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Full-Text Articles in Physical Sciences and Mathematics
Predicting Absenteeism Of Female Students In Alabama, Funmilola Okelana
Predicting Absenteeism Of Female Students In Alabama, Funmilola Okelana
Dissertations and Theses
Abstract
Students are chronically absent when they miss at least 15 days of the school year. Past researchers have identified income and environment as factors that affect school absenteeism. Alabama is a poor state with a high crime rate. The hypothesis for this research is that the absenteeism of female students in Alabama is high. Do we reject or fail to reject this hypothesis. If we fail to reject this hypothesis, then what other factors can affect absenteeism in schools? How can we best predict the absenteeism of female students in Alabama? What is the effect of bad data on …
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …