Purpose is to measures the implied volatility of S&P 500 index options. And they will use the data formed by direct VIX related financial data, macroeconomic data and market emotion to predict the value of this index.
Tree Things I Like
This topic is close to financial engineering courses. The data is easy to acquire. Divide the data into three categories.
Three Areas to improve
This topic is almost same as the Volatility Prediction
Is the Google trend really related to VIX?
Can you apply this method to related fields?
Summery
Purpose is to measures the implied volatility of S&P 500 index options. And they will use the data formed by direct VIX related financial data, macroeconomic data and market emotion to predict the value of this index.
Tree Things I Like
This topic is close to financial engineering courses. The data is easy to acquire. Divide the data into three categories.
Three Areas to improve
This topic is almost same as the Volatility Prediction Is the Google trend really related to VIX? Can you apply this method to related fields?