Legend:
CC = Baltimore Convention Center,
H = Hilton Baltimore
* = applied session ! = JSM meeting theme
Activity Details
39
Sun, 7/30/2017,
2:00 PM -
3:50 PM
CC-347
Methods in Financial Risk Assessment — Contributed Papers
Section on Risk Analysis
Chair(s): Yishi Wang, University of North Carolina Wilmington
2:05 PM
Modeling Maxima in Financial Time Series with Dynamic Generalized Extreme Value Distribution
—
Zifeng Zhao, University of Wisconsin-Madison ; Zhengjun Zhang, University of Wisconsin ; Rong Chen, Rutgers University
2:20 PM
Extracting Latent States from High Frequency Option Prices
—
Jean-Francois Begin, Simon Fraser University ; Diego Amaya, Wilfred Laurier University ; Genevieve Gauthier, HEC Montréal
2:35 PM
Using an Automated News Sentiment Analysis as an Additional Trading Rule for High Frequency Trading Engine
—
Brahim Brahim, BDV Big Data Visualizations Inc
2:50 PM
Multivariate Ordinal Regression Models: An Analysis of Corporate Credit Ratings
—
Rainer Hirk, WU Vienna University of Economics and Business ; Laura Vana, WU Vienna University of Economics and Business ; Kurt Hornik, WU Vienna University of Economics and Business
3:05 PM
Classification Using Ensemble Learning Under Weighted Misclassification Loss
—
Yizhen Xu, Brown University ; Tao Liu, Brown University, Dept of Biostatistics ; Rami Kantor , Brown Univeresity School of Medicine ; Ann Mwangi, Moi University ; Michael J Daniels, University of Texas at Austin ; Joseph Hogan, Brown University, Dept of Biostatistics
3:20 PM
Beyond P-Values: Hypothesis Testing Based on the BIC Model Selection Criterion
—
Stanley Sclove, Univ of Illinois At Chicago ; Robert F Bordley, Booz Allen Hamilton
3:35 PM
A Simple Extension of the FGM Copula for Negative Association
—
Kahadawala Cooray, Central Michigan University
53 * !
Sun, 7/30/2017,
4:00 PM -
5:50 PM
CC-328
Complex Risk Structures or Constraints of Reliability of Systems — Invited Papers
Section on Risk Analysis , Section on Physical and Engineering Sciences , Quality and Productivity Section
Organizer(s): Jen Tang, Purdue University
Chair(s): Dennis K.J. Lin, Penn State University
4:05 PM
Confidence Distributions for Regime Shifts
—
Nils Lid Hjort, University of Oslo
4:30 PM
Some Models for Load-Sharing Systems and Analyzes
—
Narayanaswamy Balakrishnan, McMaster University
4:55 PM
Semi-Analytical Approach for Designing Accelerated Degradation Tests
—
Sheng-T Tseng, National Tsing-Hua University ; I-Chen Lee ; Yili Hong, Virginia Tech
5:20 PM
Optimal Design of Accelerated Degradation Tests for Wiener Degradation Processes with Budget Constraint and Time-Censoring
—
Jen Tang, Purdue University ; Ming-Yung Lee, Providence University
5:45 PM
Floor Discussion
65 * !
Sun, 7/30/2017,
4:00 PM -
5:50 PM
CC-349
Building a New and Essential Statistics Toolbox for Challenges in Finance and Business Analytics — Topic Contributed Papers
Business and Economic Statistics Section , Section for Statistical Programmers and Analysts , Section on Risk Analysis , Statistics in Business Schools Interest Group
Organizer(s): Kai-Sheng Song , Department of Mathematics, University of North Texas
Chair(s): Ta-Hsin Li, IBM Watson Research Center
4:05 PM
On Corporate Bankruptcy Prediction
—
Yan Yu, University of Cincinnati ; Aidong Ding, Northeastern University ; Shaonan Tian, San Jose State University ; Hui Guo, University of Cincinnati
4:25 PM
Stochastic Tail Index Model for High Frequency Financial Data with Bayesian Analysis
—
Zhengjun Zhang, University of Wisconsin ; Guangyu Mao, Beijing Jiaotong University
4:45 PM
A Statistical Approach to Corporate Debt Structure
—
Kai-Sheng Song , Department of Mathematics, University of North Texas
5:05 PM
Firm-Specic Risk-Neutral Distributions: The Role of CDS Spreads
—
Mohammad Jahan-Parvar, Federal Reserve Board of Governors ; Sirio Aramonte, Federal Reserve Board ; Samuel Rosen , University of North Carolina, Kenan-Flagler Business School ; John Schindler, Federal Reserve Board
5:25 PM
Exploration of Innovating Business with Analytics
—
Mingfei Li, Bentley University
5:45 PM
Floor Discussion
106 * !
