Statistics and Probability Commons^™

Liquidity Commonality With Factor Models, Ernesto Garcia Iii

Dissertations, Theses, and Capstone Projects

Market microstructure research has recently devoted attention to a phenomenon called commonality in liquidity. In this dissertation, I will analyze commonality in liquidity using a novel factor model approach and a generalized definition of commonality in liquidity. This analysis will show that commonality in liquidity is rarely a marketwide phenomenon and is mostly restricted to stocks with a large market capitalization. Additionally, commonality in liquidity is a very recent phenomenon whose appearance coincides with a rise in passive investing after the Dotcom Bubble burst and, more so, after the 2008 Financial Crisis. I will present evidence that suggests commonality in …

Slices Of The Big Apple: A Visual Explanation And Analysis Of The New York City Budget, Joanne Ramadani

Dissertations, Theses, and Capstone Projects

As a component of government, budgets are fundamental not only to improving the quality of a shared society, but also to understanding what our government officials consider to be their priorities. However, most budgets can be difficult to understand, using terms that are not familiar to people who have not studied finance or economics. To that end, Slices of the Big Apple is an interactive, centralized narrative website that uses visualizations at its core in order to: 1) facilitate a holistic understanding of the New York City government budget for NYC residents; and 2) conduct a five-year analysis of Community …

Mental Health In The Uk Biobank: A Roadmap To Self-Report Measures And Neuroimaging Correlates, Rosie K. Dutt, Kayla Hannon, Ty O. Easley, Joseph C. Griffis, Wei Zhang, Janine D. Bijsterbosch

Statistical and Data Sciences: Faculty Publications

The UK Biobank (UKB) is a highly promising dataset for brain biomarker research into population mental health due to its unprecedented sample size and extensive phenotypic, imaging, and biological measurements. In this study, we aimed to provide a shared foundation for UKB neuroimaging research into mental health with a focus on anxiety and depression. We compared UKB self-report measures and revealed important timing effects between scan acquisition and separate online acquisition of some mental health measures. To overcome these timing effects, we introduced and validated the Recent Depressive Symptoms (RDS-4) score which we recommend for state-dependent and longitudinal research in …

The Data Analytics And The Science Revolution, Leila Halawi, Amal Clarke, Kelly George

Publications

This text highlights the difference between analytics and data science, using predictive analytic techniques to analyze different historical data, including aviation data and concrete data, interpreting the predictive models, and highlighting the steps to deploy the models and the steps ahead. The book combines the conceptual perspective and a hands-on approach to predictive analytics using SAS VIYA, an analytic and data management platform. The authors use SAS VIYA to focus on analytics to solve problems, highlight how analytics is applied in the airline and business environment, and compare several different modeling techniques. They decipher complex algorithms to demonstrate how they …

So Long My Friend, Bryan Mcnair

Journal of Humanistic Mathematics

No abstract provided.

Teiresias, Proportions, And Sexual Pleasure, Spyros Missiakoulis

Journal of Humanistic Mathematics

In this short article, I claim that Teiresias, the blind prophet of Apollo, in order to answer the question of whether “in sexual intercourse the woman had a larger share of pleasure than the man did”, measured the abstract concept of sexual pleasure and acted as a present-day scholar. With the help of numerical, not geometrical, proportions, he ended up with the conclusion “a man enjoyed one-tenth of the pleasure and a woman nine-tenths”.

Transition Metal Phosphides For High Performance Electrochemical Energy Storage Devices, Amina Saleh

Theses and Dissertations

Electrochemical energy storage technologies are nowadays playing a leading role in the global effort to address the energy challenges. A lot of attention has been devoted to designing hybrid devices known as supercapatteries which combine the merits of supercapacitors (high power density) and rechargeable batteries (high energy density). Transition metal phosphides (TMP) are a rising star for supercapattery anode materials thanks to their high conductivity, metalloid characteristics, and kinetic favorability for fast electron transport. Herein, new TMP-based materials were synthesized for use as supercapattery positive electrodes, via a multifaceted approach to yield devices enjoying concurrently high power and energy densities. …

The Power Of First-Order Smooth Optimization For Black-Box Non-Smooth Problems, Alexander V. Gasnikov., Anton Novitskii, Vasilii Novitskii, Farshed Abdukhakimov, Dmitry Kamzolov, Aleksandr Beznosikov, Martin Takáč, Pavel Dvurechensky, Bin Gu

Machine Learning Faculty Publications

Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration complexity, and propose a generic approach that, based on optimal first-order methods, allows to obtain in a black-box fashion new zeroth-order algorithms for non-smooth convex optimization problems. Our approach not only leads to optimal oracle complexity, but also allows to obtain iteration complexity similar to first-order methods, which, in turn, allows to exploit parallel computations to accelerate the convergence of our algorithms. We also elaborate on …

