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Full-Text Articles in Statistical Models

Analyzing Car Theft Trends In Central Texas: A Comparative Study Of Waco, College Station, And Killeen, Daniel Njogu Jan 2025

Analyzing Car Theft Trends In Central Texas: A Comparative Study Of Waco, College Station, And Killeen, Daniel Njogu

Williams Honors College, Honors Research Projects

This study examines motor vehicle theft (MVT) trends from 2019 to 2023 in three Central Texas cities—Waco, College Station, and Killeen—using temporal analysis, geospatial hotspot mapping, and make/model data. In Killeen, thefts generally rose over the period, with notable peaks in October and on Mondays. College Station saw an overall decline in thefts but experienced a seasonal spike each March, and Waco’s thefts increased until around 2021 before beginning to fall. Local festivals—such as the Spirit of Texas in College Station and the Heart O’ Texas Fair in Waco—appear to coincide with these seasonal upticks. Hyundais and Kias were most …


“Regression To The Mean”: The Confluence Of Eugenics And Statistics In The 19th And 20th Centuries, Emrys G. King Jan 2025

“Regression To The Mean”: The Confluence Of Eugenics And Statistics In The 19th And 20th Centuries, Emrys G. King

Pomona Senior Theses

The work of this thesis is twofold — first, qualitatively characterizing the confluence between the British eugenics and statistics movements in the late 19th and early 20th centuries, and second, quantitatively analyzing the effect of this foundation on pedagogical materials in the growing field of statistics between 1880 and 1970. Towards the first goal, the history of the method of least squares, state statistics, and positive and negative eugenics are outlined, followed by a close reading of the foundational texts authored by Francis Galton and Karl Pearson that introduced linear regression. Towards the latter goal, English-language statistics textbooks published between …


How Should China Respond To “Pan-Data Sovereignty” Competition Among China, U.S., And Eu—An Analysis Based On The Digital Stack Model?, Yan Liu, Congjing Ran Dec 2024

How Should China Respond To “Pan-Data Sovereignty” Competition Among China, U.S., And Eu—An Analysis Based On The Digital Stack Model?, Yan Liu, Congjing Ran

Bulletin of Chinese Academy of Sciences (Chinese Version)

Data sovereignty has become deeply intertwined with various economic and social development factors such as technology, trade, economy, culture, society, and politics, leading to a “Pan-Data Sovereignty” competition pattern in the digital space. Through the digital stack model, which examines digital technologies in a layered framework, we can more clearly assess the competitive capacities in“Pan-Data Sovereignty” of China, United States, and European Union. The analysis identifies a three-tiered global “Pan-Data Sovereignty” competition structure among China, U.S., and EU, with each entity holding distinct advantages across various layers of the digital stack. Intense future competition is anticipated in fields such as …


Unlocking The Power Of Data: Enhancing Public Policy Through Advanced Data Infrastructure And Language Model Analysis, Zahid Asghar Dec 2024

Unlocking The Power Of Data: Enhancing Public Policy Through Advanced Data Infrastructure And Language Model Analysis, Zahid Asghar

CBER Conference

Data is the fundamental building block for advancements in artificial intelligence (AI), general AI (GAI), machine learning (ML), and large language models (LLMs). This study emphasizes the critical need for robust data infrastructure, arguing that without it, countries cannot fully benefit from technological advancements in various economic sectors. Governments possess vast repositories of both structured and unstructured data across multiple domains such as the judiciary, parliaments, and civil bureaucracy. However, these potential goldmines remain untapped due to inadequate data management capabilities and a lack of appreciation for the necessity of high-quality data. The research identifies key issues in public data …


The Energy Efficiency Price Premium Of Residential Buildings In Three Italian Regions, Elena Giarda, Demetrio Panarello Dec 2024

The Energy Efficiency Price Premium Of Residential Buildings In Three Italian Regions, Elena Giarda, Demetrio Panarello

CBER Conference

The aim of this paper is to investigate whether a higher energy efficiency of residential buildings translates into higher house prices in Italy. We employ novel, and almost unexploited, data on Energy Performance Certificates of three Italian regions (EmiliaRomagna, Lombardy and Piedmont) and merge them with house prices and socioeconomic variables at various aggregation levels. The relationship between house prices and energy efficiency is estimated by means of hedonic regression models, quantile regressions and fixed effects panel data models. Our results reveal the existence of an energy-efficiency price premium in the three regions, with significant differences among them. Heterogeneity is …


Performance Of Acoustic Telemetry And Space Use Of Pallid Sturgeon In The Lower Platte River, Nebraska, Christopher F. Pullano Dec 2024

Performance Of Acoustic Telemetry And Space Use Of Pallid Sturgeon In The Lower Platte River, Nebraska, Christopher F. Pullano

School of Natural Resources: Dissertations, Theses, and Student Research

Pallid Sturgeon (Scaphirhynchus albus) are centenarian, potamodromous, rheophiles that historically occupied the Missouri River and Mississippi River basins. Listed on the U.S. Endangered Species Act in 1990, population declines are attributed to habitat fragmentation and degradation, as well as overharvest, and hybridization. A knowledge gap exists regarding the extent to which tributaries facilitate key life stages for Pallid Sturgeon. This study evaluated the capacity of acoustic telemetry to monitor the movements of Pallid Sturgeon in a shallow, braided tributary to the Missouri River. The specific objectives were to (1) evaluate the environmental variables influencing the performance of acoustic …


Status Quo Of Large-Scale Models, Risks And Challenges, And Recommended Countermeasures, Le Cheng, Yang Xiao Nov 2024

Status Quo Of Large-Scale Models, Risks And Challenges, And Recommended Countermeasures, Le Cheng, Yang Xiao

Bulletin of Chinese Academy of Sciences (Chinese Version)

Large-scale models (large models) are not only central to technological innovation, but also deeply entwined with national security, economic transformation, and social governance. This study examines the status quo of large-model development, identifies the key risks and challenges, and proposes response strategies, aiming to provide theoretical and policy insights for China’s navigations in global artificial intelligence (AI) competition and advances technological innovation. The research indicates that competition in the large-model market is fierce, while the industry is gradually consolidating. Competition in large models between China and the United States has escalated into a form of geopolitical contest. From a technical …


The Wallet And The Gut: Forecasting The 2024 Presidential Election With A State-By-State Adaptation Of The Time-For-Change Model, Simeon A. Betapudi, Hadassah Betapudi Nov 2024

The Wallet And The Gut: Forecasting The 2024 Presidential Election With A State-By-State Adaptation Of The Time-For-Change Model, Simeon A. Betapudi, Hadassah Betapudi

Science University Research Symposium (SURS)

This study adapts Abramowitz's Time-for-Change model to a state-level framework to forecast the 2024 U.S. presidential election. The Time-for-Change model’s focus on the popular vote has become less relevant in recent years, given the growing divergence between popular vote outcomes and electoral college results. Our model addresses these issues by adapting the original Time-for-Change predictors (presidential approval rating, GDP, and time in office) to the state level. Using data from five election cycles (2004–2020), we employ an Ordinary Least Squares (OLS) regression to predict incumbent two-party vote share. Unlike the original model, state-level GDP and incumbency duration were found to …


Development Trends Of Large Models And Tencent’S Independent Innovation Practice, Jason Si Sep 2024

Development Trends Of Large Models And Tencent’S Independent Innovation Practice, Jason Si

Bulletin of Chinese Academy of Sciences (Chinese Version)

The article discusses the emerging trends and application prospects of current large models, using Tencent’s Hunyuan large model as an example. It focuses mainly on innovations and implementations of large models in China. Companies like Google, Meta, and OpenAI have launched powerful models such as Google’s Gemini and Meta’s Llama 3, which have made significant progress in multi-modal applications and reasoning capabilities. China’s large models have significantly improved performance and efficiency by adopting the MoE (Mixture of Experts) architecture. Specifically, with its self-developed MoE trillion-parameter large model and deep learning framework, Tencent has made breakthrough advancements in large model technology …


Exploring Healthcare Chatbot Information Presentation: Applying Hierarchical Bayesian Regression And Inductive Thematic Analysis In A Mixed Methods Study, Samuel Nelson Koscelny Aug 2024

Exploring Healthcare Chatbot Information Presentation: Applying Hierarchical Bayesian Regression And Inductive Thematic Analysis In A Mixed Methods Study, Samuel Nelson Koscelny

All Theses

High blood pressure, also known as hypertension, significantly increases the risk of heart disease and stroke, which are leading causes of death in the United States. While contributing to over 691,000 deaths in 2021 alone in the United States (U.S.), it also imposes immense economic burden on the healthcare system, costing approximately $131 billion annually. One way to address this issue is for increased self-care behaviors and medication adherence, both of which require sufficient health literacy. Despite the importance of health literacy, 90% of U.S. adults struggle with health-related subjects. Overcoming the issues associated with health literacy requires addressing the …


