Statistical Models Commons^™

Rank Rebalancing In Commodity And Foreign Exchange Markets, Prateek D. Vyas

CMC Senior Theses

This thesis empirically tests the rank-rebalancing mechanism of Stochastic Portfolio Theory (SPT) across commodity futures, foreign exchange futures, and equity ETFs. The Reverse Price-Weighted strategy (RPW) assigns, to each asset, the market weight of the asset at the opposite price rank, and generates an annualized excess return of 2.90% over the price-weighted (MKT) commodity benchmark, during the period of November 1977 to October 2025 (HAC t = 2.058, p = 0.040). The differential Sharpe ratio (dSharpe) of 0.245 is confirmed by a stationary block bootstrap, with a 𝑝-value of 0.015, and factor regressions controlling for carry, momentum, and value yield …

Statistical Quality Control: A Bayesian Framework, Jakia Jaber Tunal

College of Graduate Studies: Theses & Dissertations

In many industries, it is important to assess whether a machine or system is operating within acceptable limits or has gone out of control. This project applies Bayesian statistics to monitor a process over time and detect changes in its behavior. First, initial data are collected to understand the system’s typical performance and to form a starting prior distribution. As new observations arrive over time, the prior is updated through Bayesian inference, combining past information with incoming data. This iterative updating creates a continuous monitoring framework that adapts as more evidence becomes available. When the updated results suggest that the …

Swimming In Uncertainty: Filling Data Gaps And Providing An Educational Platform For Beach Water Quality At Tybee Island, Georgia, Lukas Roberson

College of Graduate Studies: Theses & Dissertations

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Swimming in beaches water contaminated with high levels of bacteria can make you sick. Current monitoring at the public beaches on Tybee Island consists of weekly monitoring and enumeration of fecal indicator bacteria that takes 24 hours for results. If the number of bacteria exceed regulatory limits, a public health advisory is issued, and affected waters are retested until …

Financial Literacy And Inclusion Of Philippine Jeepney And Tricycle Drivers, Bryan N. Bernabe, Jyro B. Triviño

Leadership and Strategy Faculty Publications

The study investigated how the different elements of financial literacy influence the financial inclusion of jeepney and tricycle drivers in Caloocan, Metro Manila. Pearson correlation analysis revealed a positive correlation between financial inclusion and attitude, behavior, knowledge, and skills. Additionally, analysis of variance highlighted that education and age play significant roles in enhancing financial literacy. The linear regression findings also supported the idea that income acts as a positive moderator, augmenting the impact of financial literacy on financial inclusion. The study attempted to disaggregate its financial literacy components to understand their impact on financial inclusion, but its interrelationships also require …

Multivariate Quantile Autoregression-Mixed Data Sampling (Mvqar-Midas) Modeling Of Cost Of Living And Supply Chain Dynamics In Canada., Patrick Gbolonyo

Theses and Dissertations (Comprehensive)

In recent years, the rising cost of living as a result of persistent inflationary pressures, disruptions in the global supply chains, and changes in the macroeconomic landscape has become a critical topic of discussion. To address this, we move beyond a mean-based framework and employ a quantile regression approach. This allows the persistence of each series and the transmis- sion of shocks between the Consumer Price Index (CPI) (the total CPI which is a percentage change over the past 12 months), the Interest Rate (IR)(the target for the overnight rate), the New Housing Price Index (NHPI), and high-frequency supply chain …

Hidden Markov Models For Stock Market Regime Prediction, Meghan Blanch

Electronic Theses & Dissertations (2024 - present)

Hidden Markov Models (HMMs) are a powerful mathematical system used for analyzing time sequences in which the underlying states are unable to be directly observed. This project strives to develop the theory and computation of such models, including deriving the forward and backward variables, the Baum-Welch algorithm, and the Viterbi algorithm. Each of these HMM components are derived and explained to demonstrate the probabilistic principles that allow HMMs to be effective for modeling sequential data.

