Open Access. Powered by Scholars. Published by Universities.®
- Institution
-
- Central Bank of Nigeria (21)
- Kennesaw State University (20)
- Southern Methodist University (16)
- University of Central Florida (8)
- California Polytechnic State University, San Luis Obispo (6)
-
- Chapman University (6)
- Georgia Southern University (6)
- Illinois State University (6)
- The University of Akron (5)
- Virginia Commonwealth University (5)
- City University of New York (CUNY) (4)
- Claremont Colleges (4)
- East Tennessee State University (4)
- Rochester Institute of Technology (4)
- University of Kentucky (4)
- Binghamton University (3)
- Louisiana State University (3)
- Murray State University (3)
- Purdue University (3)
- University of New Hampshire (3)
- West Virginia University (3)
- Bucknell University (2)
- Clemson University (2)
- Embry-Riddle Aeronautical University (2)
- Florida Institute of Technology (2)
- Michigan Technological University (2)
- Portland State University (2)
- South Dakota State University (2)
- Syracuse University (2)
- University at Albany, State University of New York (2)
- Keyword
-
- Machine learning (15)
- Statistics (15)
- Machine Learning (10)
- Data science (6)
- Regression (6)
-
- COVID-19 (5)
- Clustering (5)
- Forecasting (4)
- Time series (4)
- Classification (3)
- Logistic Regression (3)
- Logistic regression (3)
- NBA (3)
- Nigeria (3)
- Prediction (3)
- Analytics (2)
- Artificial Intelligence (2)
- Autocorrelation (2)
- Baseball (2)
- Basketball (2)
- Bayesian (2)
- Bayesian Analysis (2)
- Biostatistics (2)
- Cybersecurity (2)
- Data Science (2)
- Data analysis (2)
- Data generation (2)
- Economic Growth (2)
- Education (2)
- Electronic Health Records (2)
- Publication Year
- Publication
-
- CBN Journal of Applied Statistics (JAS) (20)
- Symposium of Student Scholars (19)
- SMU Data Science Review (11)
- Theses and Dissertations (9)
- Data Science and Data Mining (7)
-
- College of Graduate Studies: Theses & Dissertations (6)
- Electronic Theses and Dissertations (6)
- Master's Theses (6)
- Williams Honors College, Honors Research Projects (5)
- Annual Symposium on Biomathematics and Ecology Education and Research (4)
- Articles (4)
- Computational and Data Sciences (PhD) Dissertations (3)
- Graduate Theses, Dissertations, and Problem Reports (ETD) (3)
- LSU Doctoral Dissertations (3)
- Northeast Journal of Complex Systems (NEJCS) (3)
- Statistical Science Theses and Dissertations (3)
- Theses and Dissertations--Statistics (3)
- Beyond: Undergraduate Research Journal (2)
- CMC Senior Theses (2)
- Dissertations, Master's Theses and Master's Reports (2)
- Electrical and Computer Engineering ETDs (2)
- Electronic Theses & Dissertations (2024 - present) (2)
- Faculty Journal Articles (2)
- Honors College Theses (2)
- Honors Theses and Capstones (2)
- Numeracy (2)
- Publications and Research (2)
- SDSU Data Science Symposium (2)
- Spora: A Journal of Biomathematics (2)
- Sport Management - All Scholarship (2)
- Publication Type
- File Type
Articles 151 - 180 of 193
Full-Text Articles in Data Science
Eradicating Zebra Mussels: What Works?, Elijah Davies
Eradicating Zebra Mussels: What Works?, Elijah Davies
Symposium of Student Scholars
The invasion of U.S lakes and rivers by the invasive species of zebra mussels called Dreissena polymorpha has caused catastrophic harm to the local ecosystem by reproducing and outcompeting native mussel species as well as harm to pipes leading into water sources by binding to surfaces and reproducing to the point that the mussels clog pipes. In addition, recreation areas must be closed due to the sharp shells making areas unusable. In the past, research has focused on individual molluscicides and their eradication of zebra mussels, as well as their effect on native flora and fauna. My research will contrast …
Bias In Police Shootings: Is It Just An Opinion?, Phuong Ho
Bias In Police Shootings: Is It Just An Opinion?, Phuong Ho
Symposium of Student Scholars
The claims of racism have drawn public attention toward police brutality and its impact on minorities. Is this just an opinion or is there any statistical evidence? Recent studies from The Atlantic have investigated the average age and ethnicity of victims from police killings in 2015-2016. As an Asian-American, I am motivated to examine the issue of police killings among races and other demographics to find any bias that is present. Using the dataset of 2,204 victims of police killings (2015-2016) collected by The Guardian, I will examine the following variables for bias: age, cause of death, armed/unarmed, race/ethnicity, and …
Do Environmental Toxins Predict Violent Crimes?, Tyler Stahl
Do Environmental Toxins Predict Violent Crimes?, Tyler Stahl
Symposium of Student Scholars
