Survival Analysis Commons^™

A New Approach To Generate Combinatorial Patterns In Logical Analysis Of Data And Its Application To Predict College Retention, Salihah Ahmed E. Jaafari

Theses and Dissertations

Student retention and degree completion remain central challenges for higher-education institutions, with significant implications for student success, institutional effectiveness, and public accountability. While advances in predictive analytics have enabled earlier identification of students at risk of withdrawal, many commonly used machine learning approaches suffer from limited interpretability, constraining their practical usefulness for advising, intervention, and policy decision making. This dissertation addresses the problem of predicting student persistence by developing and evaluating optimization based, interpretable classification models within the Logical Analysis of Data (LAD) framework. Building on existing LAD formulations, this research introduces two novel pattern generation models, the Best Term …

Explainable Ai For Liver Transplant Survival Prediction: Integrating Immunological Mismatch Features, Sourab Shaik

Honors Projects

Liver Transplantations are crucial treatment for end-stage liver disease. However, a persistent deficit of donor organs necessitates maximizing the utility of each available graft to minimize failure rates. We evaluated whether donor–recipient molecular immunogenicity metrics - Electrostatic and Hydrophobic Mismatch Scores (HMS/EMS) and eplet-based counts - improve post–liver-transplant survival prediction. The analytic cohort comprised adult, first time, single-organ deceased-donor transplants drawn from Scientific Registry of Transplant Recipients; follow-up was truncated at five years, and the endpoint was all-cause graft failure (earliest of graft failure or death; otherwise, censored). HLA variables were derived via high- resolution conversion and molecular mismatch computations …

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 …

Resale Revolution: Trend Implications From Media Presence Transcended To Luxury Retail Markets, Penelope Prochnow

Capstone Projects

This study aims to deepen understanding of fashion trend decline from peak popularity to obsolescence, with implications for sustainability and producer profit margins. It investigates how the attributes and media presence of fashion items influence their journey from high-end editorial coverage to resale platforms. Using survival analysis to model trend lifetimes and cosine similarity metrics to compare resale and magazine keyword frequencies, alongside machine learning for price prediction, the study uncovers critical temporal patterns. Results show that resale trends reflect magazine content with a lag of approximately 18 to 30 months and draw from long-wave revivals spanning 6 to 14 …

Handwritten Digit Recognition Using Machine Learning Classifiers, Md Ahiduzzaman

Data Science and Data Mining

This project explores and compares the performance of various machine learning classifiers for handwritten digit recognition using the MNIST dataset. The classifiers include Logistic Regression, k-Nearest Neighbors, and Convolutional Neural Networks. Each classifier is evaluated based on accuracy, precision, recall, F1-score, and confusion matrix analysis.

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 …

Genomic Population Structure Of Great Hammerhead Sharks (Sphyrna Mokarran) Across The Indo-Pacific, Naomi L. Brunjes, Samuel M. Williams, Alexis L. Levengood, Matt K. Broadhurst, Vincent Raoult, Alastair V. Harry, Matias Braccini, Madeline E. Green, Julia L. Y. Spaet, Michael J. Travers, Bonnie J. Holmes

Fisheries Research Articles

Context

Currently, little information exists describing the population structure of great hammerhead sharks (Sphyrna mokarran) in Australian waters. Aims

This study used single nucleotide polymorphisms to investigate fine-scale population structure in S. mokarran across the Indo-Pacific. Methods

DNA was extracted from 235 individuals across six Australian locations and a Red Sea outgroup. Population parameters were calculated and visualised to test structuring across locations. Key results

No fine-scale population structuring was observed for S. mokarran across the Indo-Pacific. However, population structuring occurred for all Australian locations when compared to the Red Sea outgroup. Conclusions

Findings suggest a single stock …

The Social And Economic Dimensions Of One Of The World’S Longest-Operating Shark Fisheries, Matias Braccini, Maddison Watt, Clinton Syers, Nick Blay, Matthew Navarro, Michael Burton

Fisheries Research Articles

Context

Social and economic information is limited for coastal commercial and recreational fisheries, particularly shark fisheries, which are perceived as unsustainable and as targeting sharks for fins.

Aims

To characterise the social and economic dimensions of one of the world’s few long-standing sustainable shark fisheries.

Methods

We reviewed historic data and surveyed stakeholders to understand the economic and social dimensions of the shark fishery currently operating in Western Australia.

Key results

Since the fishery’s historic peak, there has been a substantial reduction in the number of operating vessels and ports due to management intervention. For the vessels that have remained, …

Applications Of Causal Inference Methods For The Estimation Of Effects Of Bone Marrow Transplant And Prescription Drugs On Survival Of Aplastic Anemia Patients, Yesha M. Patel

Computational and Data Sciences (PhD) Dissertations

This dissertation provides an in-depth exploration into the treatment effectiveness for aplastic anemia using causal inference methods, structured around three pivotal research papers. Each paper contributes to a nuanced understanding of treatment impacts, specifically focusing on bone marrow transplantation (BMT) and prescription drugs, and the identification of optimal treatment strategies.

