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Handling of missing attribute values are a big challenge for data analysis. For handling this type of problems, there are some well known approaches, including Rough Set Theory (RST) and classification via clustering. In the work reported here, RSES (Rough Set Exploration System) one of the...
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Despite significant progress in e-learning technology over previous years, in view of huge sizes of data and databases, efficient knowledge extraction techniques are still required to make e-learning effective tool for delivery of learning. Rough set theory approach provides an effective...
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The study identified and measures the market risk faced by the banks in trading book which includes positions taken with a short term horizon and for speculative purposes. The financial instruments that are good proxies for the market risk factors in trading book such as interest rates risk,...
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In this study various value at risk methods such as Historical Simulation, Variance-Covariance Approach and Monte Carlo Simulation are calculated, compared and tested for accuracy. Backtesting for the VaR methods is applied to check the accuracy of the VaR methods. The portfolio includes equally...
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