Academic literature on the topic 'Model for assessment of financial processes'
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Journal articles on the topic "Model for assessment of financial processes"
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Gökalp, Ebru, and Onur Demirörs. "Model based process assessment for public financial and physical resource management processes." Computer Standards & Interfaces 54 (November 2017): 186–93. http://dx.doi.org/10.1016/j.csi.2016.11.011.
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Xiuqiong Yang, Xiuqiong Yang. "Financial Risk Assessment Model Based on Fuzzy Logic." Journal of Electrical Systems 20, no. 1 (2024): 192–205. http://dx.doi.org/10.52783/jes.676.
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In the rapidly evolving landscape of business operations, establishing a robust security domain prevention system in the Middle Office is of utmost importance. To achieve this, the integration of Choquet expectation-based methodologies offers a powerful approach. The Middle Office acts as a critical hub for various business processes, including risk management, compliance, and data protection. With the implementation of Choquet expectation theory, which encompasses the combination of multiple criteria and preferences, businesses can effectively assess and optimize their security domain prevention system. The establishment and optimization of a security domain prevention system based on Choquet’s expectations provide businesses with a comprehensive and tailored approach to protect their critical assets, maintain operational continuity, and safeguard sensitive data from emerging threats in the Middle Office environment. This paper constructed a Fuzzy Optimization Membership Estimation (FOME) for the computation of the feature vector. The proposed FOME model uses the Flemingo Optimization model for the evaluation of the feature vector in the business middle office. The FOME model effectively computes the Choquet expectation features for the analysis of the risk management of the feature vector in the middle office. Through the membership estimation with the FOME model, the model significantly computes the different attacks in the middle office. The analysis of the proposed FOME is evaluated for the conventional CICIDS dataset for the attack analysis. The simulation analysis stated that the proposed FOME model achieves a higher classification accuracy of 99.89% for attack detection.
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Zarina, Poberezhna. "Comprehensive approach to the efficiency assessment of the business model of the aviation enterprise based on business process innovation." Eastern-European Journal of Enterprise Technologies 5, no. 13 (113) (2021): 44–57. https://doi.org/10.15587/1729-4061.2021.243118.
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The improvement of theoretical and methodological approaches to the formation of innovativeness of business processes of enterprises has been carried out. A model of innovativeness of business processes has been formed, which takes into account the principles, goals, methods of improving the management of business processes and the factors of influence on them. The main directions of the formation of an effective business model of an aviation enterprise based on the innovativeness of business processes are investigated and strategic directions of its provision are proposed. At the same time, the following aspects of enhancing the innovative activity of an aviation enterprise are highlighted as: the influence of the external and internal environment, innovative activity, analysis of the innovative potential and innovativeness of business processes. An integrated approach to assessing the effectiveness of the business model of an aviation enterprise based on the innovativeness of business processes has been formed. This approach allows to provide the necessary level of innovative flexibility of the aviation enterprise and independence in the application of innovative business processes. The author has carried out a practical implementation of the applied approach at aviation enterprises. The study made it possible to identify the most important business processes for aviation enterprises. These include: the level of support (provision) of innovation, the turnover ratio of current assets, the provision of material and technical resources. As a result of the assessment, these business processes have the highest scores (4.55; 4.43 and 4.26, respectively). The assessment of the financial stability of aviation enterprises in the market was carried out and the indicators of the assessment were calculated. An integral indicator of the financial stability of aviation enterprises has been determined, according to which the problems of the effective functioning of Ukrainian aviation enterprises have been identified. At the same time, small aviation enterprises suffer losses and are characterized by a low level of financial stability
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Ma'ruf, Aminudin, and Khairunnisa Nurul Fikri. "Ethical Dimensions of Islamic Finance: Lessons from the CSR Model of Indonesian Islamic Banks." Journal of Islamic Economics and Finance Studies 4, no. 1 (2023): 1–13. http://dx.doi.org/10.47700/jiefes.v4i1.5823.
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The Islamic financial system is regarded as a financial system that bases its operations on the valuesof Islam. However, the practice of the Islamic financial industry has been criticized as it deviates fromthe theory. This paper aims to explore and analyze the ethical values of Islamic finance and theirimplementation in Indonesian Islamic commercial banks. The study employs a qualitative researchmethod with the literature study approach and assessment of the annual reports of 14 IndonesianIslamic commercial banks. The literature study explores and analyses Islamic values embedded withinthe Islamic financial system. In contrast, the exploration and assessment of Indonesian Islamiccommercial banks’ annual reports provide the study with the practical implementation of the values.The paper found that Indonesian Islamic commercial banks have contributed to facing the currentsocial and environmental issues through some initiatives in their CSR implementations. All IndonesianIslamic commercial banks have been actively participating in CSR programs. However, a number ofIslamic banks need to enhance their CSR practices to tackle the ongoing environmental issues.Therefore, the paper comes with some limitations and policy recommendations.
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Olena, Bondarenko, Palyvoda Olena, and Kyrylenko Oksana. "DEVELOPMENT OF A MODEL FOR THE ESTIMATION OF FINANCIAL PROCESSES IN LOGISTIC SYSTEMS AT INDUSTRIAL ENTERPRISES." Eastern-European Journal of Enterprise Technologies 5, no. 1 (95) (2018): 6–16. https://doi.org/10.15587/1729-4061.2018.142628.
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The model and the method for assessment of the effectiveness of management of financial processes in logistic systems of industrial enterprises were substantiated. The model takes into consideration the parameters of financial flows and their cumulative effect on overall efficiency. The method was developed based on calculation of the integral index by the criteria of liquidity, balance, intensity, and sufficiency of financial flows, taking into consideration the structure of factor features. The groups of factors were generated based of the methods for data standardization and actualization, which determine the key criteria for the management of financial processes at industrial enterprises under conditions of logistication of economy. The economic content of correlation dependences between the latent factors and their variables was interpreted. The level of influence of the key criteria on the general state of management of financial processes in logistic systems was determined with the use of the methods of taxonomy. The formula of calculation of the integral index was proposed in order to ensure a reliable assessment of the final state of the management of financial processes (high, medium, low, rather low). The permissible limits of its fluctuations were established by the method of the Shewhart control charts. The application of the model provides the design of objective recommendations regarding decision-making on the regulation of the corresponding indicators in the context of the selected key criteria. The software IBM SPSS Statistics (Russia) was used for the calculations, which makes it possible to analyze the values of arrays of information and level the errors in justifying decisions. The proposed model can be useful for economic entities in the international format. It opens up additional possibilities for evaluation, taking into consideration the life cycle of an enterprise, industrial tendencies, the stage of logistication of the world economy
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Stehnei, Marianna, Inna Irtyshcheva, and Halyna Mykhalchynets. "DEVELOPMENT OF THE FINANCIAL MARKET: DESTABILIZING PROCESSES, THEIR ASSESSMENT, AND GLOBAL IMPACT." Baltic Journal of Economic Studies 8, no. 5 (2022): 176–83. http://dx.doi.org/10.30525/2256-0742/2022-8-5-176-183.
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The subject of the study is the process of destabilization of the financial market of Ukraine in modern conditions. Methodology. The research used general scientific methods, in particular: theoretical generalization, methods of positive and normative analysis, and statistical analysis. The goal is to assess the processes of destabilization of the financial market of Ukraine in modern conditions. Research conclusion. For the formation of command information oriented to the production of effects in current conditions, it is necessary to provide in mathematical logic: 1) a comprehensive study of static (permanent) characteristics of the financial market as a hierarchically ordered combinatorial system; 2) research of existing trends in the development of the financial market of Ukraine according to the elements of its combinatorial structure; 3) specification of critical problems and obstacles to the development of the financial market (according to the elements of its combinatorial structure), which may negatively affect the performance of the financial market. The financial market of Ukraine is a complex structure characterized by constant structural changes. Currently, the financial market of Ukraine is characterized by somewhat contradictory trends of its development, taking place against the background of increasing stochasticity of its environment. Naturally, it is necessary to create opportunities to estimate and forecast the flows of financial resources and changes in the financial market associated with these flows by building a complex of models that provide 1) forecasting possible behavioral reactions of the integrated performance of the financial market on the basis of existing trends in changes in the value characteristics of assets under the influence of various influencing factors in stochastic models; 2) step-by-step descriptive-numerical representation of data in dynamic programming models to identify possible changes in the structure of the financial market. It is this content of the models that is important because it not only determines the possible directions of strengthening, vulnerability and destabilization of the financial market, such a model basis increases the scientific validity of the developed strategic priorities aimed at preventing destabilization processes on the efficiency of the financial market in the future.
