international journal of research in computer application & management最新文献_第2页

Strategy for Business Development of Agribank Thanh Hoa to 2020 清化农业银行至2020年业务发展战略

international journal of research in computer application & management Pub Date : 2018-09-27 DOI: 10.12691/IJEFM-6-2-1

Nguyen Xuan Duong, Le Quang Hieu

{"title":"Strategy for Business Development of Agribank Thanh Hoa to 2020","authors":"Nguyen Xuan Duong, Le Quang Hieu","doi":"10.12691/IJEFM-6-2-1","DOIUrl":"https://doi.org/10.12691/IJEFM-6-2-1","url":null,"abstract":"“Strategy is the red thread through the activities of an organization - An Ssofg, 1965’; strategy is extremely important role in the operation of every organization, every enterprise: strategy contributed to help a business organization become more active in anticipating the changes of environment from which they can control their activities. In the current economic market, a good strategy helps increasing the competitiveness of businesses, ensuring a strong dominance of enterprise. [1] In the trend of integration and competition, the same with other companies are operating in Vietnam, Thanh Hoa Agribank has many opportunities for growth while facing new business environment more complex and risky. Competitive pressures increased when domestic banks are constantly expanding the scope of operation, growing both in quantity and quality, many foreign credit organizations are willing to participate in the Vietnam market will create a new competitive pressures increasingly strident. In this context, the question for each bank is planning a suitable business strategy to stand firmly in the market and continue to grow. For these above reasons, I decised to choose the paper \"Strategy for business development of Agribank Thanh Hoa to 2020\" for reseach.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116367154","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

IFRS in the U.S. Business Environment - Vision for the Future 国际财务报告准则在美国的商业环境-对未来的展望

international journal of research in computer application & management Pub Date : 2018-05-08 DOI: 10.12691/ijefm-6-1-3

Bouaziz Nacer, Djenina Amor Djenina Amor, Djellaba Ali, S. Tarek

引用次数: 1

Economic Growth and Public Spending on Selected Sectors in Tanzania 坦桑尼亚选定部门的经济增长和公共支出

international journal of research in computer application & management Pub Date : 2018-03-10 DOI: 10.12691/ijefm-6-1-2

A. Kimea, Richard Fue Kiangi

引用次数: 2

The Effects of Currency Crises on Economic Growth: A Dynamic Panel Data Analysis 货币危机对经济增长的影响:一个动态面板数据分析

international journal of research in computer application & management Pub Date : 2018-02-25 DOI: 10.12691/IJEFM-6-1-1

A. Hamida, Tarek Sadraoui

引用次数: 0

Economic Recession in Spain: Exploring the Root Causes, Consequences and Recoveries for the Sustainable Economic Growth 西班牙经济衰退:探讨经济可持续增长的根源、后果和复苏

international journal of research in computer application & management Pub Date : 2017-10-27 DOI: 10.12691/IJEFM-5-2-5

M. Rahman, Ramón Sanguino Galván, Ascensión Barroso Martínez

引用次数: 6

Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience 宏观经济变量对股市波动的影响:巴基斯坦的经验

international journal of research in computer application & management Pub Date : 2017-09-20 DOI: 10.12691/IJEFM-5-2-4

Waqar Khalid, Saifullah Khan

{"title":"Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience","authors":"Waqar Khalid, Saifullah Khan","doi":"10.12691/IJEFM-5-2-4","DOIUrl":"https://doi.org/10.12691/IJEFM-5-2-4","url":null,"abstract":"This research paper empirically investigates the effects of interest rates, exchange rates and inflation rates on stock market performance of Pakistan by using annual time series data covering the 1991-2017 periods. The prime intention of this research was to inspect the long-run and short-run relationships between the KSE-100 index and macroeconomic variables by employing the econometric techniques of Autoregressive Distributed Lag (ARDL) bounds testing procedure to cointegration and the Error Correction Model (ECM), respectively. By applying the ARDL model, the empirical results revealed the fact that there was a negative and significant impact of interest rate on the market index, whereas; the exchange rate and the inflation rate have a positive impact on stock market volatility in the long-run. Furthermore, the ECM analysis pointed out that an estimated coefficient of the error correction term was significant with expected negative sign and showed that 46.53% deviation of the stock market index are corrected in the short-run per year. The study recommended that the monetary authorities should further reduce the bank rate up to the lowest rate in order to stimulate the stock market performance, which in turn; will boost the existing investment level and will encourage the new investment into the stock market. In addition, this policy will also ensure in the reduction of higher inflation rates. And the study found that the reduction in bank rate and stabilization in exchange rate is essential to local and foreign investors in the short-run.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134431155","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 35

