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2022

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Articles 61 - 90 of 113

Full-Text Articles in Applied Statistics

Intraday Algorithmic Trading Using Momentum And Long Short-Term Memory Network Strategies, Andrew R. Whitinger Ii May 2022

Intraday Algorithmic Trading Using Momentum And Long Short-Term Memory Network Strategies, Andrew R. Whitinger Ii

Undergraduate Honors Theses

Intraday stock trading is an infamously difficult and risky strategy. Momentum and reversal strategies and long short-term memory (LSTM) neural networks have been shown to be effective for selecting stocks to buy and sell over time periods of multiple days. To explore whether these strategies can be effective for intraday trading, their implementations were simulated using intraday price data for stocks in the S&P 500 index, collected at 1-second intervals between February 11, 2021 and March 9, 2021 inclusive. The study tested 160 variations of momentum and reversal strategies for profitability in long, short, and market-neutral portfolios, totaling 480 portfolios. …

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Understanding And Improving The System: The Effects Of Weighting On The Accuracy Of Political Polling In Arkansas, Beck Williams May 2022

Understanding And Improving The System: The Effects Of Weighting On The Accuracy Of Political Polling In Arkansas, Beck Williams

Political Science Undergraduate Honors Theses

In an effort to increase the accuracy of statewide political polling in Arkansas, we explore the statistical strategy of weighting with a focus on one yearly opinion poll: The Arkansas Poll. We conduct over 70 weighting experiments on the 2016 and 2020 Arkansas Polls using a variety of variables and opinion questions. From these experiments, we find that while some weighted variables tend to create larger changes, weighting typically results in a single-digit percentage change that does not substantially shift or “flip” the majorities. Due to a greater rate of change through weighting in the 2020 Poll compared to the …

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Attempting To Predict The Unpredictable: March Madness, Coleton Kanzmeier May 2022

Attempting To Predict The Unpredictable: March Madness, Coleton Kanzmeier

Theses/Capstones/Creative Projects

Each year, millions upon millions of individuals fill out at least one if not hundreds of March Madness brackets. People test their luck every year, whether for fun, with friends or family, or to even win some money. Some people rely on their basketball knowledge whereas others know it is called March Madness for a reason and take a shot in the dark. Others have even tried using statistics to give them an edge. I intend to follow a similar approach, using statistics to my advantage. The end goal is to predict this year’s, 2022, March Madness bracket. To achieve …

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A Contribution To The Statistical Analysis Of Climate-Wildfire Interaction In Northern California, Adam Diaz May 2022

A Contribution To The Statistical Analysis Of Climate-Wildfire Interaction In Northern California, Adam Diaz

All Theses

Wildfires are extreme weather events that exist at the interface of atmospheric, ecological, and human processes. Ongoing anthropogenic climate change is expected to impact the distribution, frequency, and behavior of wildfires on a grand scale, however the exact nature of this change remains shrouded in a great deal of uncertainty. This study takes a statistical approach to the question over the fire-prone Northern California region of the western United states. Climate model projections are analyzed to investigate changes in a major driver of fire weather in the region. The relationship between wildfire severity and climate factors is then explored separately, …

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Groundwork For The Development Of Gpu Enabled Group Testing Regression Models, Paul Cubre May 2022

Groundwork For The Development Of Gpu Enabled Group Testing Regression Models, Paul Cubre

All Dissertations

In this dissertation, we develop novel techniques that allow for the regression analysis of data emerging from group testing processes and set the groundwork for graphic processing units (GPU) enabled implementations. Group testing primarily occurs in clinical laboratories, where it is used to quickly and cheaply diagnose patients. Typically, group testing tests a pooled specimen--several specimens combined into one sample--instead of testing individual specimens one-by-one. This method reduces costs by using fewer tests when the disease prevalence is low. Due to recent advances in diagnostic technology, group testing protocols were extended to incorporate multiplex assays, which are diagnostic tests that, …

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Posterior Predictive Model Checking Of The Hierarchical Rater Model, Nnamdi Chika Ezike May 2022

Posterior Predictive Model Checking Of The Hierarchical Rater Model, Nnamdi Chika Ezike

