<abstract xmlns="http://www.w3.org/1999/xhtml">

This article presents the visual research methods (VRM), a procedure containing an iterative circle for detecting smokers and non-smokers among adolescents and young adults. Qualitative and quantitative approaches were used to develop the theoretical framework and questionnaires, conduct workshops, content analysis and statistical modelling, and to examine and interpret the results. The visual context that detects smokers and non-smokers concerns the social norms and environment, attitudes, beliefs, role models, individual factors, situational context and healthy vs. unhealthy lifestyle.
VRM provide precise results regarding the phenomenon and offer a sympathetic, considerate and suitable way to examine it. The interpretations of the visual context of smoking generates valuable information for smoking prevention methods compared with the traditional verbal questionnaire.
</abstract>

South-Eastern University of Applied Sciences

Department of Geographical and Historical Studies

Visual Research Methods: Recognising the Social Identities and Behaviour of Non-Smokers and Smokers

<abstract xmlns="http://www.w3.org/1999/xhtml">

The primary purpose of this study was to pursue the analysis of the time series data and to demonstrate the role of time series model in the predicting process using long-term records of the monthly global price of bananas from January 1990 to November 2020. Following the Box-Jenkins methodology, ARIMA(4,1,2)(1,0,1)[12] with the drift model was selected to be the best fit model for the time series, according to the lowest AIC value in this study. Empirically, the results revealed that the MLP neural network model performed better compared to ARIMA(4,1,2)(1,0,1)[12] with the drift model at its smaller MSE value. Hence, the MLP neural network model can provide useful information important in the decision-making process related to the impact of the change of the future global price of bananas. Understanding the past global price of bananas is important for the analyses of current and future changes of global price of bananas. In order to sustain these observations, research programs utilizing the resulting data should be able to improve significantly our understanding and narrow projections of the future global price of bananas.
</abstract>

Department of Agriculture, Food and Resource Sciences

Cybersecurity Engineering Technology Program

Modeling and Forecasting of Monthly Global Price of Bananas Using Seasonal Arima and Multilayer Perceptron Neural Network

<abstract xmlns="http://www.w3.org/1999/xhtml">

In this paper equilibrium short-rate models are compared against no-arbitrage short-rate models. This article is composed of the introduction to this literature and a review, followed by numerical examples of one-factor short-rate models; the Cox-Ingersoll-Ross (CIR) model and the Vasicek model. No-arbitrage models were presented through the Hull-White (HW) model, the Binomial lattice model for bond pricing and interest rate modelling, the Black-Karasinski (BK) model, and the Heath-Jarrow-Morton (HJM) model. The results prove that no single interest rate model exists that can be used for all purposes. These models were compared in terms of volatility, mean reversion process and convergence. The end results confirm the dependence of volatility on the level rate as a determinant of the predictive success of these models.
</abstract>

Equilibrium Short-Rate Models Vs No-Arbitrage Models: Literature Review and Computational Examples

<abstract xmlns="http://www.w3.org/1999/xhtml">

The main aim of the paper was to prove that the complete Black-Scholes-Merton regime-switching Lévy market is characterized by an absence of arbitrage. In the considered model, the prices of financial assets are described by the Lévy process in which the coefficients depend on the states of the Markov chain. Such a market is incomplete; in order to complete this market, jump financial instruments and power-jump assets were added. Then, an equivalent martingale measure was indicated and the conditions were determined so that the above model is characterized by the absence of arbitrage. Arbitrage is a trade that profits by exploiting the price differences of identical or similar financial instruments in different markets or in different forms. Thus arbitrage can be understood as risk-free profit for the trader.
</abstract>

The Absence of Arbitrage on the Complete Black-Scholes-Merton Regime-Switching Lévy Market

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Econometrics

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