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Bank financial performance encapsulates an institution's capacity to effectively manage its assets, capital, and operational activities to generate profits and ensure stability. Evaluating this performance necessitates the integration of…
Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…
In the face of increasing financial uncertainty and market complexity, this study presents a novel risk-aware financial forecasting framework that integrates advanced machine learning techniques with intuitionistic fuzzy multi-criteria…
In the industries that involved either chemistry or biology, such as pharmaceutical industries, chemical industries or food industry, the analytical methods are the necessary eyes and hear of all the material produced or used. If the…
Climate risk assessment is becoming increasingly important. For organisations, identifying and assessing climate-related risks is challenging, as they can come from multiple sources. This study identifies and assesses the main climate…
The aim of this study is to develop a method that would enable the company to prioritize the means contributing the most to its performance. The proposed method is based on the profit margin (an economical performance measure of the…
Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfolio-level systematic risk measures…
The document provides an overview of financial climate risks. It delves into how climate change impacts the global financial system, distinguishing between physical risks (such as extreme weather events) and transition risks (stemming from…
It is important for policymakers to understand which financial policies are effective in increasing climate risk disclosure in corporate reporting. We use machine learning to automatically identify disclosures of five different types of…
Multi-criteria decision making (MCDM) is necessary for choosing one from the available alternatives (or from the obtained Pareto-optimal solutions for multi-objective optimization), where the performance of each alternative is quantified…
The purpose of the research presented in this article is to develop a dynamic system for forecasting and minimizing the risks of an industrial company based on their quantitative assessment. The article considers the conceptual apparatus of…
The informational context is regularly questioned in a transitional economic regime like the one implemented in China or Vietnam. This article investigates this issue and the predictive power of fundamental analysis in such context and more…
Process mining is increasingly adopted in modern organizations, producing numerous process models that, while valuable, can lead to model overload and decision-making complexity. This paper explores a multi-criteria decision-making (MCDM)…
A sound performance of health care organizations depends on vigorous financing system, skilled and well paying personnel, trustworthy information, well sustained health services and reliable technologies they used. The management and…
Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfolio-level systematic risk measures…
Risk assessment across industries is paramount for ensuring a robust and sustainable economy. While previous studies have relied heavily on official statistics for their accuracy, they often lag behind real-time developments. Addressing…
Financial metrics like the Sharpe ratio are pivotal in evaluating investment performance by balancing risk and return. However, traditional metrics often struggle with robustness and generalization, particularly in dynamic and volatile…
The promise of Additive Manufacturing (AM) includes reduced transportation and warehousing costs, reduction of source material waste, and reduced environmental impact. AM is extremely useful for making prototypes and has demonstrated the…
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the estimation of…
This paper proposes a dynamic process of portfolio risk measurement to address potential information loss. The proposed model takes advantage of financial big data to incorporate out-of-target-portfolio information that may be missed when…