Predictive Analytics for Financial Risk Management in Dynamic Markets

Serkan Yilmaz; Murat Ismet

doi:https://doi.org/10.54216/AJBOR.110106

International Journal of Neutrosophic Science | 2024

Neutrosophic parametric study of piecewise quadratic fuzzy multi-objective dynamic programming problems

The goal of this research is to investigate fuzzy multiobjective dynamic programming issues with fuzzy parameters in the objective functions and single valued trapezoidal neutrosophic numbers in the left hand side of the constraints. Piecewise quadratic fuzzy numbers characterize these fuzzy parameters. In addition, applying the score function of the neutrosophic numbers to convert the constraints parameters into its crisp .  Some basic notions in the problem under the pareto optimal solution concept is redefined and analyzed to study the stability of the problem. Furthermore, a technique is presented for obtaining a subset of the parametric space that has the same pareto optimal solution. For a better understanding and comprehension of the suggested concept, a numerical example is provided.

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Hamiden Abd El- Wahed Khalifa mail -

Faisal Al-Sharqi mail -

Ashraf Al-Quran mail -

Aziza Algarni mail -

Mamika Ujianita Romdhini mail -

Zahari Rodzi mail -

Abdalwali Lutfi mail

link https://doi.org/10.54216/IJNS.230125

Volume & Issue

Vol. Volume 23 / Iss. Issue 1

Details open_in_new

International Journal of Neutrosophic Science | 2024

Enhancing neutrosophic fuzzy goal programming approach for solving multi-objective probabilistic linear programming problems

This article considers a stochastic multi-objective linear programming problem in a neutrosophic framework. The right-hand sides of the constraints are random variables associated with their means and variances, and the single-valued trapezoidal neutrosophic numbers are included in the coefficients of the objective functions to investigate the problem. The problem is successfully converted into the related deterministic programming model based on the formulation of the scoring function and several distributions, such as the Uniform, Exponential, and Gama distributions. Applying fuzzy goal programming, the deterministic problem is solved. An example is then solved to demonstrate the solution methodology.

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S. A. Edalatpanah mail -

Hamiden Abd El- Wahed Khalifa mail -

Ashraf Al-Quran mail -

Faisal Al-Sharqi mail -

Zahari Rodzi mail -

Abdalwali Lutfi mail

link https://doi.org/10.54216/IJNS.230126

Volume & Issue

Vol. Volume 23 / Iss. Issue 1

Details open_in_new

International Journal of Neutrosophic Science | 2024

The Mayan Transform: A Novel Integral Transform of Complex Power Parameters and Applications to Neutrosophic Functions

In this paper, a new type of integral transform with complex power parameters called the "Mayan transform" has been introduced. The definitions of the integral transform and its inverse are given in the classical case and the corresponding neutrosophic case. The classical analytical properties of the Mayan integral transforms are proven; the application of it to some essential functions and neutrosophic functions is introduced and proven. Also, its application to the  neutrosophic derivatives (first, second, and third) then the generalization of the application on the Mayan integral transform on the neutrosophic derivatives are given. The worthiness of the introduced integral transform on the actual application is also proven by applying the integral transform in solving two problems: the response of an Undamped forced mechanical oscillator and the response of an undamped forced electrical oscillator.

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Eman A. Mansour mail -

Emad A. Kuffi mail

link https://doi.org/10.54216/IJNS.230127

Volume & Issue

Vol. Volume 23 / Iss. Issue 1

Details open_in_new

American Journal of Business and Operations Research | 2024

Strategic Optimization Technique for Achieving Sustainable Inventory Management in Medium-Sized Enterprises

Medium-sized enterprises face the dual challenge of optimizing inventory practices while aligning with sustainable objectives.  Effective inventory management in medium-sized enterprises remains a critical factor in balancing operational efficiency and sustainability. This study addresses the challenge by investigating strategic optimization approaches for inventory control. The background explores the complexities of inventory management, emphasizing the need for enhanced techniques in medium-sized enterprises. The problem statement underscores the necessity of innovative methodologies to navigate the intricate landscape of inventory control and sustainability. To address these challenges, advanced methodology based on LightGBM is applied to forecast demand, assess vendor purchase costs, optimize stock levels, and evaluate predictive performance. Empirical findings, showcased through visualizations, revealed insights into the distribution of purchase costs among vendors, daily sales velocity by product, and comparisons between current and recommended stock levels for top products. Comparative analyses demonstrated LightGBM's superior predictive performance over baseline models, highlighting its potential as a valuable tool in decision-making for inventory management.