Mon, 7/31/2017,
8:30 AM -
10:20 AM
CC-346
Empirical Transforms, Saddlepoint Approximations, and Risk Assessment with Some Applications — Topic Contributed Papers
Section on Risk Analysis , Business and Economic Statistics Section , IMS
Organizer(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
Chair(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
8:35 AM
Estimation of the Tail Index Using Semiparametric Regression
—
Emanuele Taufer, University of Trento ; Mofei Jia, Xi'an Jiaotong-Liverpool University ; Maria Michela Dickson, University of Trento
8:55 AM
On Distributions of Ratios
—
Simon Broda, University of Amsterdam ; Raymond Kan, University of Toronto
9:15 AM
An Empirical Saddlepoint Approximation Based Method for Smoothing Survival Functions Under Right Censoring
—
Adao Trindade, Texas Tech University ; Pratheepa Jeganathan , Stanford University ; Noroharivelo Randrianampy, HECMMA ; Robert Paige, Missouri University of Science and Technology
9:35 AM
Portfolio Selection with Active Risk Monitoring
—
Pawel Polak, Columbia University ; Marc Paolella, University of Zurich
9:55 AM
Discussant: Keith Knight, Professor, Department of Statistical Sciences, University of Toronto
10:15 AM
Floor Discussion
135 * !
Mon, 7/31/2017,
10:30 AM -
12:20 PM
CC-343
Novel Non/Semiparametric Developments for Risk Perception with Censored and/or Missing Data — Invited Papers
Section on Risk Analysis , Health Policy Statistics Section , International Chinese Statistical Association
Organizer(s): Jiwei Zhao, State University of New York at Buffalo
Chair(s): Guan Yu, State University of New York at Buffalo
10:35 AM
A Nonparametric Approach for Partial Areas Under ROC Curves
—
Hanfang Yang, Renmin Univeristy of China ; Kun Lu, Princeton University ; Yichuan Zhao, Georgia State University
10:55 AM
Risk Prediction from the Combination of Longitudinal Biomarkers Subject to Informative Missingness
—
Jiwei Zhao, State University of New York at Buffalo
11:15 AM
Testing Causative Hypotheses in Nonparametric Models with a Mismeasured or Coarsened Confounder
—
Wang Miao, Peking University ; Lan Liu, University of Minnesota at Twin Cities
11:35 AM
Estimation of the Cumulative Incidence Function Under Multiple Dependent and Independent Censoring Mechanisms
—
Judith Lok, Harvard T H Chan School of Public Health ; Shu Yang, North Carolina State University ; Brian Sharkey, NA ; Michael Hughes, Harvard
11:55 AM
Semiparametric Odds Ratio Model for Multivariate Survival Times
—
Hua Yun Chen, University of Illinois at Chicago
12:15 PM
Floor Discussion
137 * !
Mon, 7/31/2017,
10:30 AM -
12:20 PM
CC-341
New Advances in Statistical Methods for Complex Data — Invited Papers
International Chinese Statistical Association , Lifetime Data Analysis Interest Group , Section on Risk Analysis
Organizer(s): Kevin He, University of Michiga
Chair(s): Mei-Ling Ting Lee, University of Maryland
10:35 AM
Regression Analysis of Multivariate Failure Time Data
—
Ross L Prentice, Fred Hutchinson Cancer Research Center ; Shanshan Zhao, National Institute of Environmental Health Sciences
11:05 AM
Signal Detection from Large Drug Safety Databases
—
Ram Tiwari, FDA/CDER/OT/OB
11:35 AM
Regression Analysis of Interval-Censored Failure Time Data in the Presence of Informative Censoring
—
(Tony) Jinaguo Sun, University of Missouri
12:05 PM
Floor Discussion
216 *
Mon, 7/31/2017,
2:00 PM -
3:50 PM
CC-328
Statistical Opportunities in Disease Interception: Screening, Intervening, and Evaluating Benefit-Risk Trade-Offs — Topic Contributed Papers
Section on Medical Devices and Diagnostics , Section on Statistics in Epidemiology , Section on Risk Analysis
Organizer(s): Rachael L. DiSantostefano, Janssen R&D
Chair(s): Bennett Levitan, Janssen R&D
2:05 PM
A Risk Stratification Approach for Improved Interpretation of Diagnostic Accuracy Statistics
—
Hormuzd Katki, National Cancer Institute ; Mark Schiffman, National Cancer Institute
2:25 PM
Personalizing Early Detection for Ovarian Cancer with Hierarchical Longitudinal Models of a Blood Biomarker: Experience in Multiple Prospective Screening Trials
—
Steven Skates, MGH/Biostatistics Center
2:45 PM
Personalizing Early Detection for Alzheimer's Disease: Biomarker Assessment in the Absence of a Gold Standard
—
Zheyu Wang, Johns Hopkins University ; Yanxun Xu, Johns Hopkins University ; Marilyn Albert, Johns Hopkins University
3:05 PM
Alzheimer's Intervention Case Study: Patient Preferences and Benefit-Risk Tradeoffs in Interception of Alzheimer's Disease
—
Rachael L. DiSantostefano, Janssen R&D ; Shelby Reed, Duke University ; Reed Johnson, Duke University ; Jui-Chen Yang, Duke University ; Johannes Streffer, Janssen R&D ; Bennett Levitan, Janssen R&D
3:25 PM
Evaluating Risk Prediction Tests to Guide Decisions on Prophylactic Treatment
—
Gene Pennello, Food and Drug Administration ; Robert L Becker, Food and Drug Administration
3:45 PM
Floor Discussion
276 * !
