Statistics and Probability Commons^™

Feature Investigation For Stock Returns Prediction Using Xgboost And Deep Learning Sentiment Classification, Seungho (Samuel) Lee

CMC Senior Theses

This paper attempts to quantify predictive power of social media sentiment and financial data in stock prediction by utilizing a comprehensive set of stock-related fundamental and technical variables and social media sentiments. For conducting sentiment analysis, this study employs a pretrained finBERT model that provides three different sentiment classifications and respective softmax scores. Hence, the significance of these variables is evaluated with XGBoost regression and Shapley Additive exPlanations (SHAP) frameworks. Through investigating feature importance, this study finds that statistical properties of sentiment variables provide a stronger predictive power than a weighted sentiment score and that it is possible to quantify …

An Evaluation Of Knot Placement Strategies For Spline Regression, William Klein

CMC Senior Theses

Regression splines have an established value for producing quality fit at a relatively low-degree polynomial. This paper explores the implications of adopting new methods for knot selection in tandem with established methodology from the current literature. Structural features of generated datasets, as well as residuals collected from sequential iterative models are used to augment the equidistant knot selection process. From analyzing a simulated dataset and an application onto the Racial Animus dataset, I find that a B-spline basis paired with equally-spaced knots remains the best choice when data are evenly distributed, even when structural features of a dataset are known …

Principal Components Analysis Corrects Collider Bias In Polygenic Risk Score Effect Size Estimation, Nathaniel S. Thomas, Peter B. Barr, Fazil Aliev, Sally I. Kuo, Danielle M. Dick, Jessica E. Salvatore

Graduate Research Posters

BACKGROUND: Genome-wide polygenic scoring has emerged as a way to predict psychiatric and behavioral outcomes and identify environments that promote the expression of genetic risks. An increasing number of studies demonstrate that the effects of polygenic risk scores (PRS) may be biased by the inclusion of heritable environments as covariates when the environment is influenced by unmeasured confounding variables, an example of collider bias. Inclusion of the principal components of observed confounders as covariates may correct for the effect of unmeasured confounders.

METHODS: A simulation study was conducted to test principal components analysis (PCA) as a correction for collider bias. …

The Relevance Of Credit Risk In The Determination Of Commercial Banks’ Profitability: Evidence From Ghana, Godwin Kwabla Ekpe

Graduate Research Theses & Dissertations

Existing empirical literature on the relationship between credit risk and bank’s profitability is replete with mixed results. This research investigates the probable effect of credit risk on banks’ profitability by examining the nature of the relationship between two measures of credit risk (Loss provisioning rate and Actual provisioning charge rate) and two measures ofprofitability (Return on assets and Return on Equity). The investigation is conducted using data on the Ghanaian banking industry. Various modeling techniques are used to fit the data, including frequentist beta regression and Bayesian beta regression models. The results across all models suggest negative linear relationship between …

Optimization Of Dynamic Objective Functions Using Path Integrals, Paramahansa Pramanik

Graduate Research Theses & Dissertations

Path integrals are used to find an optimal strategy for a firm under a Walrasian system. We define dynamic optimal strategies and develop an integration method to capture all non-additive non-convex strategies. We also show that the method can solve the non-linear case, for example Merton-Garman-Hamiltonian system, which the traditional Pontryagin maximum principle cannot solve in closed form. Furthermore, we assume that the strategy space and time are inseparable with respect to a contract. Under this assumption we show that the strategy spacetime is a dynamic curved Liouville-like 2-brane quantum gravity surface under asymmetric information and that traditional Euclidean geometry …

Modeling Time Series With Conditional Heteroscedastic Structure, Ratnayake Mudiyanselage Isuru Panduka Ratnayake

Doctoral Dissertations

"Models with a conditional heteroscedastic variance structure play a vital role in many applications, including modeling financial volatility. In this dissertation several existing formulations, motivated by the Generalized Autoregressive Conditional Heteroscedastic model, are further generalized to provide more effective modeling of price range data well as count data. First, the Conditional Autoregressive Range (CARR) model is generalized by introducing a composite range-based multiplicative component formulation named the Composite CARR model. This formulation enables a more effective modeling of the long and short-term volatility components present in price range data. It treats the long-term volatility as a stochastic component that in …

