Statistics and Probability Commons^™

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 …

Projective-Planar Graphs With No K3,4-Minor. Ii., John Maharry, Dan Slilaty

Mathematics and Statistics Faculty Publications

The authors previously published an iterative process to generate a class of projectiveplanar K3,4-free graphs called ‘patch graphs’. They also showed that any simple, almost 4-connected, nonplanar, and projective-planar graph that is K3,4-free is a subgraph of a patch graph. In this paper, we describe a simpler and more natural class of cubic K3,4- free projective-planar graphs which we call M¨obius hyperladders. Furthermore, every simple, almost 4-connected, nonplanar, and projective-planar graph that is K3,4-free is a minor of a M¨obius hyperladder. As applications of these structures we determine the page number of patch graphs and of M¨obius hyperladders.

Markov Chain Profit Modelling And Evaluation Between Two Dissimilar Systems Under Two Types Of Failures, Saminu I. Bala, Ibrahim Yusuf

Applications and Applied Mathematics: An International Journal (AAM)

No abstract provided.

Inter-Relationships Linking Probability Of Becoming A Case Of Nicotine Dependence With Frequency Of Tobacco Cigarette Smoking, Olga A. Vsevolozhskaya, James C. Anthony

Biostatistics Faculty Publications

INTRODUCTION: Once smoking starts, some tobacco cigarette smokers (TCS) can make very rapid transitions into tobacco dependence syndromes (TCD). With adjustment for smoking frequency, we posit female excess risk for this rapid-onset TCD. In a novel application of functional analysis for tobacco research, we estimate four Hill function parameters and plot TCD risk against a gradient of smoking frequency, as observed quite soon after smoking onset.

METHODS: In aggregate, the National Surveys of Drug Use and Health, 2004-2013, identified 1546 newly incident TCS in cross-sectional research, each with standardized TCD assessment.

RESULTS: Hill function estimates contradict our apparently over-simplistic hypothesis. …

The Decay Of Disease Association With Declining Linkage Disequilibrium: A Fine Mapping Theorem, Mehdi Maadooliat, Naveen K. Bansal, Jibal Upadhya, Manzur R. Farazi, Xiang Li, Max M. He, Scott J. Hebbring, Zhan Ye, Steven J. Schrodi

Mathematics, Statistics and Computer Science Faculty Research and Publications

Several important and fundamental aspects of disease genetics models have yet to be described. One such property is the relationship of disease association statistics at a marker site closely linked to a disease causing site. A complete description of this two-locus system is of particular importance to experimental efforts to fine map association signals for complex diseases. Here, we present a simple relationship between disease association statistics and the decline of linkage disequilibrium from a causal site. Specifically, the ratio of Chi-square disease association statistics at a marker site and causal site is equivalent to the standard measure of pairwise …

Impact Of Myh6 Variants In Hypoplastic Left Heart Syndrome, Aoy Tomita-Mitchell, Karl D. Stamm, Donna K. Mahnke, Min-Su Kim, Pip M. Hidestrand, Huan-Ling Liang, Mary Goetsch, Pippa Simpson, Andrew N. Pelech, James S. Tweddell, D. Woodrow Benson, John Lough, Michael E. Mitchell

Mathematics, Statistics and Computer Science Faculty Research and Publications

Hypoplastic left heart syndrome (HLHS) is a clinically and anatomically severe form of congenital heart disease (CHD). Although prior studies suggest that HLHS has a complex genetic inheritance, its etiology remains largely unknown. The goal of this study was to characterize a risk gene in HLHS and its effect on HLHS etiology and outcome. We performed next-generation sequencing on a multigenerational family with a high prevalence of CHD/HLHS, identifying a rare variant in the α-myosin heavy chain (MYH6) gene. A case-control study of 190 unrelated HLHS subjects was then performed and compared with the 1000 Genomes Project. Damaging …

A Note On The Howson Property In Inverse Semigroups, Peter R. Jones

Mathematics, Statistics and Computer Science Faculty Research and Publications

An algebra has the Howson property if the intersection of any two finitely generated subalgebras is again finitely generated. A simple necessary and sufficient condition is given for the Howson property to hold on an inverse semigroup with finitely many idempotents. In addition, it is shown that any monogenic inverse semigroup has the Howson property.

