Statistics and Probability Commons^™

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 …

Impact Of Fiscal Policy On Financial Inclusion And Development In Nigeria, Okwanya Innocent, Taiwo A. Olusegun, Aimua E. Peace

CBN Journal of Applied Statistics (JAS)

This paper examines the effect of fiscal policy on financial inclusion and development in Nigeria. The study employs the Autoregressive Distributed Lag (ARDL) model and impulse response function (IRF) to determine the extent and response of financial inclusion and development to fiscal policy changes in Nigeria. The study derives a financial inclusion index from three core indicators: access, usage and quality of financial services, while financial development is measured as the ratio of money supply to GDP (M2/GDP). The results show that government expenditure has a significant positive effect on financial inclusion and development, while tax revenue exerts a negative …

Physician-Patient Interactions In Online Healthcare Communities: The Effects Of Preconsultation On Service Delivery And Patient Satisfaction, Qian Tang, Anqi Zhao

Research Collection School Of Computing and Information Systems

Preconsultation by medical professionals is a common practice in offline healthcare services to improve consultation efficiency but is rarely adopted for online healthcare services. In a noteworthy departure from this trend, a Chinese online healthcare community (OHC) has instituted preconsultation by assistant physicians prior to online consultations. Using comprehensive service data from this OHC, this study scrutinizes the effects of preconsultation on online healthcare services from both the physician and patient perspectives. The findings reveal that preconsultation by the assistant physician can significantly increase the attending physician’s response speed, length, and provision of informational support, while maintaining a consistent level …

Qwixx Strategies Using Simulation And Mcmc Methods, Joshua W. Blank

Master's Theses

This study explores optimal strategies for maximizing scores and winning in the popular dice game Qwixx, analyzing both single and multiplayer gameplay scenarios. Through extensive simulations, various strategies were tested and compared, including a scorebased approach that uses a formula tuned by MCMC random walks, and race-to-lock approaches which use absorbing Markov chain qualities of individual score sheet rows to find ways to lock rows as quickly as possible. Results indicate that employing a scorebased strategy, considering gap, count, position, skip, and likelihood scores, significantly improves performance in single player games, while move restrictions based on specific dice roll sums …

The Impact Of Video Assistant Referee (Var) On The English Premier League, Jack Kenyon Brown

Master's Theses

The aim of this study is to examine how the introduction of the Video Assisted Referee (VAR) system influenced the English Premier League (EPL). Since its implementation in the English Premier League in 2019, VAR has been a constant source of debate and controversy. Many studies have been done on the immediate impact of VAR on other elite professional soccer leagues, but the scope of results is very limited and due to be updated. The data for the ensuing analysis consists of 3800 matches played in the English Premier League during the five seasons before (14/15, 15/16, 16/17, 17/18, and …

Recursive Marix Game Analysis: Optimal, Simplified, And Human Strategies In Brave Rats, William A. Medwid

Master's Theses

Brave Rats is a short game with simple rules, yet establishing a comprehensive strategy is very challenging without extensive computation. After explaining the rules, this paper begins by calculating the optimal strategy by recursively solving each turn’s Minimax strategy. It then provides summary statistics about the complex, branching Minimax solution. Next, we examine six other strategy models and evaluate their performance against each other. These models’ flaws highlight the key elements that contribute to the effectiveness of the Minimax strategy and offer insight into simpler strategies that human players could mimic. Finally, we analyze 123 games of human data collected …

Unraveling The History Of Deforestation In The Amazon Rainforest With Statistical Modeling, Ryan Destefano

Master's Theses

The Amazon rainforest, a vital ecosystem of immense biodiversity and global climate significance, faces the ongoing threat of deforestation driven by agricultural expansion. This thesis employs remote sensing techniques, focusing on the Enhanced Vegetation Index (EVI) derived from Landsat satellite imagery, to track land cover dynamics within the Amazon. The study examines historical land cover changes in current plantations in Peru and Brazil, regions where the exact timing of deforestation is uncertain. By analyzing EVI measurements dating back to 1984, inflection points indicative of deforestation events preceding plantation establishment are identified. Statistical modeling techniques, including spline fitting to analyze time …

Using Plankton Edna To Estimate Whale Abundances Off The California Coast: Data Integration And Statistical Modeling, Katherine Chan

Master's Theses

Understanding marine mammal populations and how they are affected by human activity and ocean conditions is vital, especially in tracking population declines and monitoring endangered species. However, tracking marine mammal populations and their distribution is challenging due to difficulties in observation and costs. Using surrounding plankton environmental DNA (eDNA) has the potential to provide an indirect measure of monitoring cetacean abundances based on ecological associations. This project aims to apply statistical methods to assess the relationship of visual abundances of common species of baleen whales with amplicon sequence variants (ASV) of plankton eDNA samples from the NOAA-CalCOFI Ocean Genomics (NCOG) …

