Purpose – Value-at-risk (VaR) is a risk measure of potential loss on a specific portfolio. The main uses of VaR are in risk management and financial reporting. Researchers are continuously looking for new and efficient ways to evaluate VaR, and the 2008 financial crisis has given further...

Purpose The purpose of this paper is twofold: the selection of project portfolios through hybrid artificial neural network algorithms, feature selection based on grey relational analysis, decision tree and regression; and the identification of the features affecting project portfolio selection...

Purpose – The purpose of this paper is to propose a warranty-based bilateral automated multi-issue negotiation approach. Design/methodology/approach – A methodology for bilateral automated negotiation process is developed considering the targets such as warranty attractiveness, warranty...

Purpose The purpose of this study is to reduce the number of mutations and, consequently, reduce the cost of mutation test. The results of related studies indicate that about 40% of injected faults (mutants) in the source code are effect-less (equivalent). Equivalent mutants are one of the major...

Purpose The purposes of this study are twofold. First, to theoretically examine the profit-sharing (mudarabah) contract that produces an optimal distribution of return in the presence of social learning (shuratic process) within the environment of asymmetric information. Second, to empirically...