Proceedings of the 3rd International Conference on Statistics: Theory and Applications最新文献

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Combining Time Series and Sentiment Analysis for Stock MarketForecasting 结合时间序列和情绪分析进行股市预测
Hsiao-Chuan Chou, K. Ramachandran
{"title":"Combining Time Series and Sentiment Analysis for Stock Market\u0000Forecasting","authors":"Hsiao-Chuan Chou, K. Ramachandran","doi":"10.11159/icsta21.132","DOIUrl":"https://doi.org/10.11159/icsta21.132","url":null,"abstract":"Objective of this research is to build a model to predict stock price using sentimental information from news headlines and historical prices, and the model is able to not only conclude better results but also minimize the difference between predicted values and actual values. News headlines show impact on stock price. Unlike previous approaches where the textual information were usually calculated into sentiment score, we apply various approaches to extract information from news headlines. On the other hand, price data through time series are also useful to predict stock prices. Hence, improvement is made with combination of sentiment analysis of news headlines and time series analysis of historical prices, and the combination is able to complement nonavailability of sentiment lexicon and lack of news. Compared to time series models and word embedding models, our combined model shows smaller or similarly error measures MAPE, MAE, and RMSE with time series models, and reduces lag in graphs.","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133183153","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Change Point Analysis and Clustering Examined Through Chicago Crime During COIVD-19 通过covid -19期间芝加哥犯罪的变化点分析和聚类分析
Mena C. R. Whalen, Joseph Feinglass, Noelle I. Samia, A. Papachristos
{"title":"Change Point Analysis and Clustering Examined Through Chicago Crime During COIVD-19","authors":"Mena C. R. Whalen, Joseph Feinglass, Noelle I. Samia, A. Papachristos","doi":"10.11159/icsta21.137","DOIUrl":"https://doi.org/10.11159/icsta21.137","url":null,"abstract":"Mena Whalen, Dr. Andrew Papachristos, Dr. Joseph Feinglass, Dr. Noelle I. Samia Northwestern University Department of Statistics 2006 Sheridan Rd. Evanston IL United States mcwhalen@u.northwestern.edu; n-samia@northwestern.edu Northwestern University Department of Sociology 1810 Chicago Avenue, Evanston, IL United States avp@northwestern.edu Northwestern University Department of Preventive Medicine 750 N Lake Shore, Chicago Illinois United States j-feinglass@northwestern.edu","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121030909","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimation of Parameters of Logistic Regression with Missing Covariates via Joint Conditional Likelihood Method 用联合条件似然法估计缺失协变量Logistic回归的参数
Phuoc-Loc Tran, Truong-Nhat Le, Shen‐Ming Lee, Chin-Shang Li
{"title":"Estimation of Parameters of Logistic Regression with Missing Covariates via Joint Conditional Likelihood Method","authors":"Phuoc-Loc Tran, Truong-Nhat Le, Shen‐Ming Lee, Chin-Shang Li","doi":"10.11159/icsta21.117","DOIUrl":"https://doi.org/10.11159/icsta21.117","url":null,"abstract":"Phuoc-Loc Tran, Truong-Nhat Le, Shen-Ming Lee, and Chin-Shang Li Department of Mathematics, College of Science, Can Tho University, Viet Nam tploc@ctu.edu.vn Faculty of Mathematics and Statistics, Ton Duc Thang University, Viet Nam letruongnhat@tdtu.edu.vn Department of Statistics, Feng Chia University, Taiwan, R.O.C. smlee@mail.fcu.edu.tw School of Nursing, The State University of New York, University at Buffalo, Buffalo, NY, USA csli2003@gmail.com","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121466255","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mathematical Modeling to Inform Policy 为政策提供信息的数学建模
J. Gerardin
{"title":"Mathematical Modeling to Inform Policy","authors":"J. Gerardin","doi":"10.11159/icsta21.007","DOIUrl":"https://doi.org/10.11159/icsta21.007","url":null,"abstract":"","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"173 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133454270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Using Routine Case Data to Quantify the Protective Effectiveness of Seasonal Malaria Chemoprevention in Burkina Faso 利用常规病例数据量化布基纳法索季节性疟疾化学预防的保护效果
Sebastian Rodriguez, Beatriz Galatas, Cheick Saïd Compaoré, Boulaye Dao, I. Ozodiegwu, A. Noor, J. Gerardin, Noelle I. Samia
{"title":"Using Routine Case Data to Quantify the Protective Effectiveness of Seasonal Malaria Chemoprevention in Burkina Faso","authors":"Sebastian Rodriguez, Beatriz Galatas, Cheick Saïd Compaoré, Boulaye Dao, I. Ozodiegwu, A. Noor, J. Gerardin, Noelle I. Samia","doi":"10.11159/icsta21.138","DOIUrl":"https://doi.org/10.11159/icsta21.138","url":null,"abstract":"","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133153305","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Graph Neural Network Emulation of Cardiac Mechanics 心脏力学的图神经网络仿真
D. Dalton, Alan Lazarus, A. Rabbani, Hao Gao, D. Husmeier
