Commerce and Management

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    Analysing Sri Lankan Lifestyles with Data Mining: Two Case Studies of Education and Health
    (Faculty of Commerce and Management Studies, University of Kelaniya., 2017) Mohotti, W. A.; Premaratne, S. C.
    There are no adequate researches in lifestyle data analysis of Sri Lanka. Existing works are not capable of handling big data systematically and, not efficient in disclosing the latent factors in lifestyles. This research has used predictive and descriptive mining techniques to analyse HIES dataset related to two cases in education and health using WEKA and SPSS. The design consists of a classification and a clustering task. Classification finds the factors and their relationships associated with no-schooling and dropouts. Clustering explores the relationship between chronic diseases and family income. Our analysis reveals the significance of child labor and religion among the influences such as age, district and parental education related to school dropout and no-schooling. Other case study discloses that citizens who have got low income comparatively suffer from many chronic diseases. The important patterns recognized through the research can be used by the government policy makers to setup policies.
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    Equity Market Volatility Behavior in Sri Lankan Context
    (University of Kelaniya, 2015) Morawakage, P.S.; Nimal, P.D.
    Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining the volatility behavior of Colombo Stock Exchange with advanced econometric models. Here GARCH, EGARCH and TGARCH models are used to capture the complex volatility features. It is observed that volatility clustering and leverage effect exists in Colombo Stock Exchange. Further, negative shocks creates more volatility compared to a positive shocks generated in the market. TGARCH model assuming student-t probability distribution function is more suitable to explain the volatility in Colombo Stock Exchange among the models described above according to the Akaike and Schwarz information criteria.
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    Equity Market Volatility Behavior in Sri Lankan Context
    (Faculty of Commerce and Management Studies, University of Kelaniya, 2015) Morawakage, P.S.; Weerasinghe, W.D.J.D.
    Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining the volatility behavior of Colombo Stock Exchange with advanced econometric models. Here GARCH, EGARCH and TGARCH models are used to capture the complex volatility features. It is observed that volatility clustering and leverage effect exist in Colombo Stock Exchange. Further, negative shock creates more volatility compared to a positive shock generated in the market. TGARCH model assuming student-t probability distribution function is more suitable to explain the volatility in Colombo Stock Exchange among the models described above according to the Akaike and Schwarz information criteria.