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Yang, Xibin. "The Application of Stochastic Processes in Financial Mathematics." Theoretical and Natural Science 79, no. 1 (2025): 54–58. https://doi.org/10.54254/2753-8818/2025.19942.
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Stochastic processes are crucial in financial mathematics, providing a framework to model the inherent uncertainties of financial markets. This paper explores stochastic process application across various financial domains, such as option pricing, risk management, and financial engineering. Through case studies, literature review, and case analysis, the study demonstrates the practical effectiveness of stochastic processes in finance. The findings highlight the adaptability and robustness of these models in capturing market dynamics and optimizing financial strategies. This research particularly focuses on the implementation of Brownian motion and Its processes in derivative pricing, revealing significant improvements in accuracy compared to traditional methods. Additionally, we examine the integration of machine learning techniques with stochastic models to enhance predictive capabilities in risk assessment. This study also addresses the challenges and limitations of current stochastic approaches, proposing innovative solutions for practical implementation. These insights contribute to both theoretical understanding and practical applications in quantitative finance, offering valuable guidance for practitioners and researchers in the field
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Rakesh Pandit, Sheetal Bawane, Jayesh Surana, Pankaj Malik, Ankita Chourasia,. "Credit Risk Assessment and Fraud Detection in Financial Transactions Using Machine Learning." Journal of Electrical Systems 20, no. 3s (2024): 2061–69. http://dx.doi.org/10.52783/jes.1807.
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Credit risk assessment and fraud detection are crucial tasks in the financial industry, vital to preserving financial organizations' legitimacy and sustainability. Traditional methods often fall short in accurately assessing risk and detecting fraudulent activities in a timely manner. In recent years, machine learning has emerged as a powerful tool for enhancing these processes, leveraging great dimensions of transactional statistics and superior algos for making more informed decisions. This research paper explores the usage of ML techniques in credit risk assessment and fraud detection within financial transactions.
 The paper begins with an overview of the importance of accurate risk assessment and fraud detection in financial transactions and introduces the role of machine learning in addressing these challenges. A comprehensive literature review is conducted to analyze existing methodologies, algorithms, and research trends in the field. Data acquisition and preprocessing techniques are discussed, emphasizing the importance of clean and relevant data for model training. Feature engineering strategies are explored to extract meaningful information from financial transaction data and enhance the predictive capabilities of machine learning models.
 Various machine learning algorithms suitable for credit risk assessment and fraud detection are examined, including LR, SVMs, RF, DTs and DNNs. The efficacy of these techniques is evaluated by discussing model metrics for assessment and ensemble approaches for boosting efficiency, with a focus on metrics such as accuracy, precision, recall, and ROC-AUC.
 The paper presents case studies and experimental results illustrating the application of machine learning models in real-world scenarios, highlighting their effectiveness in improving risk assessment and fraud detection processes. Additionally, difficulties such as imbalanced datasets, comprehensibility of the model and adherence to regulations are discussed, along with potential research directions and future trends in the field.
 In conclusion, this research emphasizes the transformative potential of machine learning in credit risk assessment and fraud detection within financial transactions. By leveraging advanced algorithms and data-driven approaches, financial institutions can enhance their decision-making processes, mitigate risks, and safeguard against fraudulent activities, ultimately contributing to a more secure and resilient financial ecosystem.
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Ali, Aijaz, Asif Saeed Naji, and Ubaid Ali. "Strategic Utilization and Factors Influencing Financial Derivatives in Pakistan's Financial Landscape." Journal of Entrepreneurship, Management, and Innovation 5, no. 3 (2023): 401–13. http://dx.doi.org/10.52633/jemi.v5i3.321.
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The purpose of this study was to investigate the derivatives usage available in Pakistan. The investigation encompassed an in-depth analysis of the diverse services offered by Pakistani financial institutions, with a focused assessment aimed at understanding the impact of these services on derivative usage. The data was gathered using a customized questionnaire. Several banks' statistical tools were used to examine the data after different users of derivatives filled out questionnaires. The study employed cross-sectional data, drawn from diverse demographic categories within a single locality, facilitating the potential replication of the model in other countries through longitudinal financial institution data. The study has several practical consequences for financial service providers that aim to grow the derivative market in Pakistan by providing high-quality services for derivatives. This research contributes to the existing literature by delineating the determinants and patterns of derivative usage in the Pakistani context, thereby establishing a cognitive motivation relationship. It uses a cognitive motivation relationship. This study is useful in the financial institutions/banking industry for a better understanding of this concept.
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Shandrivska, O., and N. Shynkarenko. "APPLIED RISK ASSESSMENT IN THE SYSTEM OF SOCIO-ECONOMIC PROCESSES IN CYBERSPACE." Journal of Lviv Polytechnic National University. Series of Economics and Management Issues 4, no. 2 (2020): 94–105. http://dx.doi.org/10.23939/semi2020.02.094.
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In the paper investigated safety of socio-economic processes in the virtual space. Studied the main trends influence on formation of preventive and adaptive mechanisms for ensuring information and cyber security enterprises. Key trends of the modern business and social environment include: globalization, informatization and individualization of consumer needs; mediatization, territorialization and universalization of social phenomena. Presented an original ensuring security model for the virtual information sphere. In this model was invented a conceptual scheme for identifying the information security system: given the identification sequence and risks assessment in cyberspace by stages; risk identification; a description of the threats it poses; identification of vulnerable market segments; analysis and assessment of the risk occurrence probability level; analysis and assessment of the risk manifestation consequences level; score determination of the general rick level; proposal to eliminate the development environment risks of the study object; net risk identification; risks in cyberspace have been identified and assessed in terms of security and financial flows. Among the dominant risks of the external and internal security environment in the information virtual Ukrainian space the following are highlighted: insufficient system security, processes and technologies, disinformation and information asymmetry; high sensitivity of financial flows to the processes of the implementation of shock macroeconomic phenomena (including almost unsignificant currencies devaluation against the pandemic background) in terms of the safety of financial flows; technical, technological and personal vulnerability growth in the information sphere, due to the increasing cybercrime in terms of the information flow security. Among the mitigation measures and neutralization of the general risk level, was proposed the creation of a single protection system. The single data protection system should be based on: data protection progressive principles, tasks to ensure security from information influences, information infrastructure security, information rights, open access to information, publicity of open information, etc.; organizational and right mechanism of data protection. This mechanism is based on the need to streamline the responsibilities of information marked actors; state control over data manipulation; data manipulation standards development; information systems certification for their processing. Construction of database registers, as well as registration of owners and/or data administrators, third parties to whom the data was transferred for further manipulation; an independent coordination center formation for the state policy implementation in terms of monitoring compliance with data protection requirements, etc.; increasing the financial flow transparency, namely risk-oriented monitoring in digital currency exchanges and licensing of transactions in virtual currencies requires support from the Financial Action Task Force on Money Laundering and the Financial Intelligence Unit.
Dissertations / Theses on the topic "Model for assessment of financial processes"
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Shahi, Sepideh. "Business sensible design: Exploratory research on the importance of considering cost and profit for undergraduate industrial design students." University of Cincinnati / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1368026398.
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Zhao, Bo. "Overview of Financial Risk Assessment." Kent State University Honors College / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ksuhonors1399203159.
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Guo, Xu. "Fractional differential equations for modelling financial processes with jumps." HKBU Institutional Repository, 2015. https://repository.hkbu.edu.hk/etd_oa/192.
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The standard Black-Scholes model is under the assumption of geometric Brownian motion, and the log-returns for Black-Scholes model are independent and Gaussian. However, most of the recent literature on the statistical properties of the log-returns makes this hypothesis not always consistent. One of the ongoing research topics is to nd a better nancial pricing model instead of the Black-Scholes model. In the present work, we concentrate on two typical 1-D option pricing models under the general exponential L evy processes, namely the nite moment log-stable (FMLS) model and the the Carr-Geman-Madan-Yor-eta (CGMYe) model, and we also propose a multivariate CGMYe model. Both the frameworks, and the numerical estimations and simulations are studied in this thesis. In the future work, we shall continue to study the fractional partial di erential equations (FPDEs) of the nancial models, and seek for the e cient numerical algorithms of the American pricing problems. Keywords: fractional partial di erential equation; option pricing models; exponential L evy process; approximate solution.
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Koekemoer, Silma Marguerite. "Wage negotiations : a financial assessment model / by Silma Marguerite Koekemoer." Thesis, North-West University, 2008. http://hdl.handle.net/10394/3736.
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The purpose of this study is to propose a financial assessment model for use in preparation for salary and wage negotiations.