A Multi-Indexed Logistic Model For Time Series, Xiang Liu

Electronic Theses and Dissertations

In this thesis, we explore a multi-indexed logistic regression (MILR) model, with particular emphasis given to its application to time series. MILR includes simple logistic regression (SLR) as a special case, and the hope is that it will in some instances also produce significantly better results. To motivate the development of MILR, we consider its application to the analysis of both simulated sine wave data and stock data. We looked at well-studied SLR and its application in the analysis of time series data. Using a more sophisticated representation of sequential data, we then detail the implementation of MILR. We compare …

Tutorial For Using The Center For High Performance Computing At The University Of Utah And An Example Using Random Forest, Stephen Barton

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Random Forests are very memory intensive machine learning algorithms and most computers would fail at building models from datasets with millions of observations. Using the Center for High Performance Computing (CHPC) at the University of Utah and an airline on-time arrival dataset with 7 million observations from the U.S. Department of Transportation Bureau of Transportation Statistics we built 316 models by adjusting the depth of the trees and randomness of each forest and compared the accuracy and time each took. Using this dataset we discovered that substantial restrictions to the size of trees, observations allowed for each tree, and variables …

Managing The Spread Of Alfalfa Stem Nematodes (Ditylenchus Dipsaci): The Relationship Between Crop Rotation Periods And Pest Re-Emergence, S. Jordan, Claudia Nischwitz, R. Ramirez, Luis F. Gordillo

Mathematics and Statistics Faculty Publications

Alfalfa is a critical cash/rotation crop in the western region of the United States, where it is common to find crops affected by the alfalfa stem nematode (Ditylenchus dipsaci). Understanding the spread dynamics associated with this pest would allow growers to design better management programs and farming practices. This understanding is of particular importance given that there are no nematicides available against alfalfa stem nematodes and control strategies largely rely on crop rotation to non-host crops or by planting resistant varieties of alfalfa. In this paper we present a basic host-parasite model that describes the spread of the …

Monte Carlo Methods In Bayesian Inference: Theory, Methods And Applications, Huarui Zhang

Graduate Theses and Dissertations

Monte Carlo methods are becoming more and more popular in statistics due to the fast development of efficient computing technologies. One of the major beneficiaries of this advent is the field of Bayesian inference. The aim of this thesis is two-fold: (i) to explain the theory justifying the validity of the simulation-based schemes in a Bayesian setting (why they should work) and (ii) to apply them in several different types of data analysis that a statistician has to routinely encounter. In Chapter 1, I introduce key concepts in Bayesian statistics. Then we discuss Monte Carlo Simulation methods in detail. Our …

Statistical Inference Of Genetic Forces Using A Poisson Random Field Model With Non-Constant Population Size, Jianbo Xu

UNLV Theses, Dissertations, Professional Papers, and Capstones

The fidelity of DNA sequence data makes it a perfect platform for quantitatively analyzing and interpreting evolutionary progress. By comparing the information between intraspecific polymorphism with interspecific divergence in two sibling species, the well established Poisson Random Field theory offers a statistical framework with which various genetic parameters such as natural selection intensity, mutation rate and speciation time can be effectively estimated. A recently developed time-inhomogeneous PRF model has reinforced the original method by removing the assumption of stationary site frequency, but it preserves the condition that the two sibling species share same effective population size with their ancestral species. …

Analysis Of Break-Points In Financial Time Series, Jean Remy Habimana

Graduate Theses and Dissertations

A time series is a set of random values collected at equal time intervals; this randomness makes these types of series not easy to predict because the structure of the series may change at any time. As discussed in previous research, the structure of time series may change at any time due to the change in mean and/or variance of the series. Consequently, based on this structure, it is wise not to assume that these series are stationary. This paper, discusses, a method of analyzing time series by considering the entire series non-stationary, assuming there is random change in unconditional …

Gathering Steam In Health Care: A Student History, Michael J. Leach

The Transdisciplinary STEAM+ Journal

In this reflection, I demonstrate STEAM in health care by outlining my 15 years as a university student engaged in formal education, extracurricular learning, research, and employment.

Efficiency Of Two Sample Tests Via The T-Mean Survival Time For Analyzing Event Time Observations, Lu Tian, Haoda Fu, Stephen J. Ruberg, Hajime Uno, Lj Wei

Harvard University Biostatistics Working Paper Series

In comparing two treatments with the event time observations, the hazard ratio (HR) estimate is routinely used to quantify the treatment difference. However, this model dependent estimate may be difficult to interpret clinically especially when the proportional hazards (PH) assumption is violated. An alternative estimation procedure for treatment efficacy based on the restricted means survival time or t-year mean survival time (t-MST) has been discussed extensively in the statistical and clinical literature. On the other hand, a statistical test 1 via the HR or its asymptotically equivalent counterpart, the logrank test, is asymptotically distribution-free. In this paper, we assess the …

Effects Of Cell Cycle Noise On Excitable Gene Circuits, Alan Veliz-Cuba, Chinmaya Gupta, Matthew R. Bennett, Krešimir Josić, William Ott

Mathematics Faculty Publications

We assess the impact of cell cycle noise on gene circuit dynamics. For bistable genetic switches and excitable circuits, we find that transitions between metastable states most likely occur just after cell division and that this concentration effect intensifies in the presence of transcriptional delay. We explain this concentration effect with a three-states stochastic model. For genetic oscillators, we quantify the temporal correlations between daughter cells induced by cell division. Temporal correlations must be captured properly in order to accurately quantify noise sources within gene networks.