Graduate Theses and Dissertations

Fitting wrongly specified models to observed data may lead to invalid inferences about the model parameters of interest. The current study investigated the performance of the posterior predictive model checking (PPMC) approach in detecting model-data misfit of the hierarchical rater model (HRM). The HRM is a rater-mediated model that incorporates components of the polytomous item response theory (IRT) model, such as the partial credit model (PCM) and generalized partial credit model (GPCM), at the second level of the hierarchy, to model examinees’ responses to performance assessments. To date, the HRM has not been rigorously evaluated using PPMC techniques. Monte Carlo …

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Finding A Representative Distribution For The Tail Index Alpha, Α, For Stock Return Data From The New York Stock Exchange, Jett Burns May 2022

Finding A Representative Distribution For The Tail Index Alpha, Α, For Stock Return Data From The New York Stock Exchange, Jett Burns

Electronic Theses and Dissertations

Statistical inference is a tool for creating models that can accurately display real-world events. Special importance is given to the financial methods that model risk and large price movements. A parameter that describes tail heaviness, and risk overall, is α. This research finds a representative distribution that models α. The absolute value of standardized stock returns from the Center for Research on Security Prices are used in this research. The inference is performed using R. Approximations for α are found using the ptsuite package. The GAMLSS package employs maximum likelihood estimation to estimate distribution parameters using the CRSP data. The …

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Sensory Comparison Of Beer Carbonated Using Forced Carbonation And The Carbo Rock-It, Michala Smith May 2022

Sensory Comparison Of Beer Carbonated Using Forced Carbonation And The Carbo Rock-It, Michala Smith

Biological and Agricultural Engineering Undergraduate Honors Theses

Craft brewing is a growing market which represents over 12% of beer produced in the United States. Dr. G Scott Osborn, PE invented the Carbo Rock-It™ to improve the carbonation process for craft breweries. The invention allows for shorter carbonation time and uses less CO2, saving companies money and time. Because of the lack of gas losses through bubbling, Osborn theorized that the Carbo Rock-It could also prevent the “stripping of the nose” that can occur in traditional forced carbonation. Existing research supports the mechanism, as beer flavor and aroma volatiles have been detected during the release of …

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To Adopt Blockchain Technology Or Not: Is The Decision-Making Process Immune To Covid-19?, Rebecca Jauch Apr 2022

To Adopt Blockchain Technology Or Not: Is The Decision-Making Process Immune To Covid-19?, Rebecca Jauch

Thinking Matters Symposium

Blockchain technology has been shown to have advantages in improving the effectiveness of supply chain management. We use the Technology-Organization-Environment (TOE) framework with Threat-Rigidity Theory (TRT) to determine the factors that lead U.S. businesses to adopt blockchain technology, the factors that act as barriers to adoption, and the disruptive effect of COVID-19 on the rate of blockchain adoption

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The Biggest Loser: How Tanking In Professional Sports Impacts Fan Perception, Julia Ayres Apr 2022

The Biggest Loser: How Tanking In Professional Sports Impacts Fan Perception, Julia Ayres

Honors Projects in Mathematics

Professional sports teams are adored nationwide for their talents and the pride they bring to their city for their efforts. However, not all teams take this responsibility seriously and will lose on purpose, or tank, to gain a higher draft pick in the future. Although the long-term goals of tanking are to help the organization, many people take issue with athletes not putting in their best efforts in every game. Teams in both the NBA and NFL are guilty of tanking to gain better draft picks but not all have found success in this process. This leads to important questions …

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Percentage Of Yellow Sour Patch Kids, Easton Kratzer, Sarah Baxter Apr 2022

Percentage Of Yellow Sour Patch Kids, Easton Kratzer, Sarah Baxter

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

After being given the Qualitative Research Project in Introduction to Statistics, I came up with the question asking what percentage of Sour Patch Kids are yellow. This resulted in me going through an entire bag and counting the amount of every color to figure out the percentages. (Class Project)

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A Statistical Study Of Operating Systems At Harrisburg University, Dylan Morgan, Ethan Collins, Joshua Moody, Akeisha Belgrave Apr 2022

