81818app手机版下载

Open Access. Powered by Scholars. Published by Universities.®

Statistics and Probability Commons

Open Access. Powered by Scholars. Published by Universities.®

12,339 Full-Text Articles 19,044 Authors 3,366,482 Downloads 247 Institutions

All Articles in Statistics and Probability

Faceted Search

12,339 full-text articles. Page 1 of 379.

Delta Hedging Of Financial Options Using Reinforcement Learning And An Impossibility Hypothesis, Ronak Tali 2020 Utah State University 81818app手机版下载

Delta Hedging Of Financial Options Using Reinforcement Learning And An Impossibility Hypothesis, Ronak Tali

All Graduate Theses and Dissertations

In this thesis we take a fresh perspective on delta hedging of financial options as undertaken by market makers. The current industry standard of delta hedging relies on the famous Black Scholes formulation that prescribes continuous time hedging in a way that allows the market maker to remain risk neutral at all times. But the Black Scholes formulation is a deterministic model that comes with several strict assumptions such as zero transaction costs, log normal distribution of the underlying stock prices, etc. In this paper we employ Reinforcement Learning to redesign the delta hedging problem in way that allows us ...


Concomitant Of Order Statistics From New Bivariate Gompertz Distribution, Sumit Kumar, M. J. S. Khan, Surinder Kumar 2020 Babasaheb Bhimrao Ambedkar University 81818app手机版下载

Concomitant Of Order Statistics From New Bivariate Gompertz Distribution, Sumit Kumar, M. J. S. Khan, Surinder Kumar

Journal of Modern Applied Statistical Methods

For the new bivariate Gompertz distribution, the expression for probability density function (pdf) of rth order statistics and pdf of concomitant arising from rth order statistics are derived. The properties of concomitant arising from the corresponding order statistics are used to derive these results. The exact expression for moment generating function (mgf) of concomitant of order rth statistics is derived. Also, the mean of concomitant arising from rth order statistics is computed using the mgf of concomitant of rth order statistics, and the exact expression for joint density of concomitant of two non-adjacent order statistics ...


Time Series Analysis Of Offshore Buoy Light Detection And Ranging (Lidar) Windspeed Data, Aditya Garapati, Charles J. Henderson, Carl Walenciak, Brian T. Waite 2020 Southern Methodist University 81818app手机版下载

Time Series Analysis Of Offshore Buoy Light Detection And Ranging (Lidar) Windspeed Data, Aditya Garapati, Charles J. Henderson, Carl Walenciak, Brian T. Waite

SMU Data Science Review

In this paper, modeling techniques for the forecasting of wind speed using historical values observed by Light Detection and Ranging (LIDAR) sensors in an offshore context are described. Both univariate time series and multivariate time series modeling techniques leveraging meteorological data collected simultaneously with the LIDAR data are evaluated for potential contributions to predictive ability. Accurate and timely ability to predict wind values is essential to the effective integration of wind power into existing power grid systems. It allows for both the management of rapid ramp-up / down of base production capacity due to highly variable wind power inputs and integration ...


Fecal And Ruminal Microbiome Components Associated With Methane Emission In Beef Cattle, Bruno G. N. Andrade, Haithem Afli, Flavia A. Bressani, Rafael R. C. Cuadrat, Priscila S. N. de Oliveira, Gerson B. Mourão, Luiz L. Coutinho, James M. Reecy, James E. Koltes, Marcela Maria de Souza, Adhemar Zerlotini Neto, Sérgio Raposo de Medeiros, Alexandre Berndt, Julio C. P. Palhares, Luciana C. A. Regitano 2020 Embrapa Pecuaria Sudeste

Fecal And Ruminal Microbiome Components Associated With Methane Emission In Beef Cattle, Bruno G. N. Andrade, Haithem Afli, Flavia A. Bressani, Rafael R. C. Cuadrat, Priscila S. N. De Oliveira, Gerson B. Mourão, Luiz L. Coutinho, James M. Reecy, James E. Koltes, Marcela Maria De Souza, Adhemar Zerlotini Neto, Sérgio Raposo De Medeiros, Alexandre Berndt, Julio C. P. Palhares, Luciana C. A. Regitano