Forecasting Commercial Vehicle Miles Traveled (Vmt) In Urban California Areas, Steve Chung, Jaymin Kwon, Yushin Ahn Aug 2024

Forecasting Commercial Vehicle Miles Traveled (Vmt) In Urban California Areas, Steve Chung, Jaymin Kwon, Yushin Ahn

Mineta Transportation Institute

This study investigates commercial truck vehicle miles traveled (VMT) across six diverse California counties from 2000 to 2020. The counties—Imperial, Los Angeles, Riverside, San Bernardino, San Diego, and San Francisco—represent a broad spectrum of California’s demographics, economies, and landscapes. Using a rich dataset spanning demographics, economics, and pollution variables, we aim to understand the factors influencing commercial VMT. We first visually represent the geographic distribution of the counties, highlighting their unique characteristics. Linear regression models, particularly the least absolute shrinkage and selection operator (LASSO) and elastic net regressions are employed to identify key predictors of total commercial VMT. LASSO regression …


Design And Evaluation Of An Esa-Based Method Of Ensemble Subsetting For A Wofs (Warn On Forecast-Like System), Daniel J. Butler Jul 2024

Design And Evaluation Of An Esa-Based Method Of Ensemble Subsetting For A Wofs (Warn On Forecast-Like System), Daniel J. Butler

Department of Earth and Atmospheric Sciences: Dissertations, Theses, and Student Research

Forecasting severe thunderstorm environments in the southeastern United States can be challenging due to mesoscale heterogeneities such as shortwave troughs, pre-existing airmass boundaries, cold fronts aloft, low-level jets, dry air intrusions, and mesoscale lows. To combat these challenges, ensemble sensitivity analysis (ESA) may be applied to a Warn-on-Forecast (WOF)-like ensemble to improve forecasts of severe convection through ensemble weighting and subsetting. Ensemble-based weighting and subsetting uses ensemble members that most accurately represent the thunderstorm environment in areas of mesoscale heterogeneity. This study creates and evaluates the ensemble-based weighting and subsetting in four cases of severe thunderstorm occurrence. The open parameter …


Capturing Latent Abilities And Latent Capacities Of Professional Golfers Using Nonlinear Mixed Effects Growth Modeling, Mac Wetherbee Jun 2024

Capturing Latent Abilities And Latent Capacities Of Professional Golfers Using Nonlinear Mixed Effects Growth Modeling, Mac Wetherbee

Electronic Theses and Dissertations

This study demonstrates an effective and innovative approach to measuring the latent athletic abilities and capacities of professional golfers. I used nonlinear mixed effects growth modeling (e.g., Dynamic Measurement Modeling) to measure professional golfers’ ability levels and capacities for improvement. I accomplished this using a two-stage modeling approach. First, a crossed linear mixed effects model estimated each player’s ability level in each year. In the second stage, I used the results from the first stage to estimate several candidate nonlinear growth trajectories for players’ abilities over time. The quadratic growth trajectory was the best-fitting of these trajectories and was used …


Extending The Utility Of Ant Colony Optimization Through The Incorporation Of An Intraclass Correlation Coefficient To Assess For Rater Consistency, Mark Leveling Jun 2024

Extending The Utility Of Ant Colony Optimization Through The Incorporation Of An Intraclass Correlation Coefficient To Assess For Rater Consistency, Mark Leveling

Electronic Theses and Dissertations

Ant Colony Optimization (ACO) is a flexible algorithm designed to solve complex combinatorial problems. While the method was derived from the behavior of ants by researchers in the field of computer science, its application to solving complex combinatorial problems is widespread in a growing number of fields in behavioral science, including psychometrics. Over the last two decades, psychometricians have adapted ACO to measurement model specification problems with the intention of generating measurement models that express measurement model fit and reliability within the standards of what is considered acceptable. Additionally, psychometricians have used ACO to generate shortened versions of existing measures …


Intimacy Without The Chance Of Heartbreak For Richer, For Poorer, In Sickness & In Health, Cynthia Nguyen Jun 2024

Intimacy Without The Chance Of Heartbreak For Richer, For Poorer, In Sickness & In Health, Cynthia Nguyen

