Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach,
2022
Nigerian Institute of Social and Economic Research (NISER)
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,
2022
: Department of Economics, Olabisi Onabanjo University, Ago-Iwoye, Nigeria.
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,
2022
Central Bank of Nigeria
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,
2022
Central Bank of Nigeria
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 …
A Course In Data Science: R And Prediction Modeling,
2022
CUNY Queens College
A Course In Data Science: R And Prediction Modeling, Adam Kapelner
Open Educational Resources
This is a self-contained course in data science and machine learning using R. It covers philosophy of modeling with data, prediction via linear models, machine learning including support vector machines and random forests, probability estimation and asymmetric costs using logistic regression and probit regression, underfitting vs. overfitting, model validation, handling missingness and much more. There is formal instruction of data manipulation using dplyr and data.table, visualization using ggplot2 and statistical computing.
Statistical Characteristics Of High-Frequency Gravity Waves Observed By An Airglow Imager At Andes Lidar Observatory,
2022
Embry Riddle Aeronautical University - Daytona Beach
Statistical Characteristics Of High-Frequency Gravity Waves Observed By An Airglow Imager At Andes Lidar Observatory, Alan Z. Liu, Bing Cao
Publications
The long-term statistical characteristics of high-frequency quasi-monochromatic gravity waves are presented using multi-year airglow images observed at Andes Lidar Observatory (ALO, 30.3° S, 70.7° W) in northern Chile. The distribution of primary gravity wave parameters including horizontal wavelength, vertical wavelength, intrinsic wave speed, and intrinsic wave period are obtained and are in the ranges of 20–30 km, 15–25 km, 50–100 m s−1, and 5–10 min, respectively. The duration of persistent gravity wave events captured by the imager approximately follows an exponential distribution with an average duration of 7–9 min. The waves tend to propagate against the local background winds and …
Data Ethics: An Investigation Of Data, Algorithms, And Practice,
2022
Seattle Pacific University
Data Ethics: An Investigation Of Data, Algorithms, And Practice, Gabrialla S. Cockerell
Honors Projects
This paper encompasses an examination of defective data collection, algorithms, and practices that continue to be cycled through society under the illusion that all information is processed uniformly, and technological innovation consistently parallels societal betterment. However, vulnerable communities, typically the impoverished and racially discriminated, get ensnared in these harmful cycles due to their disadvantages. Their hindrances are reflected in their information due to the interconnectedness of data, such as race being highly correlated to wealth, education, and location. However, their information continues to be analyzed with the same measures as populations who are not significantly affected by racial bias. Not …
How Environmental Change Will Impact Mosquito-Borne Diseases,
2022
The University of San Francisco
How Environmental Change Will Impact Mosquito-Borne Diseases, Arsal Khan
Master's Projects and Capstones
Mosquitos, the most lethal species throughout human history, are the most prevalent source of vector-borne diseases and therefore a major global health burden. Mosquito-borne disease incidence is expected to shift with environmental change. These changes can be predicted using species distribution models. With the wide variety of methods used for models, consensus for improving accuracy and comparability is needed. A comparative analysis of three recent modeling approaches revealed that integrating modeling techniques compensates for trade-offs associated with a singular approach. An area that represents a critical gap in our ability to predict mosquito behavior in response to changing climate factors, …
An Econometric Analysis Of Collegiate Player Performance To Create A Model For Forecasting Contributions To Team Success,
2022
Bellarmine University
An Econometric Analysis Of Collegiate Player Performance To Create A Model For Forecasting Contributions To Team Success, Evan Seely
Undergraduate Theses
At the conclusion of each basketball season, each conference selects 1st, 2nd, and sometimes 3rd all-conference teams based on player performance for that season. Often, these all-conference teams reflect biases in the media rather than evaluations based on player performance alone. The baseball statistic Wins Above Replacement, WAR, is useful in quantifying the impact of each player through the number of wins contributed to his respective team by comparing each player to a designated replacement level player. This statistic can also be applied to basketball analysis to perform a similar function as in baseball, despite …