The first paper, "Causal Inference Analysis for Assessing the Effect of Bone Marrow Transplantation on the One-Year Survival of Adult and Pediatric Aplastic Anemia Patients," sets the foundation. It examines the short-term effectiveness of BMT in both adult and pediatric patients, providing crucial insights into how this treatment affects survival …

Addressing The Analytical And Computational Challenges Using Machine Learning In Biomedical Research, Yizhuo Wang

Dissertations and Theses (Open Access)

In the contemporary healthcare field, professionals are confronted with an ever-growing volume of clinical data stored in electronic health records, alongside the genomic data stemming from laboratory experiments. As a response to this deluge of data, the application of machine learning (ML) techniques is gaining popularity since ML techniques have demonstrated an exceptional proficiency in processing big data and deciphering complex nonlinear patterns that are intrinsic to biomedical research.

My research leverages ML's capabilities to address the computational challenges spanning diverse areas, including adaptive clinical trial designs, survival analysis, and high-dimensional genetic data analysis. Specifically, Chapter 2 focused on the …

Improving The Efficiency Of Exponential Ratio-Type Estimator For Population Median: A Calibration Weight Adjustment Approach, Mathew J. Iseh, Kufre J. Bassey

CBN Journal of Applied Statistics (JAS)

This paper modifies the Bahl and Tuteja exponential ratio-type estimator for population median under simple random and stratified sampling schemes using calibration weight adjustment technique with supplementary information to vary the stratum weights. The bias and mean square error of the modified estimator were obtained up to the second-order approximation, which satisfies the necessary conditions for efficiency. The findings show that the new estimator surpasses existing estimators in efficiency gain. This suggests the appropriateness of calibration weight modification in boosting the efficiency of a population parameter estimator under stratified random sampling especially where the population parameter of the auxiliary variable …

The Rocket: Analyzing Rtp (Return To Player), Payoff Distribution And Player Behavior In Crash Games, Mikhail M. Sher, Robert Haywood Scott Iii, Jonathan A. Daigle

International Conference on Gambling & Risk Taking

Abstract

Rocket is a crash game developed by DraftKings, an American publicly traded online casino, sports betting and fantasy sports company. DraftKings Rocket is a game played with a rising rocket. Players must exit the rocket at any point before the rocket crashes. In that case they receive the payoff in accordance to the multiplier of their exit point. If the rocket crashes before the player bails, player’s payoff is 0 (and they lose their bet).

The game boasts an unprecedented 97% RTP (Return to Player). For comparison, Atlantic City casino slots typically have a 91-92% RTP, while Vegas casino …

Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach, Oluwafemi E. Awopegba, Joseph O. Afolabi, Lydia T. Adeoye, Godwin O. Akpokodje

CBN Journal of Applied Statistics (JAS)

This study examines the effect of monetary policy rate (MPR) on market interest rates in Nigeria. For parsimony, we develop two indexes called the short-term interest rate (SINT) and Lending interest rate (LINT) to represent deposit and lending rates respectively. The nonlinear autoregressive distributed lag (NARDL) and threshold regression models are adopted. The study uses monthly data from 2002:M1 to 2019:M12. The results of the threshold regression model indicate that the degree of the effect of MPR on SINT and LINT above the estimated threshold of 11 and 13 percent respectively is greater and significant than if MPR were to …

Social Dimension Of Inclusive Growth In Ecowas: Implication For Poverty Reduction, Toriola K. Anu, Goerge O. Emmanuel, Ajayi O. Felix

CBN Journal of Applied Statistics (JAS)

This study investigates the implication of the social dimension of inclusive growth on poverty reduction in Economic Community of West African States (ECOWAS) countries. It specifically examines how social indices of inclusive growth comprising of income inequality, education, and health outcomes affect poverty reduction. The study uses a panel dataset of the six (6) lower-middle income countries in ECOWAS which was analysed via panel Difference Generalised Method of Moment (D-GMM). The results show that GDP per capita exerts significant negative effect on poverty while inequality, education and health outcomes do not show significant effect on poverty. Although, the estimates of …

Effect Of Fdi Inflows On Employment Generation In Selected Ecowas Countries: Heterogeneous Panel Analysis, Timothy A. Aderemi, Olawunmi Omitogun, Bukonla G. Osisanwo

CBN Journal of Applied Statistics (JAS)

The aim of this study is to examine the effect of FDI on employment in ECOWAS sub region between 1990 and 2019. The study utilizes a panel autoregressive distributed lag model to analyse the short run and long run relationship between FDI and employment across ECOWAS sub region. In the short run, the impact of FDI on employment is negative and statistically not significant. Meanwhile, in the long run FDI has a positive and statistically significant impact on employment rate. This implies that FDI has the capacity to generate employment in countries in ECOWAS sub region. Therefore, this study recommends …

Impact Of Covid-19 Pandemic On The Nigeria Stock Market: A Sectoral Stock Prices Analysis, Peter A. Adekunle, Yakubu A. Bello, Udochukwu G. Nwachukwu

CBN Journal of Applied Statistics (JAS)

