Numerical Analysis and Scientific Computing Commons^™

Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach, Oluwafemi E. Awopegba, Joseph O. Afolabi, Lydia T. Adeoye, Godwin O. Akpokodje

CBN Journal of Applied Statistics (JAS)

This study examines the effect of monetary policy rate (MPR) on market interest rates in Nigeria. For parsimony, we develop two indexes called the short-term interest rate (SINT) and Lending interest rate (LINT) to represent deposit and lending rates respectively. The nonlinear autoregressive distributed lag (NARDL) and threshold regression models are adopted. The study uses monthly data from 2002:M1 to 2019:M12. The results of the threshold regression model indicate that the degree of the effect of MPR on SINT and LINT above the estimated threshold of 11 and 13 percent respectively is greater and significant than if MPR were to …

Social Dimension Of Inclusive Growth In Ecowas: Implication For Poverty Reduction, Toriola K. Anu, Goerge O. Emmanuel, Ajayi O. Felix

CBN Journal of Applied Statistics (JAS)

This study investigates the implication of the social dimension of inclusive growth on poverty reduction in Economic Community of West African States (ECOWAS) countries. It specifically examines how social indices of inclusive growth comprising of income inequality, education, and health outcomes affect poverty reduction. The study uses a panel dataset of the six (6) lower-middle income countries in ECOWAS which was analysed via panel Difference Generalised Method of Moment (D-GMM). The results show that GDP per capita exerts significant negative effect on poverty while inequality, education and health outcomes do not show significant effect on poverty. Although, the estimates of …

Effect Of Fdi Inflows On Employment Generation In Selected Ecowas Countries: Heterogeneous Panel Analysis, Timothy A. Aderemi, Olawunmi Omitogun, Bukonla G. Osisanwo

CBN Journal of Applied Statistics (JAS)

The aim of this study is to examine the effect of FDI on employment in ECOWAS sub region between 1990 and 2019. The study utilizes a panel autoregressive distributed lag model to analyse the short run and long run relationship between FDI and employment across ECOWAS sub region. In the short run, the impact of FDI on employment is negative and statistically not significant. Meanwhile, in the long run FDI has a positive and statistically significant impact on employment rate. This implies that FDI has the capacity to generate employment in countries in ECOWAS sub region. Therefore, this study recommends …

Impact Of Covid-19 Pandemic On The Nigeria Stock Market: A Sectoral Stock Prices Analysis, Peter A. Adekunle, Yakubu A. Bello, Udochukwu G. Nwachukwu

CBN Journal of Applied Statistics (JAS)

This study examines the impact of the COVID-19 pandemic on sectoral stock prices in Nigeria stock market using daily data covering from February 28, 2020 to June 26, 2020. Applying the autoregressive distributed lag (ARDL) bounds test, the study finds that COVID-19 pandemic had adverse impact on the stock market indices in the short run. Furthermore, the study documents negative response of sectoral stock prices to the pandemic while the stock prices of the banking sub-sector are the worst hit. Compared to the consumer goods, and industrial subsector indices, the speed of adjustment to long run equilibrium is faster for …

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 …

A Non-Deterministic Deep Learning Based Surrogate For Ice Sheet Modeling, Hannah Jordan

Graduate Student Theses, Dissertations, & Professional Papers

Surrogate modeling is a new and expanding field in the world of deep learning, providing a computationally inexpensive way to approximate results from computationally demanding high-fidelity simulations. Ice sheet modeling is one of these computationally expensive models, the model used in this study currently requires between 10 and 20 minutes to complete one simulation. While this process is adequate for certain applications, the ability to use sampling approaches to perform statistical inference becomes infeasible. This issue can be overcome by using a surrogate model to approximate the ice sheet model, bringing the time to produce output down to a tenth …

Risk-Based Machine Learning Approaches For Probabilistic Transient Stability, Umair Shahzad

Department of Electrical and Computer Engineering: Dissertations, Theses, and Student Research

