Browsing Theses by Subject "finance"
Now showing items 1-11 of 11
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An Analysis of Physical Climate Change Events on Commercial Bank Stock Prices
(University of Waterloo, 2020-06-17)Events resulting from climate change can cause a wide range of serious implications for investors and insurance companies. However, there is currently a lack of understanding of how banks can be affected. Exploring a range ... -
Analyzing Green Finance Incentives: An Empirical Study of the Chinese Banking Sector
(University of Waterloo, 2017-11-21)Climate change is a major contemporary issue. In response, financial institutions offer green financing to fund low-carbon investments to those organizations who want to help mitigate this issue. Nevertheless, a lack of ... -
Application of Textual Feature Extraction to Corporate Bankruptcy Risk Assessment
(University of Waterloo, 2017-09-21)The inception of the Internet in the late twentieth century has established the ability to generate a huge volume of data from multitudinous sources in a very short period of time. However, most of this data is presented ... -
An Assessment of Voluntary Codes of Conduct in the Financial Sector – A case study of the GABV, UNEP-FI and UNPRI
(University of Waterloo, 2016-04-07)As a result of the key roles financial institutions play in the world today, they are pivotal in addressing arguably the biggest challenge the world faces today – sustainable development. Several pioneering financial ... -
Bounds on Aggregate Assets
(University of Waterloo, 2014-01-23)Aggregating financial assets together to form a portfolio, commonly referred to as "asset pooling", is a standard practice in the banking and insurance industries. Determining a suitable probability distribution for this ... -
A Comparative Analysis of the Institutional Impact on the Green Bond Markets in India and China
(University of Waterloo, 2018-12-07)Introduction: Climate finance has played a crucial role in addressing climate change impacts through the funding of various adaptation and mitigation efforts around the world. One such tool that has mobilized vast amounts ... -
Dependence: From classical copula modeling to neural networks
(University of Waterloo, 2020-08-25)The development of tools to measure and to model dependence in high-dimensional data is of great interest in a wide range of applications including finance, risk management, bioinformatics and environmental sciences. The ... -
Financial Literacy through Gameful Design
(University of Waterloo, 2021-01-29)Canadians have been found to have little to no expendable income and find debt management difficult. Alongside the growing push towards digital service platforms replacing traditional brick and mortar solutions within the ... -
Imputation, Estimation and Missing Data in Finance
(University of Waterloo, 2006)Suppose <em>X</em> is a diffusion process, possibly multivariate, and suppose that there are various segments of the components of <em>X</em> that are missing. This happens, for example, if <em>X</em> is the price of ... -
Optimal Decumulation for Retirees using Tontines: a Dynamic Neural Network Based Approach
(University of Waterloo, 2023-09-19)We introduce a new approach for optimizing neural networks (NN) using data to solve a stochastic control problem with stochastic constraints. We utilize customized activation functions for the output layers of the NN, ... -
Sentiment Lexicon Induction and Interpretable Multiple-instance Learning in Financial Markets
(University of Waterloo, 2020-09-28)Sentiment analysis has been widely used in the domain of finance. There are two most common textual sentiment analysis methods in finance: \textit{dictionary-based approach} and \textit{machine learning approach}. The ...