Effectivity Of Foot Care Education Program In Improving Knowledge, Self-Efficacy And Foot Care Behavior Among Diabetes Mellitus Patients In Banjarbaru, Indonesia, Mahdalena Mahdalena, Endang Sri Purwanti Ningsih

Kesmas

Masalah kaki diabetik di Indonesia masih merupakan masalah besar dan masih memerlukan perhatian yang optimal. Edukasi perawatan kaki adalah salah satu upaya yang harus dilakukan dalam mencegah masalah kaki untuk pasien diabetes melitus. Penelitian ini bertujuan untuk menganalisis efektivitas program pendidikan perawatan kaki dalam meningkatkan pengetahuan, efikasi diri, dan perilaku perawatan kaki pasien diabetes di wilayah Banjarbaru. Jenis penelitian yang digunakan adalah quasi experimental dengan prepost test, dilakukan di puskesmas wilayah Banjarbaru tahun 2013. Kelompok intervensi diberikan program pendidikan perawatan kaki. Sampel berjumlah 48 pasien (32 orang kelompok intervensi dan 16 orang kelompok kontrol) menggunakan teknik purposive sampling. Variabel yang …

Lack Of Exclusive Breastfeeding Among Working Mothers In Indonesia, Yulia Sari

Kesmas

Keberlangsungan proses menyusui pada saat ibu kembali bekerja merupakan isu serius yang harus segera ditindaklanjuti agar program pemberian Air Susu Ibu (ASI) eksklusif selama enam bulan pertama kehidupan dapat tercapai. Selain memberikan banyak manfaat bagi bayi, ASI juga bermanfaat bagi ibu dan pengusaha. Penelitian ini bertujuan untuk mengetahui hubungan ibu bekerja terhadap pemberian ASI eksklusif. Desain penelitian yang digunakan adalah potong lintang dengan data sekunder Survei Demografi dan Kesehatan Indonesia (SDKI) tahun 2012 dengan sampel berjumlah 1.193 ibu berusia 15 – 49 tahun yang memiliki bayi berusia 0-5 bulan. Berdasarkan analisis multivariat, ibu bekerja dapat menurunkan peluang pemberian ASI eksklusif …

The Risk Of Pneumonia Among Toddlers In Lambatee, Aceh, Rapitos Sidiq, Ritawati Ritawati, Roma Sitio, Siti Hajar

Kesmas

Pneumonia merupakan salah satu masalah kesehatan global yang sangat penting pada anak bawah lima tahun (balita), khususnya pada negara-negara berkembang. Saat ini, pneumonia merupakan salah satu kasus penyebab kematian pada anak terbesar, terutama pada periode baru lahir. Di Provinsi Aceh, penyakit pneumonia merupakan penyakit urutan ke-8 dari 25 penyakit terbesar yang ditemukan di puskesmas dengan jumlah 1.112 kasus. Sedangkan besarnya kasus pneumonia pada penderita rawat jalan di Aceh mencapai 434 kasus (29,03%). Penelitian ini bertujuan untuk mengetahui faktor-faktor yang berhubungan dengan kejadian pneumonia pada balita. Penelitian bersifat analitik dengan desain potong lintang. Sampel penelitian adalah ibu dan balita yang berjumlah …

Motivation Variables To Use Contraceptive Among Male In Yogyakarta, Susiana Sariyati, Febrina Suci Hati, Fatimah Fatimah

Kesmas

Program Keluarga Berencana (KB) merupakan salah satu program pembangunan nasional yang sangat penting dalam rangka mewujudkan keluarga Indonesia yang sejahtera. Peran program KB sangat besar pengaruhnya terhadap kesehatan reproduksi seseorang, baik untuk kesehatan reproduksi perempuan maupun kesehatan reproduksi laki-laki. Penelitian ini bertujuan untuk mengetahui faktor-faktor yang berhubungan dengan motivasi laki-laki pasangan usia subur dalam menggunakan kontrasepsi di Desa Bumijo, Kecamatan Jetis, Kota Yogyakarta. Jenis penelitian ini bersifat kuantitatif dengan analisis regresi logistik. Hasil penelitian menunjukkan hubungan pengetahuan dengan motivasi yaitu nilai p = 0,368. Hubungan sosial budaya dengan motivasi yaitu nilai p = 0,147. Hubungan pendidikan dengan motivasi yaitu nilai …

