Vittoria Volta
University College London, Computer Science, Graduate Student
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Research Interests:
The objective is to examine the association between the accessibility and availability of health care services and patient ratings published on Yelp. This study suggests that Yelp can serve as an alternative source to study patient... more
The objective is to examine the association between the accessibility and availability of health care services and patient ratings published on Yelp. This study suggests that Yelp can serve as an alternative source to study patient experience.
Research Interests:
This paper is concerned with implementing and evaluating popular mean-reversion trading strategies. The underlying market is modeled like a sinusoidal function, consistently switching between two states: the uptrend (bull market) and down... more
This paper is concerned with implementing and evaluating popular mean-reversion trading strategies. The underlying market is modeled like a sinusoidal function, consistently switching between two states: the uptrend (bull market) and down trend (bear market). The set of trading rules examined includes Moving Averages (Simple and Exponentially Weighted), Moving Average Cross-Over, the Auto-regressive model (AR), Moving Average Convergence/Divergence (MACD), Relative Strength Index (RSI), MA 200/MA 20. The objective is to identify three best performing trading strategies and evaluate their performance through popular performance indicators and statistical hypothesis testing.