Handbook of Quantitative Finance and Risk Management

Lee, Cheng-Few; Lee, Alice C.; Lee, John C.

doi:10.1007/978-0-387-77117-5

Cited by 55 publications

(9 citation statements)

References 35 publications

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“…R-squared value is to indicate how fit the regression line is. It should be above 0.5 and being as close as to 1 to show that results are consistent and do not have large discrepancies (Lee et al, 2010). The value of R-squared is 0.8602 to show that result of regression is excellent.…”

Section: Advanced Statistical Analysis: One-way Anovamentioning

confidence: 86%

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Towards Trust and Trust Building in a Selected Cloud Gaming Virtual Community

Yao¹,

Chang

2014

International Journal of Organizational and Collective Intelligence

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Section: Advanced Statistical Analysis: One-way Anovamentioning

confidence: 86%

“…F-test should have a higher value. This is reflected in the term Prob > F, which corresponds to the p-value of this data analysis (Hull, 2009;Lee et al, 2010). The pvalue should be below 0.05 to indicate that the results falls into the 95% of confidence interval.…”

Section: Advanced Statistical Analysis: One-way Anovamentioning

confidence: 95%

Towards Trust and Trust Building in a Selected Cloud Gaming Virtual Community

Yao¹,

Chang

2014

International Journal of Organizational and Collective Intelligence

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“…The type of function form depends on the distribution of variables in the model. Several researchers prefer to use the so-called semi-logarithmic model for different reasons [64,65]. One reason given is that the semi-logarithmic model coefficients can be interpreted as the percentage change of the independent variable [59,66].…”

Section: Methodsmentioning

confidence: 99%

Land Use versus Land Cover: Geo-Analysis of National Roads and Synchronisation Algorithms

Kocur-Bera

Dawidowicz

2019

Remote Sensing

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Technological progress in Earth surface observation provides a vast range of information on the land and methods of its use. This enables property owners, users and administrators to monitor the state of the boundaries of the land they own/administer. The land cover, monitored directly on the ground, is not always consistent with the land use entered in the Land and Property Registry (LPR). Discrepancies between these data are often found in former communist countries. One of the reasons for this was the rapid process of land privatisation, which took place in Poland, without updating information on the plot geodetic boundaries. The study examined and compared the land use (entered in the LPR) with the land cover (on the ground) for national roads (acr. LU-LC). The most frequent discrepancies were selected, using CLC2018, digital orthophotomaps (using the Web Map Service (WMS) browsing service compliant with Open Geospatial Consortium (OGC) standards), cadastral data, statistical modelling and an updated survey of the right-of-way. Subsequently, six algorithms were proposed to synchronise the land use and land cover when the right-of-way was used by unauthorised persons, and two algorithms for cases of unauthorised use of land by the road administrator. Currently, it is difficult to synchronise the land cover with the land use from the administrative, legal and social points of view. The results of analyses show that full synchronisation of land use and land cover is complicated and time-consuming, although desired.

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“…Retail deposits that does not satisfy the criteria outlined above are referred to as less stable deposits. The dynamics of deposits can be written as a diffusion process (see, for instance, [8]; [13]; [15] and [16]). In our article we model stable deposits as…”

Section: Depositsmentioning

confidence: 99%

An optimal strategy for liquidity management in banking

Schalkwyk¹,

Witbooi²

2017

ams

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During the global financial crisis, banks were under severe pressure to maintain adequate liquidity. This resulted in demands for cash from various sources, including counterparties, short-term creditors, and, especially, existing borrowers. Also, banks were forced to maintain more liquid assets in the event of unexpected future losses that may occur from securities write-downs. This can cause a detrimental effect on its investment portfolio and lending activities. In response to the liquidity crises the Basel Committee on Banking Supervision (BCBS) designed a set of precautionary measures (known as Basel III) imposed on banks and one of its purposes is to protect the economy from deteriorating. Recently, bank regulators wanted banks to depend on sources such as core deposits and long-term funding from small businesses and less on short-term wholesale funding. This was an attempt to protect banks from being vulnerable to another financial crises. In order to address the aforementioned problem, we investigate the money supply process between a central bank and a commercial bank and how it influences the liquidity of a bank. In particular, we formulate a stochastic control problem involving cash which is held as deposits at a central bank. The solution of this problem is readily obtained from existing literature. Using simulations we investigate the manner in which this interplay affects the liquidity coverage ratio of a bank. Finally, we make a few concluding remarks and discuss possibilities for further research.

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Handbook of Quantitative Finance and Risk Management

Cited by 55 publications

References 35 publications

Towards Trust and Trust Building in a Selected Cloud Gaming Virtual Community

Towards Trust and Trust Building in a Selected Cloud Gaming Virtual Community

Land Use versus Land Cover: Geo-Analysis of National Roads and Synchronisation Algorithms

An optimal strategy for liquidity management in banking

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