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Social and Behavioral Sciences Commons™
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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 …