Fred Viole

OVVO Financial Systems

NJ

United States

Fordham University

PhD Candidate

Bronx, NY 10458

United States

SCHOLARLY PAPERS

34

DOWNLOADS
Rank 31,272

SSRN RANKINGS

Top 31,272

in Total Papers Downloads

2,232

SSRN CITATIONS
Rank 41,994

SSRN RANKINGS

Top 41,994

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 255 (166,976)
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 253 (167,587)
Citation 2

Abstract:

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Partial Moments, Correlation, Dependence, Conditional Means

3.

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 202 (207,310)
Citation 2

Abstract:

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Nonparametric regression, smoothing, iris data, polynomial approximation

4.

Classification Using NNS Clustering Analysis

Number of pages: 22 Posted: 06 Nov 2016 Last Revised: 21 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 179 (230,547)

Abstract:

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

5.

Presentation Slides: Forecasting Using NNS

Number of pages: 30 Posted: 30 May 2019 Last Revised: 25 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 173 (237,301)

Abstract:

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

6.

Multivariate Time Series Forecasting: Nonparametric Vector Autoregression Using NNS

Number of pages: 15 Posted: 13 Dec 2019
Fred Viole
OVVO Financial Systems
Downloads 145 (274,565)
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 134 (291,795)
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 120 (316,737)

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 113 (330,276)

Abstract:

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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: 14 Feb 2021
Fred Viole
OVVO Financial Systems
Downloads 103 (351,690)

Abstract:

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

11.

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 87 (391,119)
Citation 2

Abstract:

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Correlation, Dependence, Nonlinear, Multivariate, 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 70 (442,504)

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 68 (449,257)

Abstract:

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

14.

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 57 (489,933)

Abstract:

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Continuous CDF, partial moments, ANOVA, Kolmogorov-Smirnov

15.

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 48 (527,971)

Abstract:

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multivariate regression, partial derivatives, finite difference

16.

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 39 (571,613)

Abstract:

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Lebesgue, partial moments, continuous distribution,asymptotic

17.

Presentation Slides: Nonparametric Regression Using Clusters

Number of pages: 28 Posted: 13 Jun 2019
Fred Viole
OVVO Financial Systems
Downloads 37 (582,135)
Citation 1

Abstract:

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regression, nonlinear, partial moments, curve fitting

18.

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 30 (622,805)

Abstract:

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EMH, AMH

19.

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 27 (642,217)

Abstract:

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R, simulation, partial derivative estimation

20.

Bayes' Theorem From Partial Moments

Number of pages: 8 Posted: 07 Oct 2019
Fred Viole
OVVO Financial Systems
Downloads 25 (656,055)

Abstract:

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Bayes, Partial Moments, Conditional Probability, R

21.

Partitional Estimation Using Partial Moments

Number of pages: 10 Posted: 04 Jun 2020 Last Revised: 22 Apr 2021
Fred Viole
OVVO Financial Systems
Downloads 24 (663,254)
Citation 1

Abstract:

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Partitional Estimation, kernels, nonparamteric, partial moments, nonlinear

22.

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 24 (663,254)
Citation 1

Abstract:

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

23.

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 19 (700,902)

Abstract:

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

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