Longitudinal Data Analysis and Time Series Commons^™

An Empirical Evaluation Of Neural Process Meta-Learners For Financial Forecasting, Kevin G. Patel

Master's Theses

Challenges of financial forecasting, such as a dearth of independent samples and non- stationary underlying process, limit the relevance of conventional machine learning towards financial forecasting. Meta-learning approaches alleviate some of these is- sues by allowing the model to generalize across unrelated or loosely related tasks with few observations per task. The neural process family achieves this by con- ditioning forecasts based on a supplied context set at test time. Despite promise, meta-learning approaches remain underutilized in finance. To our knowledge, ours is the first application of neural processes to realized volatility (RV) forecasting and financial forecasting in general.

We …

Payments Data In Gambling Research, Kasra Ghaharian, Mana Azizsoltani

International Conference on Gambling & Risk Taking

A considerable body of gambling-related research has leveraged gamblers' behavioral tracking data to address a broad set of research questions. These data have typically comprised of gamblers' betting-related behaviors including, for example, the frequency and volume of betting. The analysis of gamblers' payment-related behavioral data is far less common, but provides a fruitful avenue gambling-related research.

In this presentation we discuss a selection of potential research opportunities that payments transaction data presents. We supplement this discussion with specific analyses that have been performed by our research group. We also discuss knowledge gaps and areas for future research.

Utilizing New Technologies To Measure Therapy Effectiveness For Mental And Physical Health, Jonathan Ossie

Dissertations

Mental health is quickly becoming a major policy concern, with recent data reporting increasing and disproportionately worse mental health outcomes, including anxiety, depression, increased substance abuse, and elevated suicidal ideation. One specific population that is especially high risk for these issues is the military community because military conflict, deployment stressors, and combat exposure contribute to the risk of mental health problems.

Although several pharmacological approaches have been employed to combat this epidemic, their efficacy is mixed at best, which has led to novel nonpharmacological approaches. One such approach is Operation Surf, a nonprofit that provides nature-based programs advocating the restorative …

A Novel Family Of Chain Binomial Models To Investigate Correlated Vaccination And Infection Rates In Sveirs Epidemic Dynamics, Divine Wanduku

Biology and Medicine Through Mathematics Conference

No abstract provided.

Drug Ideologies Of The United States, Macy Montgomery

Helm's School of Government Conference - 2021-2024

The United States has been increasingly creating lenient drug policies. Seventeen states and Washington, the District of Columbia, legalized marijuana, and Oregon decriminalized certain drugs, including methamphetamine, heroin, and cocaine. The medical community has proven that drugs, including marijuana, have myriad adverse health side effects. This leads to two questions: Why does the United States government continue to create lenient drug policies, and what reasons do citizens give for legalizing drugs when the medical community has proven them harmful? The paper hypothesizes that the disadvantages of drug legalization outweigh its benefits because of the numerous harms it causes, such as …

Machine Learning-Based Data And Model Driven Bayesian Uncertanity Quantification Of Inverse Problems For Suspended Non-Structural System, Zhiyuan Qin

All Dissertations

Inverse problems involve extracting the internal structure of a physical system from noisy measurement data. In many fields, the Bayesian inference is used to address the ill-conditioned nature of the inverse problem by incorporating prior information through an initial distribution. In the nonparametric Bayesian framework, surrogate models such as Gaussian Processes or Deep Neural Networks are used as flexible and effective probabilistic modeling tools to overcome the high-dimensional curse and reduce computational costs. In practical systems and computer models, uncertainties can be addressed through parameter calibration, sensitivity analysis, and uncertainty quantification, leading to improved reliability and robustness of decision and …

Gpu Utilization: Predictive Sarimax Time Series Analysis, Dorothy Dorie Parry

Modeling, Simulation and Visualization Student Capstone Conference

This work explores collecting performance metrics and leveraging the output for prediction on a memory-intensive parallel image classification algorithm - Inception v3 (or "Inception3"). Experimental results were collected by nvidia-smi on a computational node DGX-1, equipped with eight Tesla V100 Graphic Processing Units (GPUs). Time series analysis was performed on the GPU utilization data taken, for multiple runs, of Inception3’s image classification algorithm (see Figure 1). The time series model applied was Seasonal Autoregressive Integrated Moving Average Exogenous (SARIMAX).