Media reports covering recent salary and wage negotiations, as well as industrial action, were studied to identify financial factors that could have an impact on the negotiation process. The financial factors were grouped according to external, internal and personal financial factors. Of note is the fact that the majority of financial factors were found to be of an internal nature, that is, concerning the internal organizational environment. This group could be further divided into pure financial factors and financial factors relating to the relationship between management and the employees.
The principles and calculations used in value based management were considered. Particularly the balance between direct and indirect cost, in relation to the return that is generated, as the return creates value for the owners and shareholders, but return requires input cost, which includes labour cost and should be closely managed to optimize the balance between the two.
A study of negotiation preparation methodologies and practical preparations for negotiations identified financial assessment and preparation as an area that is relatively neglected when preparing for salary and wage negotiations. Although the reasons for this were not particularly researched, it can be deduced that time plays a role, as well as ready access to models and tools to assist negotiators in this area. The findings of the theoretical research were confirmed by the empirical study, which consisted of structured interviews with persons normally involved in salary and wage negotiations. Of note is the fact that several of the interviewees indicated that they are not particularly financially literate and that they therefore battle to assess the finances attached to salary and wage negotiations.
A financial assessment model is proposed which incorporates the identified financial factors and the principles of value based management. The model has been designed to be simple to use and applicable to any industry or organization. It still needs to be extensively tested and developed into a software product that is interactive, simple to use and automates the calculations contained in the model.<br>Thesis (M.B.A.)--North-West University, Potchefstroom Campus, 2009.
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Kopciuk, Karen. "Modelling Issues in Three-state Progressive Processes." Thesis, University of Waterloo, 2001. http://hdl.handle.net/10012/1114.
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This dissertation focuses on several issues pertaining to three-state progressive stochastic processes. Casting survival data within a three-state framework is an effective way to incorporate intermediate events into an analysis. These events can yield valuable insights into treatment interventions and the natural history of a process, especially when the right censoring is heavy. Exploiting the uni-directional nature of these processes allows for more effective modelling of the types of incomplete data commonly encountered in practice, as well as time-dependent explanatory variables and different time scales. In Chapter 2, we extend the model developed by Frydman (1995) by incorporating explanatory variables and by permitting interval censoring for the time to the terminal event. The resulting model is quite general and combines features of the models proposed by Frydman (1995) and Kim <i>et al</i>. (1993). The decomposition theorem of Gu (1996) is used to show that all of the estimating equations arising from Frydman's log likelihood function are self-consistent. An AIDS data set analyzed by these authors is used to illustrate our regression approach. Estimating the standard errors of our regression model parameters, by adopting a piecewise constant approach for the baseline intensity parameters, is the focus of Chapter 3. We also develop data-driven algorithms which select changepoints for the intervals of support, based on the Akaike and Schwarz Information Criteria. A sensitivity study is conducted to evaluate these algorithms. The AIDS example is considered here once more; standard errors are estimated for several piecewise constant regression models selected by the model criteria. Our results indicate that for both the example and the sensitivity study, the resulting estimated standard errors of certain model parameters can be quite large. Chapter 4 evaluates the goodness-of-link function for the transition intensity between states 2 and 3 in the regression model we introduced in chapter 2. By embedding this hazard function in a one-parameter family of hazard functions, we can assess its dependence on the specific parametric form adopted. In a simulation study, the goodness-of-link parameter is estimated and its impact on the regression parameters is assessed. The logistic specification of the hazard function from state 2 to state 3 is appropriate for the discrete, parametric-based data sets considered, as well as for the AIDS data. We also investigate the uniqueness and consistency of the maximum likelihood estimates based on our regression model for these AIDS data. In Chapter 5 we consider the possible efficiency gains realized in estimating the survivor function when an intermediate auxiliary variable is incorporated into a time-to-event analysis. Both Markov and hybrid time scale frameworks are adopted in the resulting progressive three-state model. We consider three cases for the amount of information available about the auxiliary variable: the observation is completely unknown, known exactly, or known to be within an interval of time. In the Markov framework, our results suggest that observing subjects at just two time points provides as much information about the survivor function as knowing the exact time of the intermediate event. There was generally a greater loss of efficiency in the hybrid time setting. The final chapter identifies some directions for future research.
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Siu, Kin-bong Bonny. "Expected shortfall and value-at-risk under a model with market risk and credit risk." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B37727473.
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Walljee, Raabia. "The Levy-LIBOR model with default risk." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/96957.
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Thesis (MSc)--Stellenbosch University, 2015<br>ENGLISH ABSTRACT : In recent years, the use of Lévy processes as a modelling tool has come to be viewed more favourably than the use of the classical Brownian motion setup. The reason for this is that these processes provide more flexibility and also capture more of the ’real world’ dynamics of the model. Hence the use of Lévy processes for financial modelling is a motivating factor behind this research
presentation. As a starting point a framework for the LIBOR market model with dynamics driven by a Lévy process instead of the classical Brownian motion setup is presented. When modelling LIBOR rates the use of a more realistic driving process is important since these rates are the most realistic interest rates used in the market of financial trading on a daily basis. Since the financial crisis there has been an increasing demand and need for efficient modelling and management of risk within the market. This has further led to the motivation of the use of Lévy based models for the modelling of credit risky financial instruments. The motivation stems from the basic properties of stationary and independent increments of Lévy processes. With these properties, the model is able to better account for any unexpected behaviour within the market, usually referred to as "jumps". Taking both of these factors into account, there is much motivation for the construction of a model driven by Lévy processes which is able to model credit risk and credit risky instruments. The model for LIBOR rates driven by these
processes was first introduced by Eberlein and Özkan (2005) and is known as
the Lévy-LIBOR model. In order to account for the credit risk in the market, the Lévy-LIBOR model with default risk was constructed. This was initially done by Kluge (2005) and then formally introduced in the paper by Eberlein
et al. (2006). This thesis aims to present the theoretical construction of the model as done in the above mentioned references. The construction includes the consideration of recovery rates associated to the default event as well as a
pricing formula for some popular credit derivatives.<br>AFRIKAANSE OPSOMMING : In onlangse jare, is die gebruik van Lévy-prosesse as ’n modellerings instrument
baie meer gunstig gevind as die gebruik van die klassieke Brownse bewegingsproses opstel. Die rede hiervoor is dat hierdie prosesse meer buigsaamheid verskaf en die dinamiek van die model wat die praktyk beskryf, beter hierin
vervat word. Dus is die gebruik van Lévy-prosesse vir finansiële modellering ’n motiverende faktor vir hierdie navorsingsaanbieding. As beginput word ’n raamwerk vir die LIBOR mark model met dinamika, gedryf deur ’n Lévy-proses in plaas van die klassieke Brownse bewegings opstel,
aangebied. Wanneer LIBOR-koerse gemodelleer word is die gebruik van ’n meer realistiese proses belangriker aangesien hierdie koerse die mees realistiese koerse is wat in die finansiële mark op ’n daaglikse basis gebruik word. Sedert die finansiële krisis was daar ’n toenemende aanvraag en behoefte aan doeltreffende modellering en die bestaan van risiko binne die mark. Dit het verder gelei tot die motivering van Lévy-gebaseerde modelle vir die modellering van finansiële instrumente wat in die besonder aan kridietrisiko onderhewig is. Die motivering spruit uit die basiese eienskappe van stasionêre en onafhanklike inkremente van Lévy-prosesse. Met hierdie eienskappe is die model in staat
om enige onverwagte gedrag (bekend as spronge) vas te vang. Deur hierdie faktore in ag te neem, is daar genoeg motivering vir die bou van ’n model gedryf deur Lévy-prosesse wat in staat is om kredietrisiko en instrumente onderhewig hieraan te modelleer. Die model vir LIBOR-koerse
gedryf deur hierdie prosesse was oorspronklik bekendgestel deur Eberlein and Özkan (2005) en staan beken as die Lévy-LIBOR model. Om die kredietrisiko
in die mark te akkommodeer word die Lévy-LIBOR model met "default risk" gekonstrueer. Dit was aanvanklik deur Kluge (2005) gedoen en formeel in die
artikel bekendgestel deur Eberlein et al. (2006). Die doel van hierdie tesis is om die teoretiese konstruksie van die model aan te bied soos gedoen in die bogenoemde verwysings. Die konstruksie sluit ondermeer in die terugkrygingskoers
wat met die wanbetaling geassosieer word, sowel as ’n prysingsformule vir ’n paar bekende krediet afgeleide instrumente.
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Onuoha, Luke. "Systematic financial resources allocation processes : a model for critical resources mobilization and deployment for Nigerian universities." Thesis, Aston University, 2015. http://publications.aston.ac.uk/25324/.
