Open Access. Powered by Scholars. Published by Universities.®
- Institution
- Keyword
-
- Analytical techniques (1)
- Casinos (1)
- Cryptocurrencies (1)
- Deep learning (1)
- Digitized assets (1)
-
- Economics Education (1)
- Empowerment (1)
- Entrepreneurship (1)
- Ethics (1)
- Exchange Market Pressure (1)
- Financial Integration (1)
- Financial trading (1)
- Flexible Exchange Rate Regime (1)
- Free Enterprise (1)
- GARCH (1)
- Gaming revenues (1)
- Geography (1)
- Individual prosperity (1)
- Investments (1)
- Kelly betting (1)
- LSTM (1)
- Leadership (1)
- Performance (1)
- Personal Success (1)
- Policy Uncertainty (1)
- Profiles (1)
- Projections (1)
- Risk management (1)
- Robust methods (1)
- Skepticism (1)
Articles 1 - 7 of 7
Full-Text Articles in Business
Historical Perspectives In Volatility Forecasting Methods With Machine Learning, Zhiang Qiu, Clemens Kownatzki, Fabien Scalzo, Eun Sang Cha
Historical Perspectives In Volatility Forecasting Methods With Machine Learning, Zhiang Qiu, Clemens Kownatzki, Fabien Scalzo, Eun Sang Cha
Seaver College Research And Scholarly Achievement Symposium
Volatility forecasting in the financial market plays a pivotal role across a spectrum of disciplines, such as risk management, option pricing, and market making. However, volatility forecasting is challenging because volatility can only be estimated, and different factors influence volatility, ranging from macroeconomic indicators to investor sentiments. While recent works suggest advances in machine learning and artificial intelligence for volatility forecasting, a comprehensive benchmark of current statistical and learning-based methods for such purposes is lacking. Thus, this paper aims to provide a comprehensive survey of the historical evolution of volatility forecasting with a comparative benchmark of key landmark models. We …
Financial Integration And Exchange Market Pressure, Kate Phylaktis, Muhammad Aftab
Financial Integration And Exchange Market Pressure, Kate Phylaktis, Muhammad Aftab
CBER Conference
This study examines the role of financial integration on exchange market pressure (EMP) across a representative group of forty-two advanced and emerging markets over the period 2000-2019, which covers the global financial crisis, which has heightened monetary and economic policy uncertainty. We use a novel measure of financial integration, namely the uncovered equity return differential versus the US, which is based on the Uncovered Equity Parity and is available at a monthly frequency.
A Psychological Profile Of The Digitized Economy: Who Buys Cryptocurrencies, Nfts, And Meme-Stocks (And Why)?, Nicole Wolfe
A Psychological Profile Of The Digitized Economy: Who Buys Cryptocurrencies, Nfts, And Meme-Stocks (And Why)?, Nicole Wolfe
Undergraduate Student Research Internships Conference
As the global digital economy continues to grow in interest and financial worth, it is imperative to harvest data to gain early information on this nuanced economy. Already, we have witnessed billions of dollars in losses and wins at the blink of an eye, encouragement to invest from well-known celebrities and politicians, and high anxiety from the newness, power consumption, and potential outcomes of this nuanced system. Stemming from the lack of solid evidence in this emerging field, we hope to gain more insight on the early players and variation within the digitized economy. Similarly, we hope to identify specific …
Entrepreneurship Education Empowers Youth To Change Their Lives, Marianna Brashear, Jason Riddle
Entrepreneurship Education Empowers Youth To Change Their Lives, Marianna Brashear, Jason Riddle
National Youth Advocacy and Resilience Conference
The Foundation for Economic Education (FEE) aims at equipping Title 1 schools with free, hands-on, engaging materials that any teacher can facilitate either individually or in a classroom setting with no background in entrepreneurship necessary. These versatile lessons, courses, and workshops teach the entrepreneurial mindset optimizing opportunities for grades 8-12 students no matter which life/career path they choose.
"Gravity Models" Applied To Projections For New Casinos: Techniques And Results, Will E. Cummings
"Gravity Models" Applied To Projections For New Casinos: Techniques And Results, Will E. Cummings
International Conference on Gambling & Risk Taking
All developers of new casinos prepare, or have prepared for them, projections for the likely gaming-revenue performance of those casinos; in many cases; regulatory authorities in North America also require or commission independent third-party assessments of such performance. These projections are very frequently based on "gravity models," applying techniques pioneered by Reilly and Huff to analyze other retail activities in relation to the geographic distribution of competitors and potential customers. In this paper, I review roughly 80 examples of such applications from recent casino-licensing procedures in the U.S., and compare their results.
Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown
Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown
International Conference on Gambling & Risk Taking
The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In financial trading situations parameters are generally unknown and the mathematical assumptions underlying the Kelly proof are not met precisely. Moreover a risk manager typically must cooperate with a trader who may be skeptical about both the Kelly criterion specifically and the concept of mathematical optimization of bet size in general.
This presentation tackles the problem of designing a Kelly-based system for setting trade risk management parameters that is both self-correcting (the system delivers good results even if initial parameter are misestimated or parameters change) and …
The Effects Of Risk Based Capital Requirement On Credit Allocations In The Us, Dita Aisyah
The Effects Of Risk Based Capital Requirement On Credit Allocations In The Us, Dita Aisyah
Georgia State Undergraduate Research Conference
No abstract provided.