Do chemical pollutants that persistent in the environment and bioaccumulate in the body affect human health and behavior? Could these Persistent, Bioaccumulative, and Toxic (PBT) chemicals play a role in the cause of violent crimes due to deterioration of mental and cognitive functions? In the past, Mercury, a PBT chemical, has been shown in salmon to be associated with aggression. Could similar aggression occur in humans exposed to mercury through a toxic spill? Two sources of data are utilized in this analysis. The Environmental Protection Agency’s (EPA) Annual Toxic Release Inventory publishes data on toxic releases into the environment and …
Empirical Fitting Of Periodically Repeating Environmental Data, Pavel Bělík, Andrew Hotchkiss, Brandon Perez, John Zobitz
Empirical Fitting Of Periodically Repeating Environmental Data, Pavel Bělík, Andrew Hotchkiss, Brandon Perez, John Zobitz
Spora: A Journal of Biomathematics
We extend and generalize an approach to conduct fitting models of periodically repeating data. Our method first detrends the data from a baseline function and then fits the data to a periodic (trigonometric, polynomial, or piecewise linear) function. The polynomial and piecewise linear functions are developed from assumptions of continuity and differentiability across each time period. We apply this approach to different datasets in the environmental sciences in addition to a synthetic dataset. Overall the polynomial and piecewise linear approaches developed here performed as good (or better) compared to the trigonometric approach when evaluated using statistical measures (R2 …
An Introduction To Calling Bullshit: Learning To Think Outside The Black Box, Jevin D. West, Carl T. Bergstrom
An Introduction To Calling Bullshit: Learning To Think Outside The Black Box, Jevin D. West, Carl T. Bergstrom
Numeracy
Bergstrom, Carl T. and Jevin D. West. 2020. Calling Bullshit: The Art of Skepticism in a Data-Driven World. (New York: Random House) 336 pp. ISBN 978-0525509202.
While statistical methods receive greater attention, the art of critically evaluating information in everyday life more commonly depends on thinking outside the black box of the algorithm. In this piece we introduce readers to our book and associated online teaching materials—for readers who want to more capably call “bullshit” or to teach their students to do the same.
Be Careful! That Is Probably Bullshit! Review Of Calling Bullshit: The Art Of Skepticism In A Data-Driven World By Carl T. Bergstrom And Jevin D. West, James B. Schreiber
Be Careful! That Is Probably Bullshit! Review Of Calling Bullshit: The Art Of Skepticism In A Data-Driven World By Carl T. Bergstrom And Jevin D. West, James B. Schreiber
Numeracy
Bergstrom, C. T., & West, J. D. 2021. Calling Bullshit: The Art of Skepticism in a Data-Driven World. NY: Random House. 336 pp. ISBN 978-0525509189
The authors provide a journey through the numerical bullshit that surrounds our daily lives. Each chapter has multiple examples of specific types of bullshit that each of us experience on any given day. Most importantly, information on how to identify bullshit and refute it are provided so that reader finishes the book with a set of skills to be a more engaged and critical interpreter of information. The writing has a quick and lively …
Reporting Of Eating Disorder Deaths, Katherine Mobley, Amy Hord
Reporting Of Eating Disorder Deaths, Katherine Mobley, Amy Hord
Symposium of Student Scholars
Those affected by eating disorders experience disturbances in eating behaviors which are often related to underlying psychiatric disorders such as anxiety, depression, or obsessive-compulsive disorder (Parekh, 2017, Drieberg et al., 1998 p.53). The duplicitous nature of the disorder makes it difficult to diagnose, and the tole it takes on an individual’s physical health makes its mortality rate the second highest among psychiatric disorders (Guinhut et al., 2021 p.130). Even if the correct education and resources are accessible to certain individuals, negative stigmatization about the disorder can make sufferers unlikely to seek help (Becker et al., 2010). Findings from analysis of …
Characterizing The Northern Hemisphere Circumpolar Vortex Through Space And Time, Nazla Bushra
Characterizing The Northern Hemisphere Circumpolar Vortex Through Space And Time, Nazla Bushra
LSU Doctoral Dissertations
This hemispheric-scale, steering atmospheric circulation represented by the circumpolar vortices (CPVs) are the middle- and upper-tropospheric wind belts circumnavigating the poles. Variability in the CPV area, shape, and position are important topics in geoenvironmental sciences because of the many links to environmental features. However, a means of characterizing the CPV has remained elusive. The goal of this research is to (i) identify the Northern Hemisphere CPV (NHCPV) and its morphometric characteristics, (ii) understand the daily characteristics of NHCPV area and circularity over time, (iii) identify and analyze spatiotemporal variability in the NHCPV’s centroid, and (iv) analyze how CPV features relate …
Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh
Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh
Publications and Research
Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.
