Open Access. Powered by Scholars. Published by Universities.®
- Keyword
-
- Artistic entrepreneurism (1)
- Business skills (1)
- Business venture (1)
- Chinese ADR (1)
- Cumulative abnormal return (1)
-
- Deep Learning Reinforcement Pairs Trading (1)
- Defense Firms (1)
- Entrepreneurism (1)
- Event Study (1)
- Filtered Historical Simulation (1)
- Finance (1)
- GARCH (1)
- Immigration (1)
- Investing (1)
- Lobbying (1)
- Music (1)
- Political Connections (1)
- Predictive Density (1)
- September 11th 2001 (1)
- Stock Returns (1)
- Tariff (1)
- Terrorism (1)
- Trump's election (1)
- VaR (1)
- Value at Risk (1)
Articles 1 - 6 of 6
Full-Text Articles in Entire DC Network
Deep Reinforcement Learning Pairs Trading, Andrew Brim
Deep Reinforcement Learning Pairs Trading, Andrew Brim
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
This research applies a deep reinforcement learning technique, Deep Q-network, to a stock market pairs trading strategy for profit. Artificial intelligent methods have long since been applied to optimize trading strategies. This work trains and tests a DQN to trade co-integrated stock market prices, in a pairs trading strategy. The results demonstrate the DQN is able to consistently produce positive returns when executing a pairs trading strategy.
The Impact Of Immigration On Financial Markets, Jesse Baker
The Impact Of Immigration On Financial Markets, Jesse Baker
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
This paper studies the impact of immigration policy on financial markets. I estimate the cumulative abnormal returns surrounding two events the effective start date of the Immigration Act of 1990 and the implementation of the Temporary Protected Status (TPS) of Nicaragua and Honduras in 1999. Focusing on agriculture, construction, and manufacturing firms, I find that the CARs surrounding the events are indeed positive and significant, suggesting that the market anticipated growth among industries that are likely to hire Central American immigrants.
The Performance Of Military Defense Contracted Companies After September 11th, 2001: The Case Of Politically Connected Companies, Derek J. Larsen
The Performance Of Military Defense Contracted Companies After September 11th, 2001: The Case Of Politically Connected Companies, Derek J. Larsen
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
This paper examines the effect that the terrorist attacks on September 11th, 2001 had on the stock prices of companies within the military defense industry. In addition, this paper studies the effect of the defense firms’ political engagement (through lobbying activities) and how this affected the stock price response to the terrorist attacks. Our study finds that the cumulative abnormal returns of these companies are positively significant and that companies who lobbied experienced higher returns relative to those who did not lobby.
Predictive Distributions Via Filtered Historical Simulation For Financial Risk Management, Tyson Clark
Predictive Distributions Via Filtered Historical Simulation For Financial Risk Management, Tyson Clark
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Filtered historical simulation with an underlying GARCH process can be used as a valuable tool in VaR analysis, as it derives risk estimates that are sensitive to the distributional properties of the historical data of the produced predictive density. I examine the applications to risk analysis that filtered historical simulation can provide, as well as an interpretation of the predictive density as a poor man’s Bayesian posterior distribution. The predictive density allows us to make associated probabilistic statements regarding the results for VaR analysis, giving greater measurement of risk and the ability to maintain the optimal level of risk per …
The Stock Return Changes Of Chinese Adr Before And After Trump's Election And Imposed Tariff On Chinese Goods, Suyao Liu
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
This study examines the stock return changes of Chinese ADR company likely be affected by Trump’s election on November 9, 2016, the signing of tariff Chinese goods bill on March 8, 2018, and the tariff bill takes into act on March 23, 2018. The results show that, relative to the entire market, the stock prices of Chinese ADR companies underperform. Our analysis provides evidence that it’s hard to find that these three events would affect a particular industry of Chinese ADR the most.
Becoming An Artistic Entrepreneur: The Nuts And Bolts Of Running A Successful Artistic Venture, Collette Nicole Cook
Becoming An Artistic Entrepreneur: The Nuts And Bolts Of Running A Successful Artistic Venture, Collette Nicole Cook
Undergraduate Honors Capstone Projects
The music industry is shifting away from the traditional concert in traditional venues. New and innovative concert experiences are beginning to be designed to continue to find ways to speak to new audiences. As a musician, entrepreneurial skills are becoming more and more mandatory in creating a long-lasting career. Despite the thousands of people who graduate around the country with a music degree each year, the number of traditional music jobs as a major symphony orchestra member or touring soloist are becoming more and more difficult to land, causing many graduates to have to find work in a different field …