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Master of Science in Financial Mathematics
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Master of Science in Financial Mathematics: Recent submissions

Now showing items 1-20 of 71

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 ...
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 ...
Sensitivity analysis of risk free interest rate to optimize portfolio gain with reference to Colombo stock exchange

Amarasinghe, APGTS [Thesis-Abstract]

Historically, investors made their investments based on the gain that they can earn out of it. Although there had been high risk involved in high return gaining investment activities, it was the habit of people to expect ...
Modelineg Sri Lankan GDP using macroeconomic indicators

Karunarathne, AWSP [Thesis-Abstract]

Economics mainly divided into two parts, namely microeconomics and macroeconomics. Microeconomics study the individuals and business decisions while macroeconomics look at the decisions of county and government. That is, ...
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 ...
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 ...
A Study of corporate financial distress prediction of Sri Lanka : an application of logistic regression analysis and multiple discriminant analysis

Perera BHD [Thesis-Abstract]

A financial distressed situation means a company cannot settle its obligations, liabilities from the operating cash flows or value of total assets is lower than the aggregate value of the liabilities and equity. The ...
Pandemic outbreak, investor sentiment and stock market reaction :evidence from the frontier market, Sri Lanka

Rathnasekara RD [Thesis-Abstract]

This study examines the impact of COVID-19 pandemic, the resulting investor sentiment in determining stock returns of different sector portfolios, namely, healthcare, telecommunication, banking, insurance, and hotel ...
Identifying factors influencing credit card in a Colombo suburb area logistic regression approach

Dasara HMT [Thesis-Abstract]

Credit cards are electronic products that are now becoming more important and wellknown around the world. The usage of credit cards is becoming highly connected to peoples’ day-to-day lives and credit cards have a ...
Estimating and forecasting the yield curve : Sri Lankan government securities market

Yapa LTS [Thesis-Abstract]

In this study, I evaluate two versions of the Nelson and Siegel (1987) model, namely the Nelson-Siegel model using the methodology presented in Diebold and Li (2006) and Nelson-Siegel-Svensson model (1994), with the ...
Time series model of water level fluctuation in Mahakanadarawa tank

Saranga AGS [Thesis-Abstract]

This research concludes an attempt to forecast water level changes using the best-fitted model of Mahakanadarawa tank by using Box and Jenkins methodology of univariate Auto-Regressive Integrated Moving Average (ARIMA) ...
Modelling exchange rate of USD to Sri Lankan rupees with oil prices, gold prices, silver prices and return of all share price index of Sri Lanka

Shanika MH [Thesis-Abstract]

This report contains the analysis of secondary values of US dollar foreign exchange rate (LKR per USD), Gold price (LKR per Troy ounce), Oil price (LKR per barrel), Silver price (LKR per Metric Ton), and Stock return ...
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 ...
Evaluation of the potential impact of exports & imports commodities into the Sri Lankan economy

Rathnayaka RMIC [Thesis-Abstract]

The research attempts to evaluation impact of the Exports and Imports commodities in the country economic. Mainly, following objectives are elaborated, behavior of the exports and imports, to determine which type of ...
Forecasting retail prices of the most commonly used rice in Sri Lanka

Fernando WSD [Thesis-Abstract]

This thesis focuses on Modeling and forecasting Maximum Retail Price (MRP) of Samba, Nadu, Kekulu White and Kekulu Red rice in Sri Lanka using Univariate and Multivariate Time Series approaches. Sri Lanka is a developing ...
Impact of age structure transition to the current account balance

Perera WGGP [Thesis-Abstract]

This research data included 46 panels of countries over a period of 39 years starting from 1980 to 2018. These countries were selected randomly from the World Bank classification based on income. Dataset was analyzed ...
Profitability analysis of selected multinational companies listed on London stock exchange by principal component method

Ponnudurai T [Thesis-Abstract]

Investment decisions include higher level of risk due to the uncertainty nature in the business environment. Thus, investors take investment decisions more wisely by considering several internal and external factors. As ...
Simulating stock prices using geometric brownian motion:

Samarakoon SMRK [Thesis-Full-text]

When looking at the simulation of the stock price, the Geometric Brownian motion model is a widely used share price prediction model in various countries. But, in the Sri Lankan context, the use of the Geometric Brownian ...
Effect of macroeconomic variables to determine the share market performance in Sri Lanka

Ediriweera EAIN [Thesis-Full-text]

The stock exchange is considered an economic barometer that emphasises the economic condition of any country. The rise or fall of share prices indicates an economic boom or recession cycle. The better performance of the ...
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 ...

Now showing items 1-20 of 71

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