This paper presents an established method for the construction of indices using principal component analysis (PCA), but as a new application in finance. It is postulated that it can be useful to address entropy issues with non linear return time series that could potentially impact an index's...

This methodological paper presents a principal component analysis (PCA) derived way to construct equity indices. Although established in other disciplines, it represents a new application in finance. It is postulated that it can be useful to address entropy issues with non linear return time...

This paper presents an analytical framework that describes the business model of banks. It draws on the classical theory of banking and the literature on digital transformation. It provides an explanation for existing trends and, by extending the theory of the banking firm, it illustrates how...

Statistical and computational methods are being increasingly integrated into Decision Support Systems to aid management and help with strategic decisions. Researchers need to fully understand the use of such techniques in order to make predictions when using financial data. This paper therefore...

This paper presents an analytical framework that describes the business model of banks. It draws on the classical theory of banking and the literature on digital transformation. It provides an explanation for existing trends and, by extending the theory of the banking firm, it illustrates how...