A Statistical Study Of Operating Systems At Harrisburg University, Dylan Morgan, Ethan Collins, Joshua Moody, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

We conducted a survey of 100 students to find out which operating system students are using for their main school laptop. (Class Project)

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Preference For Violence By Gender, Ayrton Hall, Christian Watson, Akeisha Belgrave Apr 2022

Preference For Violence By Gender, Ayrton Hall, Christian Watson, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

In our survey we asked students of HU what their favorite video games were as well as their favorite genre and most played game. We then analyzed the data to see how gender affects preference for violent games. (Class Project)

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Favorite Programming Language Among Students, Anwar Jawhar, Akeisha Belgrave Apr 2022

Favorite Programming Language Among Students, Anwar Jawhar, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

This project involves understanding the favorite programming language among students. I hypothesize that the favorite programming language will be Python. (Class Project)

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A Statistical Study Into The Relationship Between The Student Age And Their Academic Performance, Umangkumar Patel, Akeisha Belgrave Apr 2022

A Statistical Study Into The Relationship Between The Student Age And Their Academic Performance, Umangkumar Patel, Akeisha Belgrave

Harrisburg University Research Symposium: Highlighting Research, Innovation, & Creativity

This project will conduct a research in order to find out the relationship between the age of a student and their academic performance. This project will survey at least 100 students. (Class Project)

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Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano Apr 2022

Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano

Electrical and Computer Engineering ETDs

Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect produced …

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Hypothesis Testing Of Student's Mathematical Performance In Relation To The Covid-19 Pandemic, Elizabeth Foster Apr 2022

Hypothesis Testing Of Student's Mathematical Performance In Relation To The Covid-19 Pandemic, Elizabeth Foster

Mathematics Senior Capstone Papers

The COVID-19 Pandemic affected everyone, especially schools and education due to the rapid switch from traditional face-to-face classes to online and hybrid classes. The goal of this study is to see how the pandemic affected students’ grades during distance learning when compared to before. Using hypothesis testing, we will analyze data from 13 sections of MATH 243 classes to determine if the averages went down during the pandemic, specifically in hybrid class settings. Based on the raw data of the test grades in relation to the COVID-19 Pandemic, a significant difference can be found in test scores before and during …

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Statistical Analysis Of Home-Field Advantage In European Soccer, Francisco Simoncini Apr 2022

Statistical Analysis Of Home-Field Advantage In European Soccer, Francisco Simoncini

Mathematics Senior Capstone Papers

Home-field advantage in the sports world is commonly known as a huge factor in determining the final score of any sports game. By using a one-tailed, two-sample t-test, I am analyzing how playing at home generally affects a European soccer team’s performance. I am looking at how these performances are affected across three domestic leagues in Europe. I predict that when teams play at home, there will be a significant difference in their win ratio and goals scored.

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A Monte Carlo Analysis Of Seven Dichotomous Variable Confidence Interval Equations, Morgan Juanita Dubose Apr 2022

A Monte Carlo Analysis Of Seven Dichotomous Variable Confidence Interval Equations, Morgan Juanita Dubose

Masters Theses & Specialist Projects

Department of Psychological Sciences Western Kentucky University There are two options to estimate a range of likely values for the population mean of a continuous variable: one for when the population standard deviation is known and another for when the population standard deviation is unknown. There are seven proposed equations to calculate the confidence interval for the population mean of a dichotomous variable: normal approximation interval, Wilson interval, Jeffreys interval, Clopper-Pearson, Agresti-Coull, arcsine transformation, and logit transformation. In this study, I compared the percent effectiveness of each equation using a Monte Carlo analysis and the interval range over a range …

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Comparative Analysis Of Trends In American Physics Education, Adam Tyler Crank Mar 2022

Comparative Analysis Of Trends In American Physics Education, Adam Tyler Crank

Honors Capstone Projects and Theses

No abstract provided.

