Alexander Phillips
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Pulsar stars, neutron stars that appear as rhythmic pulses of radio waves, are of great importance to astronomers as measuring devices. Scientists from two observatories in Australia and Germany compiled a dataset of 17,898 potential pulsar signals, recording data on each signal’s integrated profile and dispersion measure. This study considers variations on a logistic regression model to classify radio signals as pulsar stars or noise. The optimal predictive model considers the mean, standard deviation, skewness, and kurtosis of both the integrated profile and the dispersion measure, though a model with only the four best predictors also reaches a high level of accuracy.
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Analyzing Filings Sentiment for Applications in Finance
Marshall Will
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There has been increasing use of using sentiment in financial reports to create a better understanding of what is being read and how that can affect market prices. Analyzing sentiment for financial research has been around for a while, but over the past decades, there has been an increasing interest in looking at how changes in sentiment can affect market prices. Past research has shown that measuring sentiment can be used to generate Alpha and gauge a firm’s fundamentals. For my capstone, I looked at the sentiment of 10-K and 10-Q filings for publicly traded securities in the NASDAQ and NYSE from 1993 to 2018 to see if it is possible to predict if a security will rise in price based on the change in word sentiment in these public filings.
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