Blood Flow Restriction Training After Patellar Instability (Brains Trial), Benjamin D. Brightwell, Austin V. Stone, Xiaojuan Li, Peter A. Hardy, Katherine L. Thompson, Brian W. Noehren, Cale A. Jacobs

Orthopaedic Surgery and Sports Medicine Faculty Publications

Background

Patellar instability is a common and understudied condition that disproportionally affects athletes and military personnel. The rate of post-traumatic osteoarthritis that develops following a patellar dislocation can be up to 50% of individuals 5–15 years after injury. Conservative treatment is the standard of care for patellar instability however, there are no evidence-informed rehabilitation guidelines in the scientific literature. The purpose of this study is to assess the effectiveness of blood-flow restriction training (BFRT) for patellar instability. Our hypotheses are that this strategy will improve patient-reported outcomes and accelerate restoration of symmetric strength and knee biomechanics necessary to safely return …

On Assessing Survival Benefit Of Immunotherapy Using Long-Term Restricted Mean Survival Time, Miki Horiguchi, Lu Tian, Hajime Uno

Harvard University Biostatistics Working Paper Series

The pattern of the difference between two survival curves we often observe in randomized clinical trials for evaluating immunotherapy is not proportional hazards; the treatment effect typically appears several months after the initiation of the treatment (i.e., delayed difference pattern). The commonly used logrank test and hazard ratio estimation approach will be suboptimal concerning testing and estimation for those trials. The long-term restricted mean survival time (LT-RMST) approach is a promising alternative for detecting the treatment effect that potentially appears later in the study. A challenge in employing the LT-RMST approach is that it must specify a lower end of …

Scanner: A Web Platform For Annotation, Visualization And Sharing Of Single Cell Rna-Seq Data, Guoshuai Cai, Xuanxuan Yu, Choonhan Youn, Jun Zhou, Feifei Xiao

Faculty Publications

In recent years, efficient scRNA-seq methods have been developed, enabling the transcriptome profiling of single cells massively in parallel. Meanwhile, its high dimensionality and complexity bring challenges to the data analysis and require extensive collaborations between biologists and bioinformaticians and/or biostatisticians. The communication between these two units demands a platform for easy data sharing and exploration. Here we developed Single-Cell Transcriptomics Annotated Viewer (SCANNER), as a public web resource for the scientific community, for sharing and analyzing scRNA-seq data in a collaborative manner. It is easy-to-use without requiring special software or extensive coding skills. Moreover, it equipped a real-time database …

Author’S Reflections On Making Sense Of Numbers: Quantitative Reasoning For Social Research, Jane E. Miller

Numeracy

Miller, Jane E. 2021. Making Sense of Numbers: Quantitative Reasoning for Social Research. (Los Angeles: SAGE Publications) 608 pp. ISBN 978-1544355597.

This article introduces and provides an excerpt from Making Sense of Numbers: Quantitative Reasoning for Social Research, published by Sage. The book explains and illustrates how making sense of numbers involves integrating concepts and skills from mathematics, statistics, study design, and communications, along with information about the specific topic and context under study. It teaches how to avoid making common errors of logic, calculation, and interpretation by introducing a systematic approach and a healthy dose of skepticism …

Parametric And Reliability Estimation Of The Kumaraswamy Generalized Distribution Based On Record Values, Mohd. Arshad, Qazi J. Azhad

Journal of Modern Applied Statistical Methods

A general family of distributions, namely Kumaraswamy generalized family of (Kw-G) distribution, is considered for estimation of the unknown parameters and reliability function based on record data from Kw-G distribution. The maximum likelihood estimators (MLEs) are derived for unknown parameters and reliability function, along with its confidence intervals. A Bayesian study is carried out under symmetric and asymmetric loss functions in order to find the Bayes estimators for unknown parameters and reliability function. Future record values are predicted using Bayesian approach and non Bayesian approach, based on numerical examples and a monte carlo simulation.

A Keyword-Enhanced Approach To Handle Class Imbalance In Clinical Text Classification, Andrew E. Blanchard, Shang Gao, Hong Jun Yoon, J. Blair Christian, Eric B. Durbin, Xiao Cheng Wu, Antoinette Stroup, Jennifer Doherty, Stephen M. Schwartz, Charles Wiggins, Linda Coyle, Lynne Penberthy, Georgia D. Tourassi

School of Public Health Faculty Publications

Recent applications ofdeep learning have shown promising results for classifying unstructured text in the healthcare domain. However, the reliability of models in production settings has been hindered by imbalanced data sets in which a small subset of the classes dominate. In the absence of adequate training data, rare classes necessitate additional model constraints for robust performance. Here, we present a strategy for incorporating short sequences of text (i.e. keywords) into training to boost model accuracy on rare classes. In our approach, we assemble a set of keywords, including short phrases, associated with each class. The keywords are then used as …