The Effectiveness Of Visualization Techniques For Supporting Decision-Making, Cansu Yalim, Holly A. H. Handley

Modeling, Simulation and Visualization Student Capstone Conference

Although visualization is beneficial for evaluating and communicating data, the efficiency of various visualization approaches for different data types is not always evident. This research aims to address this issue by investigating the usefulness of several visualization techniques for various data kinds, including continuous, categorical, and time-series data. The qualitative appraisal of each technique's strengths, weaknesses, and interpretation of the dataset is investigated. The research questions include: which visualization approaches perform best for different data types, and what factors impact their usefulness? The absence of clear directions for both researchers and practitioners on how to identify the most effective visualization …

Extending The M3-Competition: Category And Interval-Specific Time Series Forecasting, Will Sherman, Kati Schuerger, Randy Kim, Bivin Sadler

SMU Data Science Review

The M3-Competition found that simple models outperform more complex ones for time series forecasting. As part of these competitions, several claims were made that statistical models exceeded machine learning (ML) techniques, such as recurrent neural networks (RNN), in prediction performance. These findings may over-generalize the capabilities of statistical models since the analysis measured the total forecasting accuracy across a wide range of industries and fields and with different interval lengths. This investigation aimed to assess how statistical and ML methods compared when individuating series by category and time interval. Utilizing the M3 data and building individual models using Facebook© Prophet …

Econ 603: Time Series Analysis, Kenneth M. Rich

GMAS Course Syllabi

No abstract provided.

Influence Diagnostics For Generalized Estimating Equations Applied To Correlated Categorical Data, Louis Vazquez

Statistical Science Theses and Dissertations

Influence diagnostics in regression analysis allow analysts to identify observations that have a strong influence on model fitted probabilities and parameter estimates. The most common influence diagnostics, such as Cook’s Distance for linear regression, are based on a deletion approach where the results of a model with and without observations of interest are compared. Here, deletion-based influence diagnostics are proposed for generalized estimating equations (GEE) for correlated, or clustered, nominal multinomial responses. The proposed influence diagnostics focus on GEEs with the baseline-category logit link function and a local odds ratio parameterization of the association structure. Formulas for both observation- and …

Prevalence Of Sars-Cov-2 Antibodies In Liberty University Student Population, Emily Bonus

Senior Honors Theses

In 2020, the virus SARS-CoV-2 gained attention as it spread around the world. Its antibodies are poorly understood, and little research focuses on those with few COVID-19 complications yet large numbers of close contacts: university students. This longitudinal study recorded SARS-CoV-2 antibody presence in 107 undergraduate Liberty University students twice during early 2021. After extensive data cleaning and the application of various statistical tests and ANOVAs, the data seems to show that in the case of COVID-19 infections, SARS-CoV-2 IgM antibodies are immediately produced, and then IgG antibodies follow later. However, the COVID-19 vaccine causes the production of both IgM …

Fraud Pattern Detection For Nft Markets, Andrew Leppla, Jorge Olmos, Jaideep Lamba

SMU Data Science Review

Non-Fungible Tokens (NFTs) enable ownership and transfer of digital assets using blockchain technology. As a relatively new financial asset class, NFTs lack robust oversight and regulations. These conditions create an environment that is susceptible to fraudulent activity and market manipulation schemes. This study examines the buyer-seller network transactional data from some of the most popular NFT marketplaces (e.g., AtomicHub, OpenSea) to identify and predict fraudulent activity. To accomplish this goal multiple features such as price, volume, and network metrics were extracted from NFT transactional data. These were fed into a Multiple-Scale Convolutional Neural Network that predicts suspected fraudulent activity based …

Models For Predicting Maximum Potential Intensity Of Tropical Cyclones, Iftekhar Chowdhury, Gemechis Djira

SDSU Data Science Symposium

Tropical cyclones (TCs) are considered as extreme weather events, which has a low-pressure center, namely an eye, strong winds, and a spiral arrangement of thunderstorms that produces heavy rain, storm surges, and can cause severe destruction in coastal areas worldwide. Therefore, reliable forecasts of the maximum potential intensity (MPI) of TCs are critical to estimate the damages to properties, lives, and risk assessment. In this study, we explore and propose various regression models, to predict the potential intensity of TCs in the North Atlantic at 12, 24, 36, 48, 60, and 72- hour forecasting lead time. In addition, a popular …

Copula-Based Models For Bivariate And Multivariate Zero-Inflated Count Time Series Data, Dimuthu Fernando, Norou Diawara

College of Sciences Posters

Count time series data have multiple applications. The applications can be found in areas of finance, climate, public health and crime data analyses. In some scenarios, count time series come as multivariate vectors that exhibit not only serial dependence within each time series but also with cross correlation among the series. When considering these observed counts, analysis presents crucial challenges when a value, say zero, occurs more often than usual. There is presence of zero-inflation in the data.