Impact Of Climate Oscillations/Indices On Hydrological Variables In The Mississippi River Valley Alluvial Aquifer.,
2022
Mississippi State University
Impact Of Climate Oscillations/Indices On Hydrological Variables In The Mississippi River Valley Alluvial Aquifer., Meena Raju
Theses and Dissertations
The Mississippi River Valley Alluvial Aquifer (MRVAA) is one of the most productive agricultural regions in the United States. The main objectives of this research are to identify long term trends and change points in hydrological variables (streamflow and rainfall), to assess the relationship between hydrological variables, and to evaluate the influence of global climate indices on hydrological variables. Non-parametric tests, MMK and Pettitt’s tests were used to analyze trend and change points. PCC and Streamflow elasticity analysis were used to analyze the relationship between streamflow and rainfall and the sensitivity of streamflow to rainfall changes. PCC and MLR analysis …
Increasing Perceived Realism Of Objects In A Mixed Reality Environment Using 'Diminished Virtual Reality',
2022
University of Mississippi
Increasing Perceived Realism Of Objects In A Mixed Reality Environment Using 'Diminished Virtual Reality', Logan Scott Parker
Honors Theses
With the recent explosion of popularity of virtual and mixed reality, an important question has arisen: “Is there a way to create a better blend of real and virtual worlds in a mixed reality experience?” This research attempts to determine whether a visual filter can be created and applied to virtual objects to better convince the brain into interpreting a composite of virtual and real views as one seamless view. The method devised in this thesis is being called 'Diminished Virtual Reality'. The results found in this study show that when presented with a scene composed of a combination of …
Forecasting Razorback Baseball Game Outcomes,
2022
University of Arkansas, Fayetteville
Forecasting Razorback Baseball Game Outcomes, Austin Raabe
Information Systems Undergraduate Honors Theses
Despite the disappointing end to the 2021 Arkansas Razorback baseball year, the team’s success provided hog fans something to look forward to next season. While they will be without the 2021 Golden Spikes Award winner, Kevin Kopps, and four All-SEC team selections, the 2022 roster has promising new and returning talent. With fifty percent of the players who played significant time last year coming back (minimum ten hits or ten innings pitched), the arrival of several impact transfers from major conferences, and a recruiting class ranked in the top five according to Perfect Game, there is reason to believe that …
Assessing The Influence Of Health Policy And Population Mobility On Covid-19 Spread In Arkansas,
2022
University of Arkansas, Fayetteville
Assessing The Influence Of Health Policy And Population Mobility On Covid-19 Spread In Arkansas, Tayden Barretto
Industrial Engineering Undergraduate Honors Theses
The outbreak of COVID-19 has created a major crisis across the world since its start in 2019, and its influence on every realm of society is undeniable. Globally, more than 500 million cases have been recorded since March 2020, with almost 6 million deaths. In the wake of this crisis, many governments and health organizations have taken steps and precautions to mitigate its spread. These steps involve public mandates of information, reducing frequency of personal contact, and use of masks to minimize the risk of transmission. Current access to mobility data released from Google detailing population movements has provided a …
Advancements In Gaussian Process Learning For Uncertainty Quantification,
2022
Clemson University
Advancements In Gaussian Process Learning For Uncertainty Quantification, John C. Nicholson
All Dissertations
Gaussian processes are among the most useful tools in modeling continuous processes in machine learning and statistics. The research presented provides advancements in uncertainty quantification using Gaussian processes from two distinct perspectives. The first provides a more fundamental means of constructing Gaussian processes which take on arbitrary linear operator constraints in much more general framework than its predecessors, and the other from the perspective of calibration of state-aware parameters in computer models. If the value of a process is known at a finite collection of points, one may use Gaussian processes to construct a surface which interpolates these values to …
Aberrant Responding With Underlying Dominance And Unfolding Response Processes: Examining Model Fit And Performance Of Person-Fit Statistics,
