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Article
Publication date: 1 August 2001

M. Doumpos, K. Pentaraki, C. Zopounidis and C. Agorastos

Explains the importance of assessing country risk to lenders and investors, outlines previous research on techniques for doing this and describes a classification method: the…

1091

Abstract

Explains the importance of assessing country risk to lenders and investors, outlines previous research on techniques for doing this and describes a classification method: the multi‐group hierarchical discrimination method (MHD). Applies this to 1978‐1995 data for 143 countries, subdivided into four income groups, and compares the results with those from multiple discriminant, logit and probit analyses using jackknife procedures. Finds MHD more accurate overall and for most income groups except the lower‐middle income economies. Briefly considers other applications for MHD and avenues for further research.

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Managerial Finance, vol. 27 no. 8
Type: Research Article
ISSN: 0307-4358

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Publication date: 6 November 2013

Bartosz Sawik

This chapter presents the survey of selected linear and mixed integer programming multi-objective portfolio optimization. The definitions of selected percentile risk measures are…

Abstract

This chapter presents the survey of selected linear and mixed integer programming multi-objective portfolio optimization. The definitions of selected percentile risk measures are presented. Some contrasts and similarities of the different types of portfolio formulations are drawn out. The survey of multi-criteria methods devoted to portfolio optimization such as weighting approach, lexicographic approach, and reference point method is also presented. This survey presents the nature of the multi-objective portfolio problems focuses on a compromise between the construction of objectives, constraints, and decision variables in a portfolio and the problem complexity of the implemented mathematical models. There is always a trade-off between computational time and the size of an input data, as well as the type of mathematical programming formulation with linear and/or mixed integer variables.

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Article
Publication date: 19 February 2025

Dedy Mainata, Mamduh M.M. Hanafi and Bowo Setiyono

Islamic banking windows have attracted a considerable deal of scholarly attention lately, as shown by the sharp rise in publications across the globe. The growing number of…

8

Abstract

Purpose

Islamic banking windows have attracted a considerable deal of scholarly attention lately, as shown by the sharp rise in publications across the globe. The growing number of Islamic banking windows being published demonstrates how much scholarly interest there has been in this topic. To evaluate the body of knowledge on Islamic banking windows, this paper aims to conduct a bibliometric analysis.

Design/methodology/approach

A bibliometric examination of literature samples pulled in July 2023 from the Scopus database served as the study’s methodology. In total, 79 publications that met the criteria for selection and were published between 2008 and 2023 made up the study’s sample size. Software like RStudio (Rshiny), VOSviewer and Microsoft Excel have been used to evaluate the data. Three major kinds of analyses were carried out: overall performance indicators, citation analysis and cross-dimensional keyword analysis. A quick content analysis to pinpoint research flows then followed.

Findings

The number of publications increased noticeably between 2019 and 2021, with Abdul Majid M. contributing the most with four articles published during that time. The findings also include the countries, groups, publications, works, sources and topics that have contributed the most. This examination found five research streams that have already been examined by other writers out of 79 papers. Comparative efficiency, Islamic banking’s customer, performance, risk and liquidity management are some of the research areas covered. With precise research questions, this study further outlined the future research agenda.

Research limitations/implications

The scope of this study is restricted to English-language journal articles appearing in sources that are Scopus-indexed. A variety of databases, including Dimensions and the Web of Science, as well as expanding the investigated units, could be used in future research. Future studies might center on the systematic review of publications published on certain topics, whereas this study only focused on bibliometric analysis and research streams.

Originality/value

Despite the fact that Islamic banking is a fascinating topic for research, as far as the authors’ knowledge, this study is the first bibliometric analysis of Islamic banking windows. The five research streams identified in this study also offer numerous potential research topics in a unique way.

Details

Journal of Islamic Accounting and Business Research, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1759-0817

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Article
Publication date: 6 February 2019

Amit Kumar, Vinod Kumar and Vikas Modgil

The purpose of this paper is to identify the criticality of various sub-systems through the behavioral study of a multi-state repairable system with hot redundancy. The…

123

Abstract

Purpose

The purpose of this paper is to identify the criticality of various sub-systems through the behavioral study of a multi-state repairable system with hot redundancy. The availability of the system is optimized to evaluate the optimum combinations of failure and repair rate parameters for various sub-systems.