Netsci High: Bringing Agency To Diverse Teens Through The Science Of Connected Systems, Stephen M. Uzzo, Catherine B. Cramer, Hiroki Sayama, Russell Faux
Netsci High: Bringing Agency To Diverse Teens Through The Science Of Connected Systems, Stephen M. Uzzo, Catherine B. Cramer, Hiroki Sayama, Russell Faux
Northeast Journal of Complex Systems (NEJCS)
This paper follows NetSci High, a decade-long initiative to inspire teams of teenage researchers to develop, execute and disseminate original research in network science. The project introduced high school students to the computer-based analysis of networks, and instilled in the participants the habits of mind to deepen inquiry in connected systems and statistics, and to sustain interest in continuing to study and pursue careers in fields involving network analysis. Goals of NetSci High ranged from proximal learning outcomes (e.g., increasing high school student competencies in computing and improving student attitudes toward computing) to highly distal (e.g., preparing students for 21st …
Sars-Cov-2 Pandemic Analytical Overview With Machine Learning Predictability, Anthony Tanaydin, Jingchen Liang, Daniel W. Engels
Sars-Cov-2 Pandemic Analytical Overview With Machine Learning Predictability, Anthony Tanaydin, Jingchen Liang, Daniel W. Engels
SMU Data Science Review
Understanding diagnostic tests and examining important features of novel coronavirus (COVID-19) infection are essential steps for controlling the current pandemic of 2020. In this paper, we study the relationship between clinical diagnosis and analytical features of patient blood panels from the US, Mexico, and Brazil. Our analysis confirms that among adults, the risk of severe illness from COVID-19 increases with pre-existing conditions such as diabetes and immunosuppression. Although more than eight months into pandemic, more data have become available to indicate that more young adults were getting infected. In addition, we expand on the definition of COVID-19 test and discuss …
Statistical Approaches For Estimation And Comparison Of Brain Functional Connectivity, Jifang Zhao
Statistical Approaches For Estimation And Comparison Of Brain Functional Connectivity, Jifang Zhao
Theses and Dissertations
Drug addiction can lead to many health-related problems and social concerns. Functional connectivity obtained from functional magnetic resonance imaging (fMRI) data promotes a variety of fundamental understandings in such association. Due to its complex correlation structure and large dimensionality, the modeling and analysis of the functional connectivity from neuroimage are challenging. By proposing a spatio-temporal model for multi-subject neuroimage data, we incorporate voxel-level spatio-temporal dependencies of whole-brain measurements to improve the accuracy of statistical inference. To tackle large-scale spatio-temporal neuroimage data, we develop a computationally efficient algorithm to estimate the parameters. Our method is used to identify functional connectivity and …
Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman
Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman
Pitzer Senior Theses
This thesis investigates the unique interactions between pregnancy, substance involvement, and race as they relate to the War on Drugs and the hyper-incarceration of women. Using ordinary least square regression analyses and data from the Bureau of Justice Statistics’ 2016 Survey of Prison Inmates, I examine if (and how) pregnancy status, drug use, race, and their interactions influence two length of incarceration outcomes: sentence length and amount of time spent in jail between arrest and imprisonment. The results collectively indicate that pregnancy decreases length of incarceration outcomes for those offenders who are not substance-involved but not evenhandedly -- benefitting white …
Dimension Reduction Techniques In Regression, Pei Wang
Dimension Reduction Techniques In Regression, Pei Wang
Theses and Dissertations--Statistics
Because of the advances of modern technology, the size of the collected data nowadays is larger and the structure is more complex. To deal with such kinds of data, sufficient dimension reduction (SDR) and reduced rank (RR) regression are two powerful tools. This dissertation focuses on these two tools and it is composed of three projects. In the first project, we introduce a new SDR method through a novel approach of feature filter to recover the central mean subspace exhaustively along with a method to determine the dimension, two variable selection methods, and extensions to multivariate response and large p …
Ensemble Protein Inference Evaluation, Kyle Lee Lucke
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 …
Bayesian Semi-Supervised Keyphrase Extraction And Jackknife Empirical Likelihood For Assessing Heterogeneity In Meta-Analysis, Guanshen Wang
Bayesian Semi-Supervised Keyphrase Extraction And Jackknife Empirical Likelihood For Assessing Heterogeneity In Meta-Analysis, Guanshen Wang
Statistical Science Theses and Dissertations
This dissertation investigates: (1) A Bayesian Semi-supervised Approach to Keyphrase Extraction with Only Positive and Unlabeled Data, (2) Jackknife Empirical Likelihood Confidence Intervals for Assessing Heterogeneity in Meta-analysis of Rare Binary Events.
