Analysis Commons^™

Using Geographic Information To Explore Player-Specific Movement And Its Effects On Play Success In The Nfl, Hayley Horn, Eric Laigaie, Alexander Lopez, Shravan Reddy

SMU Data Science Review

American Football is a billion-dollar industry in the United States. The analytical aspect of the sport is an ever-growing domain, with open-source competitions like the NFL Big Data Bowl accelerating this growth. With the amount of player movement during each play, tracking data can prove valuable in many areas of football analytics. While concussion detection, catch recognition, and completion percentage prediction are all existing use cases for this data, player-specific movement attributes, such as speed and agility, may be helpful in predicting play success. This research calculates player-specific speed and agility attributes from tracking data and supplements them with descriptive …

Bridging The Chasm Between Fundamental, Momentum, And Quantitative Investing, Allen Hoskins, Jeff Reed, Robert Slater

SMU Data Science Review

A chasm exists between the active public equity investment management industry's fundamental, momentum, and quantitative styles. In this study, the researchers explore ways to bridge this gap by leveraging domain knowledge, fundamental analysis, momentum, crowdsourcing, and data science methods. This research also seeks to test the developed tools and strategies during the volatile time period of 2020 and 2021.

An Adaptive Algorithm For `The Secretary Problem': Alternate Proof Of The Divergence Of A Maximizer Sequence, Andrew Benfante, Xiang Xu

OUR Journal: ODU Undergraduate Research Journal

This paper presents an alternate proof of the divergence of the unique maximizer sequence {𝑥∗ 𝑛} of a function sequence {𝐹𝑛(𝑥)} that is derived from an adaptive algorithm based on the now classic optimal stopping problem, known by many names but here ‘the secretary problem’. The alternate proof uses a result established by Nguyen, Xu, and Zhao (n.d.) regarding the uniqueness of maximizer points of a generalized function sequence {𝑆𝜇,𝜎 𝑛 } and relies on the strict monotonicity of 𝐹𝑛(𝑥) as 𝑛 increases in order to show divergence of {𝑥∗ 𝑛}. Towards this, limits of the exponentiated Gaussian CDF are …

Stochastic Optimization To Reduce Aircraft Taxi-In Time At Igia, New Delhi, Rajib Das, Saileswar Ghosh, Rajendra Desai, Pijus Kanti Bhuin, Stuti Agarwal

International Journal of Aviation, Aeronautics, and Aerospace

Since there is an uncertainty in the arrival times of flights, pre-scheduled allocation of runways and stands and the subsequent first-come-first-served treatment results in a sub-optimal allocation of runways and stands, this is the prime reason for the unusual delays in taxi-in times at IGIA, New Delhi.

We simulated the arrival pattern of aircraft and utilized stochastic optimization to arrive at the best runway-stands allocation for a day. Optimization is done using a GRG Non-Linear algorithm in the Frontline Systems Analytic Solver platform. We applied this model to eight representative scenarios of two different days. Our results show that without …

Random Walks In The Quarter Plane: Solvable Models With An Analytical Approach, Harshita Bali, Enrico Au-Yeung

DePaul Discoveries

Initially, an urn contains 3 blue balls and 1 red ball. A ball is randomly chosen from the urn. The ball is returned to the urn, together with one additional ball of the same type (red or blue). When the urn has twenty balls in it, what is the probability that exactly ten balls are blue? This is a model for a random process. This urn model has been extended in various ways and we consider some of these generalizations. Urn models can be formulated as random walks in the quarter plane. Our findings indicate that for a specific type …

On Extensions And Restrictions Of Τ-Smooth And Τ-Maxitive Idempotent Measures, Muzaffar Eshimbetov

Bulletin of National University of Uzbekistan: Mathematics and Natural Sciences

In the paper we investigate maps between idempotent measures spaces, τ-maxitive idempotent measures and their extensions and restrictions. For an idempotent measure we prove that its extension is τ-maxitive if and only if its restriction is τ-maxitive.