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Purpose – The purpose of this research is to study the perceived impact of some factors on the resources allocation processes of the Nigerian universities and to suggest a framework that will help practitioners and academics to understand and improve such processes. Design/methodology/approach – The study adopted the interpretive qualitative approach aimed at an ‘in-depth’ understanding of the resource allocation experiences of key university personnel and their perceived impact of the contextual factors affecting such processes. The analysis of individual narratives from each university established the conditions and factors impacting the resources allocation processes within each institution. Findings – The resources allocation process issues in the Nigerian universities may be categorised into people (core and peripheral units’ challenge, and politics and power); process (resources allocation processes); and resources (critical financial shortage and resources dependence response). The study also provides insight that resourcing efficiency in Nigerian universities appears strongly constrained by the rivalry among the resource managers. The efficient resources allocation process (ERAP) model is proposed to resolve the identified resourcing deficiencies. Research limitations/implications – The research is not focused to provide generalizable observations but ‘in-depth’ perceived factors and their impact on the resources allocation processes in Nigerian universities. The study is limited to the internal resources allocation issues within the universities and excludes the external funding factors. The resource managers’ responses to the identified factors may affect their internal resourcing efficiency. Further research using more empirical samples is required to obtain more widespread results and the implications for all universities. Originality/value – This study contributes a fresh literature framework to resources allocation processes focusing at ‘people’, ‘process’ and ‘resources’. Also a middle range theory triangulation is developed in relation to better understanding of resourcing process management. The study will be of interest to university managers and policy makers.
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Anselmi, Pasquale. "The Gain-Loss Model: A formal model for assessing learning processes." Doctoral thesis, Università degli studi di Padova, 2011. http://hdl.handle.net/11577/3421632.
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The thesis presents the Gain-Loss Model, a formal model for assessing learning processes. The theoretical framework is knowledge space theory, which is a novel approach to the assessment of knowledge proposed by Doignon and Falmagne in 1985.
The Gain-Loss Model assesses the knowledge of students in the different steps of the learning process, and the effectiveness of educational interventions in promoting specific learning. The core element is represented by a skill multimap associating each problem with a collection of subsets of skills that are necessary and sufficient to solve it. The model is characterized by parameters which provide information relevant at different levels of didactic practice.
The model has been the subject of investigation at different levels. Its functioning has been analyzed under different conditions, and theoretical developments have been proposed for improving its informative power in practical applications. The investigations have been conducted through simulated studies and empirical applications.
The thesis presents the work completed on the model. On one hand, the theoretical development of the model itself, as well as some extensions of it, are described. On the other hand, the results of the simulation studies and the empirical applications are presented and discussed.<br>La tesi presenta il Gain-Loss Model, un modello formale per la valutazione degli interventi educativi. Il contesto teorico è la teoria degli spazi di conoscenza, che costituisce un approccio innovativo alla valutazione delle conoscenze proposto da Doignon e Falmagne nel 1985.
Il Gain-Loss Model valuta le conoscenze possedute dagli studenti nelle diverse fasi del processo educativo e l’efficacia degli interventi didattici nel promuovere l’acquisizione di specifiche abilità. L’elemento di base è rappresentato dalla definizione di una multimappa di abilità che associa ad ogni problema una collezione di sottoinsiemi di abilità necessarie e sufficienti per risolverlo. Il modello è caratterizzato da parametri che forniscono informazioni utili a diversi livelli della didattica.
Il modello è stato oggetto di analisi a diversi livelli. È stato studiato il suo funzionamento in diverse condizioni e sono stati proposti sviluppi teorici in grado di aumentarne l’utilità nelle applicazioni pratiche. Le analisi sono state condotte mediante studi simulati ed applicazioni empiriche.
La tesi presenta il lavoro condotto sul modello. Da una parte, viene descritto lo sviluppo teorico del modello e vengono proposte alcune estensioni dello stesso. Dall’altra, vengono presentati e discussi i risultati degli studi simulati e delle applicazioni empiriche.
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Manzardo, Alessandro. "NEW MODEL TO ACHIEVE THE WATER MANAGEMENT AS A COMPETITIVE TOOL FOR INDUSTRIAL PROCESSES." Doctoral thesis, Università degli studi di Padova, 2014. http://hdl.handle.net/11577/3425272.
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The issue of freshwater use and related impacts is central to international debate. The reason is that freshwater, even though renewable, is a scarce resource with limited availability in a growing number of regions all over the world. The consequent increasing competitiveness on freshwater resources is recognized to affect companies by exposing them to several environmental and market risks. In this contest, businesses clearly showed interest in freshwater management tool so that, in recent year, the scientific community has been working on the development of suitable models and methods. Even though several experiences can be identified in the literature, most significant researches are taking place within the framework of the Life Cycle Assessment, an internationally accepted methodology to assess potential environmental impacts of products, processes and organizations. When focusing on freshwater related issue it is also known as Water Footprint assessment.
Current methods, specifically developed to address this issue, present limits in term of transparency, completeness and comprehensiveness. These limitations prevent companies to understand their water environmental hot-spots and therefore to set effective environmental and market performance improvement strategies.
The present research focuses on the development of a new model to achieve the freshwater management as a competitive tool for industrial processes. To do so the specific objective of the research was to develop a set of indicators to overcome identified limits and to test its applicability in real case studies.
To define the set of indicators, the methodology of the research took into consideration the Life Cycle Assessment framework adopting the criteria agreed within the UNEP-SETAC (United Nation Environmental Program – Society of Environmental Toxicology and Chemistry) Water Use Life Cycle Initiative; to test and discuss its applicability and effectiveness, the methodology of the multiple case studies was adopted. The case studies were selected considering their significance in term of freshwater scarcity and their capability to represent life cycle processes in different locations and therefore to address the issue of regionalization. The four products studied in this research were: a water collection system, an organic oat beverage, an organic strawberry jam and a tomato sauce.
The development of the set of indicators is addressed in the first part of the research. To guarantee transparency and effective life cycle impact assessment analysis, the entire environmental impact chain was modelled in order to separately address consumptive and degradative freshwater use. To guarantee completeness and comprehensiveness and therefore to avoid potential environmental burden shifting, a so called water footprint profile covering accepted freshwater related impact methods, was created.
The applicability and effectiveness of the proposed set of indicators is presented in the second part of this work. The four case studies were conducted according to the Life Cycle Assessment stages. Results of the applicability of the proposed set of indicators highlighted the importance of regionalization and comprehensiveness and allowed to understand the importance of considering degradative and consumptive freshwater use separately. It was in fact possible to define environmental impact reduction strategies in each of the case studies presented.
The research activities were carried out at the Department of Industrial Engineering (Dipartimento di Ingegneria Industriale-DII) at the University of Padova (Italy) and at the Golisano Institute for Sustainability of the Rochester Institute of Technology (New York State –USA).
The results of the research activities are summarized in 5 chapters.
Chapter 1 includes an introduction of the issue of freshwater scarcity and presents the evolution of models to address freshwater use and related impacts starting from the virtual water assessment to the most recent development within the Life Cycle Assessment framework. Limits of current models and methods are presented. Objective and structure of the research are also described.
Chapter 2 reports on materials and methods used in the present research, from the description of the general framework of Life Cycle Assessment studies to the specific criteria used in the indicators definition. Set of developed indicators is therefore presented by specifying procedures for their application and describing the solutions adopted to conform to internationally accepted requirements (such as ISO 14046).
Chapter 3 presents the results of the application of the identified set of indicators in four different case studies. To identify potential strategies for companies and to test the effectiveness of the proposed set of indicators, a sensitivity analysis on results is performed.
Chapter 4 presents the discussion on results with reference to published literature, the UNEP-SETAC Water Use Life Cycle Initiative criteria, the ISO 14046 principles and objectives of the research.
Chapter 5 reports on the conclusion and perspectives for future research.<br>Il tema dell’utilizzo dell’acqua dolce e degli impatti ambientali a esso associati sono centrali all’interno del dibattitto internazionale. La ragione principale di quest’attenzione sta nel fatto che l’acqua dolce, sebbene rinnovabile, sia presente in quantità limitata in un numero crescente di regioni in tutto il pianeta. La conseguente accresciuta competizione per accedere a queste risorse ha delle conseguenze concrete nel mondo delle imprese che si trovano a dover affrontare rischi di natura ambientale e di mercato. In questo contesto, le aziende hanno mostrato un notevole interesse verso gli strumenti per la gestione delle risorse idriche tanto da spingere la comunità scientifica a moltiplicare gli sforzi per lo sviluppo di modelli e metodi adatti a garantire un utilizzo più sostenibile di queste risorse. Sebbene si possano identificare diverse esperienze in letteratura, gli sviluppi più significativi si sono avuti all’interno del contesto del Life Cycle Assessment, una metodologia ampiamente accettata a livello internazionale per la quantificazione e valutazione dei potenziali impatti ambientali di prodotti, processi ed organizzazioni. Quando ci si concentra sul tema risorse idriche questo approccio è conosciuto con il nome di Water Footprint.
