Inversion Copulas From Nonlinear State Space Models With An Application To Inflation Forecasting, 2018 Melbourne Business School
Inversion Copulas From Nonlinear State Space Models With An Application To Inflation Forecasting, Michael S. Smith, Worapree Ole Maneesoonthorn
Michael Stanley Smith
Deep Learning Analysis Of Limit Order Book, 2018 Washington University in St. Louis
Deep Learning Analysis Of Limit Order Book, Xin Xu
Arts & Sciences Electronic Theses and Dissertations
In this paper, we build a deep neural network for modeling spatial structure in limit order book and make prediction for future best ask or best bid price based on ideas of (Sirignano 2016). We propose an intuitive data processing method to approximate the data is non-available for us based only on level I data that is more widely available. The model is based on the idea that there is local dependence for best ask or best bid price and sizes of related orders. First we use logistic regression to prove that this approach is reasonable. To show the advantages …
Variable Selection Via Lasso With High-Dimensional Proteomic Data, 2018 Washington University in St. Louis
Variable Selection Via Lasso With High-Dimensional Proteomic Data, Hongxuan Zhai
Arts & Sciences Electronic Theses and Dissertations
Multiclass classification with high-dimensional data is an applied topic both in statistics and machine learning. The classification procedure could be done in various ways. In this thesis, we review the theory of the Lasso procedure which provides a parameter estimator while simultaneously achieving dimension reduction due to a property of the L1 norm. Lasso with elastic net penalty and sparse group lasso are also reviewed. Our data is high-dimensional proteomic data (iTRAQ ratios) of breast cancer patients with four subtypes of breast cancer. We use the multinomial logistic regression to train our classifier and use the false classification rates obtained …
Algorithmic Trading With Prior Information, 2018 Washington University in St. Louis
Algorithmic Trading With Prior Information, Xinyi Cai
Arts & Sciences Electronic Theses and Dissertations
Traders utilize strategies by using a mix of market and limit orders to generate profits. There are different types of traders in the market, some have prior information and can learn from changes in prices to tweak her trading strategy continuously(Informed Traders), some have no prior information but can learn(Uninformed Learners), and some have no prior information and cannot learn(Uninformed Traders). In this thesis. Alvaro C, Sebastian J and Damir K \cite{AL} proposed a model for algorithmic traders to access the impact of dynamic learning in profit and loss in 2014. The traders can employ the model to decide which …
Consistent Saliency Benchmarking: How One Model Can Win On All Metrics, 2018 Centre for Integrative Neuroscience, Tübingen
Consistent Saliency Benchmarking: How One Model Can Win On All Metrics, Matthias Kümmerer, Thomas S.A. Wallis, Matthias Bethge
MODVIS Workshop
No abstract provided.
Spatio-Temporal Dynamics Of Atlantic Cod Bycatch In The Maine Lobster Fishery And Its Impacts On Stock Assessment, 2018 University of Maine
Spatio-Temporal Dynamics Of Atlantic Cod Bycatch In The Maine Lobster Fishery And Its Impacts On Stock Assessment, Robert E. Boenish
Electronic Theses and Dissertations
Of the most iconic fish species in the world, the Atlantic cod (Gadus morhua, hereafter, cod) has been a mainstay in the North Atlantic for centuries. While many global fish stocks have received increased pressure with the advent of new, more efficient fishing technology in the mid-20th century, exceptional pressure has been placed on this prized gadoid. Bycatch, or the unintended catch of organisms, is one of the biggest global fisheries issues. Directly resulting from the failed recovery of cod in the GoM, attention has been placed as to possible sources of unaccounted catch. Among the most …
Simple Approximations To The Renewal Function, 2018 University of Nebraska at Omaha
Simple Approximations To The Renewal Function, Antonio G. Campbell
Theses/Capstones/Creative Projects
In reliability theory, a renewal process is a stochastic model for arrival times or events occurring in a certain system. For a renewal process, it is of interest to be able to estimate the number of events that will occur in the time interval (0, t]. The renewal function, M(t), is the expected value of renewals to occur within the system from (0,t]. It is a solution of the renewal equation. Since closed-form solutions of the renewal equation are mostly non-existent, approximation methods are used. Simpler approximation methods than those currently available are presented and are applied to data. The …
Geostatistical Analysis Of Potential Sinkhole Risk: Examining Spatial And Temporal Climate Relationships In Tennessee And Florida, 2018 East Tennessee State University
Geostatistical Analysis Of Potential Sinkhole Risk: Examining Spatial And Temporal Climate Relationships In Tennessee And Florida, Kimberly Blazzard
Electronic Theses and Dissertations
Sinkholes are a significant hazard for the southeastern United States. Although differences in climate are known to affect karst environments differently, quantitative analyses correlating sinkhole formation with climate variables is lacking. A temporal linear regression for Florida sinkholes and two modeled regressions for Tennessee sinkholes were produced: a general linearized logistic regression and a MaxEnt derived species distribution model. Temporal results showed highly significant correlations with precipitation, teleconnection patterns, temperature, and CO2, while spatial results showed highly significant correlations with precipitation, wind speed, solar radiation, and maximum temperature. Regression results indicated that some sinkhole formation variability could be …