{"title":"Graph Neural Network Emulation of Cardiac Mechanics","authors":"D. Dalton, Alan Lazarus, A. Rabbani, Hao Gao, D. Husmeier","doi":"10.11159/icsta21.127","DOIUrl":"https://doi.org/10.11159/icsta21.127","url":null,"abstract":"This paper compares the performance of two graph neural network architectures on the emulation of a cardiac mechanic model of the left ventricle of the heart. These models can be applied directly on the same computational mesh of the left ventricle geometry that is used by the expensive numerical forward solver, precluding the need for a low-order approximation of the true geometry. Our results show that these emulation approaches incur negligible loss in accuracy compared in the forward simulator, while making predictions multiple orders of magnitude more quickly, raising the prospect for their use in both forward and inverse problems in cardiac modelling.","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125227013","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Inference in Cardiovascular Modelling Subject to Medical Interventions 心血管模型受医疗干预的推论
L. Paun, A. Borowska, M. Colebank, M. Olufsen, D. Husmeier
{"title":"Inference in Cardiovascular Modelling Subject to Medical Interventions","authors":"L. Paun, A. Borowska, M. Colebank, M. Olufsen, D. Husmeier","doi":"10.11159/icsta21.109","DOIUrl":"https://doi.org/10.11159/icsta21.109","url":null,"abstract":"Pulmonary hypertension (PH), i.e., high blood pressure in the lungs, is a serious medical condition that can damage the right ventricle of the heart and ultimately lead to heart failure. Standard diagnostic procedures are based on right-heart catheterization, which is an invasive technique that can potentially have serious side effects. Recent methodological advancements in fluid dynamics modelling of the pulmonary blood circulation system promise to mathematically predict the blood pressure based on non-invasive measurements of the blood flow. Thus, subsequent to PH diagnostication, further investigations would no longer require catheterization. However, in order for these alternative techniques to be applicable in the clinic, accurate model calibration and parameter estimation are paramount. Medical interventions taken to combat high blood pressure (as predicted from the mathematical model) alter the underlying cardiovascular physiology, thus interfering with the parameter estimation procedure. In the present study, we have carried out a series of cardiovascular simulations to assess the reliability of cardiovascular physiological parameter estimation in the presence of medical interventions. Our principal result is that if the closed-loop effect of medical interventions is accounted for, the model calibration provides accurate parameter estimates. This finding has important implications for the applicability of cardio-physiological modelling in the clinical practice.","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"102 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121356389","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Generalized Functional Responses in Habitat Selection Fitted by Decision Trees and Random Forests 决策树和随机森林拟合生境选择的广义功能响应
Shaykhah Aldossari, D. Husmeier, Jason Matthiopoulos
{"title":"Generalized Functional Responses in Habitat Selection Fitted by Decision Trees and Random Forests","authors":"Shaykhah Aldossari, D. Husmeier, Jason Matthiopoulos","doi":"10.11159/icsta21.125","DOIUrl":"https://doi.org/10.11159/icsta21.125","url":null,"abstract":"Species Distribution Models (SDMs) are important regression tools in the ecological sciences that can support distribution predictions using different environmental variables. Most of the research in the area of SDMs has assumed that regression coefficients in these models are fixed. However, species respond differently to different habitats depending on the habitat availability, meaning that regression coefficients change as functions of habitat availability, a phenomenon known as a functional response in habitat selection. The generalized functional response (GFR) is a varying-coefficient extension of the basic SDM framework, designed for more robust forecasts of species distributions in a rapidly changing world. The original GFR model formulated the varying regression coefficients using a polynomial function approach, which led to improvements of forecasting performance in many applications. The purpose of this paper is to improve the out-of-sample performance of the GFR model using a decision tree and Breiman's random forest algorithm. We compare the original GFR model with a decision tree and random forests using the GFR model by applying both models to a real population dataset on house sparrows. The results revealed a noticeable improvement in terms of out-of-sample R² in the decision tree and the random forest approaches over the original GFR model.","PeriodicalId":403959,"journal":{"name":"Proceedings of the 3rd International Conference on Statistics: Theory and Applications","volume":"67 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127256802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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