Fred Viole

OVVO Financial Systems

NJ

United States

Fordham University

PhD Candidate

Bronx, NY 10458

United States

  • OVVO Financial Systems

  • Fordham University

SCHOLARLY PAPERS

34

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SSRN CITATIONS
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1

CROSSREF CITATIONS

15

Ideas:
“  Research I am working on: https://github.com/OVVO-Financial/NNS/blob/NNS-Beta-Version/examples/index.md  ”

  • OVVO Financial Systems

  • Fordham University

Scholarly Papers (34)

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1.

Nonlinear Correlation and Dependence Using NNS

Number of pages: 19 Posted: 03 Aug 2017 Last Revised: 26 Dec 2019
Fred Viole
OVVO Financial Systems
Downloads 221 (158,545)
Citation 2

Abstract:

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Correlation, Dependence, Nonlinear, Multivariate, Partial Moments

2.

Deriving Nonlinear Correlation Coefficients from Partial Moments

Number of pages: 25 Posted: 19 Sep 2012 Last Revised: 03 Aug 2017
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 201 (173,483)
Citation 4

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Partial Moments, Nonlinear Correlation, Nonlinear Regression, Pearson

3.

Beyond Correlation: Using the Elements of Variance for Conditional Means and Probabilities

Number of pages: 34 Posted: 10 Mar 2016 Last Revised: 02 Nov 2017
Fred Viole
OVVO Financial Systems
Downloads 196 (177,598)
Citation 2

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Partial Moments, Correlation, Dependence, Conditional Means

4.

Clustering and Curve Fitting by Line Segments

Number of pages: 29 Posted: 31 Oct 2016 Last Revised: 15 Aug 2017
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 166 (205,396)
Citation 2

Abstract:

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Nonparametric regression, smoothing, iris data, polynomial approximation

5.

Classification Using NNS Clustering Analysis

Number of pages: 22 Posted: 06 Nov 2016 Last Revised: 21 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 159 (212,991)

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clustering, classification, text classification, k-means, knn, naive Bayes, partial moments

6.

Presentation Slides: Forecasting Using NNS

Number of pages: 30 Posted: 30 May 2019 Last Revised: 25 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 123 (261,265)

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Time-Series, Forecasting, Nonlinear Regression, Clustering, Seasonality

7.

Cumulative Distribution Functions and UPM/LPM Analysis

Number of pages: 46 Posted: 19 Sep 2012 Last Revised: 16 Mar 2018
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 109 (284,857)
Citation 3

Abstract:

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Partial moments, CDF, PDF, Normal Distribution, Continuous Variable Estimates

8.

Causation

Number of pages: 36 Posted: 04 Jun 2013 Last Revised: 11 Nov 2019
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 108 (286,641)

Abstract:

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Causality, Granger causality, convergent cross mapping, nonlinear, normalization, conditional probability

9.

Arbitrary Spearman’s Rank Correlations in Maximum Entropy Bootstrap and Improved Monte Carlo Simulations

Number of pages: 16 Posted: 30 Jun 2020
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 85 (334,870)

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Dependent Data, Statistical Inference, Unit Root, Monte Carlo Simulations, Value at Risk

10.

A Note on Stochastic Dominance

Number of pages: 9 Posted: 19 Jul 2017 Last Revised: 20 Aug 2017
Fred Viole
OVVO Financial Systems
Downloads 83 (339,673)

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Stochastic Dominance Algorithm, Lower Partial Moments, Expected Utility Theory, Prospect Theory, Upper Partial Moments

11.

Multivariate Time Series Forecasting: Nonparametric Vector Autoregression Using NNS

Number of pages: 15 Posted: 13 Dec 2019
Fred Viole
OVVO Financial Systems
Downloads 79 (349,754)
Citation 1

Abstract:

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vector autoregression, nonparametric, partial moments, nonlinear regression, time-series, multivariate

12.

Embracing the Cognitive Dissonance Between Expected Utility Theory and Prospect Theory

Number of pages: 40 Posted: 14 Jan 2012 Last Revised: 11 Mar 2016
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 44 (464,555)

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Expected Utility, Allais, Prospect Theory, Loss-aversion, Risk Seeking

13.

Continuous CDFs and ANOVA with NNS

Number of pages: 31 Posted: 26 Jul 2017 Last Revised: 14 Feb 2020
Fred Viole
OVVO Financial Systems
Downloads 36 (499,903)

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Continuous CDF, partial moments, ANOVA, Kolmogorov-Smirnov

14.

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions

Number of pages: 14 Posted: 15 Oct 2020
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 32 (519,798)

Abstract:

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multivariate regression, partial derivatives, finite difference

15.

f(Newton)

Number of pages: 12 Posted: 08 Dec 2012 Last Revised: 16 Jul 2017
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 29 (535,736)

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Lebesgue, partial moments, continuous distribution,asymptotic

16.

The Markets Hypothesis

Number of pages: 26 Posted: 18 Feb 2010 Last Revised: 24 Jan 2018
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 26 (553,211)

Abstract:

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EMH, AMH

17.

Presentation Slides: Nonparametric Regression Using Clusters

Number of pages: 28 Posted: 13 Jun 2019
Fred Viole
OVVO Financial Systems
Downloads 24 (565,815)
Citation 1

Abstract:

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regression, nonlinear, partial moments, curve fitting

18.