I modelli attuali, sviluppati nello specifico per trattare questa problematica, presentano dei limiti in termini di trasparenza, completezza e comprensività. Queste limitazioni non consentono al mondo delle imprese di comprendere i propri hot-spot ambientali riguardanti l’acqua e quindi di definire opportune strategie ambientali e di mercato per il miglioramento della competitività di prodotti e processi.
La presente ricerca si focalizza sulla creazione di un modello innovativo per tradurre la gestione dell’acqua dolce in uno strumento per la competitività dei processi. L’obiettivo della ricerca è stato quello di sviluppare un set di indicatori per superare i limiti evidenziati e quindi verificarne l’applicabilità in dei casi di studio reali.
Nella definizione del set di indicatori, la metodologia della ricerca ha preso in considerazione il contesto metodologico del Life Cycle Assessment (analisi di ciclo di vita) nel rispetto dei requisiti presentati in materia da parte dell’ UNEP-SETAC Water Use Life Cycle Initiative. Per mettere alla prova e discutere l’efficacia degli indicatori così creati è stata adottata la metodologia del caso di studio multiplo. La scelta dei casi di studio è stata compiuta in funzione della loro criticità in tema di utilizzo della risorsa idrica e in funzione della loro capacità di presentare processi localizzati in regioni con condizioni climatiche e di disponibilità di acqua dolce differenti. I quattro prodotti scelti per questa ricerca sono: un sistema di collettamento e recupero delle acque piovane, una bevanda a base di avena biologica, una marmellata di fragole biologiche ed una salsa di pomodoro per il condimento della pasta.
Lo sviluppo del set di indicatori è affrontato nella prima parte della ricerca. Per garantire la trasparenza e l’efficacia dell’analisi degli impatti di ciclo di vita, l’intera catena di valutazione ambientale è stata modellata al fine di quantificare separatamente gli effetti del consumo e dell’uso degradativo dell’acqua dolce. Per garantire completezza e comprensività, così da evitare il problema del burden-shifting, è stato sviluppato un Water Footprint Profile che considera i metodi più accettati e diffusi nella quantificazione degli impatti ambientali relativi all’acqua dolce.
L’applicabilità ed efficacia del set di indicatori è presentata nella seconda parte della ricerca. I quattro casi di studio sono stati condotti nel rispetto dei requisiti del Life Cycle Assessment. I risultati dell’applicabilità del set di indicatori proposto, ha messo in luce l’importanza della regionalizzazione e della comprensività e hanno permesso di capire l’importanza di valutare in modo separato il consumo e l’uso degradativo dell’acqua dolce. In ogni caso di studio è stato possibile determinare una strategia per la riduzione dei consumi di acqua dolce.
Le attività di ricerca sono state condotte presso il Dipartimento di Ingegneria Industriale dell’Università di Padova (Italia) e presso il Golisano Institute for Sustainability del Rochester Institute of Technology (New York State –USA).
I risultati della ricerca sono presentati in cinque capitoli.
Capitolo 1: include un’introduzione al problema della scarsità d’acqua dolce e presenta l’evoluzione dei modelli per considerare l’utilizzo di acqua dolce ed i relativi impatti a partire dal concetto di virtual water fino alle recenti evoluzioni all’interno del contesto del Life Cycle Assessment. Sono quindi chiariti i limiti dei modelli e metodi attuali. Infine sono presentati gli obiettivi e la metodologia di ricerca.
Capitolo 2: riferisce in merito ai materiali e metodi adottati dalla ricerca, dalla descrizione del modello generale degli studi di Life Cycle Assessment fino ai criteri considerati per la definizione degli indicatori. Questi sono poi presentati specificandone procedure applicative e soluzioni di conformità agli standard accettati a livello internazionale tra cui l’ISO 14046.
Capitolo 3: presenta i risultati dell’applicazione del set di indicatori in quattro diversi casi di studio. Per la definizione delle strategie di riduzione degli impatti sull’acqua dolce e per verificare l’efficacia degli indicatori, è stata condotta un’analisi di sensitività e contribuzione specifica in ogni caso di studio.
Capitolo 4: presenta le discussioni dei risultati ottenutici con riferimento ai modelli pubblicati in letteratura, ai criteri dell’ UNEP-SETAC Water Use Life Cycle Initiative, dei principi della norma ISO 14046 e degli obiettivi della ricerca.
Capitolo 5 presenta le conclusioni e le indicazioni per futuri sviluppi della ricerca.
Books on the topic "Model for assessment of financial processes"
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Kazakova, Nataliya. Financial security of the company. INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/1908969.
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The textbook provides theoretical and practical training of business analysts on the financial security of companies. Considers the regulatory legal and methodological basis for the diagnosis of bankruptcy of organizations, as well as corporate fraud as a type of economic crimes; analytical tools for assessing the level of financial security based on a risk-oriented approach, the basics of building an internal financial security control system, including monitoring of the company's business processes affecting its financial security, as well as methods for assessing the risks of corporate fraud. The methods of diagnostics of the processes of companies' activities that contribute to improving their financial security through the introduction of a comprehensive digital environment, predictive analytics and big data technology into the control and diagnostic processes of business management are considered. Each chapter includes knowledge assessment questions, tests and situational tasks.
 It complies with the federal state educational standards of higher education of the latest generation, is focused on the competence model of the main professional educational programs, and also provides the functionality (requirements for labor functions) of employees laid down in the state professional standard "Business Analyst".
 For master's degree students studying in the areas of 38.04.01 "Economics", 38.04.02 "Management", 38.04.08 "Finance and Credit".
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Rachev, S. T. Financial models with Lévy processes and volatility clustering. John Wiley, 2011.
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Schmeisser, Wilhelm. Innovation performance accounting: Financing Decisions and Risk Assessment of Innovation Processes. Springer-Verlag Berlin Heidelberg, 2009.
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Kazakova, Nataliya, Ekaterina Erohina, Svetlana Chikurova, and Natal'ya Romanova. Financial controlling of the company's business processes. INFRA-M Academic Publishing LLC., 2024. https://doi.org/10.12737/2049712.
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The textbook provides the formation of knowledge and practical skills in the field of building a system of financial controlling of business processes in companies, includes issues of the general concept of controlling business processes aimed at controlling the sustainability, economic and financial security of activities based on the relationship of business analysis tools, internal control and information and analytical business risk management system. The applied approach allows the company to increase its ability to quickly adapt to the turbulence of the external and internal environment. The theory and practical aspects of business analysis of marketing activities are considered, providing assessment and control of business competitiveness; regulatory legal and organizational aspects of internal control, providing an understanding of its functional components in improving the effectiveness of corporate governance, as well as best practices, methods and techniques of operational and strategic financial controlling. Control questions, tests and situational tasks are used to assess knowledge. It complies with the federal state educational standards of higher education of the latest generation. For students of the specialty and master's degree programs of additional professional education.
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United States. General Accounting Office, ed. Financial management: An assessment of the Veterans Administration's major processes : report to the chairman, Committee on Veterans' Affairs, United States Senate. The Office, 1986.
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Kazakova, Nataliya, Vera Kogdenko, and Thi Doan. Sustainable development analytics and stakeholder risk assessment in non-financial reporting. INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/2076797.
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The monograph is devoted to the sectoral aspects of the analysis of sustainable development and the formation of non-financial reporting of public companies focused on the disclosure of stakeholder risks. It contains a large empirical base and covers four key areas: a risk-oriented concept of non-financial reporting; an algorithm for forming a standard model of industry non-financial reporting in the field of sustainable development; analytical tools for assessing the disclosure of risks associated with the company's activities in corporate (non-financial) reporting; industry analysis of the sustainability of public companies.
 For researchers, researchers, teachers, and degree seekers. It can be used in the system of additional professional education, advanced training, for self-development of managerial personnel of financial and economic services in business and government structures.
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Caregorodcev, Anatoliy, Sergey Romanovskiy, and Sergey Volkov. Risk analysis in the processes of ensuring information security of the life cycle of financial automated information systems. INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/2049718.
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One of the key elements of the development strategy of a modern organization is the solution of the task of transforming the information security risk management system. Today, more and more modern organizations are moving away from the maturity-based model in favor of a risk-based approach. The monograph examines this approach and provides recommendations for its application in credit and financial organizations.
 It may be of interest both for employees of departments whose activities are related to risk analysis and management, credit and financial organizations, and for teachers, students and postgraduates studying in training areas and specialties related to the enlarged group of specialties and training areas 10.00.00 "Information security".
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Georgescu, Irina. Possibility Theory and the Risk. Springer Berlin Heidelberg, 2012.
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Akateva, Marina, and Svetlana Beskorovaynaya. Theoretical and methodological assessment of accounting and reporting adaptation processes in the context of global integration of Russian and international legislation. INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1080624.
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The monograph is devoted to the fundamental scientific, theoretical, organizational and methodological issues of harmonization of accounting and reporting of Russian economic entities, understanding and professional assessment, including in the retrospective aspect.
 For postgraduates, undergraduates and students of the financial and economic direction. The materials of the monograph can be used in the educational process as part of teaching a number of accounting, financial and legal disciplines, as well as for further research in the field of accounting science and practice.
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Ratner, Svetlana, Liliya Nazarova, Kasiya Kirdasinova, and Anna Karapetyan. Circular model of economic growth: experience, opportunities and barriers. INFRA-M Academic Publishing LLC., 2022. http://dx.doi.org/10.12737/1893194.
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The concept of a circular (or circular/closed cycle) economy is quite new for the Russian scientific literature on economics and management. Having originated initially in countries experiencing serious resource constraints and (or) acute environmental problems, a few months ago it seemed to be a curious idea for Russia, allowing in the long term to achieve simultaneous preservation and even an increase in economic growth rates without the concomitant increase in the expenditure of natural resources and the inevitably associated increase in the burden on the environment. However, the dramatically changed economic situation due to unprecedented sanctions pressure, the freezing of the country's financial resources and the destruction of a huge number of production chains forces us to take a fresh look at the concept of a circular economy and shift the focus of research on its possible practical applications from environmental aspects to such topical economic aspects as creating new jobs, products and services, preserving the quality of life of the population while decrease in purchasing power, etc. A feature of the monograph is the focus on new opportunities for economic growth that the circular economy provides, even in conditions of severe resource (including financial) constraints.
 It is intended for students, masters, postgraduates, researchers, as well as practitioners from the field of management with modern circular business models and methods of organizing production and consumption processes according to the circular type.
Book chapters on the topic "Model for assessment of financial processes"
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Schmidt, Carsten, and Stefan Dedovic. "Sustainability and Governance of the mGov4EU Project." In From Electronic to Mobile Government. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-64471-9_10.
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AbstractSustainability and governance of the mGov4EU project are critical for its long-term success, particularly in transforming public services and streamlining administrative processes. The mGov4EU project, aiming to design user-centric solutions and enhance cross-border digital public services, places sustainability and governance at the forefront. This involves meticulous outcomes analysis, focusing on pilots and architecture, considering legal frameworks, stakeholder involvement, financial models, and developmental status. The exploration of cross-border mobile government factors reveals consistent determinants across various typologies, encompassing technology, innovation, public officials, citizens, organisations, institutions, public sector context, and broader environmental factors. The multifaceted influences on digital governance initiatives underscore the complex nature of the mGov4EU project. This chapter delves into the piloting impact assessment, analysing design and execution phases. The assessment is crucial for shaping a sustainability plan, recognising core results requiring sustained focus, and identifying areas for improvement. The GOFA model (Governance, Operations, Finance, and Architecture) and Objectives and Key Results (OKR) methodology are applied for a detailed analysis of project outcomes, ensuring a thorough understanding of challenges and requirements for long-term success. The goal is to establish a robust foundation for sustainability and governance, introducing the GOFA model and OKR analysis to navigate the complex landscape of mGov4EU outcomes. The integrated approach ensures a thorough understanding of challenges and requirements essential for long-term success. Challenges across pilots and architecture are addressed, focusing on stakeholder involvement, take-up, flexibility, and continuity. Co-creation principles are integrated into different project stages, fostering collaboration and engagement with various stakeholders. A transdisciplinary context is integrated into the impact assessment, and the GOFA model is employed for sustainability and governance. The co-creation principle is a recurring theme, engaging stakeholders in ongoing project development and execution. In general, the mGov4EU project, emphasising sustainability and governance, presents a holistic approach to address the complexities of cross-border digital public services, ensuring long-term success and impactful outcomes.
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Karlberg, M., A. Kizhedath, and J. Glassey. "Model-Based Risk Assessment of mAb Developability." In Optimization of Pharmaceutical Processes. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90924-6_14.
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Amato, Flora, Giovanni Cozzolino, Alessandra D’Alessio, et al. "Towards Model-Driven Assessment of Clinical Processes." In Intelligent Interactive Multimedia Systems and Services. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-19830-9_11.
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García-Herrero, Alicia, and Daniel Santabárbara. "An Assessment of China’s Banking System Reform." In Who Will Provide the Next Financial Model? Springer Japan, 2013. http://dx.doi.org/10.1007/978-4-431-54282-7_15.
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Kaalen, Stefan, and Mattias Nyberg. "Branching Transitions for Semi-Markov Processes with Application to Safety-Critical Systems." In Model-Based Safety and Assessment. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-58920-2_5.
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Balls, Ed, and Gus O’Donnell. "The UK Model of Central Bank Independence: An Assessment." In Reforming Britain’s Economic and Financial Policy. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230599833_7.
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Fei, Wang, and Cheng Jixin. "Financial Risk Assessment Model of Listed Companies Based on LOGISTIC Model." In Computational Risk Management. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-18387-4_20.
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Makarov, S. I., M. A. Boldyrev, and M. A. Lukianov. "Financial Stability Model for Assessment of Non-fulfillment Risk of Financial Obligations." In Lecture Notes in Civil Engineering. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-67372-6_57.
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Trettel, Brenda S., and John L. Yeager. "Linking Strategic Planning, Priorities, Resource Allocation, and Assessment." In Increasing Effectiveness of the Community College Financial Model. Palgrave Macmillan US, 2011. http://dx.doi.org/10.1057/9780230120006_6.
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Fukumoto, Tomoyuki. "Comment Paper to Chapter “An Assessment of China’s Banking System Reform”." In Who Will Provide the Next Financial Model? Springer Japan, 2013. http://dx.doi.org/10.1007/978-4-431-54282-7_16.
Full textConference papers on the topic "Model for assessment of financial processes"
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Huang, Jianjie. "Financial Risk Assessment Model Based on Computer Data Privacy Protection." In 2024 2nd International Conference on Mechatronics, IoT and Industrial Informatics (ICMIII). IEEE, 2024. http://dx.doi.org/10.1109/icmiii62623.2024.00058.
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Zhong, Nan. "Financial Risk Assessment Model of Enterprises Based on Geometric Deep Learning (GDL)." In 2023 International Conference on Intelligent Computing, Communication & Convergence (ICI3C). IEEE, 2023. http://dx.doi.org/10.1109/ici3c60830.2023.00070.
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Huang, Xiaodong. "Research on Financial Time Series Risk Assessment Model Based on Computer Deep Learning." In 2024 2nd International Conference on Mechatronics, IoT and Industrial Informatics (ICMIII). IEEE, 2024. http://dx.doi.org/10.1109/icmiii62623.2024.00088.
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He, Rui. "Enterprise Financial Risk Assessment and Pre-Alarm Model Based on Machine Learning Algorithm." In 2025 International Conference on Digital Analysis and Processing, Intelligent Computation (DAPIC). IEEE, 2025. https://doi.org/10.1109/dapic66097.2025.00049.
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Wei, Ziqi. "Research on Supply Chain Financial Credit Risk Assessment Model Based on Data Mining Algorithm." In 2024 International Conference on Telecommunications and Power Electronics (TELEPE). IEEE, 2024. http://dx.doi.org/10.1109/telepe64216.2024.00078.
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Hafidh, Aufa Azhari, and Andry Alamsyah. "A Credit Scoring Model Proposal Based on Social Media Data to Enhance Financial Assessment." In 2024 12th International Conference on Information and Communication Technology (ICoICT). IEEE, 2024. http://dx.doi.org/10.1109/icoict61617.2024.10723094.
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Wang, Xiaolu, Wei Guo, Chen Lv, and Yiqi Ying. "A Dynamic Risk Assessment Model for Intelligent Chemical Production Processes Based on Extenics Theory." In 2024 4th International Conference on Digital Society and Intelligent Systems (DSInS). IEEE, 2024. https://doi.org/10.1109/dsins64146.2024.10992135.
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Nimma, Divya, N. Prakash, Shamim Ahmad Khan, Mahesh Manchanda, N. Poongavanam, and I. Infant Raj. "Optimizing Battery Recycling Processes in Electric Vehicle Life Cycle Assessment using a Hybrid Model of LSTM and Deep Reinforcement Learning." In 2024 8th International Conference on I-SMAC (IoT in Social, Mobile, Analytics and Cloud) (I-SMAC). IEEE, 2024. http://dx.doi.org/10.1109/i-smac61858.2024.10714684.
