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Full-Text Articles in Physical Sciences and Mathematics
Using Data Analytics To Predict Students Score, Nang Laik Ma, Gim Hong Chua
Using Data Analytics To Predict Students Score, Nang Laik Ma, Gim Hong Chua
Research Collection School Of Computing and Information Systems
Education is very important to Singapore, and the government has continued to invest heavily in our education system to become one of the world-class systems today. A strong foundation of Science, Technology, Engineering, and Mathematics (STEM) was what underpinned Singapore's development over the past 50 years. PISA is a triennial international survey that evaluates education systems worldwide by testing the skills and knowledge of 15-year-old students who are nearing the end of compulsory education. In this paper, the authors used the PISA data from 2012 and 2015 and developed machine learning techniques to predictive the students' scores and understand the …
European Floating Strike Lookback Options: Alpha Prediction And Generation Using Unsupervised Learning, Tristan Lim, Aldy Gunawan, Chin Sin Ong
European Floating Strike Lookback Options: Alpha Prediction And Generation Using Unsupervised Learning, Tristan Lim, Aldy Gunawan, Chin Sin Ong
Research Collection School Of Computing and Information Systems
This research utilized the intrinsic quality of European floating strike lookback call options, alongside selected return and volatility parameters, in a K-means clustering environment, to recommend an alpha generative trading strategy. The result is an elegant easy-to-use alpha strategy based on the option mechanisms which identifies investment assets with high degree of significance. In an upward trending market, the research had identified European floating strike lookback call option as an evaluative criterion and investable asset, which would both allow investors to predict and profit from alpha opportunities. The findings will be useful for (i) buy-side investors seeking alpha generation and/or …