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Open Access

Author:: Gillooly, Sean Ryan
Title:: The CBOE Volatility Index (VIX) as a Predictor of S&P 500 Volatility and Returns
Area of Honors:: Finance
Keywords:: VIX
CBOE
Volatility
S&P 500
File:: Download THESIS_GILLOOLY_FINAL.pdf
Thesis Supervisors:: James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Dr. Joseph Randall Woolridge, Faculty Reader

Open Access

Author:: Jiang, Yunjie
Title:: Time Series Methodologies towards Finanical Data Anaysis
Area of Honors:: Statistics
Keywords:: Time Series
MA model
AR model
ARIMA model
ARCH/GARCH model
Volatility
File:: Download thesisRevised_.pdf
Thesis Supervisors:: Dr. Zhibiao Zhao, Thesis Supervisor
David Russell Hunter, Thesis Honors Advisor

Open Access

Author:: Peredo Centellas, Alvaro Ramiro
Title:: A representation of investor learning behavior through cellular genetic algorithms
Area of Honors:: Finance
Keywords:: Genetic Algorithm
GA
Learning Behavior
Finance
Mathematics
Programming
Python
Evolutionary Algorithm
Cellular
Volatility
Technical Analysis
INX
S&P500
Investor
Population
Mutation Rate
Crossover Rate
Natural Selection
Evolution
Genes
File:: Download A_Representation_of_Investor_Learning_Behavior_Through_Cellular_Genetic_Algorithms_Peredo_Alvaro.pdf
Thesis Supervisors:: Jingzhi Huang, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Open Access

Author:: Binder, Christian N
Title:: A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS
Area of Honors:: Finance
Keywords:: Finance
Volatility Forecasting
Econometrics
Statistics
Volatility
Time Series Analysis
GARCH
Forecasting
Implied Volatility
File:: Download Binder_Chris_Thesis_VolatilityForecasting.pdf
Thesis Supervisors:: Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Open Access

Author:: Stitzel, Brandon T
Title:: Google Trends Data and Stock Price Volatility
Area of Honors:: Economics
Keywords:: Google
Google Trend
Stock
Volatility
Price Volatility
Economics
Finance
File:: Download Stitzel_Brandon_Google_Trends_and_Stock_Price_Volatility.pdf
Thesis Supervisors:: James R. Tybout, Thesis Honors Advisor
Dr. Russell Paul Chuderewicz, Thesis Supervisor

Restricted (Penn State Only)

Author:: Song, Zitao
Title:: Predicting Volatility of Stocks Using Time Series Models
Area of Honors:: Mathematics
Keywords:: GARCH
Volatility
Time Series
Stock
File:: Login to Download
Thesis Supervisors:: Mauricio Fernandes Nascimento, Jr., Thesis Supervisor
Sergei Tabachnikov, Thesis Honors Advisor

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