2022
University of Arkansas, Fayetteville
Aberrant Responding With Underlying Dominance And Unfolding Response Processes: Examining Model Fit And Performance Of Person-Fit Statistics, Jennifer A. Reimers
Graduate Theses and Dissertations
Researchers have recognized that respondents may not answer items in a way that accurately reflects their attitude or trait level being measured. The resulting response data that deviates from what would be expected has been shown to have significant effects on the psychometric properties of a scale and analytical results. However, many studies that have investigated the detection of aberrant data and its effects have done so using dominance item response theory (IRT) models. It is unknown whether the impacts of aberrant data and the methodology used to identify aberrant responding when using dominance IRT models apply similarly when scales …
Finding A Representative Distribution For The Tail Index Alpha, Α, For Stock Return Data From The New York Stock Exchange,
2022
East Tennessee State University
Finding A Representative Distribution For The Tail Index Alpha, Α, For Stock Return Data From The New York Stock Exchange, Jett Burns
Electronic Theses and Dissertations
Statistical inference is a tool for creating models that can accurately display real-world events. Special importance is given to the financial methods that model risk and large price movements. A parameter that describes tail heaviness, and risk overall, is α. This research finds a representative distribution that models α. The absolute value of standardized stock returns from the Center for Research on Security Prices are used in this research. The inference is performed using R. Approximations for α are found using the ptsuite package. The GAMLSS package employs maximum likelihood estimation to estimate distribution parameters using the CRSP data. The …
Analytical Study To Determine Significant Causes Of Increased No-Hitters In The 2021 Major League Baseball Season,
2022
Bowling Green State University
Analytical Study To Determine Significant Causes Of Increased No-Hitters In The 2021 Major League Baseball Season, Joel Robison
Honors Projects
Why were there so many no-hitters in the 2021 MLB season? This project focuses on possible significant causes to the record-breaking number of no-hitters pitched in the 2021 Major League Baseball season. Specifically, this project takes an analytical look at the recent trends in launch angles and spin rates to determine if there are any significant causes to the increased number of no-hitters in baseball. The random nature and unpredictability of the game of baseball make it almost impossible to come to any solid conclusions.
Efficient Low Dimensional Representation Of Vector Gaussian Distributions,
2022
Louisiana State University and Agricultural and Mechanical College
Efficient Low Dimensional Representation Of Vector Gaussian Distributions, Md Mahmudul Hasan
LSU Doctoral Dissertations
This dissertation seeks to find optimal graphical tree model for low dimensional representation of vector Gaussian distributions. For a special case we assumed that the population co-variance matrix $\Sigma_x$ has an additional latent graphical constraint, namely, a latent star topology. We have found the Constrained Minimum Determinant Factor Analysis (CMDFA) and Constrained Minimum Trace Factor Analysis (CMTFA) decompositions of this special $\Sigma_x$ in connection with the operational meanings of the respective solutions. Characterizing the CMDFA solution of special $\Sigma_x$, according to the second interpretation of Wyner's common information, is equivalent to solving the source coding problem of finding the minimum …
Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images,
2022
University of New Mexico
Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano
Electrical and Computer Engineering ETDs
Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect produced …
Flood Risk Prediction In Southern Louisiana Using Support Vector Machines,
2022
Louisiana Tech University
Flood Risk Prediction In Southern Louisiana Using Support Vector Machines, Claire Dorsett
Mathematics Senior Capstone Papers
Flooding in Southern Louisiana is a growing concern as violent weather becomes more frequent. According to the Environmental Protection Agency (EPA), Louisiana soils have become drier and annual rainfall trends have increased, which may lead to more severe flooding in the coming years. In light of this change in weather trends, flood prediction has become increasingly important for the public’s safety. The focus of this paper is to apply the Support Vector Machine (SVM), a machine learning technique, to classify flood risks based on water gage height, wind speed and direction, and time of the year. In this paper, the …