Power systems are getting more complex than ever and are consequently operating close to their limit of stability. Moreover, with the increasing demand of renewable wind generation, and the requirement to maintain a secure power system, the importance of transient stability cannot be overestimated. Considering its significance in power system security, it is important to propose a different approach for enhancing the transient stability, considering uncertainties. Current deterministic industry practices of transient stability assessment ignore the probabilistic nature of variables (fault type, fault location, fault clearing time, etc.). These approaches typically provide a conservative criterion and can result in expensive …

Ensemble Data Fitting For Bathymetric Models Informed By Nominal Data, Samantha Zambo

Dissertations

Due to the difficulty and expense of collecting bathymetric data, modeling is the primary tool to produce detailed maps of the ocean floor. Current modeling practices typically utilize only one interpolator; the industry standard is splines-in-tension.

In this dissertation we introduce a new nominal-informed ensemble interpolator designed to improve modeling accuracy in regions of sparse data. The method is guided by a priori domain knowledge provided by artificially intelligent classifiers. We recast such geomorphological classifications, such as ‘seamount’ or ‘ridge’, as nominal data which we utilize as foundational shapes in an expanded ordinary least squares regression-based algorithm. To our knowledge …

Improving Bayesian Graph Convolutional Networks Using Markov Chain Monte Carlo Graph Sampling, Aneesh Komanduri

Computer Science and Computer Engineering Undergraduate Honors Theses

In the modern age of social media and networks, graph representations of real-world phenomena have become incredibly crucial. Often, we are interested in understanding how entities in a graph are interconnected. Graph Neural Networks (GNNs) have proven to be a very useful tool in a variety of graph learning tasks including node classification, link prediction, and edge classification. However, in most of these tasks, the graph data we are working with may be noisy and may contain spurious edges. That is, there is a lot of uncertainty associated with the underlying graph structure. Recent approaches to modeling uncertainty have been …

Maternal Proximity To Mountaintop Removal Mining And Birth Defects In Appalachian Kentucky, 1997-2003, Daniel B. Cooper

Theses and Dissertations--Public Health (M.P.H. & Dr.P.H.)

Background: Extraction of coal through mountaintop removal mining (MTR) alters many dimensions of the landscape, and explosive blasts, exposed rock, and coal washing have the potential to pollute air and water with substances known to increase risk of developmental and birth anomalies. Previous research suggests that infants born to mothers living in MTR coal mining counties have higher prevalence of most types of birth defects.

Objectives: This study seeks to examine further the relationship between MTR activity and birth defects by employing individual level exposure estimation through precise satellite data of MTR activity in the Appalachian region and maternal residence …

Design Project: Smart Headband, John Michel, Jack Durkin, Noah Lewis

Williams Honors College, Honors Research Projects

Concussion in sports is a prevalent medical issue. It can be difficult for medical professionals to diagnose concussions. With the fast pace nature of many sports, and the damaging effects of concussions, it is important that any concussion risks are assessed immediately. There is a growing trend of wearable technology that collects data such as steps and provides the wearer with in-depth information regarding their performance. The Smart Headband project created a wearable that can record impact data and provide the wearer with a detailed analysis on their risk of sustaining a concussion. The Smart Headband uses accelerometers and gyroscopes …

Ensemble Protein Inference Evaluation, Kyle Lee Lucke

Graduate Student Theses, Dissertations, & Professional Papers

The Protein inference problem is becoming an increasingly important tool that aids in the characterization of complex proteomes and analysis of complex protein samples. In bottom-up shotgun proteomics experiments the metrics for evaluation (like AUC and calibration error) are based on an often imperfect target-decoy database. These metrics make the inherent assumption that all of the proteins in the target set are present in the sample being analyzed. In general, this is not the case, they are typically a mix of present and absent proteins. To objectively evaluate inference methods, protein standard datasets are used. These datasets are special in …