To demonstrate its practical relevance, the HMM is applied to financial time series. The observable stock market returns tend to be influenced by market regimes …

Entropic Foundation Of Finance And Physics: Securities Price Dynamics And Quantum Theory, Mohammad Abedi

Electronic Theses & Dissertations (2024 - present)

In many scientific and financial contexts, we must reason and make predictions under conditions of incomplete information. This dissertation develops Entropic Dynamics (ED) as a unified framework for deriving dynamical laws directly from principles of inference. Within this approach, probability distributions represent states of knowledge, and their evolution is determined through entropy maximization subject to relevant constraints. This leads to a novel concept of entropic time and a formulation of dynamics as an inferential process. In this talk, I will present how ED provides a common foundation across multiple domains. In physics, quantum dynamics for particles and scalar fields in …

A Comparative Evaluation Of Data Imbalance Handling Techniques In Machine Learning Models For One-Year Mortality Prediction In Liver Cirrhosis, Sumiya Hasan Trisha

UNF Graduate Theses and Dissertations

Liver cirrhosis is associated with substantial morbidity and mortality, making one-year mortality prediction a clinically relevant problem. Using a liver cirrhosis dataset as the motivating application, this thesis evaluates five machine learning classifiers—Logistic Regression, Random Forest, XGBoost, LightGBM, and CatBoost—under five class-imbalance handling strategies: Baseline learning, Random Oversampling, SMOTE-NC, ADASYN, and Cost-Sensitive Learning. Hyperparameter tuning was conducted using randomized search, and predictive performance was assessed over 200 iterations of Monte Carlo Cross-Validation using Accuracy, Precision, Recall, Fl-score, and ROC-AUC.

The results suggest that imbalance-handling strategies can materially affect predictive performance, particularly recall. Because the outcome of interest is death within …

A Comparative Study Of Classification Methods For Healthcare Analytics, Xueting Zhao

UNF Graduate Theses and Dissertations

This thesis presents a comparative study of logistic regression, Linear Discriminant Analy- sis (LDA), and Quadratic Discriminant Analysis (QDA) for binary classification in healthcare analytics, integrating theoretical derivation, simulation, and real-data application. A facto- rial simulation study crosses the covariance structure (equal vs. unequal), predictor correla- tion (ρ ∈ {0, 0.5, 0.9}), dimensionality (p ∈ {2, 5, 10}) and sample size (n ∈ {50, 100, 200}) across 54 scenarios with 1,000 Monte Carlo replicates each. Three main findings emerge. Logistic regression and LDA are nearly interchangeable when the assumption of equal-covariance holds. QDA achieves substantially better discrimi- nation when class-specific …

Seemingly Unrelated Exponetiated Exponential Geometric Regression Model, Oluwaseun Michael Famoni, Bamidele Mustapha Oseni

Al-Bahir

In the class of seemingly unrelated regression models, the dispersion nature of the dependent variable can greatly impact the efficiency and reliability of the parameter estimates for the model. Despite this, the seemingly unrelated Poisson regression model and seemingly unrelated negative binomial model are two most commonly used count data models for these class of regression models. This study introduces the seemingly unrelated exponentiated exponential geometric regression (SUEEGR) for modelling count data which might be equi-, under, or over-dispersed. Parameters estimation for the model was carried out using the method of maximum likelihood. A simulation study was carried out to …

Testing For Dice Control At Craps, Stewart N. Ethier

UNLV Gaming Research & Review Journal

Dice control involves “setting” the dice and then throwing them carefully, in the hope of influencing the outcomes and gaining an advantage at craps. How does one test for this ability? To specify the alternative hypothesis, we need a statistical model of dice control. Two have been suggested in the gambling literature, namely the Smith–Scott model and the Wong–Shackleford model. Both models are parameterized by θ ∈ [0, 1], which measures the shooter’s level of control. We propose and compare four test statistics: (a) the sample proportion of 7s; (b) the sample proportion of pass-line wins; (c) the sample mean …

Modeling Private Debt Using U.S. Consumer Expenditure Data, Stsiapan Dziamentsyeu

