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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
Cover Song Identification - A Novel Stem-Based Approach To Improve Song-To-Song Similarity Measurements, Lavonnia Newman, Dhyan Shah, Chandler Vaughn, Faizan Javed
Cover Song Identification - A Novel Stem-Based Approach To Improve Song-To-Song Similarity Measurements, Lavonnia Newman, Dhyan Shah, Chandler Vaughn, Faizan Javed
SMU Data Science Review
Music is incorporated into our daily lives whether intentional or unintentional. It evokes responses and behavior so much so there is an entire study dedicated to the psychology of music. Music creates the mood for dancing, exercising, creative thought or even relaxation. It is a powerful tool that can be used in various venues and through advertisements to influence and guide human reactions. Music is also often "borrowed" in the industry today. The practices of sampling and remixing music in the digital age have made cover song identification an active area of research. While most of this research is focused …
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 …