In this presentation, we mainly focus on modeling bivariate zero-inflated count time series model based on a joint distribution of the two …

Application Of Sentiment Analysis And Machine Learning Techniques To Predict Daily Cryptocurrency Price Returns, Edward Wu

CMC Senior Theses

This paper examines the effects of social media sentiment relating to Bitcoin on the daily price returns of Bitcoin and other popular cryptocurrencies by utilizing sentiment analysis and machine learning techniques to predict daily price returns. Many investors think that social media sentiment affects cryptocurrency prices. However, the results of this paper find that social media sentiment relating to Bitcoin does not add significant predictive value to forecasting daily price returns for each of the six cryptocurrencies used for analysis and that machine learning models that do not assume linearity between the current day price return and previous daily price …

Clustering Hospital Performance Using Group-Based Multi-Trajectory Modeling With Singular Bayesian Information Criterion, Gaixin Du

Theses and Dissertations--Epidemiology and Biostatistics

Hospital performance is complex and patient-experience oriented. Currently, the Centers for Medicare and Medicaid Services (CMS) evaluate hospitals yearly with a single score of one to five ("Star Rating") using composite measures from five domains. However, a single composite score cannot fully describe it, and alternative measures should be considered. Healthcare quality improvement needs long-term data to validate effectiveness. Group-based multi-trajectory modeling (GBMTM) estimates probabilities of latent group membership based on longitudinal profiles from multiple outcomes. We use GBMTM to identify groups of hospitals with similar performance in SAS PROC TRAJ.

We downloaded Medicare-eligible hospitals (N=5,111) that provided patient care …

The Impact Of Subjective Risk Analysis On Real Estate Prices In The Nisqually Region Following The 2001 Nisqually Earthquake, Ryan Espedal

All Master's Theses

Earthquakes are an environmental hazard that pose great risks to communities almost every day. With earthquakes, the main cause of concern is physical destruction of property, however, there are also psychological effects that are researched and discussed much less. In 2001, the Nisqually area of western Washington experienced a substantial earthquake that produced minimal physical damage but caused a significant decrease in real estate prices. Studying single-family homes from 1986-2012, this research utilizes hedonic property models to measure the change in consumer’s subjective risk calculations with reference to real estate purchases after the Nisqually earthquake, measure the relationship between earthquake …

Impacts Of Covid-19 On Industrial Growth In The United States, Emily G. Warthman, Charles J. Landis

Williams Honors College, Honors Research Projects

COVID-19 has caused massive ramifications on all parts of life in the world and industry growth/decline is not immune to it. This report will analyze nine different industries’ profit and revenue from quarterly data during the years 2009-2022. Forecast models will be generated using various methods and different techniques of validating to predict the values from Q2 2020- Q4 2022 based on historical data. After which, a comparison will be conducted between those predicted values to the actual average revenue and profit generated by order of greatest error percentage made. Thorough research will then be completed to determine if there …

Modeling The Bidirectional Relationship Between Shared-Patient Physician Networks And Patient Longitudinal Treatment Patterns: Application To Physician Risky-Prescribing, Xin Ran

Dartmouth College Ph.D Dissertations

Risky-prescribing is a pressing public health concern in the United States. Opioids, benzodiazepines, and non-benzodiazepine sedative-hypnotics (sedative-hypnotics) are three commonly-prescribed but potentially risky drug groups, prescribed alone or in combination. Physician shared-patient networks provide a unique perspective in studying physician network characteristics and structures, as well as their association with the delivery of health care. Understanding how physician shared-patient networks are related to their prescribing may inform network-based interventions targeting risky-prescribing, which is yet to be fully studied.

We investigated patient receipt of risky prescriptions and physician risky-prescribing intensity through the scope of shared-patient networks. We used retrospective Medicare insurance …