Honors Projects

The present study investigates the effect of the COVID-19 pandemic on the consumption of porn, shifts in the production of porn consumed between men and women, and the breakdown of any pattern in adult content via film, pictures, and audio. A quantitative approach was done by using R to analyze data pulled off of Pornhub, Reddit’s GoneWildAudio subreddit, and Archive of Our Own from 2018 to 2023. Statistical inference and modeling is used to attempt to find a pattern in the production of online porn across three mediums over several years before, during, and after the pandemic. Regardless of events …


Value Added Tax Rate Variation, Import Demand And Sectoral Output In Nigeria, Joshua K. Nomkuha, Aondoawase Asooso, Philip T. Abachi Jun 2024

Value Added Tax Rate Variation, Import Demand And Sectoral Output In Nigeria, Joshua K. Nomkuha, Aondoawase Asooso, Philip T. Abachi

CBN Journal of Applied Statistics (JAS)

This study employs computable general equilibrium (CGE) model to estimate the effect of increase in value added tax (VAT), from 5 per cent to 7.5 per cent, on import demand and sectoral output in Nigeria. The study uses 2020 as the base year for the data analysis. The results show that increase in VAT affects import demand negatively, based on import penetration ratios, with mixed effect across six sectors. The implication of the result is that the VAT policy discourage consumption of foreign products, and constitute excess burden to consumers of such products in Nigeria. The results further reveal that …


Trade Liberalization, Non-Oil Export And Economic Growth In Nigeria, Jerome T. Andohol, Terhemen Tarzoor, Dennis T. Nomor Jun 2024

Trade Liberalization, Non-Oil Export And Economic Growth In Nigeria, Jerome T. Andohol, Terhemen Tarzoor, Dennis T. Nomor

CBN Journal of Applied Statistics (JAS)

The study examines the impact of trade liberalization and non-oil exports on economic growth in Nigeria from 1986 to 2021. The study utilizes an autoregressive distributed lag model and found the combined effect of trade liberalization and non-oil exports to be positive and statistical significant. While trade liberalization alone may have negative consequences, its synergy with a robust non-oil export can drive sustainable economic growth. The study recommends that strategies to enhance non-oil exports should be encouraged to support the effectiveness of trade liberalization in promoting growth.


Stock Market Volatility In The United Kingdom: Simulating Post-Covid-19 Recovery, Bala A. Dahiru, Mohammed Shuaibu, Najibullah Hassanov Jun 2024

Stock Market Volatility In The United Kingdom: Simulating Post-Covid-19 Recovery, Bala A. Dahiru, Mohammed Shuaibu, Najibullah Hassanov

CBN Journal of Applied Statistics (JAS)

This paper investigates the time it would take for the FTSE-100 index to reach its post-COVID-19 peak. The paper utilises an exponential generalised autoregressive conditional heteroscedasticity (EGARCH) model that accounts for leverage effect and asymmetries. The preferred models amongst competing variants was the Autoregressive Moving Average (ARMA)-EGARCH(2,1) specification and was used to predict daily FTSE-100 data from 5th January 2000 to 21st June 2024. The empirical exercise showed that the COVID-19-induced financial crisis negatively affected the United Kingdom’s stock market performance. The results show that the FTSE100 index could reach its post-pandemic peak around 27th August, 2024 (two months after …


Impact Of Fiscal Policy On Financial Inclusion And Development In Nigeria, Okwanya Innocent, Taiwo A. Olusegun, Aimua E. Peace Jun 2024

Impact Of Fiscal Policy On Financial Inclusion And Development In Nigeria, Okwanya Innocent, Taiwo A. Olusegun, Aimua E. Peace

CBN Journal of Applied Statistics (JAS)

This paper examines the effect of fiscal policy on financial inclusion and development in Nigeria. The study employs the Autoregressive Distributed Lag (ARDL) model and impulse response function (IRF) to determine the extent and response of financial inclusion and development to fiscal policy changes in Nigeria. The study derives a financial inclusion index from three core indicators: access, usage and quality of financial services, while financial development is measured as the ratio of money supply to GDP (M2/GDP). The results show that government expenditure has a significant positive effect on financial inclusion and development, while tax revenue exerts a negative …


Deterministic Global 3d Fractal Cloud Model For Synthetic Scene Generation, Aaron M. Schinder, Shannon R. Young, Bryan J. Steward, Michael L. Dexter, Andrew Kondrath, Stephen Hinton, Ricardo Davila May 2024

Deterministic Global 3d Fractal Cloud Model For Synthetic Scene Generation, Aaron M. Schinder, Shannon R. Young, Bryan J. Steward, Michael L. Dexter, Andrew Kondrath, Stephen Hinton, Ricardo Davila