In the big data era, people are blessed with a huge amount of information. However, the availability of information may also pose great challenges. One big challenge is how to extract useful yet succinct information in an automated fashion. As one of the first few efforts, keyphrase extraction methods summarize an article by identifying a list of keyphrases. Many existing keyphrase extraction methods focus on the unsupervised setting, …
Incorporating Shear Resistance Into Debris Flow Triggering Model Statistics, Noah J. Lyman
Incorporating Shear Resistance Into Debris Flow Triggering Model Statistics, Noah J. Lyman
Master's Theses
Several regions of the Western United States utilize statistical binary classification models to predict and manage debris flow initiation probability after wildfires. As the occurrence of wildfires and large intensity rainfall events increase, so has the frequency in which development occurs in the steep and mountainous terrain where these events arise. This resulting intersection brings with it an increasing need to derive improved results from existing models, or develop new models, to reduce the economic and human impacts that debris flows may bring. Any development or change to these models could also theoretically increase the ease of collection, processing, and …
A Study Of Sentiment Of Covid-19 Related Tweets In The Usa, Jack Luu, Rosangela Follmann
A Study Of Sentiment Of Covid-19 Related Tweets In The Usa, Jack Luu, Rosangela Follmann
Annual Symposium on Biomathematics and Ecology Education and Research
No abstract provided.
Cash Flow Forecasting Using Probabilistic Neural Networks, Marwan Ashour
Cash Flow Forecasting Using Probabilistic Neural Networks, Marwan Ashour
Journal of the Arab American University مجلة الجامعة العربية الامريكية للبحوث
This paper aimed to compare the modern methods of cash flow forecasting with the traditional ones. In other words, the researcher compared between the Probabilistic Neural Networks and Transfer Function. It is worth mentioning that cash flow forecasting , nowadays, is very important and helps the upper management plan, control, assess the performance and make decisions. More specifically, in this paper, the Artificial Neural networks were used to diagnose the nature of the cash flow for the next period of time and then forecast the cash flow. The experiment was conducted in The General company for Electricity Distribution in Baghdad. …
Time Series Analysis Of Offshore Buoy Light Detection And Ranging (Lidar) Windspeed Data, Aditya Garapati, Charles J. Henderson, Carl Walenciak, Brian T. Waite
Time Series Analysis Of Offshore Buoy Light Detection And Ranging (Lidar) Windspeed Data, Aditya Garapati, Charles J. Henderson, Carl Walenciak, Brian T. Waite
SMU Data Science Review
In this paper, modeling techniques for the forecasting of wind speed using historical values observed by Light Detection and Ranging (LIDAR) sensors in an offshore context are described. Both univariate time series and multivariate time series modeling techniques leveraging meteorological data collected simultaneously with the LIDAR data are evaluated for potential contributions to predictive ability. Accurate and timely ability to predict wind values is essential to the effective integration of wind power into existing power grid systems. It allows for both the management of rapid ramp-up / down of base production capacity due to highly variable wind power inputs and …
Cell Assembly Detection In Low Firing-Rate Spike Train Data, Phan Minh Duc Truong
Cell Assembly Detection In Low Firing-Rate Spike Train Data, Phan Minh Duc Truong
Mathematics Theses and Dissertations
Cell assemblies, defined as groups of neurons forming temporal spike coordination, are thought to be fundamental units supporting major cognitive functions. However, detecting cell assemblies is challenging since they can occur at a range of time scales and with a range of precisions, from synchronous spikes to co-variations in firing rate. In this dissertation, we use a recently published cell assembly detection (CAD) algorithm that is capable of detecting assemblies at a range of time scales and precisions. We first showed that the CAD method can be applied to sparser spike train data than what have previously been reported. This …
A Novel Correction For The Adjusted Box-Pierce Test — New Risk Factors For Emergency Department Return Visits Within 72 Hours For Children With Respiratory Conditions — General Pediatric Model For Understanding And Predicting Prolonged Length Of Stay, Sidy Danioko
Computational and Data Sciences (PhD) Dissertations
This thesis represents the results of three research projects that underline the breadth and depth of my interests.
