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- Creators: Department of Information Systems
- Member of: Barrett, The Honors College Thesis/Creative Project Collection
- Status: Published
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
This thesis was conducted to study and analyze the fund allocation process adopted by different states in the United States to reduce the impact of the Covid-19 virus. Seven different states and their funding methodologies were compared against the case count within the state. The study also focused on development of a physical distancing index based on three significant attributes. This index was then compared to the expenditure and case counts to support decision making.
A regression model was developed to analyze and compare how different states case counts played out against the regression model and the risk index.
Sports analytics refers to the implementation of data science and analytics techniques within the sports industry. Several sports analysts and team managers have utilized analytical tools to boost overall team and player performance, often through the analysis of historical data. One of the most common techniques employed in sports analytics is that of data mining–the extensive practice of analyzing data in order to extract and deliver insights and findings. Data mining projects are frequently guided with the six-step Cross Industry Standard Process for Data Mining (CRISP-DM) framework. One such sport that has extensively used data science and analytics, and data mining specifically, is that of Formula One (F1). Given the sports’ reliance on technology, race engineers working for F1 constructors often develop statistical models analyzing historical race performance to derive insight of drivers’ success. For the purposes of this project, the perspective of a race engineer working for the F1 constructor McLaren was considered. As the constructor is seeking to gain a competitive advantage for the upcoming F1 season, race performance data concerning previous seasons was collected and analyzed as part of a larger data mining project utilizing the CRISP-DM framework. Statistical models, such as linear regression and random forest, were developed to predict the number of points scored by McLaren racers and the variables most strongly contributed to such scored points. The final results point to specific lap times having to be aimed for as the most important variable in determining the number of points gained, although specific locations also seem prone to McLaren race success. These results in turn will be utilized to develop race strategies for the upcoming season to ensure McLaren has high efficiency against its competitors.