Animal Science Publications

Background: The impact of extreme changes in weather patterns in the economy and humanity welfare are some of the biggest challenges that our civilization is facing. From the anthropogenic activities that contribute to climate change, reducing the impact of farming activities is a priority, since its responsible for up to 18% of greenhouse gases linked to such activities. To this end, we tested if the ruminal and fecal microbiomes components of 52 Brazilian Nelore bulls, belonging to two experimental groups based on the feed intervention, conventional (A) and byproducts based diet (B), could be used as biomarkers for methane (CH ...


Simple Unequal Allocation Procedure For Ranked Set Sampling With Skew Distributions, Dinesh Bhoj, Girish Chandra 2020 Rutgers University

Simple Unequal Allocation Procedure For Ranked Set Sampling With Skew Distributions, Dinesh Bhoj, Girish Chandra

Journal of Modern Applied Statistical Methods

A practical unbalanced Ranked Set Sampling (RSS) model is proposed to estimate the population mean of positively skewed distributions. The gains in the relative precisions of the population mean based on the proposed model for chosen distributions are uniformly higher than those based on balanced RSS and the t-model proposed in Kaur et al. (1997). The relative precisions of the simple unequal allocation model are, with one exception, better than (s, t)-model which is better than t81818app手机版下载-model. The relative precision of the proposed model is very close or equal to the optimal Neyman allocation model.


Almost All Missing Data Are Mnar, Thomas R. Knapp 2020 University of Rochester 81818app手机版下载

Almost All Missing Data Are Mnar, Thomas R. Knapp

Journal of Modern Applied Statistical Methods

Rubin (1976, and elsewhere) claimed that there are three kinds of “missingness”: missing completely at random; missing at random; and missing not at random. He gave examples of each. The article that now follows takes an opposing view by arguing that almost all missing data are missing not at random.


A Primer On Statistical Inferences For Finite Populations, Thomas R. Knapp 2020 University of Rochester 81818app手机版下载

A Primer On Statistical Inferences For Finite Populations, Thomas R. Knapp

Journal of Modern Applied Statistical Methods

This primer is intended to provide the basic information for sampling without replacement from finite populations.


Jmasm 54: A Comparison Of Four Different Estimation Approaches For Prognostic Survival Oral Cancer Model, Wan Muhamad Amir, Muhammad Azeem, Masitah Hayati Harun, Zalila Ali, Mohamad Shafiq 2020 Universiti Sains Malaysia 81818app手机版下载

Jmasm 54: A Comparison Of Four Different Estimation Approaches For Prognostic Survival Oral Cancer Model, Wan Muhamad Amir, Muhammad Azeem, Masitah Hayati Harun, Zalila Ali, Mohamad Shafiq

Journal of Modern Applied Statistical Methods

Four types of estimation approaches for prognostic survival oral cancer model building are considered via a SAS algorithm: Efron’s Method, Exact Method, Breslow’s Method, and Discrete Method. Each method is illustrated separately and compared according to their coefficient parameter. An approach is considered by adding a bootstrapping technique for each handling ties method and a complete SAS algorithm is supplied for each proposed method, including methods for handling ties.


Compressed Dna Representation For Efficient Amr Classification, John Partee, Robert Hazell, Anjli Solsi, John Santerre 2020 SMU 81818app手机版下载

Compressed Dna Representation For Efficient Amr Classification, John Partee, Robert Hazell, Anjli Solsi, John Santerre

SMU Data Science Review

81818app手机版下载In this paper, we explore a representation methodology for the compression of DNA isolates. Using lossless string compression via tokenization of frequently repeated segments of DNA, we reduce the length of the isolates to be counted as k-mers for classification. With this new representation, we apply a previously established feature sampling method to dramatically reduce the feature space. In understanding the genetic diversity, we also look at conserving biological function across these spaces. Using a random forest model we were able to predict the resistance or susceptibility of bacteria with 85-90\% accuracy, with a 30-50\% reduction in overall isolate length ...


