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Full-Text Articles in Applied Mathematics
Nonlinear Partial Differential Equations, Their Solutions, And Properties, Prasanna Bandara
Nonlinear Partial Differential Equations, Their Solutions, And Properties, Prasanna Bandara
Boise State University Theses and Dissertations
Although valuable understanding of real-world phenomena can be gained experimentally, it is often the case that experimental investigations can be found to be limited by financial, ethical or other constraints making such an approach impractical or, in some cases, even impossible. To nevertheless understand and make predictions of the natural world around us, countless processes encountered in the physical and biological sciences, engineering, economics and medicine can be efficiently described by means of mathematical models written in terms of ordinary or/and partial differential equations or their systems. Fundamental questions that arise in the modeling process need care that relies on …
An Economic Regression Model To Predict Market Movements, Timothy A. Smith, Andrew Hawkins
An Economic Regression Model To Predict Market Movements, Timothy A. Smith, Andrew Hawkins
Publications
In finance, multiple linear regression models are frequently used to determine the value of an asset based on its underlying traits. We built a regression model to predict the value of the S&P 500 based on economic indicators of gross domestic product, money supply, produce price and consumer price indices. Correlation between the error in this regression model and the S&P’s volatility index (VIX) provides an efficient way to predict when large changes in the price of the S&P 500 may occur. As the true value of the S&P 500 deviates from the predicted value, obtained by the regression model, …