A Transdisciplinary Analysis Of Just Transition Pathways To 100% Renewable Electricity, Adewale Aremu Adesanya

Dissertations, Master's Theses and Master's Reports

The transition to using clean, affordable, and reliable electrical energy is critical for enhancing human opportunities and capabilities. In the United States, many states and localities are engaging in this transition despite the lack of ambitious federal policy support. This research builds on the theoretical framework of the multilevel perspective (MLP) of sociotechnical transitions as well as the concept of energy justice to investigate potential pathways to 100 percent renewable energy (RE) for electricity provision in the U.S. This research seeks to answer the question: what are the technical, policy, and perceptual pathways, barriers, and opportunities for just transition to …

Statistical Modeling Of Quarrying Activities And Their Impact On Residents’ Satisfaction, Jefferson M. Domingues, Vania F. L. Miranda, Denise C. Rezende, Yara S. Lares, Saulo R. Ferreira, Izabela R. C. De Oliveira

Journal of Environmental Science and Sustainable Development

This research aims to analyse the impact of quarrying on the health and perception of neighbouring communities. A standard questionnaire survey was conducted to collect data from quarry neighbours in a residential neighbourhood located in the city of Lavras, Minas Gerais, Brazil. Residences were distributed based on proximity to a quarrying company, resulting in three distances divided by three equally distant radii, named as Area I (closest to the quarrying company at 630 m), Area II (730 m), and Area III (farthest from the quarrying company at 830 m). Data gathered from 177 residents were analysed with logistic regression models. …

Variation In Personality Among Semi-Wild Myanmar Timber Elephants, Sateesh Venkatesh

Theses and Dissertations

This study examines two personality traits: exploration and neophobia, which could influence human-elephant conflicts. Thirty-one semi-wild elephants were tested over two trials using a custom novel puzzle tube containing three tasks and three rewards. Our studies show that elephants do vary significantly between individuals in both exploration and neophobia.

Confirmative Evaluation: New Cipp Evaluation Model, Tia L. Finney

Journal of Modern Applied Statistical Methods

Struggling trainees often require a substantial investment of time, effort, and resources from medical educators. An emergent challenge involves developing effective ways to accurately identify struggling students and better understand the primary causal factors underlying their poor performance. Identifying the potential reasons for poor performance in medical school is a key first step in developing suitable remediation plans. The SOM Modified Program is a remediation program that aims to ensure academic success for medical students. The purpose of this study is to determine the impact of modifying the CIPP evaluation model by adding a confirmative evaluation step to the model. …

Cellphone Laws And Teens' Calling While Driving: Analysis Of Repeated Cross-Sectional Surveys In 2013, 2015, 2017, And 2019, Li Li, Caitlin N. Pope, Rebecca R. Andridge, Julie K. Bower, Guoqing Hu, Motao Zhu

Graduate Center for Gerontology Faculty Publications

BACKGROUND: Distracted driving among teens is a public health and safety concern. Most states in the U.S. have sought to restrict cellphone use while driving by enacting laws. This study examines the difference in prevalence of self-reported calling while driving (CWD) between states with different cellphone bans.

METHODS: Demographics and CWD data were extracted from state Youth Risk Behavior Surveys (YRBS) from 14 states in 2013, 2015, 2017, and 2019. The state YRBS is conducted every 2 years with a representative sample of 9th through 12th grade students attending public school. States were grouped by type of cellphone law(s): no …

Quantifying The Simultaneous Effect Of Socio-Economic Predictors And Build Environment On Spatial Crime Trends, Alfieri Daniel Ek

Graduate Theses and Dissertations

Proper allocation of law enforcement agencies falls under the umbrella of risk terrainmodeling (Caplan et al., 2011, 2015; Drawve, 2016) that primarily focuses on crime prediction and prevention by spatially aggregating response and predictor variables of interest. Although mental health incidents demand resource allocation from law enforcement agencies and the city, relatively less emphasis has been placed on building spatial models for mental health incidents events. Analyzing spatial mental health events in Little Rock, AR over 2015 to 2018, we found evidence of spatial heterogeneity via Moran’s I statistic. A spatial modeling framework is then built using generalized linear models, …

Development Of A Statistical Model To Predict Materials’ Unit Prices For Future Maintenance And Rehabilitation In Highway Life Cycle Cost Analysis, Changmo Kim, Ghazan Khan, Brent Nguyen, Emily L. Hoang

