Purpose: The purpose of this thesis is to investigate the ability of EWMA, GARCH (1, 1), GARCH (p, q) and EGARCH (1, 1) to forecast volatilities of Bitcoin, Ripple, EURUSD, GBPUSD and CNYUSD. The optimal volatility model for each fiat and virtual currency is used to measure the accuracy of VaR by incorporating the volatility update into the Historical Simulation approach. Design/Methodology/Approach: In-sample returns are calculated from daily closing prices and are used in estimating the parameters of the selected models. The calculated in-sample parameters are applied to estimate and forecast ...

Lebanese bread is a staple food consumed with every meal and great vehicle for a range of nutrients. Nowadays, manufacturers use nutrition and health claims (NHC) to communicate the nutrients contents and benefits of the food while increasing sale and competitiveness. In absence of stringent standards regulations and control, misleading claims could jeopardize consumers’ public health. The aim of this study was to examine pre-packaged Lebanese breads in Mount Lebanon, to assess their compliance with the Lebanese (LIBNOR NL 661:2017) and/or international standard CODEX (CAC/GL 23-1997) to carry ...

Purpose–The purpose of this thesis is to develop a conceptual model that connects factors affecting students’ enrollment in Higher Education Institutions and evaluates the extent to which these factors are influencing institutions’ Value at Risk (VaR). Design/methodology/approach–Structural PCA modeling was employed in this study to examine the association of institutions’ admissions and different influence parameters, and to derive corresponding VaR as a measure of financial risks. Questionnaires were also completed by Grade Ten students of eight different high schools, prior and post orientation ...

Purpose: The objective of this thesis is to estimate and compare the capital requirements of an SME portfolio belonging to a Lebanese Commercial Bank under different regulatory frameworks, Basel I, Basel II and Basel III, in addition to illustrating the calculation of the capital adequacy ratio to comply with the requirements of BDL and BCCL. Design/methodology/approach: The sample used consists of a portfolio of loans granted by a Lebanese commercial bank to 1,099 different clients as of June 30, 2017. The study aims first at demonstrating the several approaches (Standardized Approach, IRB ...

As one of the mobile marketing tool, SMS (Short Message Service) advertising is achieving popularity and acceptance by gaining access to consumers through their mobile devices. Attainment of this advertising instrument depends to a great extent on its acceptance by consumers. In Lebanon, no former research investigated the factors contributing to the success of SMS advertising from customers’ perspectives. Based on the TRA model, the aim of this research is to extend the knowledge of the responsiveness of Gen Y to SMS mobile advertising in Lebanon. This will help gain a better understanding of ...

“Social media is about sociology and psychology more than technology” said Brian Solis (March 14, 2012), Digital Analyst and Anthropologist, Best-Selling Author, Keynote Speaker, Human Being. This quote could be the best label to describe how people have perceived social media since day one. This thesis tackled the gratifications an Instagram user gets upon posting food images. It explains the reasons behind this immense trend of people sharing their food with friends, family, and even strangers following their social media accounts. For this purpose a literature review covered few researches ...

In this thesis, we have restudied a sample chosen by (Lusso & Risaliti, 2016) consisting of a set of 2,153 unique quasars given by two source catalogues: 3XMM-DR5 (Rosen et al., 2016) and DR7 catalogue (Shen et al., 2011). Quasars serve science in two different ways: 1) Understanding accretion physics by studying the physical mechanism occuring between the disk and cloud corona, and 2) they are good cosmological probes in distance estimation reaching redshifts ~ 7 (Mortlock et al., 2011). A physical relation has been observed between the optical-UV disk and the X-ray corona through a log-log ...

Based on the concept of ‘affectedness’ (or ‘Betroffenheit’, Mies 1978), this article attempts to demonstrate how all participants in research, education, and social activism in the Middle East and North Africa (MENA) are impacted by the lack of a stable social environment, which is seen as the bedrock of scholarship by mainstream Northern theories and scientific methodologies. Researchers, academics and activists – as part of civil society – must deal with this intentional lack of security, social justice and freedom. In it we can recognize a form of elite-produced, and potentially indefinite, ...

This research paper investigates the role of civil society organizations in empowering women, taking Imam Sadr Foundation as a case study. The objectives of the research include assessing the availability of factors contributing to women’s empowerment, such as education, health, services, work and regulations at the Foundation. The research also aims at examining the various levels of empowerment for women and their families, as well as for society more generally, and the extent to which the enabling factors contribute to women’s empowerment and their capacities in terms of decision-making and ...

There has been a huge influx of displaced Syrians which is considered to be the biggest since WWII and this is due to the ongoing conflict in Syria since 2011. The majority of the displaced population is located in low-income countries with limited resources in mental health care. This qualitative research tackles the mental health and psychosocial support provided to displaced Syrians by different international organizations and NGOs operating in this field in Lebanon. The aim of this research is to study the correlation between these programs and the ability to cope with the new lifestyle the ...