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Full-Text Articles in Statistical Models
A Bayesian Programming Approach To Car-Following Model Calibration And Validation Using Limited Data, Franklin Abodo
A Bayesian Programming Approach To Car-Following Model Calibration And Validation Using Limited Data, Franklin Abodo
FIU Electronic Theses and Dissertations
Traffic simulation software is used by transportation researchers and engineers to design and evaluate changes to roadway networks. Underlying these simulators are mathematical models of microscopic driver behavior from which macroscopic measures of flow and congestion can be recovered. Many models are intended to apply to only a subset of possible traffic scenarios and roadway configurations, while others do not have any explicit constraint on their applicability. Work zones on highways are one scenario for which no model invented to date has been shown to accurately reproduce realistic driving behavior. This makes it difficult to optimize for safety and other …
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 …