Applied Statistics Commons^™

Intraday Algorithmic Trading Using Momentum And Long Short-Term Memory Network Strategies, Andrew R. Whitinger Ii

Undergraduate Honors Theses

Intraday stock trading is an infamously difficult and risky strategy. Momentum and reversal strategies and long short-term memory (LSTM) neural networks have been shown to be effective for selecting stocks to buy and sell over time periods of multiple days. To explore whether these strategies can be effective for intraday trading, their implementations were simulated using intraday price data for stocks in the S&P 500 index, collected at 1-second intervals between February 11, 2021 and March 9, 2021 inclusive. The study tested 160 variations of momentum and reversal strategies for profitability in long, short, and market-neutral portfolios, totaling 480 portfolios. …

Understanding And Improving The System: The Effects Of Weighting On The Accuracy Of Political Polling In Arkansas, Beck Williams

Political Science Undergraduate Honors Theses

In an effort to increase the accuracy of statewide political polling in Arkansas, we explore the statistical strategy of weighting with a focus on one yearly opinion poll: The Arkansas Poll. We conduct over 70 weighting experiments on the 2016 and 2020 Arkansas Polls using a variety of variables and opinion questions. From these experiments, we find that while some weighted variables tend to create larger changes, weighting typically results in a single-digit percentage change that does not substantially shift or “flip” the majorities. Due to a greater rate of change through weighting in the 2020 Poll compared to the …

To Adopt Blockchain Technology Or Not: Is The Decision-Making Process Immune To Covid-19?, Rebecca Jauch

Thinking Matters Symposium

Blockchain technology has been shown to have advantages in improving the effectiveness of supply chain management. We use the Technology-Organization-Environment (TOE) framework with Threat-Rigidity Theory (TRT) to determine the factors that lead U.S. businesses to adopt blockchain technology, the factors that act as barriers to adoption, and the disruptive effect of COVID-19 on the rate of blockchain adoption

The Biggest Loser: How Tanking In Professional Sports Impacts Fan Perception, Julia Ayres

Honors Projects in Mathematics

Professional sports teams are adored nationwide for their talents and the pride they bring to their city for their efforts. However, not all teams take this responsibility seriously and will lose on purpose, or tank, to gain a higher draft pick in the future. Although the long-term goals of tanking are to help the organization, many people take issue with athletes not putting in their best efforts in every game. Teams in both the NBA and NFL are guilty of tanking to gain better draft picks but not all have found success in this process. This leads to important questions …

Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu

Electronic Thesis and Dissertation Repository

Regulators’ early intervention is crucial when the financial system is experiencing difficulties. Financial stability must be preserved to avert banks’ bailouts, which hugely drain government's financial resources. Detecting in advance periods of financial crisis entails the development and customisation of accurate and robust quantitative techniques. The goal of this thesis is to construct automated systems via the interplay of various mathematical and statistical methodologies to signal financial instability episodes in the near-term horizon. These signal alerts could provide regulatory bodies with the capacity to initiate appropriate response that will thwart or at least minimise the occurrence of a financial crisis. …

A Statistical Study Of Operating Systems At Harrisburg University, Dylan Morgan, Ethan Collins, Joshua Moody, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

We conducted a survey of 100 students to find out which operating system students are using for their main school laptop. (Class Project)

Percentage Of Yellow Sour Patch Kids, Easton Kratzer, Sarah Baxter

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

After being given the Qualitative Research Project in Introduction to Statistics, I came up with the question asking what percentage of Sour Patch Kids are yellow. This resulted in me going through an entire bag and counting the amount of every color to figure out the percentages. (Class Project)

Preference For Violence By Gender, Ayrton Hall, Christian Watson, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

In our survey we asked students of HU what their favorite video games were as well as their favorite genre and most played game. We then analyzed the data to see how gender affects preference for violent games. (Class Project)

A Statistical Study Into The Relationship Between The Student Age And Their Academic Performance, Umangkumar Patel, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

This project will conduct a research in order to find out the relationship between the age of a student and their academic performance. This project will survey at least 100 students. (Class Project)

Favorite Programming Language Among Students, Anwar Jawhar, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

This project involves understanding the favorite programming language among students. I hypothesize that the favorite programming language will be Python. (Class Project)

Statistical Applications To The Management Of Intensive Care And Step-Down Units, Yawo Mamoua Kobara

Electronic Thesis and Dissertation Repository

This thesis proposes three contributing manuscripts related to patient flow management, server decision-making, and ventilation time in the intensive care and step-down units system.

