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Full-Text Articles in Physical Sciences and Mathematics
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 …
Predictive Modeling Of Webpage Aesthetics, Ang Chen
Predictive Modeling Of Webpage Aesthetics, Ang Chen
Masters Theses
"Aesthetics plays a key role in web design. However, most websites have been developed based on designers' inspirations or preferences. While perceptions of aesthetics are intuitive abilities of humankind, the underlying principles for assessing aesthetics are not well understood. In recent years, machine learning methods have shown promising results in image aesthetic assessment. In this research, we used machine learning methods to study and explore the underlying principles of webpage aesthetics"--Abstract, page iii.