Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH)....

Operations research and data mining already have a long-established common history. Indeed, with the growing size of databases and the amount of data available, data mining has become crucial in modern science and industry. Data mining problems raise interesting challenges for several research...

Banking sector of Bangladesh is flourishing and contributing to its economy. In this aspect measuring efficiency is important. Data Envelopment Analysis technique is used for this purpose. The data are collected from the annual reports of twenty four different banks in Bangladesh. Data...