Design/methodology/approach

The behavioral study of the system is conducted through the stochastic model under probabilistic approach, i.e., Markov process. The first-order differential equations associated with the stochastic model are derived with the use of mnemonic rule assuming that the failure and repair rate parameters of all the sub-systems are constant and exponentially distributed. These differential equations are further solved recursively using the normalizing condition to obtain the long-run availability of the system. A particle swarm optimization (PSO) algorithm for evaluating the optimum availability of the system and supporting computational results are presented.

Findings

The maintenance priorities for various sub-systems can easily be set up, as it is clearly identified in the behavioral analysis that the sub-system (A) is the most critical component which highly influences the system availability as compared to other sub-systems. The PSO technique modifies input failure and repair rate parameters for each sub-system and evaluates the optimum availability of the system.

Originality/value

A bottom case manufacturing system is under the evaluation, which is the main component of front shock absorber in two-wheelers. The input failure and repair rate parameters were parameterized from the information provided by the plant personnel. The finding of the paper provides the various availability measures and shows the grate congruence with the system behavior.

Details

International Journal of Quality & Reliability Management, vol. 36 no. 3
Type: Research Article
ISSN: 0265-671X

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Article
Publication date: 13 October 2020

Silvia Angilella and Sebastiano Mazzù

The financial crisis of 2007–2008 has brought critical attention to those financial institutions whose high destabilizing effects can have an impact on the financial system. Basel…

195

Abstract

Purpose

The financial crisis of 2007–2008 has brought critical attention to those financial institutions whose high destabilizing effects can have an impact on the financial system. Basel Committee (BIS) has introduced a set of regulations to identify such banks, defined global systemically important banks (G-SIBs). The purpose of this paper is to investigate the robustness of the BIS's methodology.

Design/methodology/approach

In this study, a multicriteria decision aid (MCDA) approach is considered, specifically HSMAA (hierarchy stochastic multiobjective acceptability analysis), which can take into account uncertainty on BIS's criteria weights as standard SMAA, but also uncertainty with respect to the subcriteria of the considered criteria. The results are analyzed to provide insights into the robustness of the BIS's methodology.

Findings

The obtained results indicate that overall the BIS's methodology does not appear robust. Within the two uncertainty scenarios considered, the results show a great variability in identifying the G-SIBs' systemic risk.

Originality/value

The paper proposes an analytical way to assess the robustness of the BIS's methodology. Moreover, the authors’ analysis reveals a great variability on the results, which highlight different issues for banks, regulators and enterprises.

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The Impacts of Monetary Policy in the 21st Century: Perspectives from Emerging Economies
Type: Book
ISBN: 978-1-78973-319-8

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Article
Publication date: 18 August 2022

Hany Osman and Soumaya Yacout

In this paper, a data mining approach is proposed for monitoring the conditions leading to a rail wheel high impact load. The proposed approach incorporates logical analysis of…

140

Abstract

Purpose

In this paper, a data mining approach is proposed for monitoring the conditions leading to a rail wheel high impact load. The proposed approach incorporates logical analysis of data (LAD) and ant colony optimization (ACO) algorithms in extracting patterns of high impact loads and normal loads from historical railway records. In addition, the patterns are employed in establishing a classification model used for classifying unseen observations. A case study representing real-world impact load data is presented to illustrate the impact of the proposed approach in improving railway services.

Design/methodology/approach

Application of artificial intelligence and machine learning approaches becomes an essential tool in improving the performance of railway transportation systems. By using these approaches, the knowledge extracted from historical data can be employed in railway assets monitoring to maintain the assets in a reliable state and to improve the service provided by the railway network.

Findings

Results achieved by the proposed approach provide a prognostic system used for monitoring the conditions surrounding rail wheels. Incorporating this prognostic system in surveilling the rail wheels indeed results in better railway services as trips with no-delay or no-failure can be realized. A comparative study is conducted to evaluate the performance of the proposed approach versus other classification algorithms. In addition to the highly interpretable results obtained by the generated patterns, the comparative study demonstrates that the proposed approach provides classification accuracy higher than other common machine learning classification algorithms.

Originality/value

The methodology followed in this research employs ACO algorithm as an artificial intelligent technique and LDA as a machine learning algorithm in analyzing wheel impact load alarm-collected datasets. This new methodology provided a promising classification model to predict future alarm and a prognostic system to guide the system while avoiding this alarm.

Details

Journal of Quality in Maintenance Engineering, vol. 29 no. 2
Type: Research Article
ISSN: 1355-2511

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Article
Publication date: 7 May 2020

Subhash Malik and P.C. Tewari

This paper deals with the optimization of coal handling system performability for a thermal power plant.

