Warehouse Management Application for Android

This Bachelor’s Thesis was about the process of fully developing a native application that runs on the Android platform. The objective of this Thesis was to demonstrate the steps, tools, and Android fundamentals that are needed to make an idea of an Android application become reality. After the theory about the Android development was covered, it was put into practice by implementing a fully functional application. This was a warehouse management system (WMS) which runs on the Android platform. The aim of this application was not only to speed up the work of a warehouse manager, but also to minimize their mistakes by replacing pen and paper with an application that runs on a handheld device such as a tablet. This application was built by the author and one of his friends when they worked for a company for their training project. This app was built using the knowledge the author acquired from his degree together with his own research about the Android development. The task is to build the front-end of the application as well as the logic behind it. The server side part of this application was made by the author's friend. Therefore, only the developing process of front-end functions of the application is described in this Thesis. This application was built using Android Studio. As a result, this application works very well and fulfills every requirement. It still has many potential functions that could be implemented to be more effective and up to date, such as the UI customization and performance optimization

EX ANTE PREDICTABILITY OF STOCK RETURNS IN A FRONTIER MARKET

This study reports results on the ex ante predictability of stock returns using real-time stock market data in Vietnam, a frontier market, from June 2008 to June 2021. Countries classified as a frontier market are often known for currency manipulation, financial market illiquidity, and political instability. Despite the enormous risk usually posed by these inefficiencies, potential profits are large and achievable for many investors. This study provides evidence on existing a strategy to form out-of-sample long portfolios that generate statistically significant and positive mean monthly returns even in the presence of transaction costs. I also justify the magnitude of these returns by showing that they exceed those of VnIndex and MSCI Vietnam Index. The results reject the hypothesis that the stock prices in Vietnamese market follow random walks, thus oppose the stock market efficiency hypothesis. Evidence found in this study provides a better understanding of informational efficiency in a frontier equity market setting. Specifically, there are several implications on portfolio selection strategies, stock price patterns, and trading behavior bias related to Vietnamese stock market can be drawn from this study