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Generalized Correlation Measures Of Causality And Forecasts Of The Vix Using Non-Linear Models, David E. Allen, Vince J. Hooper
Generalized Correlation Measures Of Causality And Forecasts Of The Vix Using Non-Linear Models, David E. Allen, Vince J. Hooper
Research outputs 2014 to 2021
This paper features an analysis of causal relations between the daily VIX, S & P500 and the daily realised volatility (RV) of the S & P500 sampled at 5 min intervals, plus the application of an Artificial Neural Network (ANN) model to forecast the future daily value of the VIX. Causal relations are analysed using the recently developed concept of general correlation Zheng et al. and Vinod. The neural network analysis is performed using the Group Method of Data Handling (GMDH) approach. The results suggest that causality runs from lagged daily RV and lagged continuously compounded daily return on the …
Rational Risk/Benefit Analysis Of Genetically Modified Crops, Stanley P. Kowalski
Rational Risk/Benefit Analysis Of Genetically Modified Crops, Stanley P. Kowalski
Law Faculty Scholarship
Safety concerns over the use of molecular biotechnology in the improvement of crops has generated substantial, heated and confusing debates, often driven by ideology and hysterics. Modification of crops is not new, and biotechnology (in its broadest sense) has been used for over a century to accelerate the development of new crops for food, feed and fibre, so as to meet the demands of a growing global community. The introduction of crops developed via molecular biotechnology [Genetically Modified Crops (GMCs)] represents the latest step in this inexorable innovative progression of technology. However, misinformed concern has led to a broad embrace …