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Full-Text Articles in Other Mathematics

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz Dec 2016

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …


Bayesian Peer Calibration With Application To Alcohol Use, Miles Q. Ott, Joseph W. Hogan, Krista J. Gile, Crystal Linkletter, Nancy P. Barnett Aug 2016

Bayesian Peer Calibration With Application To Alcohol Use, Miles Q. Ott, Joseph W. Hogan, Krista J. Gile, Crystal Linkletter, Nancy P. Barnett

Statistical and Data Sciences: Faculty Publications

Peers are often able to provide important additional information to supplement self-reported behavioral measures. The study motivating this work collected data on alcohol in a social network formed by college students living in a freshman dormitory. By using two imperfect sources of information (self-reported and peer-reported alcohol consumption), rather than solely self-reports or peer-reports, we are able to gain insight into alcohol consumption on both the population and the individual level, as well as information on the discrepancy of individual peer-reports. We develop a novel Bayesian comparative calibration model for continuous, count and binary outcomes that uses covariate information to …


Unequal Edge Inclusion Probabilities In Link-Tracing Network Sampling With Implications For Respondent-Driven Sampling, Miles Q. Ott, Krista J. Gile Jan 2016

Unequal Edge Inclusion Probabilities In Link-Tracing Network Sampling With Implications For Respondent-Driven Sampling, Miles Q. Ott, Krista J. Gile

Statistical and Data Sciences: Faculty Publications

Respondent-Driven Sampling (RDS) is a widely adopted linktracing sampling design used to draw valid statistical inference from samples of populations for which there is no available sampling frame. RDS estimators rely upon the assumption that each edge (representing a relationship between two individuals) in the underlying network has an equal probability of being sampled. We show that this assumption is violated in even the simplest cases, and that RDS estimators are sensitive to the violation of this assumption.