Analyzing Yankees And Red Sox Sentiment Over The Course Of A Season, Connor Koch

Honors Projects in Data Science

This paper investigates data collected on twitter which references the Yankees or Red Sox during the 2020 Major League Baseball (MLB) season. The objective is to analyze the sentiment of tweets referencing the Yankees and Red Sox over the course of the season. In addition, an investigation of the networks within the data and the topics that were prevalent will be conducted. The 2020 MLB season was started late because of the COVID-19 pandemic and was a season like no other. The expectation of a dataset revolving around baseball is that the topics discussed would be about baseball. The findings …

Snow-Albedo Feedback In Northern Alaska: How Vegetation Influences Snowmelt, Lucas C. Reckhaus

Theses and Dissertations

This paper investigates how the snow-albedo feedback mechanism of the arctic is changing in response to rising climate temperatures. Specifically, the interplay of vegetation and snowmelt, and how these two variables can be correlated. This has the potential to refine climate modelling of the spring transition season. Research was conducted at the ecoregion scale in northern Alaska from 2000 to 2020. Each ecoregion is defined by distinct topographic and ecological conditions, allowing for meaningful contrast between the patterns of spring albedo transition across surface conditions and vegetation types. The five most northerly ecoregions of Alaska are chosen as they encompass …

Next-Term Grade Prediction: A Machine Learning Approach, Audrey Tedja Widjaja, Lei Wang, Nghia Truong Trong, Aldy Gunawan, Ee-Peng Lim

Research Collection School Of Computing and Information Systems

As students progress in their university programs, they have to face many course choices. It is important for them to receive guidance based on not only their interest, but also the "predicted" course performance so as to improve learning experience and optimise academic performance. In this paper, we propose the next-term grade prediction task as a useful course selection guidance. We propose a machine learning framework to predict course grades in a specific program term using the historical student-course data. In this framework, we develop the prediction model using Factorization Machine (FM) and Long Short Term Memory combined with FM …

Decision Tree For Predicting The Party Of Legislators, Afsana Mimi

Publications and Research

The motivation of the project is to identify the legislators who voted frequently against their party in terms of their roll call votes using Office of Clerk U.S. House of Representatives Data Sets collected in 2018 and 2019. We construct a model to predict the parties of legislators based on their votes. The method we used is Decision Tree from Data Mining. Python was used to collect raw data from internet, SAS was used to clean data, and all other calculations and graphical presentations are performed using the R software.

Nonlinear Least Squares 3-D Geolocation Solutions Using Time Differences Of Arrival, Michael V. Bredemann

Mathematics & Statistics ETDs

This thesis uses a geometric approach to derive and solve nonlinear least squares minimization problems to geolocate a signal source in three dimensions using time differences of arrival at multiple sensor locations. There is no restriction on the maximum number of sensors used. Residual errors reach the numerical limits of machine precision. Symmetric sensor orientations are found that prevent closed form solutions of source locations lying within the null space. Maximum uncertainties in relative sensor positions and time difference of arrivals, required to locate a source within a maximum specified error, are found from these results. Examples illustrate potential requirements …

Preparing For The Future: The Effects Of Financial Literacy On Financial Planning For Young Professionals, Tanay Singh

Senior Theses

Purpose – Many people between the age of 20 and 34 have not considered planning financially for the future in any significant capacity and in doing so, they limit their potential savings. The purpose of this study is to examine what financial expectations are for people in the early stages of their career and determine if improving financial literacy and revealing financial realities helps to produce more accurate or realistic expectations. Ultimately, the goal is to better prepare participants in the study for the working world and increased responsibilities outside of the college/university environment by getting them to start thinking …

Unitary And Symmetric Structure In Deep Neural Networks, Kehelwala Dewage Gayan Maduranga