Bayes' Theorem From Partial Moments

Number of pages: 8 Posted: 07 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 23 (572,045)

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Bayes, Partial Moments, Conditional Probability, R

19.

NOWCASTING with NNS

Number of pages: 10 Posted: 05 Jun 2020 Last Revised: 15 Jun 2020
Fred Viole
OVVO Financial Systems
Downloads 22 (578,582)

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Now-casting, Non-parametric Vector Auto-regression

20.

The Equity Premium Puzzle: Defining a Robust Risk Aversion Coefficient

Number of pages: 17 Posted: 24 Sep 2011 Last Revised: 01 Mar 2018
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 22 (578,582)
Citation 1

Abstract:

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Allais Paradox, Ellsberg Paradox, Loss Aversion, Ambiguity Aversion, Utility

21.

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions: Supplemental Materials

Number of pages: 20 Posted: 16 Oct 2020
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 20 (591,647)

Abstract:

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R, simulation, partial derivative estimation

22.

Puzzles and Paradoxes: The Consistent Role of Ambiguity Aversion

Number of pages: 17 Posted: 14 Jan 2012 Last Revised: 16 Jan 2018
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 17 (611,539)

Abstract:

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Ambiguity Aversion, St. Petersburg Paradox, Ellsberg Paradox, Allais Paradox, Equity Premium Puzzle, Lotteries, Insurance

23.

Partitional Estimation Using Partial Moments

Number of pages: 10 Posted: 04 Jun 2020
Fred Viole
OVVO Financial Systems
Downloads 10 (661,046)

Abstract:

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Partitional Estimation, kernels, nonparamteric, partial moments, nonlinear

24.

Nonparametric Regression Using Clusters

Comput Econ (2017). doi:10.1007/s10614-017-9713-5
Posted: 16 Oct 2016 Last Revised: 21 Jun 2017
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems

Abstract:

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curve fitting, derivative estimation, partitioning without smoothing, sufficiency, perfect fit, simulation

25.

Portfolio Theory

Journal of Mathematical Finance, Forthcoming
Posted: 08 Jun 2016 Last Revised: 31 Jul 2016
Fred Viole
OVVO Financial Systems

Abstract:

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Portfolio Theory, Partial Moments, Behavioral Finance, Utility Theory

26.

LPM Density Functions for the Computation of the SD Efficient Set

Journal of Mathematical Finance, 6, 105-126
Posted: 11 Mar 2016 Last Revised: 27 Nov 2016
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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Stochastic Dominance Algorithm, Lower Partial Moments, Expected Utility Theory, Prospect Theory, Upper Partial Moments

27.

Behavioral Finance in Financial Market Theory, Utility Theory, Portfolio Theory and the Necessary Statistics: A Review

Journal of Experimental and Behavioral Finance, March 2014
Posted: 10 Mar 2016
David N. Nawrocki and Fred Viole
Villanova University - Department of Finance and OVVO Financial Systems

Abstract:

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Behavioral finance; Bifurcation theory; Institutional economics; Expected utility theory; Portfolio theory; Partial moments; UPM-LPM analysis; Dynamic disequilibria markets

28.

Autoregressive Modeling

Posted: 03 Jul 2013 Last Revised: 03 Sep 2013
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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ARMA, seasonality, conditional heteroskedasticity, nonlinear regression

29.

ANOVA Using Continuous Cumulative Distribution Functions

Posted: 05 Jun 2013 Last Revised: 09 Aug 2013
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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ANOVA, lower partial moment, continuous CDF

30.

Non-Linear Scaling Normalization with Variance Retention

Posted: 09 May 2013 Last Revised: 09 Aug 2013
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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Linear scaling, Non-linear scaling, normalization, quantile normalization

31.

Understanding the Flow of Funds System and the Financial Crisis of 2008

Advances in Financial Education, Forthcoming
Posted: 27 Aug 2011 Last Revised: 10 Dec 2012
David N. Nawrocki and Fred Viole
Villanova University - Department of Finance and OVVO Financial Systems

Abstract:

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Federal Reserve, Flow of Funds, Deregulation, Lender of Last Resort

32.

An Analysis of Heterogeneous Utility Benchmarks in a Zero Return Environment

International Review of Financial Analysis, Vol. 28, No. June, 2013
Posted: 09 Aug 2011 Last Revised: 04 Jun 2013
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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Utility, Loss Aversion, Gain Seeking, Break-Even Effect, Opportunity Cost, Discontinuity

33.

Predicting Risk/Return Performance Using Upper Partial Moment/Lower Partial Moment Metrics

Journal of Mathematical Finance, 6, 900-920, 2016
Posted: 11 Feb 2010 Last Revised: 27 Nov 2016
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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Risk, Upper Partial Moment, Lower Partial Moment

34.

The Utility of Wealth in an Upper and Lower Partial Moment Fabric

Forthcoming, Journal of Investing 2011
Posted: 28 Jan 2010 Last Revised: 07 Sep 2010
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance

Abstract:

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Utility, Loss Aversion, Gain Seeking, Lower Partial Moment, Upper Partial Moment, Singularity, Specification Error