Faculty Publications

This paper describes the creation of a fast, deterministic, 3D fractal cloud renderer for the AFIT Sensor and Scene Emulation Tool (ASSET). The renderer generates 3D clouds by ray marching through a volume and sampling the level-set of a fractal function. The fractal function is distorted by a displacement map, which is generated using horizontal wind data from a Global Forecast System (GFS) weather file. The vertical windspeed and relative humidity are used to mask the creation of clouds to match realistic large-scale weather patterns over the Earth. Small-scale detail is provided by the fractal functions which are tuned to …


Code For Care: Hypertension Prediction In Women Aged 18-39 Years, Kruti Sheth May 2024

Code For Care: Hypertension Prediction In Women Aged 18-39 Years, Kruti Sheth

Electronic Theses, Projects, and Dissertations

The longstanding prevalence of hypertension, often undiagnosed, poses significant risks of severe chronic and cardiovascular complications if left untreated. This study investigated the causes and underlying risks of hypertension in females aged between 18-39 years. The research questions were: (Q1.) What factors affect the occurrence of hypertension in females aged 18-39 years? (Q2.) What machine learning algorithms are suited for effectively predicting hypertension? (Q3.) How can SHAP values be leveraged to analyze the factors from model outputs? The findings are: (Q1.) Performing Feature selection using binary classification Logistic regression algorithm reveals an array of 30 most influential factors at an …


Research On Chinese Data Sovereignty Policy Based On Lda Model And Policy Instruments, Han Qiao, Junru Xu Mar 2024

Research On Chinese Data Sovereignty Policy Based On Lda Model And Policy Instruments, Han Qiao, Junru Xu

Bulletin of Chinese Academy of Sciences (Chinese Version)

Data sovereignty has become an important component of national sovereignty in the dual context of the digital economy development and the overall national security concept. Major countries and regions are actively carrying out data sovereignty strategic deployment and engaging in fierce competition in data resources, data technology, and data rules. This work adopts the policy text analysis method to study China’s data sovereignty policy, and employs the LDA model and policy instruments to quantitatively analyze the process evolution and thematic characteristics of China’s data sovereignty policy. Drawing on these findings, this study comprehensively considers the global data sovereignty policy and …


Making Sense Of Making Parole In New York, Alexandra Mcglinchy Feb 2024

Making Sense Of Making Parole In New York, Alexandra Mcglinchy

Dissertations, Theses, and Capstone Projects

For many individuals incarcerated in New York, the initial step toward freedom begins with an interview with the Board of Parole. This process, however, is frequently a complex and challenging one, characterized by repeated denials and extended incarcerations. The disparity in outcomes – where one individual may receive over 20 denials and another is granted parole on their first attempt – highlights the ambiguity and inconsistency in the parole decision-making process. This project aims to clarify the factors that influence parole decisions by concentrating on measurable variables. These include age, race, duration of sentence served, proportion of sentence served, type …


Patterns Into Pathways For Improving Safety Culture: Refined Latent Class Analysis Informs Tailored Decision Support For South Carolina Dss Safety Culture Improvements, Michaela Voit Jan 2024

Patterns Into Pathways For Improving Safety Culture: Refined Latent Class Analysis Informs Tailored Decision Support For South Carolina Dss Safety Culture Improvements, Michaela Voit

Theses and Dissertations--Public Health (M.P.H. & Dr.P.H.)

The rising prevalence of exposures to adverse childhood experiences (ACEs) demands a coordinated public health response, as a significant body of research details the cumulative impact of ACEs on chronic morbidities contributing to reduced life expectancy. Child welfare workers (CWW) are embedded in this public health effort, tasked with preventing and mitigating the impacts of ACEs through family and prevention services. The National Partnership for Child Safety (NPCS) may improve the wellbeing of CWWs and the effectiveness of Child Welfare (CW) services by improving the quality of safety culture within CW organizations. To inform NPCS quality improvement efforts, our project …


Towards A More Engaged Democracy: Using Statistical Methods To Detect Election Fraud In The 2022 Philippine National Elections, Juan Miguel Cardaño, Bryan Patrick Mande, Seth William Tionko, Aldrich Ellis C. Asuncion, Jeric C. Briones Jan 2024

Towards A More Engaged Democracy: Using Statistical Methods To Detect Election Fraud In The 2022 Philippine National Elections, Juan Miguel Cardaño, Bryan Patrick Mande, Seth William Tionko, Aldrich Ellis C. Asuncion, Jeric C. Briones

