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Full-Text Articles in Analysis

Bridging The Chasm Between Fundamental, Momentum, And Quantitative Investing, Allen Hoskins, Jeff Reed, Robert Slater Apr 2023

Bridging The Chasm Between Fundamental, Momentum, And Quantitative Investing, Allen Hoskins, Jeff Reed, Robert Slater

SMU Data Science Review

A chasm exists between the active public equity investment management industry's fundamental, momentum, and quantitative styles. In this study, the researchers explore ways to bridge this gap by leveraging domain knowledge, fundamental analysis, momentum, crowdsourcing, and data science methods. This research also seeks to test the developed tools and strategies during the volatile time period of 2020 and 2021.


Bitcoin Volatility And Currency Acceptance: A Time-Series Approach, Francis Rocco Jun 2017

Bitcoin Volatility And Currency Acceptance: A Time-Series Approach, Francis Rocco

Honors Theses

Virtual currencies emerged in 2009 as alternatives to traditional methods of payment, offering faster transaction speeds and increased privacy. The prime example of these currencies is Bitcoin. Prior literature in the past five years has generally predicted that bitcoin would fail to supplant an existing widely traded currency, but the volatility of the currency has been decreasing since then. I test Dowd and Greenaway’s (1993) currency acceptance model using recent data on Bitcoin, including Bitcoin volatility. This paper will show whether Bitcoin's ability to act as a store of value and its level of price volatility affect the number of …


Study On Volatility Of China Containerized Freight Index Based On Garch Family Model, Chen Yuan Aug 2014

Study On Volatility Of China Containerized Freight Index Based On Garch Family Model, Chen Yuan

World Maritime University Dissertations

No abstract provided.


Research On Price Fluctuation And Investment Efficiency Of Newbuilding Dry Bulk Carrier, Xinshu Zhou Aug 2014

Research On Price Fluctuation And Investment Efficiency Of Newbuilding Dry Bulk Carrier, Xinshu Zhou

World Maritime University Dissertations

No abstract provided.


Research On China Newbuilding Price Index And Its Derivatives, Yangyang Zhang Aug 2014

Research On China Newbuilding Price Index And Its Derivatives, Yangyang Zhang

World Maritime University Dissertations

No abstract provided.


Analysis Of Bank Failure And Size Of Assets, Guancun Zhong Aug 2012

Analysis Of Bank Failure And Size Of Assets, Guancun Zhong

UNLV Theses, Dissertations, Professional Papers, and Capstones

The financial health of the banking industry is an important prerequisite for economic stability and growth. Bank failures in the United States have run in cycles largely associated with the collapse of economic bubbles. The number of bank failures has increased dramatically over the last thirty years (Halling and Hayden, 2007). In this thesis, we try to address the following two questions: 1) What is the relationship, if any, between a bank's asset size and its likelihood of failures? 2) How can we use statistical tools to predict the numbers of bank failures in the future? Various modeling techniques are …


The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell May 2010

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell

Byron E. Bell

The 1905 wave equation of Albert Einstein is a model that can be used in many areas, such as physics, applied mathematics, statistics, quantum chaos and financial mathematics, etc. I will give a proof from the equation of A. Einstein’s paper “Zur Elektrodynamik bewegter Körper” it will be done by removing the variable time (t) and the constant (c) the speed of light from the above equation and look at the factors that affect the model in a real analysis framework. Testing the model with SDSS-DR5 Quasar Catalog (Schneider +, 2007). Keywords: direction cosine, apparent magnitudes of optical light; ultraviolet …


The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell Dec 2009

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell

Byron E. Bell

No abstract provided.


The Construction And Development Of Shanghai International Shipping Center, Shimin Wang Jul 2009

The Construction And Development Of Shanghai International Shipping Center, Shimin Wang

World Maritime University Dissertations

No abstract provided.


A Mathematical Regression Of The U.S. Gross Private Domestic Investment 1959-2001, Byron E. Bell Sep 2006

A Mathematical Regression Of The U.S. Gross Private Domestic Investment 1959-2001, Byron E. Bell

Byron E. Bell

SUMMARY OF PROJECT What did I do? A study of the role the U.S. stock markets and money markets have possibly played in the Gross Private Domestic Investment (GPDI) of the United States from the year 1959 to the year 2001 and I created a Multiple Linear Regression Model (MLRM).