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Browsing Master of Science in Financial Mathematics by Title

Browsing Master of Science in Financial Mathematics by Title

Now showing items 1-20 of 71

Age structural transitions and inflation dynamics in selected south Asian countries

Ariyarathna PAHR [Thesis-Full-text]

The aim of this study is to find out whether there is significant effect from age structural transitions on inflation dynamics in some selected South Asian countries such as Sri Lanka, India and Bangladesh. It has been ...
Analysing the significant factors which are affected to the selection of higher education opportunities in the private institutions

Waidyasekara, VT [Thesis-Full-text]

Gaining higher education is vital for a person to find more lucrative careers pursuing a better professional and personal life growth. In the modern world today, private education institutes play an imperative and a ...
Analysis of internal factors affecting share prices:

Umathevan B [Thesis-Full-text]

The stock market plays an important role in economic progress of any nation and share price is a key aspect in stock market. Share price is the value of single share of a company's multiple sellable stocks. It represents ...
Analysis of the relationship of stock market with exchange rate and spot gold price in Sri Lanka

Wickramasinghe, WTN [Thesis-Full-text]

Intention of this thesis is to analyze the interrelationship of stock market volatility with LKR/USD exchange rate and spot gold prices in Sri Lankan stock market. There are several statistical techniques used in this ...
An Analysis on deterministic chaos of exchange rates during COVID -19 outbreak

Thathsarani, AA [Thesis-Abstract]

The COVID-19 influence has had a significant impact in a number of areas, including the economies of many nations. Exchange rates also show noticeable fluctuations during the pandemic period, hence analysis of the behaviour ...
An analysis on monetary aggregate that reflects macroeconomic framework of sri lanka

Perers, RNS [Thesis-Abstract]

This thesis investigates the monetary aggregate that reflects the macroeconomic condition of Sri Lanka, the long run money demand relationship, and the determinants of money demand in Sri Lanka since 1978. The estimation ...
Analyzing & predicting the impact of news on the ASI return of Colombo stock exchange through black-litterman model

Perera PRSG [Thesis-Abstract]

Considering the historical data, we can conclude that news on attacks, international political problems, natural disasters, and protests have a negative impact on the stock market return while changes in Government Acts ...
Analyzing the profitability of option trading in Sri Lanka

Jayawardena, AS [Thesis-Abstract]

The aim of the research was to identify the introduction of options to CSE will give the investors the opportunity to gain more profit. The research was based on equity and index European call options and focused on two ...
Applicability of geometric brownian motion and geometric fractional brownian motion to forecast share prices of telecommunication services sector in Sri Lanka

Athukorala AKKK [Thesis-Abstract]

The Brownian motion is a Mathematical concept which European botanist Robert Brown introduced in 1827 to study the behaviour of molecules. The Brownian motion concept was transformed into many versions, and Geometric ...
Application of game theory on financial benefits and employee satisfaction :

Jayasekara DDGT [Thesis-Full-text]

In any business organization, there are two parties inside. The company and the employees, the company always tries to maximize their profit as well as employees try to demand their gains or benefits. This is not a linear ...
An Approach to investigate the relationship between share prices and macroeconomic variables

Jayasundara, AN [Thesis-Abstract]

With the development of the economy in Sri Lanka and low interest rate for savings influencing people to invest their money in other profitable areas. Therefore stock market is one of the good opportunities that can open ...
Assessing the predictability of all share price index of Colombo stock exchange using different models : a case study during the COVID - 19 pandemic

Jayakody, G [Thesis-Abstract]

The aim of this investigation was to assess the predictability of three models: Autoregressive Integrated Moving Average (ARIMA), Seasonal Auto-regressive Integrated Moving Average (SARIMA), and Dynamic Harmonic Regression ...
The Behavior of sector return and volatility around budget : evidence from Colombo stock market

Bhashani, KLS [Thesis-Full-text]

The study examines the behavior of stock returns and volatility in Diversified Holdings (DIV) sector of CSE around three annual government budget announcements. The daily returns of the sector over a period of three years ...
Casual relationship between construction activities & GDP growth in Sri Lanka

Athukorala, R [Thesis-Full-text]

The construction industry plays a vital role in the socio economic development and national fiscals in any country. Usually it provides a considerable share towards the Gross Domestic Product (GDP) and Gross National Product ...
CEnhanced camshift kalman filter for object tracking

Fernando, WSP [Thesis-Abstract]

In this thesis an enhanced Cam-shift Kalman object tracking algorithm for video surveillance and object tracking was developed. And this new algorithm was based on a modified Cam-shift tracking algorithm and the Kalman ...
A Clustering based approach to study the impact of COVID - 19 pandemic on Colombo stock exchange

Saumyamala, MGA [Thesis-Abstract]

Investor’s main objective is to maximize the portfolio returns while minimizing the risk. Unsystematic risk inherent to the industry can be minimized by diversification and systematic risk is hard to avoid. Main reason for ...
Collaboration modeling framework and trading portal for agricultural Products

Kithulgoda, CI [Thesis-Abstract]

In Sri Lanka, the agricultural sector is the main source of livelihood of the rural population, which accounts for 70% ofthe total population. Although, the agricultural supply chain of Sri Lanka is full ofimperfections ...
Daily profit maximization using linear programming techniques: Sapugaskanda

Rajapaksha, RKMM [Thesis-Full-text]

The petroleum industry plays one of the most significant role in the energy market in Sri Lanka. The actual use of this source is limited by economical, technological and political reasons. Crude oil refining is an extremely ...
Day effect in return and volatility of the selected sector indices in Colombo stock exchange

Karunananda, GACM [Thesis-Full-text]

One of the significant anomalies of Efficient Market Hypothesis (EMH) is the seasonal effect. The existence of the seasonal effect implies market inefficiency. Most ofthe investors, especially international investors are ...
Determination of electricity demand for Sri Lanka

Dayaratne, J [Thesis-Abstract]

Electricity has become important component in today’s life for everyone on earth. The demand for electricity has grown year by year with the growth ofindustrialization, population and urbanization. Hence, the importance ...

Now showing items 1-20 of 71

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