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Articles 1 - 6 of 6
Full-Text Articles in Econometrics
Essays On Applied Machine Learning For Implied Volatility Interpolation And Artificial Counterfactuals, Pablo A. Crespo
Essays On Applied Machine Learning For Implied Volatility Interpolation And Artificial Counterfactuals, Pablo A. Crespo
Dissertations, Theses, and Capstone Projects
This dissertation consists of two chapters.
Chapter 1: Volatility estimates under the risk neutral density have become a much revisited topic of interest in recent years. The density proves itself a powerful tool for sentiment analysis, since its moments provide insights about expectations in price trends. A standard procedure for its extraction utilizes artificial volatility predictions to form a dense enough grid for approximating a complete probability distribution. This paper proposes two common machine learning technique variations to produce implied volatility predictions when data is very scarce. First, a model using regularization through a variation of a generalized LASSO path …
A Statistical Analysis Of Economic Perceptions In The 2015 United Kingdom General Election, Amarvir Singh-Bal Mr.
A Statistical Analysis Of Economic Perceptions In The 2015 United Kingdom General Election, Amarvir Singh-Bal Mr.
Undergraduate Economic Review
This paper characterises the vote which took place in the United Kingdom's (U.K.) 2015 General Election as an ‘accountability instrument.’ In doing so, the research interrogates which sections of the electorate hold the incumbent government more accountable for economic outcomes between the 2010 and 2015 U.K. General Elections. The Rational Choice Theory and the Michigan Model are used in this study to present two interlinked, and yet distinct, hypotheses – that less politically informed and non-partisan voters are more likely to hold the government accountable for economic performances; compared to the politically informed and partisan voters within the electorate. Implementing …
Investigating The Change In The Out-Of-Pocket Cost Of Insulin Over Time, Jared Long
Investigating The Change In The Out-Of-Pocket Cost Of Insulin Over Time, Jared Long
Mahurin Honors College Capstone Experience/Thesis Projects
Insulin is often cited as a classic near perfectly inelastic good; for those living with Type-1 diabetes, antihyperglycemic medicines are the only thing standing between them and possible death, and they must be willing to pay for the medication regardless of the price. When researchers at the University of Toronto released the patent for insulin in 1922, they asked for only $1 so that the medication would be available to as many people as possible; however, as insulin analogs and new biosimilar substitutes have been invented, the price of medications has increased substantially. While the rising cost of insulin has …
The Effect Of Birth Order On Behavior On Behavior And Academic Performance, Maria Long
The Effect Of Birth Order On Behavior On Behavior And Academic Performance, Maria Long
Mahurin Honors College Capstone Experience/Thesis Projects
This paper studies the effect of birth order on a child’s math and reading comprehension aptitudes and likelihood of behavior problems. Numerous studies have been performed on this topic and the conclusions have varied. In this paper, I control for gender, race, number of siblings, mother’s age at birth, mother’s marital status at birth of child, and how often children argue with their parents about homework. I find evidence to suggest that first-born children will have significantly higher academic performance outcomes, last-born children will have significantly lower behavior issues, and the environment in which a child is raised will have …
On Cluster Robust Models, José Bayoán Santiago Calderón
On Cluster Robust Models, José Bayoán Santiago Calderón
CGU Theses & Dissertations
Cluster robust models are a kind of statistical models that attempt to estimate parameters considering potential heterogeneity in treatment effects. Absent heterogeneity in treatment effects, the partial and average treatment effect are the same. When heterogeneity in treatment effects occurs, the average treatment effect is a function of the various partial treatment effects and the composition of the population of interest. The first chapter explores the performance of common estimators as a function of the presence of heterogeneity in treatment effects and other characteristics that may influence their performance for estimating average treatment effects. The second chapter examines various approaches …
An Examination Of The Stock Market's Effect On Economic Inequality, Nicholas Golina
An Examination Of The Stock Market's Effect On Economic Inequality, Nicholas Golina
Williams Honors College, Honors Research Projects
The economic literature on economic inequality has shown that it can negatively impact aggregate demand because it indicates a higher concentration of wealth in the hands of the top 10% as opposed to the poor and middle class, who are more likely to consume. The literature has identified many factors that can lead to increasing inequality. The stock market could be one of those factors since it can either create an upward redistributive effect towards the top 10% or redistributive effect towards the middle class. This paper tested the effect of the stock market on inequality. This study contributes to …