Data Science 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 …

Representation Learning In Finance, Ajim Uddin

Dissertations

Finance studies often employ heterogeneous datasets from different sources with different structures and frequencies. Some data are noisy, sparse, and unbalanced with missing values; some are unstructured, containing text or networks. Traditional techniques often struggle to combine and effectively extract information from these datasets. This work explores representation learning as a proven machine learning technique in learning informative embedding from complex, noisy, and dynamic financial data. This dissertation proposes novel factorization algorithms and network modeling techniques to learn the local and global representation of data in two specific financial applications: analysts’ earnings forecasts and asset pricing.

Financial analysts’ earnings forecast …

Data Ethics: An Investigation Of Data, Algorithms, And Practice, Gabrialla S. Cockerell

Honors Projects

This paper encompasses an examination of defective data collection, algorithms, and practices that continue to be cycled through society under the illusion that all information is processed uniformly, and technological innovation consistently parallels societal betterment. However, vulnerable communities, typically the impoverished and racially discriminated, get ensnared in these harmful cycles due to their disadvantages. Their hindrances are reflected in their information due to the interconnectedness of data, such as race being highly correlated to wealth, education, and location. However, their information continues to be analyzed with the same measures as populations who are not significantly affected by racial bias. Not …

How Blockchain Solutions Enable Better Decision Making Through Blockchain Analytics, Sammy Ter Haar

Information Systems Undergraduate Honors Theses

Since the founding of computers, data scientists have been able to engineer devices that increase individuals’ opportunities to communicate with each other. In the 1990s, the internet took over with many people not understanding its utility. Flash forward 30 years, and we cannot live without our connection to the internet. The internet of information is what we called early adopters with individuals posting blogs for others to read, this was known as Web 1.0. As we progress, platforms became social allowing individuals in different areas to communicate and engage with each other, this was known as Web 2.0. As Dr. …

An Exploratory Data Analysis On Covid-19 And Its Effects On Crime In New York City, Lanlie Nguyen

Honors Projects

The purpose of this study was to analyze the effects of the COVID-19 pandemic and how it has affected the crime rates present in New York City over the years of 2019 and 2020. There is limited criminal research that investigate the connection to pandemics, and how it can be used to reduce crime rates in similar situations. The goal of this study is to reduce crime rates and provide possible policy implications.

This project analyzes the crime rate trends present before and during the COVID-19 pandemic, and compares it to the number of COVID-19 cases. Analysis of the statewide …

Twitter's Role In An Increasingly Polarized Political Climate; A Look Into The 2020 Us Elections, Leanne Kendall

Honors Projects in Data Science

Amidst politically strained times, one might wonder what has cause such an exaggerated gap between the views of democrats and republicans. For years, research has suggested the US’s voting population is becoming increasingly politically polarized, with one of the causes being social media. This study's purpose is to understand more about the role that social media plays in the polarization of parties in the US. The study is comprised of the analysis of over 3,000,000 tweets from 9/22/2020 through 11/10/2020 that mention or are written by senate and presidential candidates. Natural language processing, network graphing, and sentiment analyses were utilized …

Chattanooga Crime Over Time: An Analysis Of Police Incident Open Data, Logan Bateman

Campus Research Month

The police and citizens of Chattanooga may want to know where the most crime occurs, what time of day is crime or police incidents most likely to occur over time. This information can help them understand the crime hotspots in the area. This research work presents a dashboard built upon open data in attempt to bring understanding and insights to the police and citizens about police incidents from the city of Chattanooga over the past five years.

Mapping The Impact Of A Trailway System On The Amount Of Trash Present Within Two Watersheds Of Lynchburg City, Virginia, Lillian Smith

Student Scholar Showcase

Transportation of trash debris within water systems is a prominent occurrence which has been linked to natural and artificial processes such as wind, rain, and littering. Recreational areas, such as activities along greenway trails, have been determined to be a source of debris found in waterways. This study examines whether the presence of an established recreational trail system limits trash accumulation in the entirety of a watershed. Trash data collected at Blackwater Creek, which contains an established trail system, was compared to trash data collected at Fishing Creek, containing a non-established trail system, to answer this hypothesis. A distance of …

