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This presentation discusses some of the poor reading habits that students exhibit.
This study answers the following three questions: 1) Does it make a difference whether you standardize your variables before running your model or standardize the regression coefficients after you run your model? 2) Does the scale of the respective original non-standardized variables affect the resulting standard...
This is a study of the relationship between the Stock Market and Interest Rates. We review how the Stock Market has reacted when interest rates rise. We also factor the influence of other macroeconomics variables.
This analysis goes beyond PE measures to evaluate how overvalued is the Stock Market. Relative to bonds, it is actually cheap. Relative to inflation measures, it is quite overvalued.
We look at the spread between regular Treasuries and Treasury Inflation Protected securities to see if such observations make for effective actual inflation predictions.
We will test whether : a) Sequential Deep Neural Networks (DNNs) can predict the stock market better than OLS regression; b) DNNs using smooth Rectified Linear activation functions perform better than the ones using Sigmoid (Logit) activation functions.
This presentation includes two explanatory models to attempt to predict recessions. The first one is a logistic regression. The second one is a deep neural network (DNN). Both use the same set of independent variables: the velocity of money, inflation, the yield curve, and the stock market. As usual, the DNN fits ...