Honors Capstones

This project models private household debt among U.S. consumers using data from the Consumer Expenditure Survey (CES) between 2013 and 2023. The analysis focuses on identifying how demographic and economic characteristics, such as income, housing expenditures, education, and occupation, relate to non-mortgage “other” loan balances. After initial model development produced poor residual behavior due to zero-inflation from imputed debt values, the analysis was refined to include only households reporting verifiable debt. Multiple modeling techniques, including AIC-based variable selection and Lasso regularization, were compared under a five-fold cross-validation framework. The Lasso model achieved superior predictive accuracy (RMSE = 1.55, MAE = …

Is Hockey Still Canada’S Game? How Usa Teams Have Won Every Stanley Cup Since 1994, Aaron Montgomery, Long Doan, Joe Demaio, Michael Frankel

Symposium of Student Scholars

The last Canadian team to win Lord Stanley’s cup in the National Hockey League was the Montreal Canadiens in 1993. Since then, each championship has been claimed by a team geographically located in the United States. Is this streak unusual? Perhaps it is particularly unusual in light of the fact that Hockey is known as Canada’s game. Is Hockey in its modern incarnation still Canada’s game? Given the long history of the NHL should we expect such a streak to occur at some point in time? Are we too fixated on the geographic location of the teams in question? Perhaps …

Generating Predictive Gene Expression Signatures For Alzheimer's Disease Using Postmortem Brain Tissue, Ashley Duche

Pharmaceutical Sciences (PhD) Dissertations

Background: Alzheimer’s Disease (AD) is a progressive neurodegenerative disorder characterized by the accumulation of amyloid-beta (Aβ) plaques and tau protein aggregates. These pathological features develop in specific brain regions, but why some areas are more vulnerable to early AD-related changes remains unclear. To address this, predictive gene expression signatures were developed to explore the molecular mechanisms underlying regional susceptibility to AD pathology.

Methods: This was performed using postmortem brain (PMB) tissue from participants in the Religious Orders Study and Memory and Aging Project (ROSMAP), Mayo Clinic, and Mount Sinai Brain Bank (MSBB) to generate gene expression signatures from six brain …

Crime Statistics And Taxi Transportation In New York City: An Exploratory Data Analysis, Adelyn J. Fleming

All Graduate Reports and Creative Projects, Fall 2023 to Present

In a heavily populated city as busy and vibrant as New York City, people are constantly on the move. Some of that movement might be connected to the occurrence of certain crimes. This study explores how movement, especially from yellow taxicabs, relates to crime occurrences within different parts of the city. By looking at the 2018 taxi trip and crime data, alongside population data from the 2020 U.S. Census, this project aims to explore how individuals travel within the city and whether there is any relationship with the types of crime that occur within those areas. Visual tools and maps …

Curvilinear Image Segmentation Using Multiscale Variational U-Net, Rebekah Fortes

LSU New Orleans Theses and Dissertations

Segmentation of curvilinear structures such as water contours, cracks in cement, and vascular networks in biomedical imaging, poses unique challenges due to extreme class imbalance, irregular morphology, low contrast against complex backgrounds, and the need to preserve global connectivity while detecting fine-scale details. We propose a Multiscale Variational U-Net (MSVU-Net) architecture designed specifically to address these challenges. The model integrates multiscale convolutional filters to capture both global context and local detail, while embedding a variational model in the bottleneck layer to enhance structural representation. To mitigate class imbalance and improve fidelity, the network optimizes a hybrid loss function that combines …

Coupled Machine Learning Models: Combining Observations And Numerical Analysis In A Physics-Regularized Approach, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

This dissertation investigates surrogate modeling for fixed-location environmental forecasting using novel data-combination techniques. The work surveys the landscape of observational measurements and numerically generated data, identifying similar research and gaps in current methodologies. The ratio-coupled training framework is introduced to combine two data sources per predicted feature through a tunable parameter that weights training signal strength. An optimization scheme is developed to simultaneously tune surrogate weights and the coupled signal ratio, allowing relative influence between signals to act as an explicit regularizer. Three case studies demonstrate the methodology and approach in a variety of contexts. The first study is based …

Flexible Spatial Priors In Bayesian Neuroimaging: Gmrf, Nngp, And Deep Gmrf, Boyoung Hur

All Dissertations

Structural neuroimaging is essential for understanding neurological disorders such as Alzheimer’s disease, enabling accurate delineation of brain regions through image segmentation. Among various segmentation methods, multi-atlas-based approaches like label fusion have become leading techniques. In statistics, Bayesian hierarchical models for label fusion are increasingly favored for their ability to incorporate uncertainty and prior knowledge. Also, a key challenge in modeling neuroimaging data is spatial dependence among image voxels, making the choice of spatial prior critical—particularly in high-resolution settings where segmentation accuracy and computational efficiency are both essential.

