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Full-Text Articles in Statistical Models
A Transformer-Based Classification System For Volcanic Seismic Signals, Anthony P. Rinaldi, Cindy Mora Stock, Cristián Bravo Roman, Alexander Hemming
A Transformer-Based Classification System For Volcanic Seismic Signals, Anthony P. Rinaldi, Cindy Mora Stock, Cristián Bravo Roman, Alexander Hemming
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Monitoring volcanic events as they occur is a task that, to this day, requires significant human capital. The current process requires geologists to monitor seismographs around the clock, making it extremely labour-intensive and inefficient. The ability to automatically classify volcanic events as they happen in real-time would allow for quicker responses to these events by the surrounding communities. Timely knowledge of the type of event that is occurring can allow these surrounding communities to prepare or evacuate sooner depending on the magnitude of the event. Up until recently, not much research has been conducted regarding the potential for machine learning …
Functional Structure Of Excess Return And Volatility, Chenxi Zhao
Functional Structure Of Excess Return And Volatility, Chenxi Zhao
Undergraduate Student Research Internships Conference
Capturing the relation between excess returns and volatility can help making better decisions in the stock market in terms of portfolio allocation and assets risk management. This paper takes the data of a minute-by-minute series of S&P500 from January 2009 to January 2021 as the research object and explores the best structural representation for the excess return as a function of the volatility, for a well-known index. This is implemented via regression models for volatility and excess returns. The results reveal that there’s a structural break in the relationship between the excess return and volatility based on the sign of …