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Social and Behavioral Sciences Commons™
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- Econometrics (2)
- Deep learning (1)
- Economics (1)
- Fair Trade (1)
- Flight Delay (1)
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- GARCH (1)
- Granger Causality (1)
- Impulse Response Functions (1)
- Incentive Structure (1)
- LSTM (1)
- Leftist (1)
- Market Driven Restoration (1)
- Mathematical Statistics (1)
- Price Floor (1)
- Right Wing (1)
- Risk management (1)
- Social Premium (1)
- Terrorism (1)
- Time series analysis (1)
- Transformer (1)
- Vector Auto-Regression (1)
- Volatility forecasting (1)
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Articles 1 - 4 of 4
Full-Text Articles in Social and Behavioral Sciences
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 …
The Fairness Of Fair Trade: An Analysis Of The Economics Of Fair Trade, Duke C. Schillaci, Julia R. Norgaard
The Fairness Of Fair Trade: An Analysis Of The Economics Of Fair Trade, Duke C. Schillaci, Julia R. Norgaard
Seaver College Research And Scholarly Achievement Symposium
In 2015, a study done by Cone Communications found that millennials are "universally more engaged in corporate social responsibility." In fact, 87% of millennials are willing to purchase a product with social or environmental benefits. Enter, the fair trade label. The fair trade label, which is attached to products which meet the previously mentioned consumer demands, has emerged over the last three decades. Products like organic produce, textiles, and natural commodities have entered into global retailers and supermarkets through these non-traditional distribution channels, supported by increased consumption as well as changing consumer preferences. In order to uncover the underlying economic …
Left-Wing And Right-Wing Terrorism In The United States, Alex Rant, Paul Jones, Nathanael Robinson
Left-Wing And Right-Wing Terrorism In The United States, Alex Rant, Paul Jones, Nathanael Robinson
Seaver College Research And Scholarly Achievement Symposium
This paper assesses whether there is causality between Left-Wing and Right-Wing Terrorist attacks in the United States. A Vector Auto-Regressive (VAR) Model is estimated for the two variables. A Granger Causality test and Impulse Response Functions are examined to understand the relationship between the two variables. Both terrorist attacks appear to Granger Cause each other, but an analysis of the Impulse Response Functions reveals that Right-Wing Terrorism yields a stronger response from Left-Wing groups than Left-Wing terrorism does from Right-Wing groups. Nonetheless, there are strong elements of causality and response between the two groups.
Economic Analysis Of Flight Delay, Nathan D. Boettcher
Economic Analysis Of Flight Delay, Nathan D. Boettcher
Seaver College Research And Scholarly Achievement Symposium
Our project began as an investigation into the phenomenon of flight delay. We approached this problem with two goals in mind. First, we used mathematical statistics and econometric methods to develop a predictive model of flight delay. An improved forecasting process has obvious benefits for customers, and would additionally shed light on the factors which airports and airlines should seek to change in order to reduce flight delay. Our secondary goal was to complement this predictive research with a theoretical analysis of the incentive structure that consumers and producers face. We limited the scope of this model to delayed flights …