128

Abstract

Purpose

This paper deals with the optimization of coal handling system performability for a thermal power plant.

Design/methodology/approach

Coal handling system comprises of five subsystems, namely Wagon Tippler, Crusher, Bunker, Feeder and Coal Mill. The partial differential equations are derived on the behalf of transition diagram by using the Markov approach. These partial differential equations are further solved to obtain the performance model with the help of normalization condition. Numerous performability levels are achieved by putting the appropriate combinations of failure and repair rates (FRRs) in performance model. Performability optimization for coal handling system is obtained by varying the population and generation size.

Findings

Highest performability level, that is, 93.33 at population size of 40 and 93.31 at generation size of 70, is observed.

Originality/value

The findings of this paper highlight the optimum value of performability level and FRRs for numerous subsystems. These findings are highly beneficial for plant administration to decide about the maintenance planning.

Details

Grey Systems: Theory and Application, vol. 10 no. 3
Type: Research Article
ISSN: 2043-9377

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Article
Publication date: 11 March 2014

Fernando A.F. Ferreira, Sérgio P. Santos, Carla S.E. Marques and João Ferreira

Considered the largest investment for most households, buying a house requires careful and transparent analysis by all parties involved in the transaction. The aim of this paper…

1145

Abstract

Purpose

Considered the largest investment for most households, buying a house requires careful and transparent analysis by all parties involved in the transaction. The aim of this paper is to propose a methodological framework allowing for the readjustment of trade-offs among risk evaluation criteria, considered of extreme importance in the lending decision process of mortgage loans.

Design/methodology/approach

Multiple criteria decision analysis (MCDA) has proved over the years to be effective and versatile in handling compensations among criteria. Measuring attractiveness is applied by a categorical based evaluation technique (MACBETH) to a pre-established structure of credit-scoring criteria for mortgage lending risk evaluation. This pre-established structure is currently used by one of the largest banks in Portugal.

Findings

The framework allowed the authors to provide the credit experts who participated in the study with a more informed, transparent and accurate mortgage-lending risk-evaluation system. The sensitivity and robustness analyses carried out also helped in promoting discussion and supporting the readjustments made.

Research limitations/implications

The study shows the usefulness of using the MACBETH approach to assist credit analysts in making better informed decisions, and opens avenues for further research. However, due to the dependence on the participants involved, extrapolations without proper caution are discouraged.

Practical implications

The credit analysts who participated in this study considered the framework more discerning in terms of Basel directives.

Originality/value

The integration of MACBETH and credit-scoring mechanisms holds great potential for risk assessment and decision support. No prior work reporting the application of MACBETH in terms of mortgage-lending risk-evaluation is known.

Details

Management Decision, vol. 52 no. 2
Type: Research Article
ISSN: 0025-1747

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Book part
Publication date: 1 March 2021

Siti Khomsatun, Hilda Rossieta, Fitriany Fitriany and Mustafa Edwin Nasution

The unique characteristic of Islamic bank leads in governance and disclosure. Using stakeholder, signaling, and market discipline theory, governance and adequate disclosure may…

Abstract

The unique characteristic of Islamic bank leads in governance and disclosure. Using stakeholder, signaling, and market discipline theory, governance and adequate disclosure may increase bank soundness. This study aims to investigate the relationship of sharia disclosure and Sharia Supervisory Board in influencing Islamic bank soundness in the different regulatory framework of the country. Using purposive sampling, the research covered 84 Islamic banks in 16 countries during the period 2013–2015 with lag data of Islamic bank soundness. The result shows sharia disclosure influences on Islamic bank soundness for management efficiency, capital adequacy ratio, asset quality, and liquidity. The results also show that sharia disclosure mediates the indirect effect of SSB on Islamic bank soundness. The regulatory framework (sharia accounting standard and SSB regulation) shows moderating effect of regulation framework proved on the association of sharia disclosure with management efficiency, capital, and liquidity. The effect is indirectly depending on the regulatory framework for proxy management efficiency, capital, and liquidity. The implication of the research suggests that sharia disclosure could increase the market discipline mechanism of Islamic bank stream. The Islamic bank can increase the transparency using sharia disclosure as a branding for increasing public trust, even though in the deficient Islamic bank regulation countries.

Details

Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics
Type: Book
ISBN: 978-1-83867-359-8

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