Fred Viole

OVVO Financial Systems

NJ

United States

Fordham University

PhD Candidate

Bronx, NY 10458

United States

SCHOLARLY PAPERS

34

DOWNLOADS
Rank 27,295

SSRN RANKINGS

Top 27,295

in Total Papers Downloads

3,487

SSRN CITATIONS
Rank 48,524

SSRN RANKINGS

Top 48,524

in Total Papers Citations

1

CROSSREF CITATIONS

16

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

Scholarly Papers (34)

1.

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 355 (156,264)
Citation 6

Abstract:

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Partial Moments, Nonlinear Correlation, Nonlinear Regression, Pearson

2.

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 316 (177,026)
Citation 2

Abstract:

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Partial Moments, Correlation, Dependence, Conditional Means

3.

Presentation Slides: Forecasting Using NNS

Number of pages: 30 Posted: 30 May 2019 Last Revised: 25 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 306 (183,094)

Abstract:

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

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 278 (202,358)
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 226 (248,135)

Abstract:

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

6.

Multivariate Time Series Forecasting: Nonparametric Vector Autoregression Using NNS

Number of pages: 15 Posted: 13 Dec 2019
Fred Viole
OVVO Financial Systems
Downloads 222 (252,283)
Citation 1

Abstract:

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

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 197 (281,705)
Citation 3

Abstract:

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

8.

Nonlinear Correlation and Dependence Using NNS

Number of pages: 14 Posted: 03 Aug 2017 Last Revised: 23 Apr 2021
Fred Viole
OVVO Financial Systems
Downloads 159 (340,007)
Citation 2

Abstract:

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Correlation, Dependence, Nonlinear, Multivariate, Partial Moments

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 156 (345,482)

Abstract:

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

10.

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 149 (358,767)

Abstract:

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

11.

A Note on Stochastic Dominance

Number of pages: 9 Posted: 19 Jul 2017 Last Revised: 14 Feb 2021
Fred Viole
OVVO Financial Systems
Downloads 145 (366,775)

Abstract:

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

12.

NOWCASTING with NNS

Number of pages: 10 Posted: 05 Jun 2020 Last Revised: 11 Mar 2021
Fred Viole
OVVO Financial Systems
Downloads 143 (370,826)

Abstract:

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Now-casting, Non-parametric Vector Auto-regression

13.

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 126 (409,272)

Abstract:

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

14.

Continuous CDFs and ANOVA with NNS

Number of pages: 34 Posted: 26 Jul 2017 Last Revised: 07 Aug 2023
Fred Viole
OVVO Financial Systems
Downloads 101 (481,280)

Abstract:

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Continuous CDF, partial moments, ANOVA, Kolmogorov-Smirnov

15.

Partitional Estimation Using Partial Moments

Number of pages: 10 Posted: 04 Jun 2020 Last Revised: 22 Apr 2021
Fred Viole
OVVO Financial Systems
Downloads 88 (525,904)
Citation 1

Abstract:

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Partitional Estimation, kernels, nonparamteric, partial moments, nonlinear

16.

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions

Number of pages: 14 Posted: 15 Oct 2020 Last Revised: 25 Jan 2021
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 82 (548,946)

Abstract:

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multivariate regression, partial derivatives, finite difference

17.

Bayes' Theorem From Partial Moments

Number of pages: 8 Posted: 07 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 77 (569,427)

Abstract:

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Bayes, Partial Moments, Conditional Probability, R

18.

Presentation Slides: Nonparametric Regression Using Clusters

Number of pages: 28 Posted: 13 Jun 2019
Fred Viole
OVVO Financial Systems
Downloads 77 (569,427)
Citation 1

Abstract:

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regression, nonlinear, partial moments, curve fitting

19.

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 77 (569,427)

Abstract:

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Lebesgue, partial moments, continuous distribution,asymptotic

20.

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 61 (644,763)

Abstract:

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

21.

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 50 (707,140)
Citation 1

Abstract:

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

22.

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 50 (707,140)

Abstract:

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EMH, AMH

23.

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

Number of pages: 21 Posted: 16 Oct 2020 Last Revised: 25 Jan 2021
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 46 (732,537)

Abstract:

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R, simulation, partial derivative estimation

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