Toward Suicidal Ideation Detection With Lexical Network Features And Machine Learning, Ulya Bayram, William Lee, Daniel Santel, Ali Minai, Peggy Clark, Tracy Glauser, John Pestian

Northeast Journal of Complex Systems (NEJCS)

In this study, we introduce a new network feature for detecting suicidal ideation from clinical texts and conduct various additional experiments to enrich the state of knowledge. We evaluate statistical features with and without stopwords, use lexical networks for feature extraction and classification, and compare the results with standard machine learning methods using a logistic classifier, a neural network, and a deep learning method. We utilize three text collections. The first two contain transcriptions of interviews conducted by experts with suicidal (n=161 patients that experienced severe ideation) and control subjects (n=153). The third collection consists of interviews conducted by experts …

The Role Of Physical Geographic Features In Video Games, Dexter Ferguson

Theses

This thesis examines how physical geographic features affect individuals when interacting with video game environments. There are very few studies on the geography of video games. I aim to bridge the gap between game studies and geography, a naturally occurring link. The observation of elements such as the geography of an area is critical when exploring an individual’s perception of a video game environment. Individuals interact with the geography of their location on a day-to-day basis, whether it be physical or human geography; how they can relate a video game’s geography to the real world dramatically affects their immersion. An …

Objective Measure Of Working Memory Capacity Using Eye Movements, James Owens, Gavindya Jayawardena, Yasasi Abeysinghe, Vikas G. Ashok, Sampath Jayarathna

Undergraduate Research Symposium

Human-autonomy teaming (HAT) has become an important area of research due to the autonomous systems being developed for different applications, such as remotely controlled aircraft. Many remotely controlled vehicles will be controlled by automated systems, with a human monitor that may be monitoring multiple vehicles simultaneously. The attention and working memory capacity of operators of remote-controlled vehicles must be maintained at appropriate levels during operation. However, there is currently no direct method of determining working memory capacity, which is important because it is a measure for how memory is being stored for a short term and interacting with long term …

How Graduate Student Fellows Enhance What A Center For Digital Scholarship Does, Ben B. Chiewphasa

Transforming Libraries for Graduate Students

Multiple disciplines are increasingly embracing data science and digital scholarship. However, insufficient training for digital and computational methodologies within subject/departmental silos means that these needs often get overlooked. Opportunities for learning how to teach technical concepts (i.e., how to handle troubleshooting, live participatory coding, etc.) are also rare or non-existent via departmental offerings. To respond to these needs, the Navari Family Center for Digital Scholarship launched its Pedagogy Fellowship Program in Fall 2021 where Notre Dame PhD students/candidates build their instructional expertise and experience related to digital scholarship with an added bonus of enhancing their competitiveness on the job market. …

Autonomous, Long-Range, Sensor Emplacement Using Unmanned Aircraft Systems, Adam Plowcha, Justin Bradley, Jacob Hoberg, Thomas Ammon, Mark Nail, Brittany Duncan, Carrick Detweiler

School of Computing: Faculty Publications

Automated, in-ground sensor emplacement can significantly improve remote, terrestrial, data collection capabilities. Utilizing a multicopter, unmanned aircraft system (UAS) for this purpose allows sensor insertion with minimal disturbance to the target site or surrounding area. However, developing an emplacement mechanism for a small multicopter, autonomy to manage the target selection and implantation process, as well as long-range deployment are challenging to address. We have developed an autonomous, multicopter UAS that can implant subsurface sensor devices. We enhanced the UAS autopilot with autonomy for target and landing zone selection, as well as ensuring the sensor is implanted properly in the ground. …

Counterfactual Analysis Of Differential Comorbidity Risk Factors In Alzheimer’S Disease And Related Dementias, Yejin Kim, Kai Zhang, Sean I Savitz, Luyao Chen, Paul E Schulz, Xiaoqian Jiang

Faculty, Staff and Student Publications

Alzheimer’s disease and related dementias (ADRD) is a multifactorial disease that involves several different etiologic mechanisms with various comorbidities. There is also significant heterogeneity in the prevalence of ADRD across diverse demographics groups. Association studies on such heterogeneous comorbidity risk factors are limited in their ability to determine causation. We aim to compare counterfactual treatment effects of various comorbidity in ADRD in different racial groups (African Americans and Caucasians). We used 138,026 ADRD and 1:1 matched older adults without ADRD from nationwide electronic health records, which extensively cover a large population’s long medical history in breadth. We matched African Americans …

Online Masters In Data Science, Joanna Burkhardt

Library Impact Statements

No abstract provided.