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Comparison Of Lightning Warning Radii Distributions, Michael M. Maestas Mar 2022

Comparison Of Lightning Warning Radii Distributions, Michael M. Maestas

Theses and Dissertations

Previous research investigating lightning warning radii about the Cape Canaveral space launch facilities have focused on reducing these radii from either 5 nautical miles (NM) to 4 NM or from 6 NM to 5 NM depending on the structures being protected. Some of these findings have suggested the possibility of both a seasonal difference (warm versus cold) and lightning detection events (cloud-to-ground lightning (CG) or total lightning (TL)) impacting these radii and associated risk levels. Utilizing the 2017-2020 data provided by the 45th Weather Squadron at Patrick Space Force Base via the Mesoscale Eastern Range Lightning Information System (MERLIN), this …

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An Alpha-Based Prescreening Methodology For A Common But Unknown Source Likelihood Ratio With Different Subpopulation Structures, Dylan Borchert, Semhar Michael, Christopher Saunders, Andrew Simpson Feb 2022

An Alpha-Based Prescreening Methodology For A Common But Unknown Source Likelihood Ratio With Different Subpopulation Structures, Dylan Borchert, Semhar Michael, Christopher Saunders, Andrew Simpson

SDSU Data Science Symposium

Prescreening is a commonly used methodology in which the forensic examiner includes sources from the background population that meet a certain degree of similarity to the given piece of evidence. The goal of prescreening is to find the sources closest to the given piece of evidence in an alternative source population for further analysis. This paper discusses the behavior of an $\alpha-$based prescreening methodology in the form of a Hotelling $T^2$ test on the background population for a common but unknown source likelihood ratio. An extensive simulation study with synthetic and real data were conducted. We find that prescreening helps …

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Identifying Subpopulations Of A Hierarchical Structured Data Using A Semi-Supervised Mixture Modeling Approach, Andrew Simpson, Semhar Michael, Christopher Saunders, Dylan Borchert Feb 2022

Identifying Subpopulations Of A Hierarchical Structured Data Using A Semi-Supervised Mixture Modeling Approach, Andrew Simpson, Semhar Michael, Christopher Saunders, Dylan Borchert

SDSU Data Science Symposium

The field of forensic statistics offers a unique hierarchical data structure in which a population is composed of several subpopulations of sources and a sample is collected from each source. This subpopulation structure creates a hierarchical layer. We propose using a semi-supervised mixture modeling approach to model the subpopulation structure which leverages the fact that we know the collection of samples came from the same, yet unknown, source. A simulation study based on a famous glass data was conducted and shows this method performs better than other unsupervised approaches which have been previously used in practice.

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Session 5: Equipment Finance Credit Risk Modeling - A Case Study In Creative Model Development & Nimble Data Engineering, Edward Krueger, Landon Thompson, Josh Moore Feb 2022

Session 5: Equipment Finance Credit Risk Modeling - A Case Study In Creative Model Development & Nimble Data Engineering, Edward Krueger, Landon Thompson, Josh Moore

SDSU Data Science Symposium

This presentation will focus first on providing an overview of Channel and the Risk Analytics team that performed this case study. Given that context, we’ll then dive into our approach for building the modeling development data set, techniques and tools used to develop and implement the model into a production environment, and some of the challenges faced upon launch. Then, the presentation will pivot to the data engineering pipeline. During this portion, we will explore the application process and what happens to the data we collect. This will include how we extract & store the data along with how it …

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Slices Of The Big Apple: A Visual Explanation And Analysis Of The New York City Budget, Joanne Ramadani Feb 2022

Slices Of The Big Apple: A Visual Explanation And Analysis Of The New York City Budget, Joanne Ramadani

Dissertations, Theses, and Capstone Projects

As a component of government, budgets are fundamental not only to improving the quality of a shared society, but also to understanding what our government officials consider to be their priorities. However, most budgets can be difficult to understand, using terms that are not familiar to people who have not studied finance or economics. To that end, Slices of the Big Apple is an interactive, centralized narrative website that uses visualizations at its core in order to: 1) facilitate a holistic understanding of the New York City government budget for NYC residents; and 2) conduct a five-year analysis of Community …

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Parametric And Reliability Estimation Of The Kumaraswamy Generalized Distribution Based On Record Values, Mohd. Arshad, Qazi J. Azhad Jan 2022

Parametric And Reliability Estimation Of The Kumaraswamy Generalized Distribution Based On Record Values, Mohd. Arshad, Qazi J. Azhad

Journal of Modern Applied Statistical Methods

A general family of distributions, namely Kumaraswamy generalized family of (Kw-G) distribution, is considered for estimation of the unknown parameters and reliability function based on record data from Kw-G distribution. The maximum likelihood estimators (MLEs) are derived for unknown parameters and reliability function, along with its confidence intervals. A Bayesian study is carried out under symmetric and asymmetric loss functions in order to find the Bayes estimators for unknown parameters and reliability function. Future record values are predicted using Bayesian approach and non Bayesian approach, based on numerical examples and a monte carlo simulation.