Analysis on the Utilization of Foreign Direct Investment in the Minority Provinces of China 中国少数民族省份利用外商直接投资分析

international journal of research in computer application & management Pub Date : 2017-08-24 DOI: 10.12691/IJEFM-5-2-3

Liu Xiuling, Zhu Ruixue, Cai Li

引用次数: 0

Empirical Test of the Rational Expectations-permanent Income Hypothesis: Abel and Mishkin’s General Approach: Evidence from Algeria 理性预期-永久收入假说的实证检验:Abel和Mishkin的一般方法:来自阿尔及利亚的证据

international journal of research in computer application & management Pub Date : 2017-07-05 DOI: 10.12691/IJEFM-5-2-2

T. Djeddi, Tayeb Louafi, S. Brika

引用次数: 0

A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk 利用风险价值估计市场风险的传统方法的比较性能

international journal of research in computer application & management Pub Date : 2017-04-26 DOI: 10.12691/IJEFM-5-2-1

Cyprian O. Omari

{"title":"A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk","authors":"Cyprian O. Omari","doi":"10.12691/IJEFM-5-2-1","DOIUrl":"https://doi.org/10.12691/IJEFM-5-2-1","url":null,"abstract":"This paper presents a comparative evaluation of the predictive performance of conventional univariate VaR models including unconditional normal distribution model, exponentially weighted moving average (EWMA/RiskMetrics), Historical Simulation, Filtered Historical Simulation, GARCH-normal and GARCH Students t models in terms of their forecasting accuracy. The paper empirically determines the extent to which the aforementioned methods are reliable in estimating one-day ahead Value at Risk (VaR). The analysis is based on daily closing prices of the USD/KES exchange rates over the period starting January 03, 2003 to December 31, 2016. In order to assess the performance of the models, the rolling window of approximately four years (n=1000 days) is used for backtesting purposes. The backtesting analysis covers the sub-period from November 2008 to December 2016, consequently including the most volatile periods of the Kenyan shilling and the historical all-time high in September 2015. The empirical results demonstrate that GJR-GARCH-t approach and Filtered Historical Simulation method with GARCH volatility specification perform competitively accurate in estimating VaR forecasts for both standard and more extreme quantiles thereby generally out-performing all the other models under consideration.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123997675","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

A Multilayer Perceptron Artificial Neural Networks Based a Preprocessing and Hybrid Optimization Task for Data Mining and Classification 基于预处理和混合优化任务的多层感知器人工神经网络用于数据挖掘和分类

international journal of research in computer application & management Pub Date : 2017-03-09 DOI: 10.12691/IJEFM-5-1-3

K. Ncibi, Tarek Sadraoui, Mili Faycel, Amor Djenina

{"title":"A Multilayer Perceptron Artificial Neural Networks Based a Preprocessing and Hybrid Optimization Task for Data Mining and Classification","authors":"K. Ncibi, Tarek Sadraoui, Mili Faycel, Amor Djenina","doi":"10.12691/IJEFM-5-1-3","DOIUrl":"https://doi.org/10.12691/IJEFM-5-1-3","url":null,"abstract":"Artificial neural networks (ANNs) optimization represent an attractive area that attract many researchers in different disciplines, this in the aim to improve the performance of this model. In literature, there is no fix theory that illustrates how to construct this non linear model. Thus, all proposed construction was based on empirical illustration. Multilayer perceptron (MLP) is one of the most used models in ANNs area. It was described as a good non linear approximator with a power ability to lean well non linear system, and most of research was limited to a 3 layers MLP, by describing that 3 layers are sufficient to have good approximation. In this context we are interested to this model construction for solving supervised classification tasks in data mining. This construction requires a preprocessing phase that seems to scribe be important for the final performance. This paper present a process of MLP construction based on two phases: a preparation phase and an optimization phase. The first one describes a process of data cleaning, discretization, normalization, expansion, reduction and features selection. The second phase aims to optimize the set of weights based on some combination of hybrid algorithms such back-propagation algorithm, a local search and different evolution. An empirical illustration will be done to in order to validate the proposed model. At the end, a comparison with others known classifiers will be done to justify the validity of the proposed model.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124142273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 6