Prerequisite Course Recommendation Based On Course Description And Students’ Grades, Haozhe Zhou 2020 Purdue University

Prerequisite Course Recommendation Based On Course Description And Students’ Grades, Haozhe Zhou

The Journal of Purdue Undergraduate Research

81818app手机版下载No abstract provided.


Estimating Vehicular Traffic Intensity With Deep Learning And Semantic Segmentation, Logan Bradley-Trietsch 2020 Purdue University

Estimating Vehicular Traffic Intensity With Deep Learning And Semantic Segmentation, Logan Bradley-Trietsch

The Journal of Purdue Undergraduate Research

No abstract provided.


A Differential Geometry-Based Machine Learning Algorithm For The Brain Age Problem, Justin Asher, Khoa Tan Dang, Maxwell Masters 2020 Purdue University Fort Wayne

A Differential Geometry-Based Machine Learning Algorithm For The Brain Age Problem, Justin Asher, Khoa Tan Dang, Maxwell Masters

The Journal of Purdue Undergraduate Research

No abstract provided.


Predicting Postoperative Delirium Risk For Intracranial Surgery: A Statistical Machine Learning Approach, Juliet Aygun, Alaina Bartfeld, Sahana Rayan 2020 Purdue University

Predicting Postoperative Delirium Risk For Intracranial Surgery: A Statistical Machine Learning Approach, Juliet Aygun, Alaina Bartfeld, Sahana Rayan

The Journal of Purdue Undergraduate Research

No abstract provided.


High Wind Alerts: A System Created With Observations From The X-Band Teaching And Research Radar, Lauren Warner 2020 Purdue University

High Wind Alerts: A System Created With Observations From The X-Band Teaching And Research Radar, Lauren Warner

The Journal of Purdue Undergraduate Research

Following the August 13, 2011, Indiana State Fair stage collapse tragedy, caused by a wind gust from an approaching thunderstorm, Purdue University enforced a wind speed restriction of 30 mph (13 m s-1) for tents at outdoor events. During these events, volunteers stand outside with handheld anemometers, measuring and reporting when the wind speeds exceed this limit. In this study, we report testing of a new system to automate high-wind alerts based on observations from a Doppler radar, the X-band Teaching and Research Radar (XTRRA), near Purdue’s campus. XTRRA scans over campus at low elevations approximately every 5 minutes ...


Factor Structure And Measurement Invariance Of The Maslach Burnout Inventory In Emergency Medicine Residents, Tim P. Moran, Nicole Battaglioli, Simiao Li-Sauerwine 2020 Emory University

Factor Structure And Measurement Invariance Of The Maslach Burnout Inventory In Emergency Medicine Residents, Tim P. Moran, Nicole Battaglioli, Simiao Li-Sauerwine

Journal of Wellness

Introduction: Emergency medicine residents suffer from high rates of occupational burnout. Recent research has focused on identifying risk and protective factors for burnout as well as targets for intervention. This research has primarily employed the Maslach Burnout Inventory to evaluate burnout in this population. Factor analytic work has identified three underlying factors measured by the Maslach Burnout Inventory: Emotional Exhaustion, Depersonalization, and Personal Accomplishment. However, this three-factor structure has not been evaluated in emergency medicine residents. Furthermore, its structural equivalence has not been demonstrated across commonly-studied risk factors, such as gender and year of post-graduate training. In the present study ...


