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Computer Sciences

Chapman University

Computational and Data Sciences Theses

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Full-Text Articles in Physical Sciences and Mathematics

Optimized Forecasting Of Dominant U.S. Stock Market Equities Using Univariate And Multivariate Time Series Analysis Methods, Michael Schwartz May 2017

Optimized Forecasting Of Dominant U.S. Stock Market Equities Using Univariate And Multivariate Time Series Analysis Methods, Michael Schwartz

Computational and Data Sciences Theses

This dissertation documents an investigation into forecasting U.S. stock market equities via two very different time series analysis techniques: 1) autoregressive integrated moving average (ARIMA), and 2) singular spectrum analysis (SSA). Approximately 40% of the S&P 500 stocks are analyzed. Forecasts are generated for one and five days ahead using daily closing prices. Univariate and multivariate structures are applied and results are compared. One objective is to explore the hypothesis that a multivariate model produces superior performance over a univariate configuration. Another objective is to compare the forecasting performance of ARIMA to SSA, as SSA is a relatively recent development …


An Application Of The Autism Management Platform To Tracking Student Progress In The Special Education Environment, Ryan Thomas Burns Jan 2015

An Application Of The Autism Management Platform To Tracking Student Progress In The Special Education Environment, Ryan Thomas Burns

Computational and Data Sciences Theses

In the age of online courses and digital textbooks, several areas of academia, such as special education, are far behind in the technological revolution. Some teachers use long unstructured digital documents, while others maintain large physical files for students containing every piece of information or coursework they have ever received. Could these extremely unstructured approaches to data collection and aggregation be streamlined with a software platform built specifically for this purpose? Could this platform also be built to accommodate multiple integrations and practical new features? Most importantly, in terms of usability, would this software be enjoyable to use? The Autism …