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Kuruczleki, Éva. "Overcoming methodological issues in measuring financial literacy of companies, a proposed measurement model." In The Challenges of Analyzing Social and Economic Processes in the 21st Century. Szegedi Tudományegyetem Gazdaságtudományi Kar, 2020. http://dx.doi.org/10.14232/casep21c.16.
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In the past decade, individual and company financial literacy measurement methods went through substantial changes. To investigate factors contributing to financial literacy of both individuals and firms, scholars needed to reach out for new measurement methods other than the traditional knowledge tests widely used previously. This paper provides a synthesis of the most recent studies concerning both individual and company financial literacy regarding the dimensions of financial literacy and methods available for measuring and modelling financial literacy. The results highlight new emerging trends in the assessment: qualitative methods (e. g. interviews and case studies), for getting insight into very special segments of financial literacy, and more elaborate and complex models, such as OLS regression, bivariate and multivariate logit and probit models, which provide effective ways to get a deeper understanding of the interaction of factors forming and determining financial literacy both at the individual at company level. However, even though the toolkit of measuring financial literacy is getting richer and richer, the connection between the individual and firm-level models seem to be nonexistent. This paper proposes a measurement model with the help of which company financial literacy can be measured through the assessment of individuals and their relationship contributing to firm-level financial decisions.
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Molina, Oscar Mauricio, Camilo Mejia, Mayank Tyagi, Felipe Medellin, Hani Elshahawi, and Kumar Sujatha. "Geothermal Production from Existing Oil and Gas Wells: A Sustainable Repurposing Model." In Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207801-ms.
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Abstract The geothermal energy industry has never quite realized its true potential despite the seemingly magical promise of nonstop, 24/7 renewable energy sitting just below the surface of the Earth. In this paper, we discuss an integrated cloud-based workflow aimed at evaluating the cost-effectiveness of adopting geothermal production in low to medium enthalpy systems by either repurposing existing oil and gas wells or by co-producing thermal and fossil energy. The workflow introduces an automated and intrinsically secure decision-making process to convert mature oil and gas wells into geothermal wells, enabling both operational and financial assessment of the conversion process, whether partial or complete. The proposed workflow focuses on the reliability and transparency of fully automated technical processes for the geological, hydrodynamic, and mechanical configuration of the production system to ensure the financial success of the conversion project, in terms of heat production potential and cost of development. The decision-making portion of the workflow comprises the technical, social, environmental factors driving the return on investment for the total or partial conversion of wells to geothermal production. These components are evaluated using artificial intelligence (AI) algorithms that reduce bias in the decision-making process. The automated workflow involves assessment of the following: Heat Potential: A data-driven model to determine the geothermal heat potential using geological conditions from basin modeling and data from offset wells.Flow Modeling: An ultra-fast, physics-based modeling approach to determine pressure and temperature changes along wellbores to model fluid flow potential, thermal flux, and injection operations.Mechanical Integrity: Casing and completions integrity and configuration are embedded in the process for flow rates modeling.Environmental, Social, and Governance (ESG): A decision modeling framework is setup to ensure the transparent validation of the technical components and ESG factors, including potential for water pollution, carbon emissions, and social factors such as induced seismicity and ambient noise levels The assurance of key ESG metrics will ensure a viable and sustainable transition into a globally available low-carbon source of energy such as geothermal. Our novel cloud- based automated decision-making environment incorporates a blockchain framework to ensure transparency of technical-related processes and tasks, driving the financial success of the conversion project. Ultimately, our automated workflow is designed to encourage and support the widespread adoption of low-carbon energy in the oil and gas industry.
Reports on the topic "Model for assessment of financial processes"
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Khvostina, Inesa, Serhiy Semerikov, Oleh Yatsiuk, Nadiia Daliak, Olha Romanko, and Ekaterina Shmeltser. Casual analysis of financial and operational risks of oil and gas companies in condition of emergent economy. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/4120.
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The need to control the risk that accompanies businesses in their day- to-day operations, and at the same time changing economic conditions make risk management an almost indispensable element of economic life. Selection of the main aspects of the selected phases of the risk management process: risk identification and risk assessment are related to their direct relationship with the subject matter (risk identification to be managed; risk analysis leading to the establishment of a risk hierarchy, and, consequently, the definition of risk control’ methods) and its purpose (bringing the risk to acceptable level). It is impossible to identify the basic patterns of development of the oil and gas industry without exploring the relationship between economic processes and enterprise risks. The latter are subject to simulation, and based on models it is possible to determine with certain probability whether there have been qualitative and quantitative changes in the processes, in their mutual influence on each other, etc. The work is devoted to exploring the possibilities of applying the Granger test to examine the causal relationship between the risks and obligations of oil and gas companies. The analysis is based on statistical tests and the use of linear regression models.
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Journeay, M., P. LeSueur, W. Chow, and C L Wagner. Physical exposure to natural hazards in Canada. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/330012.
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Natural hazard threats occur in areas of the built environment where buildings, people, and related financial assets are exposed to the physical effects of earth system processes that have a potential to cause damage, injuries, losses, and related socioeconomic disruption. As cities, towns, and villages continue to expand and densify in response to the pressures of urban growth and development, so too do the levels of exposure and susceptibility to natural hazard threat. While our understanding of natural hazard processes has increased significantly over the last few decades, the ability to assess both overall levels of physical exposure and the expected impacts and consequences of future disaster events (i.e., risk) is often limited by access to an equally comprehensive understanding of the built environment and detailed descriptions of who and what are situated in harm's way. This study addresses the current gaps in our understanding of physical exposure to natural hazards by presenting results of a national model that documents characteristics of the built environment for all settled areas in Canada. The model (CanEM) includes a characterization of broad land use patterns that describe the form and function of cities, towns, and villages of varying size and complexity, and the corresponding portfolios of people, buildings and related financial assets that make up the internal structure and composition of these communities at the census dissemination area level. Outputs of the CanEM model are used to carry out a preliminary assessment of exposure and susceptibility to significant natural hazard threats in Canada including earthquake ground shaking; inundation of low-lying areas by floods and tsunami; severe winds associated with hurricanes and tornados; wildland urban interface fire (wildfire); and landslides of various types. Results of our assessment provide important new insights on patterns of development and defining characteristics of the built environment for major metropolitan centres, rural and remote communities in different physiographic regions of Canada, and the effects of ongoing urbanization on escalating disaster risk trends at the community level. Profiles of physical exposure and hazard susceptibility described in this report are accompanied by open-source datasets that can be used to inform local and/or regional assessments of disaster risk, community planning and emergency management activities for all areas in Canada. Study outputs contribute to broader policy goals and objectives of the International Sustainable Development Goals (SDG 2015-2030; Un General Assembly, 2015) and the Sendai Framework for Disaster Risk Reduction (SFDRR 2015-2030; United Nations Office for Disaster Reduction [UNDRR], 2015), of which Canada is a contributing member. These include a more complete understanding of natural hazard risk at all levels of government, and the translation of this knowledge into actionable strategies that are effective in reducing intrinsic vulnerabilities of the built environment and in strengthening the capacity of communities to withstand and recover from future disaster events.
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Obeysekara, Prajapali. Does the environmental licensing policy framework in Sri Lanka adequately address the challenges posed by offshore wind energy projects in the country? University of Dundee, 2025. https://doi.org/10.20933/100001372.
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This paper aims to examine Sri Lanka's environmental licensing system and assess its adequacy for the successful development of offshore wind projects. Sri Lanka has been recognized as an ideal location for offshore renewable energy projects, particularly offshore wind, due to its geographic characteristics as an island with consistent 24-hour wind conditions. This article explores the factors contributing to Sri Lanka's suitability for offshore wind energy and evaluates the current environmental licensing procedures in place. Additionally, it draws on past experiences where inadequate environmental impact assessments led to human rights violations, highlighting the need for robust regulatory frameworks. Given the significant financial investments involved in offshore wind farm projects, identifying regulatory shortcomings is crucial. This paper advocates for adopting a more effective system, such as the one-stop-shop model implemented in Scotland, which centralises permitting and licensing processes. Implementing such a model in Sri Lanka could enhance the country’s offshore wind energy potential and contribute to achieving Sustainable Development Goal 7, which focuses on ensuring access to affordable, reliable, sustainable, and modern energy for all.
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Monasterolo, Irene, María J. Nieto, and Edo Schets. The good, the bad and the hot house world: conceptual underpinnings of the NGFS scenarios and suggestions for improvement. Banco de España, 2023. http://dx.doi.org/10.53479/29533.
