He is working on developing a yield curve for the Sri Lanka Government Securities market while testing and comparing the existing global yield curve models that are been more suit to well-developed financial markets like the USA, UK, and Europe. Sub objectives of the project are to develop the yield curve data set by cleaning and smoothing the original data and establish the research gap as “current models do not best fit to underdeveloped market like Sri Lanka, Pakistan, Bangladesh. Use Functional Data Analysis techniques to develop a yield curve model. The successful model would be useful for policymakers, financial market traders, and treasures in various companies to identify the most appropriate yields of financial instruments.
Sanjeewa Dayarathne
Mr. K P N Sanjeewa Dayarathne is currently reading for an MPhil in the Department of Computer Science and Engineering of the University of Moratuwa. Sanjeewa Dayarathne graduated from the University of Colombo obtaining a second upper honors Bachelor of Science degree specializing in Statistics in 2001. He obtained a Master of Business Administration Degree in 2008 from the University of Colombo. In 2014 he obtained a Master of Science Degree specializing in Financial Mathematics from the University of Colombo. He completed his Master of Science Degree in Business Analytics in 2019 at Rober Gordon University of Aberdeen. He accounts for 10 years of industry experience in the financial market as a Bond trader and fund Manager and another four years as a general manager. He has worked as a visiting lecturer at the University of Colombo, the University of Sri Jayawardanapura as well as the Institute of Informatics Technology.
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