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Rhada Boujlil mail -

Saad Alsunbul mail

link https://doi.org/10.54216/AJBOR.110101

Volume & Issue

Vol. Volume 11 / Iss. Issue 1

Details open_in_new

American Journal of Business and Operations Research | 2024

An Improved Approach for Modeling Bank Loan Default in Pursuit of Sustainable Banking

This article presents our research effort to explore the convergence of sustainable banking practices and predictive modeling for bank loan defaults, with a primary emphasis on addressing the pressing need for resilient financial systems. To this end, an applied methodology is presented in this study to model bank loan defaults, emphasizing the incorporation of sustainability criteria into predictive analytics. Given the temporal nature of load data, our approach leverages Long Short-Term Memory (LSTM) networks as its backbone process for predictive modeling.  The empirical results of the public case study underscored the enhanced predictive accuracy completed through this approach, emphasizing the pivotal function of integrating sustainability metrics in predicting mortgage defaults inside the banking area.

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Noura Metawa mail -

Rania Itani mail

link https://doi.org/10.54216/AJBOR.110102

Volume & Issue

Vol. Volume 11 / Iss. Issue 1

Details open_in_new

American Journal of Business and Operations Research | 2024

Analysis and Solutions of the Current Situation and Problems of Organizing the Activities of Small and Private Business Entities in Uzbekistan

The article considers information about the current state of small business and private business entities, their growth trends, and the article also shows the role of small business and private business entities in the current economy and their share in some sectors. The article describes the external and internal problems that are currently the most difficult for business entities and how to solve them. Additionally, the results of the survey conducted among entrepreneurs are also included in the analytical center of the article. Statistical indicators and results of econometric analysis are expressed in a convenient visual graphic form.

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Qosimova D. Sobirovna mail -

Nutfulloev Tolib G. mail

link https://doi.org/10.54216/AJBOR.110103

Volume & Issue

Vol. Volume 11 / Iss. Issue 1

Details open_in_new

American Journal of Business and Operations Research | 2024

Fostering Economic Growth and Global Trade through Digitalized International Transport Corridors: Examining the Role of the eTIR Convention in the Proposed China-Kyrgyzstan-Uzbekistan Railways for Uzbekistan's Development

This study investigates the intricate dynamics of fostering economic growth and global trade through digitalized international transport corridors (ITCs), focusing on the proposed China-Kyrgyzstan-Uzbekistan (CKU) railway project within the framework of the eTIR Convention. Employing a comprehensive mixed-methods approach, integrating quantitative data from official sources, the research delves into the transformative potential of the CKU railway in linking Central Asia to China and Europe, thereby amplifying Uzbekistan's economic growth and global trade. Despite the project's potential to bolster trade competitiveness, stimulate regional integration, and foster economic diversification, the analysis uncovers challenges such as geopolitical tensions, environmental impacts, and financial sustainability, which could impede seamless implementation and operation. Leveraging the ARDL (2,1) model, the study reveals a direct dependency between the GDP growth rate and income from China to Uzbekistan, suggesting a substantial linear relationship. However, caution is advised in drawing definitive policy or economic implications, as further nuanced analysis and contextual understanding are imperative. The paper concludes by offering nuanced policy recommendations to enhance the governance and management of ITCs in Uzbekistan, emphasizing the necessity for a holistic and adaptive approach to navigate the complexities of such transformative projects, especially within the digitalized landscape and the context of the eTIR Convention.

