Statistics and Probability Commons^™

Commodity Futures Returns And Policy Uncertainty, Deepa Bannigidadmath, Paresh Kumar Narayan

Research outputs 2014 to 2021

This paper investigates whether economic policy uncertainty is predictable using three sets of commodity futures market variables, namely the equal-weighted average of futures excess returns, the excess returns on a portfolio of going long in backwardated commodities, and the excess returns on a portfolio of going short in contango commodities as predictors. We find significant evidence of both in-sample and out-of-sample predictability. Combination forecasts also reveal strong evidence of predictability. Our findings remain unchanged following several robustness tests.

Financial News And Cds Spreads, Paresh Kumar Narayan, Deepa Bannigidadmath

Research outputs 2014 to 2021

This paper examines whether financial news moves CDS spreads for a large number of U.S. stocks sorted into 19 panels consisting of sectors, sizes and credit quality. Using a unique financial news data set, we discover that while both positive and negative news predicts CDS spread changes in most of the panels, annualised mean–variance profits and utility gains are dominated by forecasting models that use positive news as a predictor. At best, risk factors only account for around 31% of observed profits.

Adventuring Into Complexity By Exploring Data: From Complicity To Sustainability, Tim Lutz

Northeast Journal of Complex Systems (NEJCS)

Problems of sustainability are typically represented by major present-day challenges such as climate change, biodiversity loss, and environmental and social injustice. Framed this way, sustainable lives and societies depend on finding solutions to each problem. From another perspective, there is only one problem behind them all, stated by Gregory Bateson as: “…the difference between how nature works and the way people think,” and complexity provides a way to define and approach this problem. I extend Edgar Morin’s conceptions of restricted and general complexity into pedagogy to address problems of simplicity and reductionist teaching. The proposed pedagogy is based on long …

Forecasting Of The Covid-19 Epidemic: A Scientometric Analysis, Pandri Ferdias, Ansari Saleh Ahmar

Library Philosophy and Practice (e-journal)

This study presented a scientometric analysis of scientific publications with discussions of forecasting and COVID-19. The data of this study were obtained from the Scopus database using the keywords: ( TITLE-ABS-KEY (forecast) AND TITLE-ABS-KEY (covid)) and the data were taken on March 26, 2021. This study was a scientometric study. The data were subsequently analyzed using the VosViewer and Bibliometrix R Package. The results showed that “COVID-19” was the keyword most frequently used by researchers, followed by “forecasting” and “human”. Authors who discussed the topic of forecasting COVID-19 come from 83 different countries/regions, with the most articles sent by authors …

Entropic Dynamics Of Networks, Felipe Xavier Costa, Pedro Pessoa

Northeast Journal of Complex Systems (NEJCS)

Here we present the entropic dynamics formalism for networks. That is, a framework for the dynamics of graphs meant to represent a network derived from the principle of maximum entropy and the rate of transition is obtained taking into account the natural information geometry of probability distributions. We apply this framework to the Gibbs distribution of random graphs obtained with constraints on the node connectivity. The information geometry for this graph ensemble is calculated and the dynamical process is obtained as a diffusion equation. We compare the steady state of this dynamics to degree distributions found on real-world networks.

Sars-Cov-2 Transmission In Alberta, British Columbia, And Ontario, Canada, December 25, 2019, To December 1, 2020, Isaac Chun-Hai Fung, Yuen Wai Hung, Sylvia Ofori, Kamalich Muniz-Rodriguez, Po-Ying Lai, Gerardo Chowell

Biostatistics, Epidemiology & Environmental Health Sciences: Faculty Publications

Objective:

This study aimed to investigate coronavirus disease (COVID-19) epidemiology in Alberta, British Columbia, and Ontario, Canada.

Methods:

Using data through December 1, 2020, we estimated time-varying reproduction number, R t , using EpiEstim package in R, and calculated incidence rate ratios (IRR) across the 3 provinces.

Results:

In Ontario, 76% (92 745/121 745) of cases were in Toronto, Peel, York, Ottawa, and Durham; in Alberta, 82% (49 878/61 169) in Calgary and Edmonton; in British Columbia, 90% (31 142/34 699) in Fraser and Vancouver Coastal. Across 3 provinces, R t dropped to ≤ 1 after April. …

Characterization, Bio-Uptake And Toxicity Of Polymer-Coated Silver Nanoparticles And Their Interaction With Human Peripheral Blood Mononuclear Cells, Sahar Pourhoseini, Reilly T. Enos, Angela E. Murphy, Bo Cai Ph.D., Jamie Lead