Data Analytics And Visualization Dsp 562, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Advanced Topics In Machine Learning Dsp 566, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Introduction To Statistical Computing Dsp 565, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Applications Of Data Science In Biological Science Dsp 569, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Mathematical Foundations For Data Science Ams/Dsp 563, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Advanced Database Concepts, Cloud Computing And Big Data Dsp 567, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Data Science For Business Dsp 568, Harrison Dekker

Collection Development Reports and Documents

No abstract provided.

Development Of Guidelines For Collecting Transit Ridership Data, Hong Yang, Kun Xie, Sherif Ishak, Qingyu Ma, Yang Liu

Computational Modeling & Simulation Engineering Faculty Publications

Transit ridership is a critical determinant for many transit applications such as operation optimizations and project prioritization under performance-based funding mechanisms. As a result, the quality of ridership data is of utmost importance to both transit administrative agencies and transit operators. Many transit operators in Virginia report their ridership data to the Department of Rail and Public Transportation (DRPT) and the National Transit Database (NTD). However, with no specific guidelines available to transit agencies in Virginia for collecting ridership data, the heterogeneous mixture of diverse data collection methods and technologies has often raised concerns about the consistency and quality of …

Air Pollution, Climate Change, And Our Health, Kathia Vargas Feliz

Dissertations, Theses, and Capstone Projects

Climate change is a subject that is creating a lot of controversies nowadays. From newspapers to researchers, there are big efforts going on trying to bring awareness about the effects of air pollution and climate change over time. It is recommended that governments all over the world, and people from all communities act by taking care of the environment because the situation might turn out to be irremediable. There is a quote by Leonardo Dicaprio stating, “Climate change is real. It is happening right now; it is the most urgent threat facing our entire species and we need to …

Liquidity Commonality With Factor Models, Ernesto Garcia Iii

Dissertations, Theses, and Capstone Projects

Market microstructure research has recently devoted attention to a phenomenon called commonality in liquidity. In this dissertation, I will analyze commonality in liquidity using a novel factor model approach and a generalized definition of commonality in liquidity. This analysis will show that commonality in liquidity is rarely a marketwide phenomenon and is mostly restricted to stocks with a large market capitalization. Additionally, commonality in liquidity is a very recent phenomenon whose appearance coincides with a rise in passive investing after the Dotcom Bubble burst and, more so, after the 2008 Financial Crisis. I will present evidence that suggests commonality in …

P3k14c, A Synthetic Global Database Of Archaeological Radiocarbon Dates, Erick Robinson

Anthropology Faculty Publications and Presentations

Archaeologists increasingly use large radiocarbon databases to model prehistoric human demography (also termed paleo-demography). Numerous independent projects, funded over the past decade, have assembled such databases from multiple regions of the world. These data provide unprecedented potential for comparative research on human population ecology and the evolution of social-ecological systems across the Earth. However, these databases have been developed using different sample selection criteria, which has resulted in interoperability issues for global-scale, comparative paleo-demographic research and integration with paleoclimate and paleoenvironmental data. We present a synthetic, global-scale archaeological radiocarbon database composed of 180,070 radiocarbon dates that have been cleaned according …

Machine Learning For Predicting Risk Of Early Dropout In A Recovery Program For Opioid Use Disorder, Assaf Gottlieb, Andrea Yatsco, Christine Bakos-Block, James R Langabeer, Tiffany Champagne-Langabeer

Faculty, Staff and Student Publications

BACKGROUND: An increase in opioid use has led to an opioid crisis during the last decade, leading to declarations of a public health emergency. In response to this call, the Houston Emergency Opioid Engagement System (HEROES) was established and created an emergency access pathway into long-term recovery for individuals with an opioid use disorder. A major contributor to the success of the program is retention of the enrolled individuals in the program.

METHODS: We have identified an increase in dropout from the program after 90 and 120 days. Based on more than 700 program participants, we developed a machine learning …