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Full-Text Articles in Physical Sciences and Mathematics
A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez
A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez
Theses and Dissertations
In this thesis, our objective is to study the relationship between transaction price and volume in the BTC/USD Coinbase exchange. In the second chapter, we develop a consecutive CUSUM algorithm to detect instantaneous changes in the arrival rate of market orders. We begin by estimating a baseline rate using the assumption of a local time-homogeneous Poisson process. Our observations lead us to reject the plausibility of a time-homogeneous Poisson model on a more global scale by using a chi squared test. We thus proceed to use CUSUM-based alarms to detect consecutive upward and downward changes in the arrival rate of …
Quantifying Transit Access In New York City: Formulating An Accessibility Index For Analyzing Spatial And Social Patterns Of Public Transportation, Maxwell S. Siegel
Quantifying Transit Access In New York City: Formulating An Accessibility Index For Analyzing Spatial And Social Patterns Of Public Transportation, Maxwell S. Siegel
Theses and Dissertations
This paper aims to analyze accessibility within New York City’s transportation system through creating unique accessibility indices. Indices are detailed and implemented using GIS, analyzing the distribution of transit need and access. Regression analyses are performed highlighting relationships between demographics and accessibility and recommendations for transit expansion are presented.