Estimating And Applying Parameters Necessary To Plan Cluster Randomized Trials (Crts) And Multisite Cluster Randomized Trials (Mscrts), Dea Mulolli

Dissertations

Cluster randomized trials (CRTs) are commonly used to study the effectiveness of educational interventions. During the design phase of a study, it is critical for researchers to ensure their studies are adequately powered to detect meaningful treatment effects, including both main and moderator effects. Designing CRTs with adequate power to detect main and moderator effects requires accurate estimates of design parameters. This research aims to advance the literature on design parameters for power analyses, specifically focusing on empirical estimates of intraclass correlations (ICCs). The work consists of three research papers that examine the role of including the teacher level in …

A Contingency Table Alternative To Poisson Regression In Comparing The Frequency Distributions Of Two Populations, Sandra Tay

Dissertations

When testing the conditional independence between a binary outcome and a binary treatment indicator, conditioned on a categorical variable with k levels, typically represented by a K × 2 frequency table, researchers often turn to Poisson regression and the Cochran-Mantel-Haenszel (CMH) test. However, a common challenge encountered in these analyses is the presence of treatment effect heterogeneity. Introducing an interaction term between treatment indicators and effect modifiers in log-linear regression offers potential solutions, yet the equidispersion assumption of Poisson regression remains problematic. On the other hand, the CMH test assumes similar treatment effects across all strata, disregarding potential variations among …

An Experimental Study Of Supervised Machine Learning Techniques For Minor Class Prediction Utilizing Kernel Density Estimation: Factors Impacting Model Performance, Abdullah Mana Alfarwan

Dissertations

This dissertation examined classification outcome differences among four popular individual supervised machine learning (ISML) models (logistic regression, decision tree, support vector machine, and multilayer perceptron) when predicting minor class membership within imbalanced datasets. The study context and the theoretical population sampled focus on one aspect of the larger problem of student retention and dropout prediction in higher education (HE): identification.

This study differs from current literature by implementing an experimental design approach with simulated student data that closely mirrors HE situational and student data. Specifically, this study tested the predictive ability of the four ISML classification models (CLS) under experimentally …

Alternative Adjacency Matrices And Spatial Analysis, Jaeseong Hwang

Dissertations

Spatial analysis is essential for comprehending the spatial distribution of diseases and various phenomena across geographic regions. This study investigates the utilization of alternative adjacency matrices in spatial analysis, with a specific focus on implementing Poisson regression models. This study intricately explores the methodology behind constructing alternative weight matrices, specifying weight matrices, and comparing the performance of Poisson models using five different weight matrices.

The popular Poisson model model is described, and five different definitions of weight matrices are defined, which are the following: binary weight matrix, inverse distance weight matrix using Euclidean distance, Graph distance matrix, Path matrix, and …

Quasi-Monte Carlo Estimation For Functional Generalized Linear Mixed Models., Ruvini Kumari Jayamaha Hitihamilage

Dissertations

Functional Data Analysis (FDA) is a topic of growing interest in the statistics community and is applied in a wide range of fields such as Anthropology, Epidemiology, Meteorology, Neurology and Engineering. The data in FDA are smooth curves or surfaces in time or space which can be conceptualized as functions. Because of the smooth nature of the data and the measurements are highly correlated, making the classical methods such as univariate or multivariate analysis are infeasible for such data. Functional data Analysis (FDA) deals with these kinds of more detailed, complex, and structured data.

In this dissertation, we propose a …

Morphometric Analysis And Taxonomic Re-Evaluation Of Pepsis Cerberus Lucas And P. Elegans Lepeletier (Hymenoptera: Pompilidae: Pepsinae: Pepsini), Frank E. Kurczewski, Akira Shimizu, Diane H. Kiernan

Insecta Mundi

Hurd (1952) separated Pepsis cerberus Lucas from P. elegans Lepeletier (Hymenoptera: Pompilidae: Pepsinae: Pepsini) based on external morphology and biogeography. Vardy (2005) synonymized the familiar and historically well-documented P. cerberus and P. elegans, combining these Nearctic taxa with several Neotropical variants in an extremely broad definition of P. menechma Lepeletier. In doing so, Vardy (2005) breached the principle of nomenclatural stability. He ignored the prevailing usage and clearly violated articles 23.2, 23.3 and 23.9.1.2 of the ICZN (1999). Morphological differences, ecological divergence, and narrow sympatric geographic distribution of P. cerberus and P. elegans …