Mineta Transportation Institute

The main objectives of this study are to investigate the trends in primary pavement materials’ unit price over time and to develop statistical models and guidelines for using predictive unit prices of pavement materials instead of uniform unit prices in life cycle cost analysis (LCCA) for future maintenance and rehabilitation (M&R) projects. Various socio-economic data were collected for the past 20 years (1997–2018) in California, including oil price, population, government expenditure in transportation, vehicle registration, and other key variables, in order to identify factors affecting pavement materials’ unit price. Additionally, the unit price records of the popular pavement materials were …

When Will The Covid-19 Pandemic In Indonesia End?, Dewi Susanna

Kesmas

On January 30, 2020, the World Health Organization(WHO) declared 2019-nCOV to be a Public Health Emergency of International Concern (PHEIC), due to the significant increase in confirmed new cases in various countries.1 In Indonesia, the first confirmed COVID-19 case was a female who had a closed contact with the 24th confirmed case in Malaysia and the second case was the mother of the first case.2 As time goes by, the number of new cases has increased significantly, reaching 160.165 confirmed cases with 6,944 deaths by August 27, 2020.3 The time when the COVID-19 pandemic in Indonesia will end is not …

Obesity Indicators And C-Reactive Protein In Indonesian Adults (More Than Equal To 40 Years Old): The Indonesian Family Life Survey 5, Yeni Mahwati, Dieta Nurrika

Kesmas

C-reactive protein (CRP) is the best clinical marker for systemic inflammation. Obesity is associated with increased CRP levels. Systemic inflammation is present before morbidity occurs. Research reveals that the identification of obesity indicators and CRP levels is limited among Indonesians. The present study investigated the associations between obesity indicators (body mass index [BMI], waist circumference [WC], waist-to-hip ratio [WHR], waist-to-height ratio [WHtR]) and CRP levels among Indonesian adults. This cross-sectional study based on Indonesian Family Life Survey-5 2014–2015 was conducted among 3,386 adults (≥ 40 years) living in 13 provinces in Indonesia during the study period. All data were collected …

Using The Reach, Effectiveness, Adoption, Implementation, Maintenance Framework In The Evaluation Of Community-Based Adolescent Care Pilot Program, Badra Al Aufa, Wahyu Sulistiadi, Mochamad Iqbal Nurmansyah, Agung T R Syiroj, Ibrahim Isa Koire

Kesmas

Posyandu Remaja (Posmaja) is a community-based adolescent care service in Indonesia that comprises a group of adolescents working as volunteers and healthcare workers under the guidance and responsibility of the Public Health Centre and City Health Office. The study aims to provide a formative evaluation program of Posmaja using the Reach, Effectiveness, Adoption, Implementation, and Maintenance (RE-AIM) framework. This research used a qualitative approach and took place in South Tangerang City, Indonesia. The data were collected from July until December 2018. Nineteen people participated in the study. The study used in-depth interviews and focus group discussions that adopted the RE-AIM …

A Study On Knowledge, Attitudes, And Practices On Rabies In The Philippines, Reynaldo Jr Bundalian, Monalisa Lacson, Catherine Bacani, Dinah Rose Soriano, Agnes Garing, Artemio Jr Aquino, Archie Policarpio, Joey Kyle Mallari, Remedios San Jose, Maria Fe Bulao, Neil Tanquilut, Patricia Joy Magsino

Kesmas

In 2007, the Philippine government passed the Anti-Rabies Act to address rabies in the country. However, rabies is still a major public health concern in many provinces. This study aimed to evaluate the knowledge, attitude, and practices (KAP) of residents on rabies, the Anti Rabies Act, and responsible pet ownership (RPO) in Pampanga, Philippines. A cross-sectional survey was done from October 2017 to February 2018 in 92 randomly selected barangays in the province. Questionnaires were adapted from similar studies. Logistic regression was used to identify factors associated with KAP. Results showed that most people have good knowledge of the Anti-Rabies …

Cultural And Religious Belief Approaches Of A Tuberculosis Program For Hard-To-Reach Populations In Mentawai And Solok West Sumatera, Indonesia, Rizanda Machmud, Irvan Medison, Finny Fitry Yani