Theses and Dissertations--Mathematics

Recurrent neural networks (RNNs) have been successfully used on a wide range of sequential data problems. A well-known difficulty in using RNNs is the vanishing or exploding gradient problem. Recently, there have been several different RNN architectures that try to mitigate this issue by maintaining an orthogonal or unitary recurrent weight matrix. One such architecture is the scaled Cayley orthogonal recurrent neural network (scoRNN), which parameterizes the orthogonal recurrent weight matrix through a scaled Cayley transform. This parametrization contains a diagonal scaling matrix consisting of positive or negative one entries that can not be optimized by gradient descent. Thus the …

Orthogonal Recurrent Neural Networks And Batch Normalization In Deep Neural Networks, Kyle Eric Helfrich

Theses and Dissertations--Mathematics

Despite the recent success of various machine learning techniques, there are still numerous obstacles that must be overcome. One obstacle is known as the vanishing/exploding gradient problem. This problem refers to gradients that either become zero or unbounded. This is a well known problem that commonly occurs in Recurrent Neural Networks (RNNs). In this work we describe how this problem can be mitigated, establish three different architectures that are designed to avoid this issue, and derive update schemes for each architecture. Another portion of this work focuses on the often used technique of batch normalization. Although found to be successful …

Process Based Analysis Of Fluvial Stratigraphic Record: Middle Pennsylvanian Allegheny Formation, North-Central Wv, Oluwasegun O. Abatan

Graduate Theses, Dissertations, and Problem Reports (ETD)

Fluvial deposits represent some of the best hydrocarbon reservoirs, but the quality of fluvial reservoirs varies depending on the reservoir architecture, which is controlled by allogenic and autogenic processes. Allogenic controls, including paleoclimate, tectonics, and glacio-eustasy, have long been debated as dominant controls in the deposition of fluvial strata. However, recent research has questioned the validity of this cyclicity and may indicate major influence from autogenic controls. To further investigate allogenic controls on stratal order, I analyzed the facies architecture, geomorphology, paleohydrology, and the stratigraphic framework of the Middle Pennsylvanian Allegheny Formation (MPAF), a fluvial depositional system in the Appalachian …

Elucidating The Properties And Mechanism For Cellulose Dissolution In Tetrabutylphosphonium-Based Ionic Liquids Using High Concentrations Of Water, Brad Crawford

Graduate Theses, Dissertations, and Problem Reports (ETD)

The structural, transport, and thermodynamic properties related to cellulose dissolution by tetrabutylphosphonium chloride (TBPCl) and tetrabutylphosphonium hydroxide (TBPH)-water mixtures have been calculated via molecular dynamics simulations. For both ionic liquid (IL)-water solutions, water veins begin to form between the TBPs interlocking arms at 80 mol % water, opening a pathway for the diffusion of the anions, cations, and water. The water veins allow for a diffusion regime shift in the concentration region from 80 to 92.5 mol % water, providing a higher probability of solvent interaction with the dissolving cellulose strand. The hydrogen bonding was compared between small and large …

Personalized Detection Of Anxiety Provoking News Events Using Semantic Network Analysis, Jacquelyn Cheun Phd, Luay Dajani, Quentin B. Thomas

SMU Data Science Review

In the age of hyper-connectivity, 24/7 news cycles, and instant news alerts via social media, mental health researchers don't have a way to automatically detect news content which is associated with triggering anxiety or depression in mental health patients. Using the Associated Press news wire, a semantic network was built with 1,056 news articles containing over 500,000 connections across multiple topics to provide a personalized algorithm which detects problematic news content for a given reader. We make use of Semantic Network Analysis to surface the relationship between news article text and anxiety in readers who struggle with mental health disorders. …

Ordinal Hyperplane Loss, Bob Vanderheyden

Doctor of Data Science and Analytics Dissertations

This research presents the development of a new framework for analyzing ordered class data, commonly called “ordinal class” data. The focus of the work is the development of classifiers (predictive models) that predict classes from available data. Ratings scales, medical classification scales, socio-economic scales, meaningful groupings of continuous data, facial emotional intensity and facial age estimation are examples of ordinal data for which data scientists may be asked to develop predictive classifiers. It is possible to treat ordinal classification like any other classification problem that has more than two classes. Specifying a model with this strategy does not fully utilize …

