Statistical Models 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 …

The Impacts Of Telecommuting On The Time-Space Distribution Of Daily Activities, Mario Benito Rojas Iv

FIU Electronic Theses and Dissertations

As major cities have aged, they have also met or exceeded their transportation infrastructure’s capacity. This has led to many negative impacts such as increased greenhouse gas emissions, delay, travel time, congestion, as well as decreased energy independence, standard of living for the cities’ inhabitants and the world as a whole. As a result, these cities will undoubtedly suffer and will struggle to meet the needs of their citizens. It is becoming more evident, and relevant, that the solution to today’s and tomorrow’s transportation problems will be overcome through the use of policy as well as innovative strategies, one of …

The Influence Of The Electric Supply Industry On Economic Growth In Less Developed Countries, Edward Richard Bee

Dissertations

This study measures the impact that electrical outages have on manufacturing production in 135 less developed countries using stochastic frontier analysis and data from World Bank’s Investment Climate surveys. Outages of electricity, for firms with and without backup power sources, are the most frequently cited constraint on manufacturing growth in these surveys.

Outages are shown to reduce output below the production frontier by almost five percent in Africa and by a lower percentage in South Asia, Southeast Asia and the Middle East and North Africa. Production response to outages is quadratic in form. Outages also increase labor cost, reduce exports …

Social Learning And Adoption Of New Behavior In A Virtual Agent Society, Benjamin D. Nye, Barry G. Silverman

Barry G Silverman

Social learning and adoption of new behavior govern the rise of a variety of behaviors: from actions as mundane as dance steps to those as dangerous as new ways to make IED detonators. However, agents in immersive virtual environments lack the ability to realistically simulate the spread of new behavior. To address this gap, a cognitive model was designed that represents the well-known socio-cognitive factors of attention, social influence, and motivation that influence learning and the adoption of a new behavior. To explore the effectiveness of this model, simulations modeled the spread of two competing memes in Hamariyah, an archetypal …

Social Learning And Adoption Of New Behavior In A Virtual Agent Society, Benjamin D. Nye, Barry G. Silverman

Barry G Silverman

Social learning and adoption of new behavior govern the rise of a variety of behaviors: from actions as mundane as dance steps to those as dangerous as new ways to make IED detonators. However, agents in immersive virtual environments lack the ability to realistically simulate the spread of new behavior. To address this gap, a cognitive model was designed that represents the well-known socio-cognitive factors of attention, social influence, and motivation that influence learning and the adoption of a new behavior. To explore the effectiveness of this model, simulations modeled the spread of two competing memes in Hamariyah, an archetypal …

Well I'Ll Be Damned - Insights Into Predictive Value Of Pedigree Information In Horse Racing, Timothy Baker Mr, Ming-Chien Sung, Johnnie Johnson Professor, Tiejun Ma

International Conference on Gambling & Risk Taking

Fundamental form characteristics like how fast a horse ran at its last start, are widely used to help predict the outcome of horse racing events. The exception being in races where horses haven’t previously competed, such as Maiden races, where there is little or no publicly available past performance information. In these types of events bettors need only consider a simplified suite of factors however this is offset by a higher level of uncertainty. This paper examines the inherent information content embedded within a horse’s ancestry and the extent to which this information is discounted in the United Kingdom bookmaker …

Quantifying Transit Access In New York City: Formulating An Accessibility Index For Analyzing Spatial And Social Patterns Of Public Transportation, Maxwell S. Siegel

Theses and Dissertations

This paper aims to analyze accessibility within New York City’s transportation system through creating unique accessibility indices. Indices are detailed and implemented using GIS, analyzing the distribution of transit need and access. Regression analyses are performed highlighting relationships between demographics and accessibility and recommendations for transit expansion are presented.

Design & Analysis Of A Computer Experiment For An Aerospace Conformance Simulation Study, Ryan W. Gryder

Theses and Dissertations

Within NASA's Air Traffic Management Technology Demonstration # 1 (ATD-1), Interval Management (IM) is a flight deck tool that enables pilots to achieve or maintain a precise in-trail spacing behind a target aircraft. Previous research has shown that violations of aircraft spacing requirements can occur between an IM aircraft and its surrounding non-IM aircraft when it is following a target on a separate route. This research focused on the experimental design and analysis of a deterministic computer simulation which models our airspace configuration of interest. Using an original space-filling design and Gaussian process modeling, we found that aircraft delay assignments …