Physical Sciences and Mathematics Commons^™

A New Method To Determine The Posterior Distribution Of Coefficient Alpha, John Mart V. Delosreyes

Psychology Theses & Dissertations

There is a focus within the behavioral/social sciences on non-physical, psychological constructs (i.e., constructs). These constructs are indirectly measured using measurement instruments that consist of questions that capture the manifestations of these constructs. The indirect nature of measuring constructs results in a need of ensuring that measurement instruments are reliable. The most popular statistic used to estimate reliability is coefficient alpha as it is easy to compute and has properties that make it desirable to use. Coefficient alpha’s popularity has resulted in a wide breadth of research into its qualities. Notably, research about coefficient alpha’s distribution has led to developments …

On The Estimation Of Heston-Nandi Garch Using Returns And/Or Options: A Simulation-Based Approach, Xize Ye

Electronic Thesis and Dissertation Repository

In this thesis, the Heston-Nandi GARCH(1,1) (henceforth, HN-GARCH) option pricing model is fitted via 4 maximum likelihood-based estimation and calibration approaches using simulated returns and/or options. The purpose is to examine the benefits of the joint estimation using both returns and options over the fundamental returns-only estimation on GARCH models. From our empirical studies, with the additional option sample, we can improve the efficiency of the estimates for HN-GARCH parameters. Nonetheless, the improvements for the risk premium factor, both from empirical standard errors, and sample RMSEs, are insignificant. In addition, option prices are simulated with a pre-defined noise structure and …

A Simulation Framework For Traffic Safety With Connected Vehicles And V2x Technologies, Md Abu Sayed

Theses and Dissertations

With the advancement in automobile technologies, existing research shows that connected vehicle (CV) technologies can provide better traffic safety through Surrogate Safety Measure (SSM). CV technologies involves two network systems: traffic network and wireless communication network. We found that the research in the wireless communication network for CV did not interact properly with the research in SSM in transportation network, and vice versa. Though various SSM has been proposed in previous studies, a few of them have been tested in simulation software in limited extent. On the other hand, A large body of researchers proposed various communication architecture for CV …

Propensity Score Matching And Generalized Boosted Modeling In The Context Of Model Misspecification: A Simulation Study, Briana G. Craig

Masters Theses, 2020-current

In the absence of random assignment, researchers must consider the impact of selection bias – pre-existing covariate differences between groups due to differences among those entering into treatment and those otherwise unable to participate. Propensity score matching (PSM) and generalized boosted modeling (GBM) are two quasi-experimental pre-processing methods that strive to reduce the impact of selection bias before analyzing a treatment effect. PSM and GBM both examine a treatment and comparison group and either match or weight members of those groups to create new, balanced groups. The new, balanced groups theoretically can then be used as a proxy for the …

A Computational Model Of Team-Based Dynamics In The Workplace: Assessing The Impact Of Incentive-Based Motivation On Productivity, Josef Di Pietrantonio

Electronic Theses and Dissertations

Large organizations often divide workers into small teams for the completion of essential tasks. In an effort to maximize the number of tasks completed over time, it is common practice for organizations to hire workers with the highest level of education and experience. However, despite capable workers being hired, the ability of teams to complete tasks may suffer if the workers' individual motivational needs are not satisfied.

To explore the impact of incentive-based motivation on the success of team-based organizations, we developed an agent-based model that stochastically simulates the proficiency of 100 workers with varying abilities and motive profiles to …

A Study Of Flight Simulation Training Time, Aircraft Training Time, And Pilot Competence As Measured By The Naval Standard Score, Aaron D. Judy

Doctor of Education (Ed.D)

The purpose of the study was to investigate the relationships between US Navy T-45C flight simulation training time, actual aircraft training time, and intermediate and advanced jet pilot competence as measured by the Naval Standard Score (NSS). Examining the relationships between US Navy T-45C flight simulation time and actual aircraft flight time may provide further information on flight simulation training versus actual aircraft training to aviation authorities, flight instructors, the military aviation community, the commercial aviation community, and academia. The study was non-experimental, correlational, causal-comparative with an emphasis upon the establishment of mathematic and predictive relationships using archival data from …