Integrating Mathematics And Biology In The Classroom: A Compendium Of Case Studies And Labs, Becky Sanft, Anne Walter

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Longitudinal Analysis With Modes Of Operation For Aes, Dana Geislinger, Cory Thigpen, Daniel W. Engels

SMU Data Science Review

In this paper, we present an empirical evaluation of the randomness of the ciphertext blocks generated by the Advanced Encryption Standard (AES) cipher in Counter (CTR) mode and in Cipher Block Chaining (CBC) mode. Vulnerabilities have been found in the AES cipher that may lead to a reduction in the randomness of the generated ciphertext blocks that can result in a practical attack on the cipher. We evaluate the randomness of the AES ciphertext using the standard key length and NIST randomness tests. We evaluate the randomness through a longitudinal analysis on 200 billion ciphertext blocks using logistic regression and …

Texture-Based Deep Neural Network For Histopathology Cancer Whole Slide Image (Wsi) Classification, Nelson Zange Tsaku

Master of Science in Computer Science Theses

Automatic histopathological Whole Slide Image (WSI) analysis for cancer classification has been highlighted along with the advancements in microscopic imaging techniques. However, manual examination and diagnosis with WSIs is time-consuming and tiresome. Recently, deep convolutional neural networks have succeeded in histopathological image analysis. In this paper, we propose a novel cancer texture-based deep neural network (CAT-Net) that learns scalable texture features from histopathological WSIs. The innovation of CAT-Net is twofold: (1) capturing invariant spatial patterns by dilated convolutional layers and (2) Reducing model complexity while improving performance. Moreover, CAT-Net can provide discriminative texture patterns formed on cancerous regions of histopathological …

Implementation Of Multivariate Artificial Neural Networks Coupled With Genetic Algorithms For The Multi-Objective Property Prediction And Optimization Of Emulsion Polymers, David Chisholm

Master's Theses

Machine learning has been gaining popularity over the past few decades as computers have become more advanced. On a fundamental level, machine learning consists of the use of computerized statistical methods to analyze data and discover trends that may not have been obvious or otherwise observable previously. These trends can then be used to make predictions on new data and explore entirely new design spaces. Methods vary from simple linear regression to highly complex neural networks, but the end goal is similar. The application of these methods to material property prediction and new material discovery has been of high interest …

Visualization And Machine Learning Techniques For Nasa’S Em-1 Big Data Problem, Antonio P. Garza Iii, Jose Quinonez, Misael Santana, Nibhrat Lohia

SMU Data Science Review

In this paper, we help NASA solve three Exploration Mission-1 (EM-1) challenges: data storage, computation time, and visualization of complex data. NASA is studying one year of trajectory data to determine available launch opportunities (about 90TBs of data). We improve data storage by introducing a cloud-based solution that provides elasticity and server upgrades. This migration will save $120k in infrastructure costs every four years, and potentially avoid schedule slips. Additionally, it increases computational efficiency by 125%. We further enhance computation via machine learning techniques that use the classic orbital elements to predict valid trajectories. Our machine learning model decreases trajectory …

Data Analytics Pipeline For Rna Structure Analysis Via Shape, Quinn Nelson

UNO Student Research and Creative Activity Fair

Coxsackievirus B3 (CVB3) is a cardiovirulent enterovirus from the family Picornaviridae. The RNA genome houses an internal ribosome entry site (IRES) in the 5’ untranslated region (5’UTR) that enables cap-independent translation. Ample evidence suggests that the structure of the 5’UTR is a critical element for virulence. We probe RNA structure in solution using base-specific modifying agents such as dimethyl sulfate as well as backbone targeting agents such as N-methylisatoic anhydride used in Selective 2’-Hydroxyl Acylation Analyzed by Primer Extension (SHAPE). We have developed a pipeline that merges and evaluates base-specific and SHAPE data together with statistical analyses that provides confidence …