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Articles 1 - 11 of 11
Full-Text Articles in Statistical Models
Statistical Graph Quality Analysis Of Utah State University Master Of Science Thesis Reports, Ragan Astle
Statistical Graph Quality Analysis Of Utah State University Master Of Science Thesis Reports, Ragan Astle
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Graphical software packages have become increasingly popular in our modern world, but there are concerns within the statistical visualization field about the default settings provided by these packages, which can make it challenging to create good quality graphs that align with standard graph principles. In this thesis, we investigate whether the quality of graphs from Utah State University (USU) Plan A Master of Science (MS) thesis reports from the years 1930 to 2019 was affected by the rise of graphical software packages. We collected all data stored on the USU Digital Commons website since November 2021 to determine the specific …
Stressor: An R Package For Benchmarking Machine Learning Models, Samuel A. Haycock
Stressor: An R Package For Benchmarking Machine Learning Models, Samuel A. Haycock
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Many discipline specific researchers need a way to quickly compare the accuracy of their predictive models to other alternatives. However, many of these researchers are not experienced with multiple programming languages. Python has recently been the leader in machine learning functionality, which includes the PyCaret library that allows users to develop high-performing machine learning models with only a few lines of code. The goal of the stressor package is to help users of the R programming language access the advantages of PyCaret without having to learn Python. This allows the user to leverage R’s powerful data analysis workflows, while simultaneously …
Retail Trading And Stock Volatility: The Case Of Robinhood, Cooper Jones
Retail Trading And Stock Volatility: The Case Of Robinhood, Cooper Jones
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
We examine the relation between Robinhood usership and stock market volatility. We show that daily fluctuations in Robinhood usership, which is used to proxy retail trading, significantly influence various measures of volatility. These results might suggest that Robinhood users contribute to noise trading as they are generally individuals trading on name recognition, media coverage, popularity, and familiarity of products, rather than on fundamental values. In our empirical approach, we find that the percentage increase in Robinhood usership Granger causes increases in daily stock volatility.
Applications Of Machine Learning In High-Frequency Trade Direction Classification, Jared E. Hansen
Applications Of Machine Learning In High-Frequency Trade Direction Classification, Jared E. Hansen
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
The correct assignment of trades as buyer-initiated or seller-initiated is paramount in many quantitative finance studies. Simple decision rule methods have been used for signing trades since many data sets available to researchers do not include the sign of each trade executed. By utilizing these decision rule methods, as well as engineering new variables from available data, we have demonstrated that machine learning models outperform prior methods for accurately signing trades as buys and sells, achieving state-of-the-art results. The best model developed was 4.5 percentage points more accurate than older methods when predicting onto unseen data. Since finance and economics …
Predictive Distributions Via Filtered Historical Simulation For Financial Risk Management, Tyson Clark
Predictive Distributions Via Filtered Historical Simulation For Financial Risk Management, Tyson Clark
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Filtered historical simulation with an underlying GARCH process can be used as a valuable tool in VaR analysis, as it derives risk estimates that are sensitive to the distributional properties of the historical data of the produced predictive density. I examine the applications to risk analysis that filtered historical simulation can provide, as well as an interpretation of the predictive density as a poor man’s Bayesian posterior distribution. The predictive density allows us to make associated probabilistic statements regarding the results for VaR analysis, giving greater measurement of risk and the ability to maintain the optimal level of risk per …
Rfviz: An Interactive Visualization Package For Random Forests In R, Christopher Beckett
Rfviz: An Interactive Visualization Package For Random Forests In R, Christopher Beckett
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Random forests are very popular tools for predictive analysis and data science. They work for both classification (where there is a categorical response variable) and regression (where the response is continuous). Random forests provide proximities, and both local and global measures of variable importance. However, these quantities require special tools to be effectively used to interpret the forest. Rfviz is a sophisticated interactive visualization package and toolkit in R, specially designed for interpreting the results of a random forest in a user-friendly way. Rfviz uses a recently developed R package (loon) from the Comprehensive R Archive Network (CRAN) to create …
Seasonal Resource Selection And Habitat Treatment Use By A Fringe Population Of Greater Sage-Grouse, Rhett Boswell
Seasonal Resource Selection And Habitat Treatment Use By A Fringe Population Of Greater Sage-Grouse, Rhett Boswell
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Movement and habitat selection by Greater Sage-grouse (Centrocercus uropasianus) is of great interest to wildlife managers tasked with applying conservation measures for this iconic western species. Current technology has created small and lightweight GPS (Global Positioning Systems) transmitters that can be attached to sage-grouse. Using GIS software and statistical programs such as Program R, land managers can analyze GPS location data to assess how sage-grouse are geospatially interacting with their habitats. Within the Panguitch Sage-Grouse Management Area (SGMA) thousands of acres of land have been restored or manipulated to enhance sage-grouse habitat; this usually involves removal of pinyon pine …
Novel Statistical Models For Quantitative Shape-Gene Association Selection, Xiaotian Dai
Novel Statistical Models For Quantitative Shape-Gene Association Selection, Xiaotian Dai
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Other research reported that genetic mechanism plays a major role in the development process of biological shapes. The primary goal of this dissertation is to develop novel statistical models to investigate the quantitative relationships between biological shapes and genetic variants. However, these problems can be extremely challenging to traditional statistical models for a number of reasons: 1) the biological phenotypes cannot be effectively represented by single-valued traits, while traditional regression only handles one dependent variable; 2) in real-life genetic data, the number of candidate genes to be investigated is extremely large, and the signal-to-noise ratio of candidate genes is expected …
Comparison Of Survival Curves Between Cox Proportional Hazards, Random Forests, And Conditional Inference Forests In Survival Analysis, Brandon Weathers
Comparison Of Survival Curves Between Cox Proportional Hazards, Random Forests, And Conditional Inference Forests In Survival Analysis, Brandon Weathers
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Survival analysis methods are a mainstay of the biomedical fields but are finding increasing use in other disciplines including finance and engineering. A widely used tool in survival analysis is the Cox proportional hazards regression model. For this model, all the predicted survivor curves have the same basic shape, which may not be a good approximation to reality. In contrast the Random Survival Forests does not make the proportional hazards assumption and has the flexibility to model survivor curves that are of quite different shapes for different groups of subjects. We applied both techniques to a number of publicly available …
A Comparison Of Statistical Methods Relating Pairwise Distance To A Binary Subject-Level Covariate, Rachael Stone
A Comparison Of Statistical Methods Relating Pairwise Distance To A Binary Subject-Level Covariate, Rachael Stone
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
A community ecologist provided a motivating data set involving a certain animal species with two behavior groups, along with a pairwise genetic distance matrix among individuals. Many community ecologists have analyzed similar data sets with a method known as the Hopkins method, testing for an association between the subject-level covariate (behavior group) and the pairwise distance. This community ecologist wanted to know if they used the Hopkins method, would their results be meaningful? Their question inspired this thesis work, where a different data set was used for confidentiality reasons. Multiple methods (Hopkins method, ADONIS, ANOSIM, and Distance Regression) were used …
Simulation Of Mathematical Models In Genetic Analysis, Dinesh Govindal Patel
Simulation Of Mathematical Models In Genetic Analysis, Dinesh Govindal Patel
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
In recent years a new field of statistics has become of importance in many branches of experimental science. This is the Monte Carlo Method, so called because it is based on simulation of stochastic processes. By stochastic process, it is meant some possible physical process in the real world that has some random or stochastic element in its structure. This is the subject which may appropriately be called the dynamic part of statistics or the statistics of "change," in contrast with the static statistical problems which have so far been the more systematically studied. Many obvious examples of such processes …