Browsing by Department "Finansų inžinerijos katedra / Department of Financial Engineering"
Now showing items 1-20 of 45
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Adekvačiojo portfelio taikymas projektuojant racionalų lėšų paskirstymą kompetencijoms ugdyti
(Kompetencijos socialiniame ugdyme: kaitos brėžtis. D. 1, 2014)Straipsnyje pristatomas tyrimas, kuriuo identifikuojamos socialinio ugdymo srities tyrėjų kompetencijų plėtotės galimybės, būtinos, siekiant didinti Lietuvos MTEP potencialą. Identifikuojamos reikiamos ir trūkstamos ... -
Analysis of global financial markets and its future perspectives
(9th International Scientific Conference “Business and Management 2016”, 2016)The authors concentrate their attention on the future perspectives of financial markets. But on the other hand the investors, in order to make efficient investment decisions, should know the real situation in financial ... -
Analysis of the impact of sustainable development on company’s value
(12th International Scientific Conference “Business and Management 2022”, 2022)The attention to sustainability has been increasing rapidly due to environmental and social issues, as well as increasing business risks. It is changing an understanding how business is valued, putting pressure on, and ... -
Comparative efficiency analysis of conventional banks and Islamic banks: in evidence of Pakistan
(11th International Scientific Conference “Business and Management 2020”, 2020)The study evaluates the comparison and efficiency of Pakistani Islamic and conventional banks. Data are collected from the reports of banks website and state bank of Pakistan for the period 2013−2017. Used financial ratios ... -
Comparision of exchange market predictions using extremal data
(International scientific conference Contemporary issues in business, management and education'2014, November 13, 2014 – November 14, 2014, Vilnius Gediminas technical university : conference proceedings, 2014)High and low data otherwise then close and open data are not adventitious on time series curve. Its are extremes and very interesting for traders. Our model based on Evolino RNN ensemble give two distributions based on ... -
Comparison of predictions of behaviour of individual investors
(7th Global Innovation and Knowledge Academy (GIKA) "Innovation, knowledge, judgment and decision-making as virtuous cycles", Lisbon, June 28-30, 2017 : conference proceedings, 2017)Abstract. Constantly evolving rational and irrational behaviour of individual investors in financial markets explains the limitations of efficient market hypothesis. Forecasting financial markets with increased volatility ... -
Computation intelligence based daily algorithmic strategies for trading in the foreign exchange market
(10th International Scientific Conference “Business and Management 2018”, 2018)Successful trading in financial markets is not possible without a support system that manages the preparation of the data, prediction system, and risk management and evaluates the trading efficiency. Selected orthogonal ... -
Conceptualization of financial system sustainability
(Journal of security and sustainability issues, 2015)The paper aims at distinguishing the assumptions and component parts of financial system sustainability formation. Partly, sustainability of financial system can be expressed through the functions of financial system. Three ... -
Economic aspects of increasing value and scope of shared services centres
(9th International Scientific Conference “Business and Management 2016”, 2016)Development of Business Services Market and shift from manufacturing to services economy, where customer-oriented solutions, innovation and global networks are key valuables, forced appearance of business forms such as ... -
Efficiency of anti-money laundering: the case of Northern European countries
(12th International Scientific Conference “Business and Management 2022”, 2022)As money laundering is a highly threatening and dangerous activity, its damage is only discussed when the consequences of these illegal activities become public, thus such kinds of investigations are particularly relevant. ... -
Factors influencing fraudulent transactions from Big Data perspective
(13th International Scientific Conference “Business and Management 2023”, 2023)This article focuses on fraudulent behaviour and patterns as well as ways of detecting such patterns by using Big Data. The study analyses scientific articles to examine types of financial fraud and their detection techniques ... -
Familiarity bias investigation in portfolio creation
(12th International Scientific Conference “Business and Management 2022”, 2022)The prevailing opinion exists that investors include to their portfolio what they know or what is located around them. Investment decision, which is impacted by familiarity bias, avoid including international companies to ... -
Government debt as the integral portfolio of assets and liabilities generated by debt
(Journal of business economics and management, 2014)The paper analyses the possibilities of optimal government (national) debt management, trying to maximize the made-up net value for the debtor with the help of funds borrowed by the government. The integral portfolio of ... -
The growth of competitiveness as a result of the changes of wage and employment
(10th International Scientific Conference “Business and Management 2018”, 2018)The concept of competitiveness is a multidimensional and is closely related to the country‘s ability to adapt to a constantly changing environment. The growth of competitiveness depends on the main aspects of wage and ... -
High-low strategy of portfolio composition using Evolino RNN ensembles
(Inžinerinė ekonomika = Engineering economics, 2017)Strategy of investment is important tool enabling better investor’s decisions in uncertain finance market. Rules of portfolio selection help investors balance accepting some risk for the expectation of higher returns. The ... -
Impact of blockchain technology on the operational efficiency of crowdfunding platforms
(13th International Scientific Conference “Business and Management 2023”, 2023)Recently, crowdfunding platforms have become more attractive because of their advantages comparing to traditional funding sources. Nevertheless, the further potential of crowdfunding platforms development remains unclear ... -
Impact of the European Payment Index on key macroeconomic and social indicators of a country
(Business, management and education = Verslas, vadyba ir studijos, 2014)The EPI (European Payment Index) reflects the debt risk of corporations in each EU country. This index is widely used for evaluation of the ability of a business to settle with market participants. This article seeks to ... -
Impact of time zones on forecasting of exchange market based on distribution of expected values
(The 9th International Scientific Conference “Business and Management 2016”, May 12–13, 2016, Vilnius, Lithuania, 2016)Forecasting of chaotic changes of exchange rates usually is based on historical data and depends on the choice of time intervals. This study seeks to develop new forecasting method based on data of different time zones. ... -
Influence of macroeconomic factors on stock prices in Poland – cross section and time series analysis
(10th International Scientific Conference “Business and Management 2018”, 2018)The purpose of the study is to determine if the macroeconomic factors influence rates of returns from broad index of stocks in Poland. The study investigates stability of relation between macroeconomic and stock market ... -
International trade relationships in EU countries through multidimensional scaling during the years 1996–2012
(The 9th International Scientific Conference “Business and Management 2016”, May 12–13, 2016, Vilnius, Lithuania, 2016)International trade is one of the most important parts of economic integration and globalization. Thus it is crucial to study the development of international trade relationships in order to follow and understand every ...