Coronary Heart Disease Risk Factors Among Women Aged Older Than 45 Years Old In Makassar, Masriadi Masriadi, Hasta Handayani Idrus, Arman Arman

Kesmas

Penyakit kardiovaskuler menyebabkan 8.6 juta kematian pada perempuan setiap tahun, yang merupakan penyebab kematian terbanyak, yaitu sepertiga dari seluruh kematian perempuan di seluruh dunia. Setengah dari seluruh kematian perempuan berusia di atas 50 tahun disebabkan oleh penyakit jantung dan stroke. Penelitian ini bertujuan untuk menganalisis faktor yang berhubungan dengan penyakit jantung koroner pada perempuan usia > 45 tahun di Rumah Sakit TNI AU Dody Sarjoto Makassar. Besar sampel sebanyak 76 sampel yang terdiri dari 64 kasus penyakit jantung koroner dan 12 kasus non penyakit jantung koroner. Penentuan sampel menggunakan metode purposive sampling. Data primer diperoleh melalui wawancara terhadap responden dengan menggunakan …

Basis For Development Of Business Strategic Plan Primary Health Care With Local Public Service Entity Status In Gianyar District, Putu Ayu Indrayathi, Luh Putu Sinthya Ulandari

Kesmas

Puskesmas yang berbentuk Badan Layanan Umum Daerah (BLUD) perlu membuat rencana strategi bisnis yang tepat. Penyusunan rencana strategi bisnis perlu memerhatikan pesaing yang beroperasi di sekitar wilayah kerja. Penelitian ini bertujuan untuk mempelajari aspek lingkungan internal dan eksternal di Puskesmas Ubud 1 dan Tegallalang 1 serta mengembangkan model pengembangan rencana strategi bisnis di kedua puskesmas yang berstatus BLUD tersebut. Penelitian ini merupakan penelitian deskriptif eksploratif yang dilakukan pada tahun 2014. Data dikumpulkan melalui penyebaran kuesioner dan studi dokumentasi. Sampel penelitian ditentukan secara purposif dan diambil secara non proporsional, terdiri dari kepala dan staf Puskesmas Ubud 1 dan Tegallalalng 1. Data …

Family Planning Information, Education And Communication With Contaceptive Use, Endah Winarni, Muhammad Dawam

Kesmas

Komunikasi Informasi dan Edukasi (KIE) berperan penting dalam meningkatkan pencapaian prevalensi kesertaan Keluarga Berencana (KB). Namun, prevalensi KB di Indonesia selama satu dekade terakhir (2002-2012) tidak meningkat secara signifikan, walaupun pelbagai kegiatan KIE KB telah dilaksanakan. Penelitian ini bertujuan untuk mengetahui faktor sosio ekonomi demografi yang berkaitan dengan KIE KB, pelbagai unsur KIE yang berkaitan dengan pemakaian KB, dan unsur KIE yang berpengaruh terhadap pemakaian KB. Analisis menggunakan sumber data Survei Demografi dan Kesehatan Indonesia 2012 dengan unit analisis perempuan berstatus kawin usia 15-49 tahun. Jumlah sampel yang dianalisis 33.465 perempuan berstatus kawin. Analisis menggunakan odds ratio atau rasio kecenderungan …

Social Determinant Of Health Of Adults Smoking Behavior: Differences Between Urban And Rural Areas In Indonesia, Fitri Kurnia Rahim, Thunwadee Suksaroj, Isareethika Jayasvasti

Kesmas

Indonesia memiliki prevalensi perilaku merokok tertinggi di antara negara-negara di Asia Tenggara. Penelitian ini bertujuan untuk mengetahui prediktor terhadap perilaku merokok antara wilayah pedesaan dan perkotaan. Data diambil dari Global Adult Tobacco Survey. Penelitian menggunakan studi analitik potong lintang dan analisis regresi logistik ganda. Sampel berjumlah 8.305 orang dewasa Indonesia berusia ≥ 15 tahun. Penelitian menunjukkan bahwa perokok di wilayah pedesaan lebih tinggi dibandingkan di wilayah perkotaan, masing-masing 36,8% dan 31,9%. Prediktor signifikan terhadap perilaku merokok di wilayah pedesaan dan perkotaan adalah usia, pekerjaan, jenis kelamin, tingkat pendidikan, status ekonomi serta aturan merokok di dalam rumah. Di wilayah perkotaan, usia …