Kesmas

Tuberculosis (TB) is a leading public health concern in Indonesia. It ranks second on the list of high-burden TB countries. In West Sumatra, 47% of TB cases are undetected, late diagnosed, and received incomplete treatment because of low-level awareness and knowledge and stigma, especially among the hardest to reach populations. The study aims to identify the best communication channel to reach those who live in vulnerable and remote areas. This study was a qualitative study applying in-depth interviews to the informal leaders, health officers, cultural artists, and religious leaders across districts in Mentawai and Solok Districts, which are remote and …

Policy Implementation: Teachers’ Role As First Responders In Emergencies And Disasters, Shabir Hyder, Adnan Fazal Manzoor, Muhammad Amjad Iqbal

Kesmas

During the past decade, the schoolchildren faced many disasters and emergencies originating from natural and man-made sources. The safety of schoolchildren rests with school management and teachers. This study aimed to assess teachers' awareness with regard to disaster prevention and health, safety, security, and environment (HSSE) policies at primary schools in Pakistan. In addition, it explores the suitability of teachers to perform as emergency handlers in the absence of school nurses and resource officers (SROs). The study involved a qualitative study, based on open-ended interviews from a sample of 25 school teachers. Methodology triangulation was applied to reduce bias. Results …

Association Between Social Media Exposure To Food And Beverages With Nutrient Intake Of Female Adolescents, Cholida Adiba, Siti Fatimah Pradigdo, Martha Irene Kartasurya

Kesmas

Communication technology development has influenced adolescent food choices and intakes. This study aimed to investigate the association between social media exposure to food and beverage content and nutrient intake among female adolescents. The study was conducted in a cross-sectional design. The targeted population was 104 female students aged 14–18 years old at 'XY' High School in Semarang, Central Java, Indonesia. Eighty-one subjects were chosen by clustered random sampling. Data were collected by interviews using structured questionnaires and a 3x24-hour recall method. Data analyses were conducted by chi-square, Fisher exact tests, and logistic regression. The median and standard deviations of social-media, …

Ultraviolet Exposure And Photokeratitis Complaints Among Informal Welding Workers In Depok, West Java, Indonesia, Maria K I J Yustheresani, Fajaria Nurcandra, Azizah Musliha Fitri, Annisa Ika Putri, Dyah Utari

Kesmas

One of the photokeratitis risk factors is acute reversible radiation of ultraviolet (UV) rays, which injure the cornea's epithelial tissue. Informal welding workers are susceptible populations to UV rays exposure. This study aimed to confirm the influence of UV radiation exposure on photokeratitis complaints in welding workers in Cimanggis, Depok, West Java. A cross-sectional study was conducted from February to June 2019 and used to select 100 welding workers purposively. A semi-structured questionnaire was used to determine photokeratitis complaints, age, education level, eye protection, safety knowledge, and work period; the UV radiation measured by A UV meter. Data were analyzed …

Assessment Of Knowledge, Attitudes, And Behaviors Of Turkish Women On Breast And Cervical Cancer In Karabük Province, Turkey, Nergiz Sevinc, Belgin Oral, Burcu Korkut

Kesmas

Breast and cervical cancer incidence and mortality among women have been increasing worldwide. This cross-sectional study aimed to evaluate women's knowledge, attitudes, and behaviors regarding breast and cervical cancers. The sample was composed of 507 women aged 18 years and older who were admitted to a primary health care center in Karabük, Turkey, from October to December 2019. The data was obtained using a questionnaire consisting of 34 questions regarding participants’ socio demographic characteristics, knowledge, attitudes, and behaviors toward breast and cervical cancers. The mean age of the participants was 41.3±12.0 years and 68.4% of them were married. Slightly more …

An Analysis Of Growth Of The Community Integration Psychological Score In An Ethnically Diverse Population Experiencing Homelessness In A Permanent Supportive Housing Program Using Hierarchical Mixed Modeling, Leah Hollis Puglisi

Mathematics & Statistics ETDs

Hierarchical models are becoming increasingly common in epidemiological and psychological research. When analyzing data from such studies, the nested structure of the data must be taken into account. Mixed modeling in conjunction with hierarchical mixed modeling allows researchers to ask broad questions about the population of interest. Modeling under restricted maximum likelihood estimation (REML), as opposed to full maximum likelihood estimation (ML), increases the accuracy of estimates for the random effects in the model. We use hierarchical mixed modeling under REML estimation to analyze which factors increase “community integration”, a concept and a construct developed and used in the mental …

