Recent Submissions

  • Prediction of WilderHill Clean Energy Index Directional Movement 

    McGuffey, Elizabeth; Li, Meng; Du, Yolanda; Lu, Lu; Ding, Hongkai (2023-05-08)
    The popularity of clean energy has risen recently due to concerns about climate change and the exhaustion of traditional energy sources. The stock price of clean energy companies reflects the public’s attention to the industry’s growth potential, and clean energy stocks are among the riskiest stocks to invest in. Thus, it is important to apply ...
  • Predicting Student Loan Debt: A Hierarchical Time Series Analysis 

    Ensor, Katherine; Elsesser, George (2021)
    In recent years, and especially in response to the Covid-19 pandemic, much attention has been brought to the issue of rapidly increasing student debt. Yet in the field of time series analysis, there is a dearth of studies examining trends in student loan debt. This is likely due to the impression of simple, yet steep, linear increase in student loan ...
  • Modeling SPX Volatility to Improve Options Pricing 

    Ensor, Katherine; Dobelman, John A.; Aiman, Jared; Iglesias, Vicente; Sarkar, Sumit (2021)
    In this project, we develop a model to predict future stock market volatility and facilitate more accurate options pricing. The Black Scholes model gives an expected premium for an options contract; however, it uses an unknown fixed parameter referred to as volatility. We advance this by using a modified Glosten-Jagannathan-Runkle Generalized ...