Mathematics Faculty Publications

This paper aims to show how citizens can further participate in the elections, aside from just voting. Given the accusations of fraud, this study demonstrates how existing election fraud detection methods can be used in the 2022 Philippine National Elections (PNE) context. Specifically, histograms known as 2D vote turnout distributions were first utilized to model the frequency of the winner's percentage of votes based on the voter turnout in each electoral unit, with key parameters introduced to detect fraud. Vote turnout distributions were then simulated using parametric models involving the aforementioned fraud parameters, with the goal of replicating the actual …


Investigating Flash Flood Occurrence Using Negative Binomial Models In Maryland, United States Of America, Zainab O. Akinsemoyin Jan 2024

Investigating Flash Flood Occurrence Using Negative Binomial Models In Maryland, United States Of America, Zainab O. Akinsemoyin

College of Graduate Studies: Theses & Dissertations

Globally, as extreme weather patterns intensify, flash floods have emerged as one of the most destructive and immediate environmental threats. In Maryland, flash floods are particularly concerning due to its diverse topography and increasing urban development, which exacerbates runoff and overwhelms drainage systems. The state has experienced significant flash flood events, highlighting the need for effective models to manage risks and inform mitigation strategies. While regression models such as the Negative Binomial (NB) and Zero-Inflated Negative Binomial (ZINB) are commonly used for count data analysis, their application to flash flood modeling in the USA, including regions like Maryland, remains limited …


Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia Dec 2023

Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia

Journal of Nonprofit Innovation

Urban farming can enhance the lives of communities and help reduce food scarcity. This paper presents a conceptual prototype of an efficient urban farming community that can be scaled for a single apartment building or an entire community across all global geoeconomics regions, including densely populated cities and rural, developing towns and communities. When deployed in coordination with smart crop choices, local farm support, and efficient transportation then the result isn’t just sustainability, but also increasing fresh produce accessibility, optimizing nutritional value, eliminating the use of ‘forever chemicals’, reducing transportation costs, and fostering global environmental benefits.

Imagine Doris, who is …


Generalized Ratio-Product Cum Regression Variance Estimator In Two-Phase Sampling, Isah Muhammad Dec 2023

Generalized Ratio-Product Cum Regression Variance Estimator In Two-Phase Sampling, Isah Muhammad

CBN Journal of Applied Statistics (JAS)

This study develops a flexible and efficient generalized ratio-product cum regression type estimator of population variance utilizing auxiliary variable in two-phase sampling that incorporates the properties of ratio-type and product-type estimators. The properties of the estimator were derived using first order approximation. The theoretical conditions under which the precision and the flexibility of the estimator is better than some classical estimators are also provided. Empirical evidence from five real datasets suggests that the proposed estimator outperforms the classical variance, ratio variance, product, and exponential ratio type estimators in terms of precision and efficiency. The estimator can be utilized to provide …


Modelling The Naira Exchange Rate Dependence Using Static And Time-Varying Copula, Kabir Katata Dec 2023

Modelling The Naira Exchange Rate Dependence Using Static And Time-Varying Copula, Kabir Katata

CBN Journal of Applied Statistics (JAS)

This paper examines the dependence structure of different currencies versus the Nigerian Naira using constant and time-varying copula. Daily Naira/USD, Naira/Yuan, Naira/Pound, and Naira/Euro exchange rates from 23 December 2011 to 12 May 2020 were utilised. We fitted eight constant and time-varying copula families using the exchange rate standardised residuals. The study finds that the Naira exchange rate may be estimated with student t-copula, Symmetrized Joe-Clayton (SJC), or Rotated Gumbel copula models and Autoregressive (AR)– Glosten Jagannathan RunkleGeneralized Autoregressive Conditional Heteroscedastic (GJR-GARCH) (1,1) models with skewed t residuals for margins. The Naira exchange rate returns is timevarying, tail-dependent, and asymmetric. …


Mathematical Modeling Of The Impact Of Lobbying On Climate Policy, Andrew Jacoby, Claire Hannah, James Hutchinson, Jasmine Narehood, Aditi Ghosh, Padmanabhan Seshaiyer Nov 2023

Mathematical Modeling Of The Impact Of Lobbying On Climate Policy, Andrew Jacoby, Claire Hannah, James Hutchinson, Jasmine Narehood, Aditi Ghosh, Padmanabhan Seshaiyer

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.