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Muhammad Eid Balbaa mail -

Umidjon Dadabaev mail -

Dilafruz Akhmedova mail -

Mohinur Iskandarova mail

link https://doi.org/10.54216/AJBOR.110104

Volume & Issue

Vol. Volume 11 / Iss. Issue 1

Details open_in_new

American Journal of Business and Operations Research | 2024

Voluntary Disclosure-Profitability Nexus: The Moderating Effect of Audit Quality

The study aims to explore the moderating effect of audit quality on the association between voluntary disclosure and profitability. The study sample consists of (34) industrial companies listed on the "Amman Stock Exchange (ASE)" during the period (2017-2021). To achieve the objectives of the study, the content analysis method has been used to measure the impact of voluntary disclosure by reviewing 32 items of voluntary disclosure. Several statistical methods that fit the objectives of the study are used as well. The results of the study show that there is a positive association between the voluntary disclosure level and the profitability of the company, and that the moderating variable of audit quality negatively affects the relationship between voluntary disclosure and the profitability of the company. Considering the aforesaid results, the study recommends making voluntary disclosure by the industrial companies listed on the "ASE" due to its role in enhancing the profitability of companies.

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Mohammed Hassan Makhlouf mail -

Ashraf Almaharmeh mail

link https://doi.org/10.54216/AJBOR.110105

Volume & Issue

Vol. Volume 11 / Iss. Issue 1

Details open_in_new

Fusion: Practice and Applications | 2024

Blockchain integrated data processing model for enabling security in Education 4.0

The COVID-19 pandemic necessitated a swift shift to online learning, affecting students differently. We investigated the experiences of 62 students with disabilities in this new educational landscape. Online learning tools raise concerns about privacy and security, making it crucial to explore students' perceptions in these areas. Our findings reveal that while students with learning disabilities appreciate online learning's flexibility, they need more guidance and support. Neurodiverse students with learning disabilities are particularly aware of the need for a secure online learning environment. These insights underscore the unique educational needs of students with disabilities in online education. In Personal Records, authenticating individuals, especially those with visual impairments, is critical. Our research combines education with cutting-edge technologies, like blockchain and machine learning, to enhance biometric authentication for visually impaired individuals. Proposed work focuses the Highly Secure Blockchain-Based Compressive Sensing (HSBCS) system, which uses blockchain for data integrity and machine learning for secure biometric authentication. Our research focuses on education and includes comprehensive testing and performance assessments. Results highlight the educational value of the HSBCS system for Students, as it significantly improves Personal Records data security and accessibility. In conclusion, our research offers an innovative, secure solution for biometric authentication in Personal Records, with a strong emphasis on education. It empowers Students to access their student information securely and independently, while enhancing education on data security and integrity. This study underscores the importance of integrating emerging technologies into Personal Records to provide better experiences for Students and address their unique educational needs.

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Bader Muteb Alsulaimi mail

link https://doi.org/10.54216/FPA.140116

Volume & Issue

Vol. Volume 14 / Iss. Issue 1

Details open_in_new

American Journal of Business and Operations Research | 2024

Predictive Analytics for Financial Risk Management in Dynamic Markets

effective risk management is an indispensable requirement for improving the flow of transactions in dynamic financial markets. To this end, this study presents an applied predictive analytics methodology, that integrate gradient boosting algorithm to model the risk behavior in dynamic markets. This study, based on predictive analytics in monetary and financial systems, faces an urgent need for robust models that can overcome the uncertainties inherent in dynamic markets. Holistic experimentations on public case study of U.S retail data demonstrate the predictive power of the proposed approach of the state-of-the-art techniques across different performance metrics. This in turn highlights the nuanced interaction between variables and delivering intuitions into crucial risk determining factor.

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Serkan Yilmaz Kandir mail -

Murat Ismet Haseki mail

link https://doi.org/10.54216/AJBOR.110106

Volume & Issue

Vol. Volume 11 / Iss. Issue 1

Details open_in_new