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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 …
Predicting How People Vote From How They Tweet, Rao B. Vinnakota
Predicting How People Vote From How They Tweet, Rao B. Vinnakota
Senior Projects Spring 2019
In 2016 Donald Trump stunned the nation and not a single pollster predicted the outcome. For the last few decades, pollsters have relied on phone banking as their main source of information. There is reason to believe that this method does not present the complete picture it once did due to several factors--less landline usage, a younger and more active electorate, and the rise of social media. Social media specifically has grown in prominence and become a forum for political debate. This project quantitatively analyzes political twitter data and leverages machine learning techniques such as Naive-Bayes to model election results. …
The Relationship Between Housing Affordability And Demographic Factors: Case Study For The Atlanta Beltline, Chapman T. Lindstrom
The Relationship Between Housing Affordability And Demographic Factors: Case Study For The Atlanta Beltline, Chapman T. Lindstrom
Electronic Theses and Dissertations
Housing affordability has been a widely examined subject for populations residing in major metropolitan regions around the world. The relationship between housing affordability and the city’s demographics and its volume of urban development are important to take into consideration. In the past two decades there has been an increasing volume of literature detailing Atlanta Georgia’s large-scale redevelopment project, the Atlanta BeltLine (ABL), and its relationship with Atlanta’s Metropolitan population and housing affordability. The first objective of this paper is to study the relationship between housing affordability at two scales within the Atlanta Metropolitan Area (AMA) for both renters and homeowners. …