Analysis Of 2016-17 Major League Soccer Season Data Using Poisson Regression With R, 2018 Lynchburg College
Analysis Of 2016-17 Major League Soccer Season Data Using Poisson Regression With R, Ian D. Campbell
Undergraduate Theses and Capstone Projects
To the outside observer, soccer is chaotic with no given pattern or scheme to follow, a random conglomeration of passes and shots that go on for 90 minutes. Yet, what if there was a pattern to the chaos, or a way to describe the events that occur in the game quantifiably. Sports statistics is a critical part of baseball and a variety of other of today’s sports, but we see very little statistics and data analysis done on soccer. Of this research, there has been looks into the effect of possession time on the outcome of a game, the difference …
Nonparametric Estimation Of Time Series Volatility Model Estimation, 2018 Washington University in St. Louis
Nonparametric Estimation Of Time Series Volatility Model Estimation, Teng Tu
Arts & Sciences Electronic Theses and Dissertations
In this article we consider two estimation methods of a non-parametric volatility model with autoregressive error of order two. The first estimation method based on the two- lag difference. To get a better result, we consider the second approach based on the general quadratic forms. For illustration, we provided several data sets from different simulation models to support the procedures of both two methods, and prove that the second approach can make a better estimation.
Physical Applications Of The Geometric Minimum Action Method, 2018 The Graduate Center, City University of New York
Physical Applications Of The Geometric Minimum Action Method, George L. Poppe Jr.
Dissertations, Theses, and Capstone Projects
This thesis extends the landscape of rare events problems solved on stochastic systems by means of the \textit{geometric minimum action method} (gMAM). These include partial differential equations (PDEs) such as the real Ginzburg-Landau equation (RGLE), the linear Schroedinger equation, along with various forms of the nonlinear Schroedinger equation (NLSE) including an application towards an ultra-short pulse mode-locked laser system (MLL).
Additionally we develop analytical tools that can be used alongside numerics to validate those solutions. This includes the use of instanton methods in deriving state transitions for the linear Schroedinger equation and the cubic diffusive NLSE.
These analytical solutions are …
Longitudinal Tracking Of Physiological State With Electromyographic Signals., 2018 University of Louisville
Longitudinal Tracking Of Physiological State With Electromyographic Signals., Robert Warren Stallard
Electronic Theses and Dissertations
Electrophysiological measurements have been used in recent history to classify instantaneous physiological configurations, e.g., hand gestures. This work investigates the feasibility of working with changes in physiological configurations over time (i.e., longitudinally) using a variety of algorithms from the machine learning domain. We demonstrate a high degree of classification accuracy for a binary classification problem derived from electromyography measurements before and after a 35-day bedrest. The problem difficulty is increased with a more dynamic experiment testing for changes in astronaut sensorimotor performance by taking electromyography and force plate measurements before, during, and after a jump from a small platform. A …
Life-History Characteristics And Fishery Dynamics Of Red Drum (Sciaenops Ocellatus), In The North-Central Gulf Of Mexico, 2018 University of Southern Mississippi
Life-History Characteristics And Fishery Dynamics Of Red Drum (Sciaenops Ocellatus), In The North-Central Gulf Of Mexico, Corbin Bennetts
Master's Theses
Red Drum (Sciaenops ocellatus) are highly targeted recreationally in the Gulf of Mexico, and support a small commercial fishery in Mississippi. Despite their popularity, the stock is assessed using data limited approaches that necessitate accurate life history information. I estimated the year-specific and year-aggregated escapement rates for the Mississippi stock (years 2004 to 2015), which were sensitive to mortality estimation methods; year-aggregated estimates were 6.9 to 28.2 % depending on the method, but temporal patterns were consistent. I then addressed concerns with previously estimated life-history characteristics by describing the sex-specific growth and reproductive dynamics. The three-parameter von Bertalanffy …
Assessing The Ordinality Of Response Bias With Item Response Models: A Case Study Using The Phq-9, 2018 The Graduate Center, City University of New York
Assessing The Ordinality Of Response Bias With Item Response Models: A Case Study Using The Phq-9, Venessa N. Singhroy
Dissertations, Theses, and Capstone Projects
