COVID-19, outbreak since December 2019, has impacted more than 150 countries as of May 2020. The uncertainty prevails with no cure and vaccine for this pandemic, and the economic situation worsens globally. Indian economy contracts as this uncertainty prolongs. Companies and business need a...

Budget credibility, or the ability of governments to accurately forecast macro-fiscal variables, is crucial for effective public finance management. Fiscal marksmanship analysis captures the extent of errors in the budgetary forecasting. The fiscal rules can determine fiscal marksmanship, as...

Weekly, quarterly and yearly risk measures are crucial for risk reporting according to Basel III and Solvency II. For the respective data frequencies, the authors show in a simulation and back-test study that available data series are not sufficient in order to estimate Value at Risk and...

Weekly, quarterly and yearly risk measures are crucial for risk reporting according to Basel III and Solvency II. For the respective data frequencies, the authors show in a simulation and back-test study that available data series are not sufficient in order to estimate Value at Risk and...

Increasingly volatile and distributed energy production challenge traditional mechanisms to manage grid loads and price energy. Local energy markets (LEMs) may be a response to those challenges as they can balance energy production and consumption locally and may lower energy costs for...

The aim of this paper is to prove the phenotypic convergence of cryptocurrencies, in the sense that individual cryptocurrencies respond to similar selection pressures by developing similar characteristics. In order to retrieve the cryptocurrencies phenotype, we treat cryptocurrencies as...

Among all the emerging markets, the cryptocurrency market is considered the most controversial and simultaneously the most interesting one. The visibly significant market capitalization of cryptos motivates modern financial instruments such as futures and options. Those will depend on the...

We have designed a High Performance Computation Fundamental Analysis Stock Screener and Ranker system (HPC.FASSR), build on PyCOMPSs to compare the performance of various supervised learning algorithms like Neural Networks, Random Forests, Support Vectors Machines, or AdaBoost, and well-known...

This study empirically examines the nature of volatility in BSE Realty Index using daily closing price of BSE Realty Index for five and half years period from January 2011 to June 2016. The study employs both conditional heteroscedasticity models, both symmetric and asymmetric, for the analysis....

Motivated by the recent changes made to the regulatory environment that governs how banks calculate minimum capital requirements Liu and Stentoft (2020) seek to answer the question of how regulation affect banks' choice of risk-management models, whether it incentivizes them to use correctly...