4 papers
The Hype Index: an NLP-driven Measure of Market News Attention
Zheng Cao, Wanchaloem Wunkaew, Helyette Geman
This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extractin…
Pinned Billiard Balls Simulation (WXML Autumn 2023 report)
Bella Cochran, Anish Gupta, Colin Holzman-Klima +3
Systems of pinned billiard balls serve as simplified models of collisions, where all particles remain fixed in their positions while their (pseudo-)velocities evolve in accordance…
Elevator Optimization: Application of Spatial Process and Gibbs Random Field Approaches for Dumbwaiter Modeling and Multi-Dumbwaiter Systems
Zheng Cao, Benjamin Lu Davis, Wanchaloem Wunkaew +1
This research investigates analytical and quantitative methods for simulating elevator optimizations. To maximize overall elevator usage, we concentrate on creating a multiple-user…
Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model
Wanchaloem Wunkaew, Yuqing Liu, Kirill V. Golubnichiy
In the paper written by Klibanov et al, it proposes a novel method to calculate implied volatility of a European stock options as a solution to ill-posed inverse problem for the Bl…