Faculty Publications

Silver nanoparticles (AgNPs) are widely used in medical applications due to their antibacterial and antiviral properties. Despite the extensive study of AgNPs, their toxicity and their effect on human health is poorly understood, as a result of issues such as poor control of NP properties and lack of proper characterization. The aim of this study was to investigate the combined characterization, bio-uptake, and toxicity of well-characterized polyvinylpyrrolidone (PVP)-coated AgNPs in exposure media during exposure time using primary human cells (peripheral blood mononuclear cells (PBMCs)). AgNPs were synthesized in-house and characterized using a multimethod approach. Results indicated the transformation of NPs …

Tennis Anyone? Teaching Experimental Design By Designing And Executing A Tennis Ball Experiment, Laura Pyott

Mathematics Faculty Publications

Understanding the abstract principles of statistical experimental design can challenge undergraduate students, especially when learned in a lecture setting. This article presents a concrete and easily replicated example of experimental design principles in action through a hands-on learning activity for students enrolled in an experimental design course. The activity, conducted during five 50-min classes, requires the students to work as a team to design and execute a simple and safe factorial experiment and collect and analyze the data. During three in-class design meetings, the students design and plan all aspects of the experiment, including choosing the response variable and factors, …

A Probabilistic Approach To Identifying Run Scoring Advantage In The Order Of Playing Cricket, Manar D. Samad, Sumen Sen

Computer Science Faculty Research

In the game of cricket, the decision to bat first after winning the toss is often taken to make the best use of superior pitch conditions and set a big target for the opponent. However, the opponent may fail to show their natural batting performance in the second innings due to several factors, including deteriorated pitch conditions and excessive pressure of chasing a high target score. The advantage of batting first has been highlighted in the literature and expert opinions. However, the effect of batting and bowling order on match outcome has not been investigated well enough to recommend an …

Relationship Between Diet Quality Scores And The Risk Of Frailty And Mortality In Adults Across A Wide Age Spectrum, Kulapong Jayanama, Olga Theou, Judith Godin, Leah Cahill, Nitin Shivappa Mbbs, Mph, Ph.D., James Hébert, Michael David Wirth Msph, Phd, Yong-Moon Park, Teresa T. Fung, Kenneth Rockwood

Faculty Publications

Background

Beyond intakes of total energy and individual nutrient, eating patterns may influence health, and thereby the risk of adverse outcomes. How different diet measures relate to frailty—a general measure of increased vulnerability to unfavorable health outcomes—and mortality risk, and how this might vary across the life course, is not known. We investigated the associations of five dietary indices (Nutrition Index (NI), the energy-density Dietary Inflammatory Index (E-DII™), Healthy Eating Index-2015 (HEI-2015), Mediterranean Diet Score (MDS), and Dietary Approaches to Stop Hypertension (DASH)) with frailty and mortality.

Methods

We included 15,249 participants aged ≥ 20 years from the 2007–2012 cohorts …

An Image Segmentation Technique With Statistical Strategies For Pesticide Efficacy Assessment, Steven B. Kim, Dong Sub Kim, Xiaoming Mo

Mathematics and Statistics Faculty Publications and Presentations

Image analysis is a useful technique to evaluate the efficacy of a treatment for weed control. In this study, we address two practical challenges in the image analysis. First, it is challenging to accurately quantify the efficacy of a treatment when an entire experimental unit is not affected by the treatment. Second, RGB codes, which can be used to identify weed growth in the image analysis, may not be stable due to various surrounding factors, human errors, and unknown reasons. To address the former challenge, the technique of image segmentation is considered. To address the latter challenge, the proportion of …

Modeling Dynamic Correlation In Zero-Inflated Bivariate Count Data With Applications To Single-Cell Rna Sequencing Data, Zhen Yang, Yen-Yi Ho

Faculty Publications

Interactions between biological molecules in a cell are tightly coordinated and often highly dynamic. As a result of these varying signaling activities, changes in gene coexpression patterns could often be observed. The advancements in next-generation sequencing technologies bring new statistical challenges for studying these dynamic changes of gene coexpression. In recent years, methods have been developed to examine genomic information from individual cells. Single-cell RNA sequencing (scRNA-seq) data are count-based, and often exhibit characteristics such as overdispersion and zero inflation. To explore the dynamic dependence structure in scRNA-seq data and other zero-inflated count data, new approaches are needed. In this …

Lag Effects Of Ozone, Pm2.5, And Meteorological Factors On Covid-19 New Cases At The Disease Epicenter In Queens, New York, Atin Adhikari, Jingjing Yin

Biostatistics, Epidemiology & Environmental Health Sciences: Faculty Publications

The influences of environmental factors on COVID-19 may not be immediate and could be lagged for days to weeks. This study investigated the choice of lag days for calculating cumulative lag effects of ozone, PM2.5, and five meteorological factors (wind speed, temperature, relative humidity, absolute humidity, and cloud percentages) on COVID-19 new cases at the epicenter of Queens County, New York, before the governor’s executive order on wearing of masks in public places (1 March to 11 April 2020). Daily data for selected air pollutants and meteorological factors were collected from the US EPA Air Quality System, weather observation station …