This dissertation proposes fully Bayesian spatial hierarchical models that explore two flex- ible …

The Moderating Effect Of Income Inequality On The Income–Emissions Relationship In G20 Countries, Zahra Rizky Fadilah, Budiasih Budiasih

Economics and Finance in Indonesia

This study analyzes the moderating effect of income inequality on the income–emissions relationship in the environmental Kuznets curve (EKC) framework. Findings indicate that the relationship is inverted U-shaped in middle-income G20 countries, but monotonically increasing in high-income G20 countries. Interestingly, income inequality moderates this relationship only in the latter group. These findings suggest that middle-income G20 countries should focus on raising income per capita to mitigate environmental degradation, while their high-income counterparts need to prioritize reducing income inequality to effectively decouple income from emissions.

On Bayesian Empirical Likelihood-Based Method For Complex Survey Data With Application To Non-Probability Sampling, Md Hasibur Rahman

Department of Statistics: Dissertations, Theses, and Student Research

This thesis develops a Bayesian empirical likelihood (BEL) framework for inference under complex survey designs and extends it to non-probability sampling. Parametric likelihood based methods are difficult to apply to complex survey data because the likelihood is rarely available in closed form. EL provides a flexible alternative by replacing the parametric likelihood with an empirical likelihood constructed from moment conditions. The proposed method first integrates empirical likelihood constraints with survey design features then extends BEL to non-probability sampling through selection models and design consistent restrictions. Posterior inference is carried out using a Metropolis–Hastings MCMC algorithm. A real-data analysis further illustrates …

A Leslie System For A Demographic Simulation: From An Actuarial Point Of View, David Kings

Electronic Theses and Dissertations

This thesis develops a discrete stochastic linear systems interpretation of age–stage demographic evolution grounded in Leslie operators and realized in a discrete-event simulation implemented with salabim. The central claim is that one annual cycle of the simulation constitutes a cone-preserving, stochastic affine transformation on a high- dimensional population state vector indexed by age, sex, marital status, household type, employment, and education, and that the composition of yearly operators yields a random matrix product whose top Lyapunov exponent is the stochastic counterpart of the Perron–Frobenius growth rate (Caswell, 2001; Tuljapurkar, 1997)[1, 2]. The actuarial bridge is constructed by mapping simulated survival …

Human Capital, Immigration, And Growth: A State-Level Dynamic Panel Study, William R. Cooper

Graduate Theses and Dissertations (2019 - present)

This study examines whether who immigrates, rather than how many, matters for state economic growth in the United States. It integrates a policy-relevant proxy for skill (H-1B approvals) into an augmented Solow framework that separates immigration's quantity channel from its human capital channel and estimates dynamic effects in a balanced quarterly panel of 50 states (2010 to 2023 ). The empirical strategy estimates a two-step difference GMM Arellano-Bond model that reinforces identification using a double/debiased machine learning (DML) variant that orthogonalizes high-dimensional nuisance components via cross-fitting. This design targets the distinct roles of immigrant headcount versus skill in per capita …

The Odds Don’T Lie: Mathematical Reasoning And Societal Ignorance In Don’T Look Up, Nysa Vedwan, Shane Carey

LASER Journal

In Adam McKay’s 2021 satirical sci-fi movie Don’t Look Up, two astronomers discover a comet heading directly toward Earth. Despite overwhelming evidence and near-certainty of global extinction, their warnings are ignored and ridiculed. This paper discusses the mathematical and scientific foundations of the movie’s social and political reception, and specifically focuses on orbital prediction and probabilistic modeling as they relate to public understanding of risk. This paper shows how data is often undermined by political and social dynamics, by connecting the fictional events of the movie with real-world crises like the COVID-19 pandemic and the climate emergency. In Don’t Look …

