Physical Sciences and Mathematics Commons^™

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …

Survival Analysis In A Clinical Setting, Yunzhao Liu

Arts & Sciences Electronic Theses and Dissertations

With the fast paced advancement of modern medicine, cancer treatments have improved greatly over the past few decades; however, the overall survival rate has not improved for head neck squamous cell carcinoma (HNSCC). Traditionally, the general affected population of HNSCC was male over 50-60 years of age, whom have had history of alcohol and tobacco use. Conversely, in the recent decades, HNSCC has exhibited significant rise in younger patients, largely due to the increase in human papillomavirus (HPV) infection among young adults.

Generally, HPV as the most prevalent sexually transmitted disease, consisted of strains that do not cause harm to …

Elements Of The Mathematical Formulation Of Quantum Mechanics, Keunjae Go

Senior Honors Papers / Undergraduate Theses

In this paper, we will explore some of the basic elements of the mathematical formulation of quantum mechanics. In the first section, I will list the motivations for introducing a probability model that is quite different from that of the classical probability theory, but still shares quite a few significant commonalities. Later in the paper, I will discuss the quantum probability theory in detail, while paying a brief attention to some of the axioms (by Birkhoff and von Neumann) that illustrate both the commonalities and differences between classical mechanics and quantum mechanics. This paper will end with a presentation of …

Genetic Imputation: Accuracy To Application, Shelina Raynell Ramnarine

Arts & Sciences Electronic Theses and Dissertations

Genotype imputation, the process of inferring genotypes for untyped variants, is used to identify and refine genetic association findings. This body of work focuses on assessing imputation accuracy and uses imputed data to identify genetic contributors to mentholated cigarette preference.

Inaccuracies in imputed data can distort the observed association between variants and a disease. Many statistics are used to assess accuracy; some compare imputed to genotyped data and others are calculated without reference to true genotypes. Prior work has shown that the Imputation Quality Score (IQS), which is based on Cohens kappa statistic and compares imputed genotype probabilities to true …

Market Effect: The Impact Of For-Profit Charter Schools On Racial And Socioeconomic Segregation, William Brett Robertson

Arts & Sciences Electronic Theses and Dissertations

For-profit charter schools are a controversial new development in public education. They combine a structural imperative to maximize profit for private shareholders with the social good of providing public education. This dissertation describes two analyses of for-profit charter schools designed to explore their impact on racial and socioeconomic segregation. The analyses utilize geographic information systems, multilevel modeling, and logistic regression to determine whether and how for-profit charter schools are likely to locate in demographically different neighborhoods, and/or educate demographically different student populations from other types of public schools. The results indicate that for-profit charter schools are less likely than other …

Spot Volatility Estimation Of Ito Semimartingales Using Delta Sequences, Weixuan Gao

Arts & Sciences Electronic Theses and Dissertations

This thesis studies a unifying class of nonparametric spot volatility estimators proposed by Mancini et. al.(2013). This method is based on delta sequences and is conceived to include many of the existing estimators in the field as special cases. The thesis first surveys the asymptotic theory of the proposed estimators under an infill asymptotic scheme and fixed time horizon, when the state variable follows a Brownian semimartingale. Then, some extensions to include jumps and financial microstructure noise in the observed price process are also presented. The main goal of the thesis is to assess the suitability of the proposed methods …

Lead Poisoning In United States Children, Zeren Zhou

Arts & Sciences Electronic Theses and Dissertations

We investigate factors related to blood lead levels of children ages 1 to 5 in the United States for the years 2007-2014. We use data from the National Health and Nutrition Examination Survey (NHANES). The goal is to explore predictors of lead in childrens' blood and to develop a multivariate model using as many predictors as possible. The analysis is conducted using SAS survey regression procedures that account for weighting, stratification, and clustering of the data.

Classification Trees And Rule-Based Modeling Using The C5.0 Algorithm For Self-Image Across Sex And Race In St. Louis, Rohan Shirali

Arts & Sciences Electronic Theses and Dissertations

The study population comprised children, adolescents, and adults who were residents of the city of St. Louis at the time of data collection in 2015. The data collected includes sex, age, race, measured height and weight, self-reported height and weight, zip code, educational background, exercise and diet habits, and descriptions and strategies of participants' weight (i.e. overweight and trying to lose weight, respectively). I use the C5.0 algorithm to create classification trees and rule-based models to analyze this population. Specifically, I model a binary self-image variable as a function of sex, age, race, zip code, and a ratio of reported …

Examining Cost Functionality And Optimization: A Case Study On Testing The Reasonableness Of New Aircraft Using Historical Aircraft Data, Katherine Jozefiak

Arts & Sciences Electronic Theses and Dissertations

When pursuing business by competing for government contracts, proving the submitted price is reasonable is often required. This proof is called a test of reasonableness. This study analyzes data from historical aircraft programs in relation of a new aircraft program in order to demonstrate the estimated cost of the new program is reasonable. The purpose of this study is to investigate three questions. Is the new program cost reasonable using current industry and government parameters? Is it better to look at programs from a total cost perspective or break the total cost into subcategory levels? Finally, this study applies a …

Distributed Target Tracking And Synchronization In Wireless Sensor Networks, Jichuan Li

McKelvey School of Engineering Theses & Dissertations

Wireless sensor networks provide useful information for various applications but pose challenges in scalable information processing and network maintenance. This dissertation focuses on statistical methods for distributed information fusion and sensor synchronization for target tracking in wireless sensor networks.

We perform target tracking using particle filtering. For scalability, we extend centralized particle filtering to distributed particle filtering via distributed fusion of local estimates provided by individual sensors. We derive a distributed fusion rule from Bayes' theorem and implement it via average consensus. We approximate each local estimate as a Gaussian mixture and develop a sampling-based approach to the nonlinear fusion …