Does The Type Of Records Affect The Estimates Of The Parameters?, Ayush Tripathi, Umesh Singh, Sanjay Kumar Singh

Journal of Modern Applied Statistical Methods

The maximum likelihood estimation of the unknown parameters of inverse Rayleigh and exponential distributions are discussed based on lower and upper records. The aim is to study the effect of the type of records on the behavior of the corresponding estimators. Mean squared errors are calculated through simulation to study the behavior of the estimators. The results shall be of interest to those situations where the data can be obtained in the form of either of the two types of records and the experimenter must decide between these two for estimation of the unknown parameters of the distribution.

The Isocaloric Substitution Of Plant-Based And Animal-Based Protein In Relation To Aging-Related Health Outcomes: A Systematic Review, Jiali Zheng, Tianren Zhu, Guanghuan Yang, Longgang Zhao, Fangyu Li, Yong-Moon Park, Fred K. Tabung, Susan E. Steck Phd, Mph, Rd, Xiaoguang Li, Hui Wang

Faculty Publications

Plant-based and animal-based protein intake have differential effects on various aging-related health outcomes, but less is known about the health effect of isocaloric substitution of plant-based and animal-based protein. This systematic review summarized current evidence of the isocaloric substitutional effect of plant-based and animal-based protein on aging-related health outcomes. PubMed and Embase databases were searched for epidemiologic observational studies published in English up to 15 March 2021. Studies that included adults ≥18 years old; use of a nutritional substitution model to define isocaloric substitution of plant protein and animal protein; health outcomes covering mortality, aging-related diseases or indices; and reported …

Design Of Sksp-R Plan For Popular Statistical Distributions, Jaffer Hussain, S. Balamurali, Muhammad Aslam

Journal of Modern Applied Statistical Methods

The design of a Skip-lot sampling plan of type SkSP-R is presented for time truncated life test for the Weibull, Exponentiated Weibull, and Birnbaum-Saunders lifetime distributions. The plan parameters of the SkSP-R plan under these three distributions are determined through a nonlinear optimization problem. Tables are also constructed for each distribution. The advantages of the proposed plan over the existing sampling schemes are discussed. Application of the proposed plan is explained with the help of an example. The Birnbaum-Saunders distribution is economically superior to other two distributions in terms of minimum average sample number.

Mathematically Modeling Prey-Catching Behavior Of The Tomato Frog, Conrad Tyler, Sarah Marzen, Jenna Monroy

Spora: A Journal of Biomathematics

Many microhylid frog species, such as the tomato frog, Dyscophus sp., have demonstrated the ability to aim their tongues independently of head and jaw movements. However, a trade-off between tongue-aiming and head-only aiming exists in which the former allows for crypsis but lacks speed whereas the latter is faster but less accurate and more noticeable to prey. For frogs that can move their tongues independently of their heads, under what circumstances will they utilize each strategy, and why? We derive a model, dependent on factors relevant for prey-catching, for the probability the frog will turn its head (and not …

Parameter Estimation Based On Double Ranked Set Samples With Applications To Weibull Distribution, Mohamed Abd Elhamed Sabry, Hiba Zeyada Muhammed, Mostafa Shaaban, Abd El Hady Nabih

Journal of Modern Applied Statistical Methods

In this paper, the likelihood function for parameter estimation based on double ranked set sampling (DRSS) schemes is introduced. The proposed likelihood function is used for the estimation of the Weibull distribution parameters. The maximum likelihood estimators (MLEs) are investigated and compared to the corresponding ones based on simple random sampling (SRS) and ranked set sampling (RSS) schemes. A Monte Carlo simulation is conducted and the absolute relative biases, mean square errors, and efficiencies are compared for the different schemes. It is found that, the MLEs based on DRSS is more efficient than MLE using SRS and RSS for estimating …

Exploring South Korea’S Ocean Economy : The Korea National Ocean Economy Survey 2017-2019, Seokwoo Jake Choi Dr, Ju-Hyeoun Kim, Gi-Su Kim, Kwang Seo Park Dr

Journal of Ocean and Coastal Economics

As the economic contribution of the ocean and fisheries industry increases, it is essential to identify industrial characteristics and propose specialized strategies based on data. However, there has been a lack of research on the establishment of an industrial classification system that reflects the characteristics of the ocean and fisheries industry in South Korea. Therefore, this study aims to introduce the specialized classification system of the ocean and fisheries industry and, further intends to analyze industry trends using the survey data based on the classification system. For the past three years (2017-2019) 9,000 businesses were surveyed annually to estimate industry …