Latent Classification Of Time-Dependent Transition Rates In Longitudinal Binary Outcome Data, Joonha Chang, Wenyaw Chan

School of Public Health Faculty Publications

Continuous-time Markov chain (CTMC) models and latent classification methods are commonly used to analyze longitudinal categorical outcomes in medical research. While CTMC models are popular for their simplicity and effectiveness, their assumption of constant transition rates presents limitations in capturing dynamic behaviors. To address this, non-homogeneous continuous-time Markov chains (NH-CTMCs) have been developed, incorporating time-varying transition rates to enhance model flexibility. In this study, we leverage closed-form transition probabilities for a fully ergodic two-state NH-CTMC model and propose a latent class clustering approach to identify heterogeneous transition rate patterns within the population. We emphasize the potential advantages of these models …

Explainable Post-Operative Patients Recovery Prediction Following Elective Brain Tumor Resection: A Precision Medicine Approach, Eleanor Belkin

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Project Insight] Spatio-Temporal Analysis Of Domestic Violence In Puerto Rico, Phyllis Muniu

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Smarter Disease Detection From Electronic Health Record Data: An End-To-End Ai-Augmented Pipeline For Computable Phenotyping, Dylan Owens

Statistical Science Theses and Dissertations

Electronic Health Records (EHR) contain a wealth of structured and unstructured patient data that can be leveraged for computable phenotyping, the process of algorithmically identifying patient cohorts with specific diseases or conditions. Traditional rule-based phenotyping approaches, while interpretable, often struggle with scalability, portability across institutions, and effective use of unstructured clinical narratives. Recent advances in large language models (LLMs) present new opportunities for synthesizing complex free-text information into concise, clinically meaningful representations. However, integrating LLMs into phenotyping workflows requires careful design to maintain transparency, interpretability, and measurable uncertainty—features essential for clinical adoption and downstream applications such as decision support.

We …

Comparative Evaluation Of Estimation Techniques For Purchasing Power Parity In African Countries Using The Country-Product-Dummy Regression Framework, Rokibat Adeola Tijani, Taiwo Abideen Lasisi, Dahud Kehinde Shangodoyin, Olasunkanmi James Oladapo

Al-Bahir

Purchasing Power Parity (PPP) is a popular macroeconomic analysis metric used to compare economic productivity and standards of living between countries. This study examines the estimation of PPP within the International Comparison Program (ICP) at Basic Heading (BH) level stage and leverages on the data from the 2011 ICP round. Focusing on five BHs out of 12 BHs across 50 Africa countries, to empirically evaluate the validity of the classical Ordinary Least Square (OLS) assumptions in the estimation of Country Product Dummy (CPD) regressions. Given the widespread use of OLS for BH level PPP computation, a rigorous examination of these …

Nba Player Types And Salaries: Assessing The Disparities In Pay, Nick Riccardi, Rodney J. Paul

Sport Management - All Scholarship

The purpose of this study was to identify player types that exist in the modern National Basketball Association (NBA), test whether player types are paid differently controlling for performance and other factors and construct successful rosters with cheaper payrolls.
We collected performance statistics and salary data for players and teams across five seasons (2018-19 to 2022-23). Cluster analysis is leveraged to group together player-seasons to identify the player types that exist in the NBA. Linear regression models are run to test for differences in pay by cluster membership while controlling for performance, age, and contractual details. Linear programming simulation models …

Statistical Methods For Joint Outcome Modeling And Dynamic Assessment Of Recurrent Events, Zifang Kong

Statistical Science Theses and Dissertations

Recurrent event data frequently arise in clinical studies where individuals experience repeated, possibly related, events over time. These data are often accompanied by sparse and irregular longitudinal measurements, creating challenges for traditional joint modeling approaches that struggle to account for time-dependent associations and within-subject correlations. We propose FRAILTY (Functional Regression with AutoRegressIve fraiLTY), a novel two-step framework that integrates functional principal component analysis (PACE) with a dynamic frailty model featuring autoregressive structure. FRAILTY accommodates both scalar and functional predictors and captures within-subject dependence across recurrent events. To further extend its utility, we develop a multivariate joint modeling framework that simultaneously …