Improper scale usage in psychological and clinical assessment is an important problem. If respondents do not use the scales in a consistent manner, the reliability of a composite is likely to be attenuated. This is particularly problematic when particular items are singled out for special treatment or when subscales are of interest, not just a total score. This study used both non-parametric and parametric item response theory (IRT) methods to gain further insight into the validity of the PHQ-9, a dual purpose instrument that assesses the severity of depressive symptoms using nine Likert-scale items and allows the investigator to establish …
Cognitive Virtual Admissions Counselor, 2018 Southern Methodist University
Cognitive Virtual Admissions Counselor, Kumar Raja Guvindan Raju, Cory Adams, Raghuram Srinivas
SMU Data Science Review
Abstract. In this paper, we present a cognitive virtual admissions counselor for the Master of Science in Data Science program at Southern Methodist University. The virtual admissions counselor is a system capable of providing potential students accurate information at the time that they want to know it. After the evaluation of multiple technologies, Amazon’s LEX was selected to serve as the core technology for the virtual counselor chatbot. Student surveys were leveraged to collect and generate training data to deploy the natural language capability. The cognitive virtual admissions counselor platform is currently capable of providing an end-to-end conversational dialog to …
Statistical Applications In Healthcare Systems, 2018 The University of Western Ontario
Statistical Applications In Healthcare Systems, Maryam Mojalal
Electronic Thesis and Dissertation Repository
This thesis consists of three contributing manuscripts related to waiting times with possible applications in health care. The first manuscript is inspired by a practical problem related to decision making in an emergency department (ED). As short-run predictions of ED censuses are particularly important for efficient allocation and management of ED resources we model ED changes and present estimations for short term (hourly) ED censuses at each time point. We present a Markov-chain based algorithm to make census predictions in near future.
Considering the variation in arrival pattern and service requirements, we apply and compare three models which best describe …
Developing Methods Of Processing And Analyzing Genetic Data To Examine Tiger Salamander Population Structure, 2018 University of Minnesota, Morris
Developing Methods Of Processing And Analyzing Genetic Data To Examine Tiger Salamander Population Structure, Dennis Dongmin Kim
Undergraduate Research Symposium 2018
Professor Heather Waye and her colleagues conducted a pilot study in 2014 to measure genetic diversity and dispersal pattern in a population of tiger salamanders in west-central Minnesota. The ultimate goal of this research was to analyze the genetic differences between tiger salamander larvae captured in breeding ponds within Pepperton Waterfowl Production Area to understand the population structure and movement patterns. They expected that ponds closer to each other would have more similar genetic information, and that genetic differences between ponds would increase with geographic distance. However, the initial analysis using standard techniques failed to uncover useful patterns in the …
Developing Statistical Methods For Data From Platforms Measuring Gene Expression, 2018 Southern Methodist University
Developing Statistical Methods For Data From Platforms Measuring Gene Expression, Gaoxiang Jia
Statistical Science Theses and Dissertations
This research contains two topics: (1) PBNPA: a permutation-based non-parametric analysis of CRISPR screen data; (2) RCRnorm: an integrated system of random-coefficient hierarchical regression models for normalizing NanoString nCounter data from FFPE samples.
Clustered regularly-interspaced short palindromic repeats (CRISPR) screens are usually implemented in cultured cells to identify genes with critical functions. Although several methods have been developed or adapted to analyze CRISPR screening data, no single spe- cific algorithm has gained popularity. Thus, rigorous procedures are needed to overcome the shortcomings of existing algorithms. We developed a Permutation-Based Non-Parametric Analysis (PBNPA) algorithm, which computes p-values at the gene level …
Motivational Interviewing Treatment Integrity (Miti), 2018 St. Cloud State University
Motivational Interviewing Treatment Integrity (Miti), Himal Adhikari
Criminal Justice Data
This report summarizes interview data collected using MITI, by the Stearns County Community Corrections. The 42 interviews of corrections clients were held between 2015 and 2017. They were examined to determine the effectiveness of interviewing techniques using criteria established on the MITI form. Overall effectiveness measures are given, as well as correlations among some of the quantitative measurements.
Reincarceration Rates For Dwi And Domestic Violence Offenders, 2018 St. Cloud State University
Reincarceration Rates For Dwi And Domestic Violence Offenders, Torrence Savage, Brittany Wittrock, Joseph Brough
Criminal Justice Data
Stearns County Community Corrections is looking for the likelihood for offenders to be re-incarcerated within ninety days to three years after the last contact between the agent and the client. All of the clients were separated by year and categorized by whether their initial crime was Domestic Violence or DWI. Many of these clients had multiple observations for cases that were reduced to include only the case with the agent that they worked with the longest.
It was found that the re-incarceration rate for both Domestic and DWI had a decrease of approximately 75% over the course of four years. …