Firstly, I devoted some efforts to the well-known Box-Pierce goodness-of-fit tests for time series models which has been an important research topic over the last few decades. All previously proposed tests are focused on changes of the test statistics. Instead, I adopted a different approach that takes the best performing test and modifying the rejection region. Thus, I developed a semiparametric correction of the Adjusted Box-Pierce test that attains the best I error rates for all sample sizes and lags and outperforms …
Combining Machine Learning And Empirical Engineering Methods Towards Improving Oil Production Forecasting, Andrew J. Allen
Combining Machine Learning And Empirical Engineering Methods Towards Improving Oil Production Forecasting, Andrew J. Allen
Master's Theses
Current methods of production forecasting such as decline curve analysis (DCA) or numerical simulation require years of historical production data, and their accuracy is limited by the choice of model parameters. Unconventional resources have proven challenging to apply traditional methods of production forecasting because they lack long production histories and have extremely variable model parameters. This research proposes a data-driven alternative to reservoir simulation and production forecasting techniques. We create a proxy-well model for predicting cumulative oil production by selecting statistically significant well completion parameters and reservoir information as independent predictor variables in regression-based models. Then, principal component analysis (PCA) …
The Analytics Managers Ultimate Guide For Working With Universities, Robert J. Mcgrath
The Analytics Managers Ultimate Guide For Working With Universities, Robert J. Mcgrath
Faculty Publications
The challenges organizations are having related to finding (and retaining) deep analytical talent did not materialize out of thin air…or overnight. Analytics and Data science – and the role of the analytics professional – has evolved over the last several decades and has been fueled by our ability to capture and process increasingly larger and more complex variations of data and our desire to gain increasingly granular insights to fuel innovation and creativity. While many organizations recognize that a partnership with a university can be a resource to many of these challenges, the best way to start a conversation with …
How Machine Learning And Probability Concepts Can Improve Nba Player Evaluation, Harrison Miller
How Machine Learning And Probability Concepts Can Improve Nba Player Evaluation, Harrison Miller
CMC Senior Theses
In this paper I will be breaking down a scholarly article, written by Sameer K. Deshpande and Shane T. Jensen, that proposed a new method to evaluate NBA players. The NBA is the highest level professional basketball league in America and stands for the National Basketball Association. They proposed to build a model that would result in how NBA players impact their teams chances of winning a game, using machine learning and probability concepts. I preface that by diving into these concepts and their mathematical backgrounds. These concepts include building a linear model using ordinary least squares method, the bias …
Three Essays On Health Economics And Policy Evaluation, Shishir Shakya
Three Essays On Health Economics And Policy Evaluation, Shishir Shakya
Graduate Theses, Dissertations, and Problem Reports (ETD)
This dissertation consists of three essays on the U.S. Health care policy. Each paragraph below refers to the three abstracts for the three chapters in this dissertation, respectively. I provide quantitative evidence on how much Prescription Drug Monitoring Programs (PDMPs) affects the retail opioid prescribing behaviors. Using the American Community Survey (ACS), I retrieve county-level high dimensional panel data set from 2010 to 2017. I employ three separate identification strategies: difference-in-difference, double selection post-LASSO, and spatial difference-in-difference. I compare how the retail opioid prescribing behaviors of counties, that are mandatory for prescribers to check the PDMP before prescribing controlled substances …
Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade
Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade
CBN Journal of Applied Statistics (JAS)
Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …
An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams
An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams
CBN Journal of Applied Statistics (JAS)
This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …
Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair
Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair
CBN Journal of Applied Statistics (JAS)
This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …
Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo
Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo
CBN Journal of Applied Statistics (JAS)
This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …