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Modelling Stock Returns In 'Volatility-In-Mean' Framework Under Up And Down Market Movements, Srikanta Kundu Dr.

Doctoral Theses

The first chapter of this thesis begins with a brief review of the existing literature on empirical studies on stock returns, especially those in the context of the relationship between risk and return, at both univariate and multivariate levels. In the next section, studies on the relationship between stock return and monetary policy are reviewed. The motivation of this work is discussed in Section 1.4. Finally, the format of the thesis is given in Section 1.5.A Brief Review of the Literature on Risk-Return Relationship-Both Univariate and Multivariate Cases. In this section, we first present a brief review of this literature …

Ranking World Class Chess Players Using Only Results From Head-To-Head Games, Sterling Swygert

Senior Theses

This honors thesis explores a method of ranking the world’s top ten chess grand- masters using only the outcomes of games containing only players in that very set. This method allows for players in a single era to be quickly ranked via algorithmic and numerical means, including very specific information, from a statistical stand- point. Furthermore, unlike the rating systems that are commonly used, the Elo and the Glicko systems, this method is Classicist in its statistical approach, rather than Bayesian. Finally, this ranking method also differs from others as it limits the infor- mation to games between the individuals …

Traditional Lecture Versus An Activity Approach For Teaching Statistics: A Comparison Of Outcomes, Jennifer L. Loveland

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Many educational researchers have proposed teaching statistics with less lecture and more active learning methods. However, there are only a few comparative studies that have taught one section of statistics with lectures and one section with activity-based methods; of those studies, the results are contradictory. To address the need for more research on the actual effectiveness of active learning methods in introductory statistics, this research study was undertaken.

An introductory, university level course was divided into two sections. One section was taught entirely with traditional lecture. The other section was taught using active learning methods and a minimal amount of …

Building A Predictive Model For Baseball Games, Jordan Robertson Tait

All Graduate Theses, Dissertations, and Other Capstone Projects

In this paper, we will discuss a method of building a predictive model for Major League Baseball Games. We detail the reasoning for pursuing the proposed predictive model in terms of social popularity and the complexity of analyzing individual variables. We apply a coarse-grain outlook inspired by Simon Dedeos' work on Human Social Systems, in particular the open source website Wikipedia [2] by attempting to quantify the influence of winning and losing streaks instead of analyzing individual performance variables. We will discuss initial findings of data collected from the LA Dodgers and Colorado Rockies and apply further statistical analysis to …