This study examines the impact of the COVID-19 pandemic on sectoral stock prices in Nigeria stock market using daily data covering from February 28, 2020 to June 26, 2020. Applying the autoregressive distributed lag (ARDL) bounds test, the study finds that COVID-19 pandemic had adverse impact on the stock market indices in the short run. Furthermore, the study documents negative response of sectoral stock prices to the pandemic while the stock prices of the banking sub-sector are the worst hit. Compared to the consumer goods, and industrial subsector indices, the speed of adjustment to long run equilibrium is faster for …

Sars-Cov-2 Pandemic Analytical Overview With Machine Learning Predictability, Anthony Tanaydin, Jingchen Liang, Daniel W. Engels

SMU Data Science Review

Understanding diagnostic tests and examining important features of novel coronavirus (COVID-19) infection are essential steps for controlling the current pandemic of 2020. In this paper, we study the relationship between clinical diagnosis and analytical features of patient blood panels from the US, Mexico, and Brazil. Our analysis confirms that among adults, the risk of severe illness from COVID-19 increases with pre-existing conditions such as diabetes and immunosuppression. Although more than eight months into pandemic, more data have become available to indicate that more young adults were getting infected. In addition, we expand on the definition of COVID-19 test and discuss …

The Utility Of Bioenergetics Modelling In Quantifying Predation Rates Of Marine Apex Predators: Ecological And Fisheries Implications, A. Barnett, M. Braccini, C. L. Dudgeon, N. L. Payne, K. G. Abrantes, M. Sheaves, E. P. Snelling

Fisheries Research Articles

Predators play a crucial role in the structure and function of ecosystems. However, the magnitude of this role is often unclear, particularly for large marine predators, as predation rates are difficult to measure directly. If relevant biotic and abiotic parameters can be obtained, then bioenergetics modelling offers an alternative approach to estimating predation rates, and can provide new insights into ecological processes. We integrate demographic and ecological data for a marine apex predator, the broadnose sevengill shark Notorynchus cepedianus, with energetics data from the literature, to construct a bioenergetics model to quantify predation rates on key fisheries species in …

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Growth Of Tropical Dasyatid Rays Estimated Using A Multi-Analytical Approach, Owen R. O'Shea, Matias Braccini, Rory Mcauley, Conrad W. Speed, Mark G. Meekan

Fisheries Research Articles

We studied the age and growth of four sympatric stingrays: reticulate whipray, Himanutra uarnak (n=19); blue mask, Neotrygon kuhlii (n=34); cowtail, Pastinachus atrus (n=32) and blue-spotted fantail, Taeniura lymma (n=40) rays at Ningaloo Reef, a fringing coral reef on the north-western coast of western Australia. Age estimates derived from band counts within sectioned vertebrae ranged between 1 and 27 years (H. uarnak, 1 - 25 yrs.; N. kuhlii, 1.5 - 13 yrs.; P. atrus, 1 - 27 yrs. and T. lymma, 1 -11 yrs.). Due to limitations of sample sizes, we combined several analytical methods …

Contributions Of Financial Sector Reforms And Credit Supply To Nigerian Agricultural Sector (1978-2009), Anthony O. Onoja, M. E. Onu, S. Ajodo-Ohiemi

CBN Journal of Applied Statistics (JAS)

This study analyzed the trends and pattern of institutional credit supply to agriculture during pre- and post-financial reforms along with their determinants. It then compared the effects of reform policies on access to institutional credits in Nigerian agricultural sector before and after the reforms (1978 - 1985; and 1986 -2009). Relying mainly on time series data from CBN and NBS, it used ordinary least squares method (linear, semi-log and double log) to model the determinants of banking sector lending to the agricultural sector during the review period. The models were subjected to several econometric tests before accepting one. Chow test …

Determinants Of Foreign Reserves In Nigeria: An Autoregressive Distributed Lag Approach, David Irefin, Baba N. Yaaba

CBN Journal of Applied Statistics (JAS)

On global scale, central banks’ holdings of foreign reserves have escalated sharply in recent years. World international reserves holdings have risen significantly from US$1.2 trillion in 1995 to nearly US$10.0 trillion in June 2011. Dominant among these reserves are concentrated in the hands of few countries. Ten major holders of foreign reserves are mostly from Asia. Oil exporting countries in Africa and the Middle East are not left out in this trend. Nigeria’s foreign reserves rose from US$5.5 billion in 1999 to US$62.40 billion in July 2008, making Nigeria the twenty-fourth largest reserves holder in the world. This pace of …

Effects Of Exchange Rate Movements On Economic Growth In Nigeria, Eme O. Akpan, Johnson A. Atan

CBN Journal of Applied Statistics (JAS)

This study investigates the effect of exchange rate movements on real output growth in Nigeria. Based on quarterly series for the period 1986 to 2010, the paper examines the possible direct and indirect relationship between exchange rates and GDP growth. The relationship is derived in two ways using a simultaneous equations model within a fully specified (but small) macroeconomic model. A Generalised Method of Moments (GMM) technique was explored. The estimation results suggest that there is no evidence of a strong direct relationship between changes in exchange rate and output growth. Rather, Nigeria’s economic growth has been directly affected by …