Fred Viole

OVVO Financial Systems

NJ

United States

  • OVVO Financial Systems

SCHOLARLY PAPERS

27

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CITATIONS
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“  Research I am working on: https://github.com/OVVO-Financial  ”

  • OVVO Financial Systems

Scholarly Papers (27)

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1.

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 170 (173,595)
Citation 1

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Partial Moments, Correlation, Dependence, Conditional Means

2.

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 128 (219,198)
Citation 2

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Nonparametric regression, smoothing, iris data, polynomial approximation

3.

Classification Using NNS Clustering Analysis

Number of pages: 22 Posted: 06 Nov 2016 Last Revised: 26 Apr 2019
Fred Viole
OVVO Financial Systems
Downloads 119 (231,506)

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

4.

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 114 (238,952)
Citation 2

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Partial Moments, Nonlinear Correlation, Nonlinear Regression, Pearson

5.

Nonlinear Correlation and Dependence Using NNS

Number of pages: 13 Posted: 03 Aug 2017 Last Revised: 04 Aug 2017
Fred Viole
OVVO Financial Systems
Downloads 100 (261,741)
Citation 1

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Correlation, Dependence, Nonlinear, Multivariate, Partial Moments

6.

Causation

Number of pages: 36 Posted: 04 Jun 2013 Last Revised: 25 Aug 2017
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Downloads 98 (265,285)

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

7.

A Note on Stochastic Dominance

Number of pages: 9 Posted: 19 Jul 2017 Last Revised: 20 Aug 2017
Fred Viole
OVVO Financial Systems
Downloads 67 (332,858)

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

8.

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 61 (349,195)
Citation 1

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

9.

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 28 (470,926)

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

10.

Continuous CDFs and ANOVA with NNS

Number of pages: 31 Posted: 26 Jul 2017 Last Revised: 23 May 2019
Fred Viole
OVVO Financial Systems
Downloads 22 (503,380)

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Continuous CDF, partial moments, ANOVA, Kolmogorov-Smirnov

11.

Presentation Slides: Forecasting Using NNS

Number of pages: 28 Posted: 30 May 2019
Fred Viole
OVVO Financial Systems
Downloads 19 (520,669)
Citation 1

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

12.

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 18 (526,478)

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Lebesgue, partial moments, continuous distribution,asymptotic

13.

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 17 (532,230)
Citation 1

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

14.

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 17 (532,230)

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EMH, AMH

15.

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 12 (561,779)

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

16.

Presentation Slides: Nonparametric Regression Using Clusters

Number of pages: 28 Posted: 13 Jun 2019
Fred Viole
OVVO Financial Systems
Downloads 4 (612,577)

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regression, nonlinear, partial moments, curve fitting

17.

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

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

18.

Portfolio Theory

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

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Portfolio Theory, Partial Moments, Behavioral Finance, Utility Theory

19.

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

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

20.

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

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

21.

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

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ARMA, seasonality, conditional heteroskedasticity, nonlinear regression

22.

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

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ANOVA, lower partial moment, continuous CDF

23.

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

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

24.

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

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

25.

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

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

26.

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

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Risk, Upper Partial Moment, Lower Partial Moment

27.

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