First, a Markov decision process (MDP) model with a Monte Carlo simulation was performed to compare two patient flow policies: prioritizing premature step-down and prioritizing rejection of patients when the intensive care unit is congested. The optimal decisions were obtained under the two strategies. The simulation results based on these optimal decisions show that a premature step-down strategy contributes to higher congestion downstream. Counter-intuitively, premature step-down should be discouraged, and patient rejection or divergence actions should …

Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano

Electrical and Computer Engineering ETDs

Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect produced …

A Monte Carlo Analysis Of Seven Dichotomous Variable Confidence Interval Equations, Morgan Juanita Dubose

Masters Theses & Specialist Projects

Department of Psychological Sciences Western Kentucky University There are two options to estimate a range of likely values for the population mean of a continuous variable: one for when the population standard deviation is known and another for when the population standard deviation is unknown. There are seven proposed equations to calculate the confidence interval for the population mean of a dichotomous variable: normal approximation interval, Wilson interval, Jeffreys interval, Clopper-Pearson, Agresti-Coull, arcsine transformation, and logit transformation. In this study, I compared the percent effectiveness of each equation using a Monte Carlo analysis and the interval range over a range …

Do Home Invasion Serial Killers Warrant A Distinct Classification From Other Serial Killer Location Types? A Retrospective Comparative Examination, Caroline V. Comerford

FIU Electronic Theses and Dissertations

This dissertation seeks to address the research gap in serial homicide regarding home invasion serial killers (HISKs) and add to existing policy by providing insight and approaches to assist in serial murder investigations of such killers. Data for the study was obtained from the 2019 Radford University/Florida Gulf Coast University Serial Killer Database (RU/FGCU SKD) and additional public information searches. A retrospective comparative design and proportionate stratified random sampling of 326 serial killers from the RU/FGCU SKD (2019) were used to examine the differences and classifications of HISKs and non-home invasion serial killers (non-HISKs) in three investigations: (1) common characteristics; …

Comparative Analysis Of Trends In American Physics Education, Adam Tyler Crank

Honors Capstone Projects and Theses

No abstract provided.

Volitional Control Of Lower-Limb Prosthesis With Vision-Assisted Environmental Awareness, S M Shafiul Hasan

FIU Electronic Theses and Dissertations

Early and reliable prediction of user’s intention to change locomotion mode or speed is critical for a smooth and natural lower limb prosthesis. Meanwhile, incorporation of explicit environmental feedback can facilitate context aware intelligent prosthesis which allows seamless operation in a variety of gait demands. This dissertation introduces environmental awareness through computer vision and enables early and accurate prediction of intention to start, stop or change speeds while walking. Electromyography (EMG), Electroencephalography (EEG), Inertial Measurement Unit (IMU), and Ground Reaction Force (GRF) sensors were used to predict intention to start, stop or increase walking speed. Furthermore, it was investigated whether …

Comparison Of Lightning Warning Radii Distributions, Michael M. Maestas

Theses and Dissertations

Previous research investigating lightning warning radii about the Cape Canaveral space launch facilities have focused on reducing these radii from either 5 nautical miles (NM) to 4 NM or from 6 NM to 5 NM depending on the structures being protected. Some of these findings have suggested the possibility of both a seasonal difference (warm versus cold) and lightning detection events (cloud-to-ground lightning (CG) or total lightning (TL)) impacting these radii and associated risk levels. Utilizing the 2017-2020 data provided by the 45th Weather Squadron at Patrick Space Force Base via the Mesoscale Eastern Range Lightning Information System (MERLIN), this …

An Alpha-Based Prescreening Methodology For A Common But Unknown Source Likelihood Ratio With Different Subpopulation Structures, Dylan Borchert, Semhar Michael, Christopher Saunders, Andrew Simpson

SDSU Data Science Symposium

Prescreening is a commonly used methodology in which the forensic examiner includes sources from the background population that meet a certain degree of similarity to the given piece of evidence. The goal of prescreening is to find the sources closest to the given piece of evidence in an alternative source population for further analysis. This paper discusses the behavior of an $\alpha-$based prescreening methodology in the form of a Hotelling $T^2$ test on the background population for a common but unknown source likelihood ratio. An extensive simulation study with synthetic and real data were conducted. We find that prescreening helps …

Identifying Subpopulations Of A Hierarchical Structured Data Using A Semi-Supervised Mixture Modeling Approach, Andrew Simpson, Semhar Michael, Christopher Saunders, Dylan Borchert

SDSU Data Science Symposium

The field of forensic statistics offers a unique hierarchical data structure in which a population is composed of several subpopulations of sources and a sample is collected from each source. This subpopulation structure creates a hierarchical layer. We propose using a semi-supervised mixture modeling approach to model the subpopulation structure which leverages the fact that we know the collection of samples came from the same, yet unknown, source. A simulation study based on a famous glass data was conducted and shows this method performs better than other unsupervised approaches which have been previously used in practice.

Session 5: Equipment Finance Credit Risk Modeling - A Case Study In Creative Model Development & Nimble Data Engineering, Edward Krueger, Landon Thompson, Josh Moore

SDSU Data Science Symposium

This presentation will focus first on providing an overview of Channel and the Risk Analytics team that performed this case study. Given that context, we’ll then dive into our approach for building the modeling development data set, techniques and tools used to develop and implement the model into a production environment, and some of the challenges faced upon launch. Then, the presentation will pivot to the data engineering pipeline. During this portion, we will explore the application process and what happens to the data we collect. This will include how we extract & store the data along with how it …