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Does The Type Of Records Affect The Estimates Of The Parameters?, Ayush Tripathi, Umesh Singh, Sanjay Kumar Singh Jan 2022

Does The Type Of Records Affect The Estimates Of The Parameters?, Ayush Tripathi, Umesh Singh, Sanjay Kumar Singh

Journal of Modern Applied Statistical Methods

The maximum likelihood estimation of the unknown parameters of inverse Rayleigh and exponential distributions are discussed based on lower and upper records. The aim is to study the effect of the type of records on the behavior of the corresponding estimators. Mean squared errors are calculated through simulation to study the behavior of the estimators. The results shall be of interest to those situations where the data can be obtained in the form of either of the two types of records and the experimenter must decide between these two for estimation of the unknown parameters of the distribution.

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Design Of Sksp-R Plan For Popular Statistical Distributions, Jaffer Hussain, S. Balamurali, Muhammad Aslam Jan 2022

Design Of Sksp-R Plan For Popular Statistical Distributions, Jaffer Hussain, S. Balamurali, Muhammad Aslam

Journal of Modern Applied Statistical Methods

The design of a Skip-lot sampling plan of type SkSP-R is presented for time truncated life test for the Weibull, Exponentiated Weibull, and Birnbaum-Saunders lifetime distributions. The plan parameters of the SkSP-R plan under these three distributions are determined through a nonlinear optimization problem. Tables are also constructed for each distribution. The advantages of the proposed plan over the existing sampling schemes are discussed. Application of the proposed plan is explained with the help of an example. The Birnbaum-Saunders distribution is economically superior to other two distributions in terms of minimum average sample number.

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Parameter Estimation Based On Double Ranked Set Samples With Applications To Weibull Distribution, Mohamed Abd Elhamed Sabry, Hiba Zeyada Muhammed, Mostafa Shaaban, Abd El Hady Nabih Jan 2022

Parameter Estimation Based On Double Ranked Set Samples With Applications To Weibull Distribution, Mohamed Abd Elhamed Sabry, Hiba Zeyada Muhammed, Mostafa Shaaban, Abd El Hady Nabih

Journal of Modern Applied Statistical Methods

In this paper, the likelihood function for parameter estimation based on double ranked set sampling (DRSS) schemes is introduced. The proposed likelihood function is used for the estimation of the Weibull distribution parameters. The maximum likelihood estimators (MLEs) are investigated and compared to the corresponding ones based on simple random sampling (SRS) and ranked set sampling (RSS) schemes. A Monte Carlo simulation is conducted and the absolute relative biases, mean square errors, and efficiencies are compared for the different schemes. It is found that, the MLEs based on DRSS is more efficient than MLE using SRS and RSS for estimating …

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A New Goodness Of Fit Measure Based On Income Inequality Curves, Shahryar Mirzaei, S. M. A. Jahanshahi Jan 2022

A New Goodness Of Fit Measure Based On Income Inequality Curves, Shahryar Mirzaei, S. M. A. Jahanshahi

Journal of Modern Applied Statistical Methods

This paper uses inequality-measurement techniques to assess goodness of fit in income distribution models. It exposes the shortcomings of the use of conventional goodness of fit criteria in face of the big income data and proposes a new set of metrics, based on income inequality curves. In this note, we mentioned that the distance between theoretical and empirical inequality curves can be considered as a goodness of fit criterion. We demonstrate certain advantages of this measure over the other general goodness of fit criteria. Unlike other goodness of fit measures, this criterion is bounded. It is 0 in minimum difference …

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