Study Of Specially And Temporally Dependent Adsorption Coefficient In Heterogeneous Porous Medium, Dilip K. Jaiswal, Gulrana _

Applications and Applied Mathematics: An International Journal (AAM)

One-dimensional advection-dispersion equation (ADE) is studied along unsteady longitudinal flow through a semi-infinite heterogeneous medium. Adsorption coefficient is considered temporally and spatially–dependent function i.e., expressed in degenerate form. The dispersion parameter is considered as inversely proportional to adsorption coefficient. The input source is of pulse type. The Laplace Transformation Technique (LTT) is used to obtain the analytical solution by introducing certain new independent variables through separate transformations. The effects of adsorption, heterogeneity and unsteadiness are investigated and discussed with the help of various graphs.

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …

Yelp’S Review Filtering Algorithm, Yao Yao, Ivelin Angelov, Jack Rasmus-Vorrath, Mooyoung Lee, Daniel W. Engels

SMU Data Science Review

In this paper, we present an analysis of features influencing Yelp's proprietary review filtering algorithm. Classifying or misclassifying reviews as recommended or non-recommended affects average ratings, consumer decisions, and ultimately, business revenue. Our analysis involves systematically sampling and scraping Yelp restaurant reviews. Features are extracted from review metadata and engineered from metrics and scores generated using text classifiers and sentiment analysis. The coefficients of a multivariate logistic regression model were interpreted as quantifications of the relative importance of features in classifying reviews as recommended or non-recommended. The model classified review recommendations with an accuracy of 78%. We found that reviews …

Farlie-Gumbel-Morgenstern Family: Equivalence Of Uncorrelation And Independence, G. Barmalzan, F. Vali

Applications and Applied Mathematics: An International Journal (AAM)

Considering the characteristics of the bivariate normal distribution, in which uncorrelation of two random variables is equivalent to their independence, it is interesting to verify this problem in other distributions. In other words, whether the multivariate normal distribution is the only distribution in which uncorrelation is equivalent to independence. In this paper, we answer to this question and establish generalized Farlie-Gumbel-Morgenstern (FGM) family is another family of distributions under which uncorrelation is equivalent to independence.

A New Adjustment Of Laplace Transform For Fractional Bloch Equation In Nmr Flow, Sunil Kumar, Devendra Kumar, U. S. Mahabaleshwar

Applications and Applied Mathematics: An International Journal (AAM)

This work purpose suggest a new analytical technique called the fractional homotopy analysis transform method (FHATM) for solving time fractional Bloch NMR (nuclear magnetic resonance) flow equations, which are a set of macroscopic equations that are used for modeling nuclear magnetization as a function of time. The true beauty of this article is the coupling of the homotopy analysis method and the Laplace transform method for systems of fractional differential equations. The solutions obtained by the proposed method indicate that the approach is easy to implement and computationally very attractive.

Certain Fractional Integral Operators And The Generalized Incomplete Hypergeometric Functions, H. M. Srivastava, Praveen Agarwal

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we apply a certain general pair of operators of fractional integration involving Appell’s function F₃ in their kernel to the generalized incomplete hypergeometric functions _pΓ_q[z] and _pɣ_q [z], which were introduced and studied systematically by Srivastava et al. in the year 2012. Some interesting special cases and consequences of our main results are also considered.

Approximate Approach To The Das Model Of Fractional Logistic Population Growth, S. Das, P. K. Gupta, K. Vishal

Applications and Applied Mathematics: An International Journal (AAM)

In this article, the analytical method, Homotopy perturbation method (HPM) has been successfully implemented for solving nonlinear logistic model of fractional order. The fractional derivatives are described in the Caputo sense. Using initial value, the explicit solutions of population size for different particular cases have been derived. Numerical results show that the method is extremely efficient to solve this complicated biological model.

An Approximate Analytical Solution Of The Fractional Diffusion Equation With External Force And Different Type Of Absorbent Term - Revisited, S. Das, R. Kumar, P. K. Gupta

Applications and Applied Mathematics: An International Journal (AAM)

In this article Homotopy Perturbation Method (HPM) is applied to obtain an approximate analytical solution of a fractional diffusion equation with an external force and a reaction term different from the reaction term used by Das and Gupta (2010). The anomalous behavior of diffusivity in presence or absence of linear external force due to the presence of this force of reaction term are obtained and presented graphically.