Open Access. Powered by Scholars. Published by Universities.®
- Publication
- Publication Type
Articles 1 - 2 of 2
Full-Text Articles in Mathematics
Market Research On Student Concert Attendance At Bgsu's College Of Musical Arts, Mary Solomon
Market Research On Student Concert Attendance At Bgsu's College Of Musical Arts, Mary Solomon
Honors Projects
Bowling Green State University boasts a well established College of Musical Arts which holds concerts performed by esteemed faculty, prestigious guest artists, and students. The school hosts these events in Kobacker Hall and Bryan Recital Hall which can accommodate up to 800 and 250 audience members, respectively. However, performances in Kobacker hall only fill one- fourth of the 800 seats, on average. Why is this so? This project aims to investigate the factors that influence students’ decisions to attend concerts at the College of Musical Arts (CMA). By methodology of survey research and statistical analysis, this project will look into …
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 …