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Climate mitigation scenarios are an essential tool for analyzing the macroeconomic and financial implications of climate change (physical risk), and how the transition to a low-carbon economy could unfold (transition risk). The Network for Greening the Financial System (NGFS) has co-developed a set of climate mitigation scenarios for climate financial risk assessment. Despite the important role that these scenarios play in climate stress tests, the understanding of their main characteristics and limitations is still poor. In this paper, we contribute to filling this gap by focusing on the following issues: comparison of the process-based Integrated Assessment Models (IAMs) used by the NGFS with alternative models; the role of Representative Concentration Pathways (RCPs) and Shared Socioeconomic Pathways (SSPs) in shaping the scenario narratives, and their shortcomings; the interpretation and sensitivities of carbon price pathways; and, comparison with other climate mitigation scenarios. We then draw lessons on how to increase the relevance of the NGFS scenarios. These include updating the SSP narratives; considering the potential trade-offs between different types of climate policies; assessing acute physical risks and their compounding; integrating physical risks within transition scenarios; and, taking into account the role of the financial sector and investors’ expectations.
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Brun, Matthieu. Impact assessment of Bpifrance’s financial support to SMEs’ innovation projects. Fteval - Austrian Platform for Research and Technology Policy Evaluation, 2022. http://dx.doi.org/10.22163/fteval.2022.555.
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This paper evaluates the economic impact of Bpifrance’s financial programmes to support SMEs’ Research, Development and Innovation (RDI), called individual aid for innovation (IA). It focuses on the analysis of subsidies and zero-interest loans granted to SMEs over three years old during the period 2005-2018 in order to foster their RDI activity (R&D expenses and spending related to the development of innovative products, processes or services) and economic growth (turnover, employment). We use a difference-in-differences methodology combined with a propensity score matching procedure to compare supported SMEs with non-supported SMEs with same initial characteristics. This counterfactual analysis is based on a unique dataset containing both financial and non-financial information about millions of French companies. Up to 12,000 SMEs supported over the 2005-2016 period have thus been analysed, making this study the first to estimate the effect of Bpifrance’s individual aid for innovation on such a scale and using such detailed information.
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Journeay, M., J. Z. K. Yip, C. L. Wagner, P. LeSueur, and T. Hobbs. Social vulnerability to natural hazards in Canada. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/330295.
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While we are exposed to the physical effects of natural hazard processes, certain groups within a community often bear a disproportionate share of the negative consequences when a disaster strikes. This study addresses questions of why some places and population groups in Canada are more vulnerable to natural hazard processes than others, who is most likely to bear the greatest burden of risk within a given community or region, and what are the underlying factors that disproportionally affect the capacities of individuals and groups to withstand, cope with, and recover from the impacts and downstream consequences of a disaster. Our assessment of social vulnerability is based on principles and analytic methods established as part of the Hazards of Place model (Hewitt et al., 1971; Cutter, 1996), and a corresponding framework of indicators derived from demographic information compiled as part of the 2016 national census. Social determinants of hazard threat are evaluated in the context of backbone patterns that are associated with different types of human settlement (i.e., metropolitan, rural, and remote), and more detailed patterns of land use that reflect physical characteristics of the built environment and related functions that support the day-to-day needs of residents and businesses at the community level. Underlying factors that contribute to regional patterns of social vulnerability are evaluated through the lens of family structure and level of community connectedness (social capital); the ability of individuals and groups to take actions on their own to manage the outcomes of unexpected hazard events (autonomy); shelter conditions that will influence the relative degree of household displacement and reliance on emergency services (housing); and the economic means to sustain the requirements of day-to-day living (e.g., shelter, food, water, basic services) during periods of disruption that can affect employment and other sources of income (financial agency). Results of this study build on and contribute to ongoing research and development efforts within Natural Resources Canada (NRCan) to better understand the social and physical determinants of natural hazard risk in support of emergency management and broader dimensions of disaster resilience planning that are undertaken at a community level. Analytic methods and results described in this study are made available as part of an Open Source platform and provide a base of evidence that will be relevant to emergency planners, local authorities and supporting organizations responsible for managing the immediate physical impacts of natural hazard events in Canada, and planners responsible for the integration of disaster resilience principles into the broader context of sustainable land use and community development at the municipal level.
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Patalinghug, Epictetus, Aubrey Tabuga, Madeleine Louise Baiño, Anna Rita Vargas, and Danika Astilla-Magoncia. Philippine Retirement Authority Current Program and Policy Assessment/Business Model Review. Philippine Institute for Development Studies, 2024. http://dx.doi.org/10.62986/dp2024.12.
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This study assesses the Philippine Retirement Authority's (PRA) current program and business model. Established by Executive Order No. 1037 in 1985, the PRA aims to position the Philippines as a prime retirement destination, contributing to the country's social and economic development. Utilizing GAP and SWOT analyses, the research explores potential enhancements to PRA’s business strategy, guided by Porter's competitive advantage model and Prahalad and Hamel's core competencies framework. In addition, the analysis supplements the analytical frameworks with a strategic agenda that covers a discussion of five strategic dimensions: 1. PRA's goal; 2. PRA’s source of market or competitive advantage; 3. PRA's major source of core competence; 4. PRA's current business model; and 5. PRA's strategies in specific management functions. The findings reveal PRA's commendable financial performance from 1986 to 2021, achieving fiscal autonomy in 1993. As of December 31, 2021, the agency reported significant financial metrics per retiree. The GAP analysis suggests two pathways for performance improvement: intensifying efforts to meet targets or recalibrating targets to align with available resources, with the SWOT analysis supporting the latter. Recommendations include enhancing SRRV benefits with a focus on efficient processing and registration, developing a medium-term plan detailing corporate goals and necessary initiatives, promoting a brand identity synonymous with exceptional customer service and the warmth of Philippine hospitality, collaborating with the Department of Tourism to support retirement promotion, and adopting a specialization model to better serve targeted customer segments and regions.
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Zozaya, Néboa, Luisa Avendano, and Roberto Saldaña. Optimizing the involvement of EFCCA patients in medicines-related decision making. Fundación Weber, 2024. https://doi.org/10.37666/wp11-2024.
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Patient participation in drug decision-making is key to improving treatments. The European Federation of Crohn’s and Ulcerative Colitis Associations (EFCCA), in collaboration with the Weber Foundation, set up this pioneering initiative aimed at bridging the gap between the real needs of patients and the authorities’ expectations regarding their contributions, in order to optimize the participation of patient associations in the health technology assessment (HTA) process. Unlike traditional models, which primarily involve experts engaging patients for their insights, EFCCA has taken the lead in collaborating with experts to improve the assessment of healthcare technologies for IBD. The initiative highlights the need to include the patient perspective from the beginning of the process, providing training to enhance their input. It also stresses the importance of transparency and the credibility of patient associations. As the regulatory framework evolves, this transformation requires collaboration from all parties to create a more equitable healthcare system. Collaboration and knowledge will also be key to strengthening patient influence in HTA and ensuring decisions that are more responsive to their needs. This initiative has been financially supported by Pfizer.
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Demaestri, Edgardo C., and Diego Sourrouille. Integrated Financial Supervision: Experiences in Selected Countries. Inter-American Development Bank, 2003. http://dx.doi.org/10.18235/0008851.
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This paper represents one of the first comparative analyses of experiences of integrated supervision. It discusses how several countries around the world have developed the processes of integrating financial regulation and supervision, and covers numerous relevant technical issues as well as the policy options. It describes the scope of the activities, institutions, responsibilities, and regulatory powers that integrated supervisors are expected to cover. Issues related to the organizational structures and the management of staff resources are also considered. In particular, the paper discusses how the supervisory agencies have dealt with three important aspects: the treatment of financial conglomerates, the risk assessment process, and crisis management.
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Fernández Martín, Andrés, and Adam Gulan. Interest Rates and Business Cycles in Emerging Economies: The Role of Financial Frictions. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0011424.
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Countercyclical country interest rates have been shown to be both a distinctive characteristic and an important driving force of business cycles in emerging market economies. In order to account for this, most business cycle models of emerging market economies have relied on ad hoc and exogenous countercyclical interest rate processes. This paper embeds a financial contract à la Bernanke et al. (1999) in a standard small open economy business cycle model that endogenously delivers countercyclical interest rates. The model is then applied to the data, drawn from a novel panel dataset for emerging economies that includes financial data, namely sovereign and corporate interest rates as well as leverage. It is shown that the model accounts well not only for countercyclical interest rates, but also for other stylized facts of emerging economies` business cycles, including the dynamics of leverage.