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Statistical Models Commons

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Full-Text Articles in Statistical Models

Self-Learning Algorithms For Intrusion Detection And Prevention Systems (Idps), Juan E. Nunez, Roger W. Tchegui Donfack, Rohit Rohit, Hayley Horn Mar 2023

Self-Learning Algorithms For Intrusion Detection And Prevention Systems (Idps), Juan E. Nunez, Roger W. Tchegui Donfack, Rohit Rohit, Hayley Horn

SMU Data Science Review

Today, there is an increased risk to data privacy and information security due to cyberattacks that compromise data reliability and accessibility. New machine learning models are needed to detect and prevent these cyberattacks. One application of these models is cybersecurity threat detection and prevention systems that can create a baseline of a network's traffic patterns to detect anomalies without needing pre-labeled data; thus, enabling the identification of abnormal network events as threats. This research explored algorithms that can help automate anomaly detection on an enterprise network using Canadian Institute for Cybersecurity data. This study demonstrates that Neural Networks with Bayesian …


Identifying Customer Churn In After-Market Operations Using Machine Learning Algorithms, Vitaly Briker, Richard Farrow, William Trevino, Brent Allen Dec 2019

Identifying Customer Churn In After-Market Operations Using Machine Learning Algorithms, Vitaly Briker, Richard Farrow, William Trevino, Brent Allen

SMU Data Science Review

This paper presents a comparative study on machine learning methods as they are applied to product associations, future purchase predictions, and predictions of customer churn in aftermarket operations. Association rules are used help to identify patterns across products and find correlations in customer purchase behaviour. Studying customer behaviour as it pertains to Recency, Frequency, and Monetary Value (RFM) helps inform customer segmentation and identifies customers with propensity to churn. Lastly, Flowserve’s customer purchase history enables the establishment of churn thresholds for each customer group and assists in constructing a model to predict future churners. The aim of this model is …


Self-Driving Cars: Evaluation Of Deep Learning Techniques For Object Detection In Different Driving Conditions, Ramesh Simhambhatla, Kevin Okiah, Shravan Kuchkula, Robert Slater May 2019

Self-Driving Cars: Evaluation Of Deep Learning Techniques For Object Detection In Different Driving Conditions, Ramesh Simhambhatla, Kevin Okiah, Shravan Kuchkula, Robert Slater

SMU Data Science Review

Deep Learning has revolutionized Computer Vision, and it is the core technology behind capabilities of a self-driving car. Convolutional Neural Networks (CNNs) are at the heart of this deep learning revolution for improving the task of object detection. A number of successful object detection systems have been proposed in recent years that are based on CNNs. In this paper, an empirical evaluation of three recent meta-architectures: SSD (Single Shot multi-box Detector), R-CNN (Region-based CNN) and R-FCN (Region-based Fully Convolutional Networks) was conducted to measure how fast and accurate they are in identifying objects on the road, such as vehicles, pedestrians, …


Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater Jan 2019

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …