Filtering by
- All Subjects: Regression
- Creators: School of Mathematical and Statistical Sciences
- Creators: Chakraborty, Partha
funds, although thee differ in a crucial way. ETFs rely on a creation and redemption feature to
achieve their functionality and this mechanism is designed to minimize the deviations that occur
between the ETF’s listed price and the net asset value of the ETF’s underlying assets. However
while this does cause ETF deviations to be generally lower than their mutual fund counterparts,
as our paper explores this process does not eliminate these deviations completely. This article
builds off an earlier paper by Engle and Sarkar (2006) that investigates these properties of
premiums (discounts) of ETFs from their fair market value. And looks to see if these premia
have changed in the last 10 years. Our paper then diverges from the original and takes a deeper
look into the standard deviations of these premia specifically.
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. 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 details the design process of a variable gain amplifier (VGA) based circuit which maintains a consistent output power over a wide range of input power signals. This effect is achieved by using power detection circuitry to adjust the gain of the VGA based on the current input power so that it is amplifier to a set power level. The paper details the theory behind this solutions as well as the design process which includes both simulations and physical testing of the actual circuit. It also analyses results of these tests and gives suggestions as to what could be done to further improve the design. The VGA based constant output power solution was designed as a section of a larger circuit which was developed as part of a senior capstone project, which is also briefly described in the paper.
The honors thesis presented in this document describes an extension to an electrical engineering capstone project whose scope is to develop the receiver electronics for an RF interrogator. The RF interrogator functions by detecting the change in resonant frequency of (i.e, frequency of maximum backscatter from) a target resulting from an environmental input. The general idea of this honors project was to design three frequency selective surfaces that would act as surrogate backscattering or reflecting targets that each contains a distinct frequency response. Using 3-D electromagnetic simulation software, three surrogate targets exhibiting bandpass frequency responses at distinct frequencies were designed and presented in this thesis.
In collaboration with Moog Broad Reach and Arizona State University, a<br/>team of five undergraduate students designed a hardware design solution for<br/>protecting flash memory data in a spaced-based radioactive environment. Team<br/>Aegis have been working on the research, design, and implementation of a<br/>Verilog- and Python-based error correction code using a Reed-Solomon method<br/>to identify bit changes of error code. For an additional senior design project, a<br/>Python code was implemented that runs statistical analysis to identify whether<br/>the error correction code is more effective than a triple-redundancy check as well<br/>as determining if the presence of errors can be modeled by a regression model.
This project uses SAS (Statistical Analysis Software) to create a regression model that provides a prediction for which NFL playoff team will win the Super Bowl in a given year.