Thesis Defence: (Keshani) Nisansala Udawatta Kankanamge (Master of Science in Mathematics)
You are encouraged to attend the defence. The details of the defence and attendance information is included below:
Date: October 22, 2024
Time: 10:00 AM to 12:00 PM (PT)
Defence mode: Hybrid
In-Person Attendance: Senate Chambers, UNBC Prince George Campus
Virtual Attendance: Zoom
LINK TO JOIN: Please contact the Office of Graduate Administration for information regarding remote/online attendance.
To ensure the defence proceeds with no interruptions, please mute your audio and video on entry and do not inadvertently share your screen. The meeting will be locked to entry 5 minutes after it begins: please ensure you are on time.
Thesis entitled: NEUTROSOPHIC STATISTICAL APPROACH TO THE CAPITAL ASSET PRICING MODEL
Abstract: Neutrosophic Statistics is an emerging trend in the field of statistics, designed to address the challenges of uncertainty. Given that the stock market is inherently uncertain, this study aims to apply a Neutrosophic statistical approach to the Capital Asset Pricing Models.
The primary goal is to develop one-factor, two-factor, and three-factor Neutrosophic models. The focus is on calculating appropriate neutrosophic beta values to develop four different Neutrosophic Models and then calculate the neutrosophic expected return across four different scenarios. The neutrosophic methodologies and techniques have been consistently used throughout the study to address the indeterminacy. This approach seeks to enhance the reliability and accuracy of financial modeling in environments characterized by uncertainty.
Examining Committee:
Chair: Dr. Thomas Tannert, University of Northern British Columbia
Supervisor: Dr. Pranesh Kumar, University of Northern British Columbia
Committee Member: Dr. Edward Dobrowolski, University of Northern British Columbia
Committee Member: Dr. Hossein Kazemian, University of Northern British Columbia
External Examiner: Dr. Javad Tavakoli, University of British Columbia – Okanagan
Contact Information
Graduate Administration in the Office of the Registrar, University of Northern British Columbia
Email: grad-office@unbc.ca
Web: https://www2.unbc.ca/graduate-programs