Spatial Durbin Model On The Utilization Of Delivery At Health Facilities: A 2017 Indonesian Demographic And Health Survey Analysis, Indah Sri Wahyuni, Ira Gustina, Martya Rahmaniati Makful, Tris Eryando

Kesmas

The utilization of delivery at health facilities is a major intervention in reducing 16 to 33% of deaths. This study aimed to determine the model of utilization of delivery at health facilities in Indonesia in 2017 and its influential factors. This study used secondary data from the 2017 Indonesian Demographic and Health Survey using a Spatial Durbin Model (SDM) approach. The population was mothers aged 15 – 49 years, spread across 34 provinces of Indonesia, and had 15,321 samples. The results showed that the Moran’s I value was positive (0.146) and significant at p-value = 0.007, indicating clustered regions with …

Mapping For Tracking Sexually Transmitted Infections By Subdistricts In Surabaya, Indonesia, Destri Susilaningrum, Brodjol Sutijo Suprih Ulama, Fausania Hibatullah, Diandra Soja Anjani

Kesmas

The 2014 shutdown localization of prostitution in Surabaya City, East Java Province, Indonesia, has given rise to an illegal prostitution industry, resulting in the spread of uncontrolled sexually transmitted infections (STIs). Mapping needs to be done to track the spread of the disease. This study used secondary data on STIs in 2020 from the Surabaya City Health Office. By using biplot analysis, this study sought to offer a detailed understanding of the distribution and dynamics of STI cases in different parts of Surabaya. The early-stage syphilis was found in Tegalsari and Krembangan Subdistricts; then, gonorrheal urethritis was found in Tandes, …

A Symbolic Approach To Nonlinear Time Series Analysis, Ranjan Karki, Nibhrat Lohia, Michael B. Schulte

SMU Data Science Review

Current nonlinear time series methods such as neural networks forecast well. However, they act as a black box and are difficult to interpret, leaving the researchers and the audience with little insight into why the forecasts are the way they are. There is a need for a method that forecasts accurately while also being easy to interpret. This paper aims to develop a method to build an interpretable model for univariate and multivariate nonlinear time series data using wavelets and symbolic regression. The final method relies on multilayer perceptron (MLP) neural networks as a form of dimensionality reduction and the …

Reevaluating Texas Energy Market Forecasts In The Wake Of Recent Extreme Weather Events, Robert A. Derner, Richard W. Butler Ii, Alexandria Neff, Adam R. Ruthford

SMU Data Science Review

This paper provides updated forecasts of energy demand in Texas and recognizes the impact of sustainable energy. It is important that the forecasts of the adoption of sustainable energy are reexamined after Winter Storm Uri crippled the Texas power grid and left many without power. This storm highlighted the issues the Texas power grid had and has continued to struggle with in supplying the state with energy. This paper will offer an overview of the relevant literature on the adoption of sustainable energy and relevant events that have occurred in the state of Texas that will give the reader the …

Leveraging Transformer Models For Genre Classification, Andreea C. Craus, Ben Berger, Yves Hughes, Hayley Horn

SMU Data Science Review

As the digital music landscape continues to expand, the need for effective methods to understand and contextualize the diverse genres of lyrical content becomes increasingly critical. This research focuses on the application of transformer models in the domain of music analysis, specifically in the task of lyric genre classification. By leveraging the advanced capabilities of transformer architectures, this project aims to capture intricate linguistic nuances within song lyrics, thereby enhancing the accuracy and efficiency of genre classification. The relevance of this project lies in its potential to contribute to the development of automated systems for music recommendation and genre-based playlist …

Advancing Objective Mobile Device Use Measurement Inchildren Ages 6–11 Through Built-In Device Sensors: A Proof-Of-Concept Study, Olivia L. Finnegan, Robert Glenn Weaver Med, Phd, Hongpeng Yang, James W. White, Srihari Nelakuditi, Zifei Zhong, Rahul Ghosal Ph.D., Yan Tong, Aliye B. Cepni, Elizabeth L. Adams, Sarah Burkart Mph, Ph.D., Michael W. Beets Med, Mph, Phd, Bridget Armstrong Ph.D.

Faculty Publications

Mobile devices (e.g., tablets and smartphones) have been rapidly integrated into the lives of children and have impacted howchildren engage with digital media. The portability of these devices allows for sporadic, on-demand interaction, reducing theaccuracy of self-report estimates of mobile device use. Passive sensing applications objectively monitor time spent on a givendevice but are unable to identify who is using the device, a significant limitation in child screen time research. Behavioralbiometric authentication, using embedded mobile device sensors to continuously authenticate users, could be applied toaddress this limitation. This study examined the preliminary accuracy of machine learning models trained on iPad …