A Reflection Of Real Time Educational, Within-Subjects Data In Diverse Classrooms: One-Way Anova As A Solution To Data With Nonignorable Missingness And Skew, Amilynn N. Campa

Honors Program Theses and Research Projects

Schools across the United States and throughout the world administer tests to students to evaluate their academic performance. In many instances, however, especially in classrooms with higher populations of racial/ethnic minorities and low SES students, there are often missing scores, attributed to higher rates of absenteeism among these demographics (Callahan, 2019; Friedman-Krauss & Raver, 2015; Evans, 2004). When evaluating within subjects, longitudinal data, many will utilize a pre, post significance test such as a paired samples T test or a Repeated Measures ANOVA, however, due to the assumptions of these tests, missing data has posed a problem and requires data …

Multimodal Data Fusion And Attack Detection In Recommender Systems, Mehmet Aktukmak

USF Tampa Graduate Theses and Dissertations

The commercial platforms that use recommender systems can collect relevant information to produce useful recommendations to the platform users. However, these sources usually contain missing values, imbalanced and heterogeneous data, and noisy observations. Such characteristics render the process of exploiting the information nontrivial, as one should carefully address them during the data fusion process. In addition to the degenerative characteristics, some entries can be fake, i.e., they can be the outcomes of malicious intents to manipulate the system. These entries should be eliminated before incorporation to any recommendation task. Detecting such malicious attacks quickly and accurately and then mitigating them …

Invited Article By M. Gidea Extreme Events And Emergency Scales, Veniamin Smirnov, Zhuanzhuan Ma, Dimitri Volchenkov

School of Mathematical & Statistical Sciences Faculty Publications

An event is extreme if its magnitude exceeds the threshold. A choice of a threshold is subject to uncertainty caused by a method, the size of available data, a hypothesis on statistics, etc. We assess the degree of uncertainty by the Shannon's entropy calculated on the probability that the threshold changes at any given time. If the amount of data is not sufficient, an observer is in the state of Lewis Carroll's Red Queen who said "When you say hill, I could show you hills, in comparison with which you'd call that a valley". If we have enough data, the …

Age-Related Losses In Cardiac Autonomic Activity During A Daytime Nap, Pin-Chun Chen, Negin Sattari, Lauren N. Whitehurst, Sara C. Mednick

Psychology Faculty Publications

In healthy, young individuals, a reduction in cardiovascular output and a shift from sympathetic to parasympathetic (vagal) dominance is observed from wake into stages of nocturnal and daytime sleep. This cardiac autonomic profile, measured by heart rate variability (HRV), has been associated with significant benefits for cardiovascular health. Aging is associated with decreased nighttime sleep quality and lower parasympathetic activity during both sleep and resting. However, it is not known whether age-related dampening of HRV extends to daytime sleep, diminishing the cardiovascular benefits of naps in the elderly. Here, we investigated this question by comparing the autonomic activity profile between …

Robustness Of The Ewma Sampling Plan To Non-Normality, Uttama Mishra, S. Siddiqui, J. R. Singh

Journal of Modern Applied Statistical Methods

The effect of non-normality on the OC function of the sampling plan under EWMA is studied by deriving the OC function for a non-normal population represented by the first four terms of an Edgeworth series.

Misguided Opposition To Multiplicity Adjustment Remains A Problem, Andrew V. Frane

Journal of Modern Applied Statistical Methods

Fallacious arguments against multiplicity adjustment have been cited with increasing frequency to defend unadjusted tests. These arguments and their enduring impact are discussed in this paper.

Economic Design Of X̅ Control Chart Under Double Ewma, Manzoor A. Khanday, J. R. Singh

Journal of Modern Applied Statistical Methods

Designing of parameters plays an important role in economic design of control charts for lowering the cost and time. Manipulating sample size (n) and sampling interval (h), the effect of double exponentially weighted moving average (DEWMA) model was studied for the Economic Design (ED) of X̅ control chart. Optimum sizes and level were obtained when the characteristics of an item possesses DEWMA model. When shifts are uncertain the optimal design for DEWMA chart should be more conservative and should be implemented for benefiting the consumers as well as producers.