality ofthe search...

This paper considers the design of reduced complexity 2 band QMF filter banks. In order to ensure perfect reconstruction, a lattice architecture has been adopted. Genetic algorithms are used to search for an optimal set of coefficients comprising simple sums of signed power of two terms. This...

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help...

Incremental learning has been widely addressed in the machine learning literature to cope with learning tasks where the learning environment is ever changing or training samples become available over time. However, most research work explores incremental learning with statistical algorithms or...

Incremental learning has been widely addressed in the machine learning literature to cope with learning tasks where the learning environment is ever changing or training samples become available over time. However, most research work explores incremental learning with statistical algorithms or...

Over the past few years property management has become a prominent topic in Mainland China. The proprietors expect the property company to provide a broad range of services and deal with kinds of complaints. One of main duties of the property management is to provide a security patrol on the...