Stochastic Navier-Stokes Equations With Markov Switching, Po-Han Hsu

LSU Doctoral Dissertations

This dissertation is devoted to the study of three-dimensional (regularized) stochastic Navier-Stokes equations with Markov switching. A Markov chain is introduced into the noise term to capture the transitions from laminar to turbulent flow, and vice versa. The existence of the weak solution (in the sense of stochastic analysis) is shown by studying the martingale problem posed by it. This together with the pathwise uniqueness yields existence of the unique strong solution (in the sense of stochastic analysis). The existence and uniqueness of a stationary measure is established when the noise terms are additive and autonomous. Certain exit time estimates …

The General Psychopathology Factor (P) From Adolescence To Adulthood: Disentangling The Developmental Trajectories Of P Using A Multi-Method Approach, Alexandria M. Choate

USF Tampa Graduate Theses and Dissertations

Considerable attention is directed towards studying co-occurring psychopathology through the lens of a general factor (p-factor). However, the developmental trajectories and stability of the p-factor have yet to be fully understood. Study 1 first examined the explanatory power of dynamic mutualism theory — an alternative framework positing the p-factor to be a product of lower-level symptom interactions rather than the inherent cause of them. Predictions of dynamic mutualism were tested using three distinct statistical approaches including: longitudinal bifactor models, random-intercept cross-lagged panel models (RI-CLPMs), and network models. Next, given prior suggestions that borderline personality disorder (BPD) could be a marker …

Generalized Fiducial Inference On The Mean Of Zero-Inflated Poisson And Poisson Hurdle Models, Yixuan Zou, Jan Hannig, Derek S. Young

Statistics Faculty Publications

Zero-inflated and hurdle models are widely applied to count data possessing excess zeros, where they can simultaneously model the process from how the zeros were generated and potentially help mitigate the effects of overdispersion relative to the assumed count distribution. Which model to use depends on how the zeros are generated: zero-inflated models add an additional probability mass on zero, while hurdle models are two-part models comprised of a degenerate distribution for the zeros and a zero-truncated distribution. Developing confidence intervals for such models is challenging since no closed-form function is available to calculate the mean. In this study, generalized …

Validation Of Icd-10-Cm Codes For Injuries Complicating Pregnancy, Childbirth And The Puerperium: A Medical Record Review, Anna Hansen, Dana Quesinberry, Peter Akpunonu, Julia Martin, Svetla Slavova

Kentucky Injury Prevention and Research Center Faculty Publications

INTRODUCTION: The purpose of this study was to estimate the positive predictive value (PPV) of International Classification of Diseases, 10th Revision, Clinical Modification (ICD-10-CM) codes for injury, poisoning, physical or sexual assault complicating pregnancy, childbirth and the puerperium (PCP) to capture injury encounters within both hospital and emergency department claims data.

METHODS: A medical record review was conducted on a sample (n=157) of inpatient and emergency department claims from one Kentucky healthcare system from 2015 to 2017, with any diagnosis in the ICD-10-CM range O9A.2-O9A.4. Study clinicians reviewed medical records for the sampled cases and used an abstraction form to …

Demand Forecasting For Lucky Cement, Muhammad Arsalan Rashid

CBER Conference

As we know that demand is the Quantities of a good or service that people are ready to buy at various prices within some given time, other factors besides price held constant I tried to forecast the sales for next years. I removed seasonality factors and applied other determinants to predict the demand. By using values of independent variables in my Regression, the Annual Sales of Lucky Cement for period 2020-2021 is found to be around 7.9 Million Tons.

Aspirations Incubator: 2017–2023 Interim Evaluation Report, Sarah Goan, Elora Way, Alexa Plotkin

Publications

The Emanuel & Pauline A. Lerner Foundation’s Aspirations Incubator (AI) is a six-year pilot initiative invested in strategic capacity building for six youth development organizations in rural Maine. Grounded in the Trekkers Youth Programming Principles, the Aspirations Incubator invests targeted resources to provide long-term, comprehensive relationship-based programming to youth. This structured yet flexible program model aims to increase resiliency and introduce new opportunities to cohorts of young people starting in 7th grade and continuing through high school graduation. To document the potential impact and effectiveness of this unique model, the Lerner Foundation contracted with the Data Innovation Project to conduct …

Comparing Radiation Shielding Potential Of Liquid Propellants To Water For Application In Space, John Czaplewski

Master's Theses

The radiation environment in space is a threat that engineers and astronauts need to mitigate as exploration into the solar system expands. Passive shielding involves placing as much material between critical components and the radiation environment as possible. However, with mass and size budgets, it is important to select efficient materials to provide shielding. Currently, NASA and other space agencies plan on using water as a shield against radiation since it is already necessary for human missions. Water has been tested thoroughly and has been proven to be effective. Liquid propellants are needed for every mission and also share similar …