Business Commons^™

Historical Perspectives In Volatility Forecasting Methods With Machine Learning, Zhiang Qiu, Clemens Kownatzki, Fabien Scalzo, Eun Sang Cha

Seaver College Research And Scholarly Achievement Symposium

Volatility forecasting in the financial market plays a pivotal role across a spectrum of disciplines, such as risk management, option pricing, and market making. However, volatility forecasting is challenging because volatility can only be estimated, and different factors influence volatility, ranging from macroeconomic indicators to investor sentiments. While recent works suggest advances in machine learning and artificial intelligence for volatility forecasting, a comprehensive benchmark of current statistical and learning-based methods for such purposes is lacking. Thus, this paper aims to provide a comprehensive survey of the historical evolution of volatility forecasting with a comparative benchmark of key landmark models. We …

"Church On My Couch": Predicting The Future Impact Of Online Ministry Based On The Impact During Covid-19, Samukeliso Mabarani, Sikhumbuzo Dube

Adventist Human-Subject Researchers Association

With “everything from home” as the new norm, “how does the use of digital platforms impact Adventist education, community engagement, and spiritual outreach?” Using a quantitative approach, we draw insights from online ministry during Covid-19 and use the insights to predict the future impact of online ministry statistically.

Covid-19 In Casinos: Analysis Of Covid-19 Contamination And Spread With Economic Impact Assessment, Anastasia (Stasi) D. Baran, Jason D. Fiege

International Conference on Gambling & Risk Taking

Abstract:

The COVID-19 pandemic caused tremendous disruption for casinos, with the virus causing various lengths of shutdowns, capacity restrictions, and social distancing strategies such as machine removals or section closures. Although most of the world has now eased off these measures, it is important to review lessons learned to understand, and better prepare for similar circumstances in the future. We present Monte Carlo slot floor simulation software customized to simulate players spreading COVID-19 on the slot floor. We simulate the amount of touch surface contamination; the number of potential surface contact exposure events per day, and a proximity exposures statistic …

Payments Data In Gambling Research, Kasra Ghaharian, Mana Azizsoltani

International Conference on Gambling & Risk Taking

A considerable body of gambling-related research has leveraged gamblers' behavioral tracking data to address a broad set of research questions. These data have typically comprised of gamblers' betting-related behaviors including, for example, the frequency and volume of betting. The analysis of gamblers' payment-related behavioral data is far less common, but provides a fruitful avenue gambling-related research.

In this presentation we discuss a selection of potential research opportunities that payments transaction data presents. We supplement this discussion with specific analyses that have been performed by our research group. We also discuss knowledge gaps and areas for future research.

The Rocket: Analyzing Rtp (Return To Player), Payoff Distribution And Player Behavior In Crash Games, Mikhail M. Sher, Robert Haywood Scott Iii, Jonathan A. Daigle

International Conference on Gambling & Risk Taking

Abstract

Rocket is a crash game developed by DraftKings, an American publicly traded online casino, sports betting and fantasy sports company. DraftKings Rocket is a game played with a rising rocket. Players must exit the rocket at any point before the rocket crashes. In that case they receive the payoff in accordance to the multiplier of their exit point. If the rocket crashes before the player bails, player’s payoff is 0 (and they lose their bet).

The game boasts an unprecedented 97% RTP (Return to Player). For comparison, Atlantic City casino slots typically have a 91-92% RTP, while Vegas casino …

The Locals Casino As A Social Network – Can An Interconnected Community Of Players Detect Differences In Hold?, Jason D. Fiege, Anastasia (Stasi) D. Baran

International Conference on Gambling & Risk Taking

Abstract

It is difficult for individual players to detect differences in theoretical hold between slot machines without playing an unrealistically large number of games. This difficulty occurs because the fractional loss incurred by a player converges only slowly to the theoretical hold in the presence of volatility designed into slot pay tables. Nevertheless, many operators believe that players can detect changes in hold or differences compared to competition, especially in a locals casino market, and therefore resist increasing holds. Instead of investigating whether individual players can detect differences in hold, we ask whether a population of casino regulars who share …

Employee Attrition: Analyzing Factors Influencing Job Satisfaction Of Ibm Data Scientists, Graham Nash

Symposium of Student Scholars

Employee attrition is a relevant issue that every business employer must consider when gauging the effectiveness of their employees. Whether or not an employee chooses to leave their job can come from a multitude of factors. As a result, employers need to develop methods in which they can measure attrition by calculating the several qualities of their employees. Factors like their age, years with the company, which department they work in, their level of education, their job role, and even their marital status are all considered by employers to assist in predicting employee attrition. This project will be analyzing a …

Session 5: Equipment Finance Credit Risk Modeling - A Case Study In Creative Model Development & Nimble Data Engineering, Edward Krueger, Landon Thompson, Josh Moore

SDSU Data Science Symposium

This presentation will focus first on providing an overview of Channel and the Risk Analytics team that performed this case study. Given that context, we’ll then dive into our approach for building the modeling development data set, techniques and tools used to develop and implement the model into a production environment, and some of the challenges faced upon launch. Then, the presentation will pivot to the data engineering pipeline. During this portion, we will explore the application process and what happens to the data we collect. This will include how we extract & store the data along with how it …

Market Research: How To Keep And Gain Customers, Chris Mccall

Symposium of Student Scholars

Customer-centered market research is essential to the creation and management of successful marketing campaigns. A company that understands their customers will be able to provide those customers with products and services that fit their needs better than the competition, and ultimately increase profits. My research focuses on a database containing customer information for a telecommunications company called Telco. Within this research, I will focus on a number of customer attributes including demographics, services provided, payment methods, contract lengths, monthly charges, and tenure with the company. Considering how these attributes relate to one another will give me a better understanding of …