Convolutions And Green’S Functions For Two Families Of Boundary Value Problems For Fractional Differential Equations, Paul W. Eloe, Jeffrey T. Neugebauer

Mathematics Faculty Publications

We consider families of two-point boundary value problems for fractional differential equations where the fractional derivative is assumed to be the Riemann-Liouville fractional derivative. The problems considered are such that appropriate differential operators commute and the problems can be constructed as nested boundary value problems for lower order fractional differential equations. Green's functions are then constructed as convolutions of lower order Green's functions. Comparison theorems are known for the Green's functions for the lower order problems and so, we obtain analogous comparison theorems for the two families of higher order equations considered here. We also pose a related open question …

Using Sensitivity Analyses For Unobserved Confounding To Address Covariate Measurement Error In Propensity Score Methods, Kara E. Rudolph, Elizabeth A. Stuart

Johns Hopkins University, Dept. of Biostatistics Working Papers

Propensity score methods are a popular tool to control for confounding in observational data, but their bias-reduction properties are threatened by covariate measurement error. There are few easy-to-implement methods to correct for such bias. We describe and demonstrate how existing sensitivity analyses for unobserved confounding---propensity score calibration, Vanderweele and Arah's bias formulas, and Rosenbaum's sensitivity analysis---can be adapted to address this problem. In a simulation study, we examined the extent to which these sensitivity analyses can correct for several measurement error structures: classical, systematic differential, and heteroscedastic covariate measurement error. We then apply these approaches to address covariate measurement error …

Inflammatory Properties Of Diet And Glucose-Insulin Homeostasis In A Cohort Of Iranian Adults, Nazanin Moslehi, Behnaz Ehsani, Parvin Mirmiran, Nitin Shivappa, Maryam Tohidi, James R. Hébert, Fereidoun Azizi

Faculty Publications

We aimed to investigate associations of the dietary inflammatory index (DII) with glucose-insulin homeostasis markers, and the risk of glucose intolerance. This cross-sectional study included 2975 adults from the Tehran Lipid and Glucose Study. Fasting plasma glucose (FPG), 2-h post-load glucose (2h-PG), and fasting serum insulin were measured. Homeostatic model assessment of insulin resistance index (HOMA-IR) and β-cell function (HOMA-B), and the quantitative insulin sensitivity check index (QUICKI) were calculated. Glucose tolerance abnormalities included impaired fasting glucose (IFG), impaired glucose tolerance (IGT), and type 2 diabetes (T2DM). DII scores were positively associated with 2h-PG (β = 0.04; p = 0.05). …

Searching Neuroimaging Biomarkers In Mental Disorders With Graph And Multimodal Fusion Analysis Of Functional Connectivity, Hao He

Electrical and Computer Engineering ETDs

Mental disorders such as schizophrenia (SZ), bipolar (BD), and major depression disorders (MDD) can cause severe symptoms and life disruption. They share some symptoms, which can pose a major clinical challenge to their differentiation. Objective biomarkers based on neuroimaging may help to improve diagnostic accuracy and facilitate optimal treatment for patients. Over the last decades, non-invasive in-vivo neuroimaging techniques such as magnetic resonance imaging (MRI) have been increasingly applied to measure structure and function in human brains. With functional MRI (fMRI) or structural MRI (sMRI), studies have identified neurophysiological deficits in patients’ brain from different perspective. Functional connectivity (FC) analysis …

Towards Deeper Understanding In Neuroimaging, Rex Devon Hjelm

Computer Science ETDs

Neuroimaging is a growing domain of research, with advances in machine learning having tremendous potential to expand understanding in neuroscience and improve public health. Deep neural networks have recently and rapidly achieved historic success in numerous domains, and as a consequence have completely redefined the landscape of automated learners, giving promise of significant advances in numerous domains of research. Despite recent advances and advantages over traditional machine learning methods, deep neural networks have yet to have permeated significantly into neuroscience studies, particularly as a tool for discovery. This dissertation presents well-established and novel tools for unsupervised learning which aid in …

Efficiency Of An Unbalanced Design In Collecting Time To Event Data With Interval Censoring, Peiyao Cheng

USF Tampa Graduate Theses and Dissertations

In longitudinal studies, the exact timing of an event often cannot be observed, and is usually detected at a subsequent visit, which is called interval censoring. Spacing of the visits is important when designing study with interval censored data. In a typical longitudinal study, the spacing of visits is usually the same across all subjects (balanced design). In this dissertation, I propose an unbalanced design: subjects at baseline are divided into a high risk group and a low risk group based on a risk factor, and the subjects in the high risk group are followed more frequently than those in …