南京航空航天大学经管大讲堂2023第002期
- MBAChina
- MBAChina
- 2023-01-31 09:00 至 2023-01-31 10:00
- 腾讯会议 799-221-757
报告题目:Financial Time series forecasting under the economic Outbreaks: A Selected Case study from Sri Lanka
报告所属学科:管理科学与工程
报告人:Prof. Kapila Rathnayaka(Sabaragamuwa University of Sri Lanka)
报告时间:2023年1月31日 9:00-10:00
报告地点:腾讯会议 799-221-757
报告摘要:
Time series forecasting is one of the most applicable methods that comprise the tools for analyzing time-related data to identify meaningful characteristics for making future ad judgments. Miscellaneous types of time series approach such as Autoregression (AR), Moving Average (MA), Autoregressive Moving Average (ARMA), Autoregressive Integrated Moving Average (ARIMA), and Seasonal Autoregressive Integrated Moving-Average (SARIMA) have been listed in the literature under the different types of linear, stationary, and normality assumptions. However, handling a set of higher-order skill data under uncertain real-world conditions has been regarded as one of the biggest challenges in the modern economy today. For example, if the available sample size is very limited, it may be difficult to use traditional time-series approaches under the violations of the normality assumptions.
The main purpose of this speech is to propose a GM(1,1) and Artificial Neural Network-based new hybrid statistical approaches (ANN_GM(1,1), Taylor Series approximation based Unbiased GM(1,1) Hybrid approach (HTS_UGM(1,1)) for forecasting time series data under incomplete, and uncertain manners.
The COVID-19 pandemic has struck a significant shock to Sri Lanka’s economy and has impacted their poverty rates badly since the beginning of 2020. So, as case studies, the current study attempted to analyze selected financial indices which were taken from the Central Bank of Sri Lanka during the economic outbreak period in 2022-2023.
报告人简介:
Prof Kapila Rathnayaka is presently working as a Professor in Statistics, at the Faculty of Applied Sciences, Sabaragamuwa University of Sri Lanka. He obtained his B.Sc. (Special) Degree in Mathematics and Statistics from the University of Ruhuna, Sri Lanka with the First class Honours (2008) and obtained his first Master’s Degree in Industrial Mathematics from the University of Sri Jayewardenepura (2009-2011). In 2011, he was awarded his second Master’s Degree in Statistics, at Wuhan University of Technology, Wuhan, China (2011-2013). During his Master’s Degree, he received a number of prestigious international awards including the Chinese Scholarship Council Award (CSC) for Outstanding student of the year (2013/2014) and Outstanding Graduate Student of the year (Master Degree) in 2013. In 2016, he obtained his Doctoral Degree with a number of prestigious international awards for his best performances including the Scientific Achievements Award for Publications (2016), the Presidential Award for Outstanding Contributions (2014/2015), and Outstanding Graduate Student of the year for Doctoral Degree program in 2013/2016. Furthermore, he was awarded Outstanding Junior Researcher 2020 in the 25th-anniversary ceremony, at Sabaragamuwa University of Sri Lanka. Moreover, he was awarded the best researcher 2021 award by the Faculty of Applied Sciences, 26th University Day Celebrations, Sabaragamuwa University of Sri Lanka.
Currently, he is involved in multi-disciplinary applied research, with a specific focus on economic, financial, and biostatistics. Additionally, he is very well conversant in data analysis under different practical scenarios based on traditional and novel introduced statistical approaches. He has published his work in several reputed international journals such as Modern Economy, Journal of Grey Systems: Theory and Application and etc.
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