A New Two-Parametric ‘Useful’ Fuzzy Information Measure And Its Properties, Saima Manzoor Sofi, Safina Peerzada, Mirza Abdul Khalique Baig 2020 University of Kashmir, Srinagar, India

A New Two-Parametric ‘Useful’ Fuzzy Information Measure And Its Properties, Saima Manzoor Sofi, Safina Peerzada, Mirza Abdul Khalique Baig

Journal of Modern Applied Statistical Methods

A ‘useful’ fuzzy measure of order α and type β81818app手机版下载 is developed. Its validity established with a numerical example.


Ranking Comments: An Entropy-Based Method With Word Embedding Clustering, Yuyang Zhang 2020 The University of Western Ontario 81818app手机版下载

Ranking Comments: An Entropy-Based Method With Word Embedding Clustering, Yuyang Zhang

Electronic Thesis and Dissertation Repository

Automatically ranking comments by their relevance plays an important role in text mining and text summarization area. In this thesis, firstly, we introduce a new text digitalization method: the bag of word clusters model. Unlike the traditional bag of words model that treats each word as an independent item, we group semantic-related words as clusters using pre-trained word2vec word embeddings and represent each comment as a distribution of word clusters. This method can extract both semantic and statistical information from texts. Next, we propose an unsupervised ranking algorithm that identifies relevant comments by their distance to the “ideal” comment. The ...


Snackjack: A Toy Model Of Blackjack, Stewart N. Ethier, Jiyeon Lee 2020 University of Utah

Snackjack: A Toy Model Of Blackjack, Stewart N. Ethier, Jiyeon Lee

UNLV Gaming Research & Review Journal

81818app手机版下载Snackjack is a highly simplified version of blackjack that was proposed by Ethier (2010) and given its name by Epstein (2013). The eight-card deck comprises two aces, two deuces, and four treys, with aces having value either 1 or 4, and deuces and treys having values 2 and 3, respectively. The target total is 7 (vs. 21 in blackjack), and ace-trey is a natural. The dealer stands on 6 and 7, including soft totals, and otherwise hits. The player can stand, hit, double, or split, but split pairs receive only one card per paircard (like split aces in blackjack), and ...


Robust Inference On Effects Attributable To Mediators: A Controlled-Direct-Effect-Based Approach For Causal Effect Decomposition With Multiple Mediators, An-Shun Tai, Yi-Juan Du, Sheng-Hsuan Lin 2020 Institute of Statistics, National Chiao Tung University, Hsin-Chu, Taiwan.

Robust Inference On Effects Attributable To Mediators: A Controlled-Direct-Effect-Based Approach For Causal Effect Decomposition With Multiple Mediators, An-Shun Tai, Yi-Juan Du, Sheng-Hsuan Lin

Harvard University Biostatistics Working Paper Series

81818app手机版下载Effect decomposition is a critical technique for mechanism investigation in settings with multiple causally ordered mediators. Causal mediation analysis is a standard method for effect decomposition, but the assumptions required for the identification process are extremely strong. By extending the framework of controlled direct effects, this study proposes the effect attributable to mediators (EAM) as a novel measure for effect decomposition. For policy making, EAM represents how much an effect can be eliminated by setting mediators to certain values. From the perspective of mechanism investigation, EAM contains information about how much a particular mediator or set of mediators is involved ...


Classification-Based Method For Estimating Dynamic Treatment Regimes, Junwei Shen 2020 The University of Western Ontario 81818app手机版下载

Classification-Based Method For Estimating Dynamic Treatment Regimes, Junwei Shen

Electronic Thesis and Dissertation Repository

81818app手机版下载Dynamic treatment regimes are sequential decision rules dictating how to individualize treatments to patients based on evolving treatments and covariate history. In this thesis, we investigate two methods of estimating dynamic treatment regimes. The first method extends outcome weighted learning from two-treatments to multi-treatments and allows for negative treatment outcome. We show that under two different sets of assumptions, the Fisher consistency can be maintained. The second method estimates treatment rules by a neural classification tree. A weighted squared loss function is defined to approximate the indicator function to maintain the smoothness. A method of tree reconstruction and pruning is ...