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Full-Text Articles in Physical Sciences and Mathematics

A Machine Learning Approach For Predicting Clinical Trial Patient Enrollment In Drug Development Portfolio Demand Planning, Ahmed Shoieb May 2023

A Machine Learning Approach For Predicting Clinical Trial Patient Enrollment In Drug Development Portfolio Demand Planning, Ahmed Shoieb

Masters Theses

One of the biggest challenges the clinical research industry currently faces is the accurate forecasting of patient enrollment (namely if and when a clinical trial will achieve full enrollment), as the stochastic behavior of enrollment can significantly contribute to delays in the development of new drugs, increases in duration and costs of clinical trials, and the over- or under- estimation of clinical supply. This study proposes a Machine Learning model using a Fully Convolutional Network (FCN) that is trained on a dataset of 100,000 patient enrollment data points including patient age, patient gender, patient disease, investigational product, study phase, blinded …


Uconn Baseball Batting Order Optimization, Gavin Rublewski, Gavin Rublewski May 2023

Uconn Baseball Batting Order Optimization, Gavin Rublewski, Gavin Rublewski

Honors Scholar Theses

Challenging conventional wisdom is at the very core of baseball analytics. Using data and statistical analysis, the sets of rules by which coaches make decisions can be justified, or possibly refuted. One of those sets of rules relates to the construction of a batting order. Through data collection, data adjustment, the construction of a baseball simulator, and the use of a Monte Carlo Simulation, I have assessed thousands of possible batting orders to determine the roster-specific strategies that lead to optimal run production for the 2023 UConn baseball team. This paper details a repeatable process in which basic player statistics …


Multilevel Optimization With Dropout For Neural Networks, Gary Joseph Saavedra Apr 2023

Multilevel Optimization With Dropout For Neural Networks, Gary Joseph Saavedra

Mathematics & Statistics ETDs

Large neural networks have become ubiquitous in machine learning. Despite their widespread use, the optimization process for training a neural network remains com-putationally expensive and does not necessarily create networks that generalize well to unseen data. In addition, the difficulty of training increases as the size of the neural network grows. In this thesis, we introduce the novel MGDrop and SMGDrop algorithms which use a multigrid optimization scheme with a dropout coarsening operator to train neural networks. In contrast to other standard neural network training schemes, MGDrop explicitly utilizes information from smaller sub-networks which act as approximations of the full …


A Review On Derivative Hedging Using Reinforcement Learning, Peng Liu Mar 2023

A Review On Derivative Hedging Using Reinforcement Learning, Peng Liu

Research Collection Lee Kong Chian School Of Business

Hedging is a common trading activity to manage the risk of engaging in transactions that involve derivatives such as options. Perfect and timely hedging, however, is an impossible task in the real market that characterizes discrete-time transactions with costs. Recent years have witnessed reinforcement learning (RL) in formulating optimal hedging strategies. Specifically, different RL algorithms have been applied to learn the optimal offsetting position based on market conditions, offering an automatic risk management solution that proposes optimal hedging strategies while catering to both market dynamics and restrictions. In this article, the author provides a comprehensive review of the use of …