A Statistical Approach To Characterize And Detect Degradation Within The Barabasi-Albert Network, Mohd-Fairul Mohd-Zaid

Theses and Dissertations

Social Network Analysis (SNA) is widely used by the intelligence community when analyzing the relationships between individuals within groups of interest. Hence, any tools that can be quantitatively shown to help improve the analyses are advantageous for the intelligence community. To date, there have been no methods developed to characterize a real world network as a Barabasi-Albert network which is a type of network with properties contained in many real-world networks. In this research, two newly developed statistical tests using the degree distribution and the L-moments of the degree distribution are proposed with application to classifying networks and detecting degradation …

Robust Regression Methods For Massively Decayed Intelligence Data, Akiva Joachim Lorenz

Wayne State University Dissertations

Homeland Security, sponsored by governmental initiatives, has become a vibrant academic research field. However, most efforts were placed with the recognition of threats (e.g. theory) and response options. Less effort was placed in the analysis of the collected data through statistical modeling. In a field that collects more than 20 terabyte of information per minute though diverse overt and covert means and indexes it for future research, understanding how different statistical models behave when it comes to massively decayed data is of vital importance.

Using Monte Carlo methods, three regression techniques (ordinary least squares, least-trimmed, and maximum likelihood) were tested …

Developing A Framework For Determining The Contribution Of Transportation Project To Sustainable Development, Karim Ahmed Abdel Warith

Open Access Dissertations

In the past few years, stakeholders in the transportation industry have been concerned with sustainability. However, transportation decision makers have had difficulty incorporating sustainability into transportation infrastructure decisions. This is mainly attributed to the vagueness of the term. Incorporating sustainability into transportation decision making has been a desire put forth by engineers for that past 10 years. However, with no apparent method of defining sustainability, designers and decision makers have not been able to fulfill this desire.

This investigation attempts to define sustainability in a comprehensive and quantitative manner. The research proposes a new methodology that relies on the objective …

Traffic Modeling In Lagrangian Coordinates Using Smartphone Apps, Sergio Contreras

UNLV Theses, Dissertations, Professional Papers, and Capstones

Traditionally, one of the ways traffic flow has been studied is by using the kinematic wave model. This model is derived in the Eulerian framework by using conservation of the number of vehicles. Recently, the kinematic wave model has been transformed into Lagrangian coordinates. In this framework, the independent variables are unique

vehicles and time. The detailed change in framework, and the properties of the model in the changed framework are reviewed. Numerical results from different traffic cases are explained. Since vehicle trajectory data can be easily collected from smartphones,

a smartphone application is developed for this purpose. This data …

Applications Of Agent Based Approaches In Business: A Three Essay Dissertation, Shankar Prawesh

USF Tampa Graduate Theses and Dissertations

The goal of this dissertation is to investigate the enabling role that agent based simulation plays in business and policy. The aforementioned issue has been addressed in this dissertation through three distinct, but related essays. The first essay is a literature review of different research applications of agent based simulation in various business disciplines, such as finance, economics, information systems, management, marketing and accounting. Various agent based simulation tools to develop computational models are discussed. The second essay uses an agent-based simulation approach to study important properties of the widely used most popular news recommender systems (NRS). This essay highlights …

Modeling And Simulation Of Value -At -Risk In The Financial Market Area, Xiangyin Zheng

Doctoral Dissertations

Value-at-Risk (VaR) is a statistical approach to measure market risk. It is widely used by banks, securities firms, commodity and energy merchants, and other trading organizations. The main focus of this research is measuring and analyzing market risk by modeling and simulation of Value-at-Risk for portfolios in the financial market area. The objectives are (1) predicting possible future loss for a financial portfolio from VaR measurement, and (2) identifying how the distributions of the risk factors affect the distribution of the portfolio. Results from (1) and (2) provide valuable information for portfolio optimization and risk management.

The model systems chosen …