Tue, 8/1/2017,
8:30 AM -
10:20 AM
CC-303
The Role of Statistics and Social Media in Combating Terrorism — Invited Papers
Section on Risk Analysis , Section on Statistics in Defense and National Security , Social Statistics Section
Organizer(s): Iliyan R. Iliev, University of Southern Mississippi
Chair(s): Yulia R. Gel, University of Texas at Dallas
8:35 AM
The Deadliness of Twitter Followers: Evidence from Terrorist Groups
—
Bo Jiang, University of Maryland
9:00 AM
Using Ego Network Analysis to Analyze ISIL Social Media
—
Rob Schroeder, Naval Postgraduate School
9:25 AM
Dynamic Models of Leaders and Factional Networks in Social Media
—
Iliyan R. Iliev, University of Southern Mississippi
9:50 AM
Statistical Modeling of Crowdsourced Content for the Prediction of Crime
—
Matthew Gerber, University of Virginia
10:15 AM
Floor Discussion
285 * !
Tue, 8/1/2017,
8:30 AM -
10:20 AM
CC-304
Enhance Risk Assessment Through Novel Statistical Measures and Methods for Complex Time-to-Event Data — Topic Contributed Papers
Section on Risk Analysis , Section on Medical Devices and Diagnostics
Organizer(s): Ying Ding, University of Pittsburgh
Chair(s): Joyce Chang, University of Pittsburgh
8:35 AM
Semiparametric Regression on Life Lost
—
Lauren Balmert, University of Pittsburgh ; Jong H. Jeong, University of Pittsburgh
8:55 AM
Estimating the Effect of a Time-Dependent State Change on Correlated Recurrent and Terminal Events
—
Douglas Earl Schaubel, University of Michigan ; Abigail R. Smith, Arbor Research Collaborative for Health
9:15 AM
Risk Screening for Alzheimer's Disease Progression with Volume Under the ROC Surface
—
Yu Cheng, University of Pittsburgh Department of Statistics
9:35 AM
Quantile Residual Life Regression with Longitudinal Biomarker Measurements for Dynamic Prediction
—
Ruosha Li, University of Texas Health Science Center at Houston ; Xuelin Huang, M D Anderson Cancer Center
9:55 AM
Progression Risk Prediction with Copula Model in Age-Related Macular Degeneration (AMD) Patients
—
Ying Ding, University of Pittsburgh ; Yi Liu ; Wei Chen, University of Pittsburgh
10:15 AM
Floor Discussion
412
Tue, 8/1/2017,
2:00 PM -
3:50 PM
CC-323
Applications and Methods for Risk Estimation — Contributed Papers
Section on Risk Analysis
Chair(s): Susan Simmons, North Carolina State University
2:05 PM
Robust Estimates of Re-Identification Risk in Complex Healthcare Data
—
Lei Li, George Mason University ; Anand N. Vidyashankar, George Mason University
2:20 PM
Modeling of Stock Indices with HMM-SV Models
—
John Wulu, DHS/ICE & HSI ; Edesiri B Nkemnole, Department of Mathematics, University of Lagos ; John T Wulu, University of Maryland University College
2:35 PM
Measures of Predictive Model Performance and Event Rate: How Much They Vary and How to Make Them Comparable Across Studies
—
Olga Demler, Harvard Medical School ; Nancy R. Cook, Harvard T. H. Chan School of Public Health
2:50 PM
A Decision Support Framework for Automated HVAC and Personnel Actions in Response to Chemical/Biological Agents
—
Nicholas Betzsold, Pacific Northwest National Laboratory ; Robert Brigantic, Pacific Northwest National Laboratory ; Angela Waterworth, Pacific Northwest National Laboratory ; Aimee Holmes, Pacific Northwest National Laboratory ; Ben Romano, Pacific Northwest National Laboratory ; Brett Matzke, Pacific Northwest National Laboratory
3:05 PM
Model Averaged Accelerated Failure-Time Models for Modeling Chemical Risk
—
Matthew Wheeler
3:20 PM
Mixture Models for Left- and Interval-Censored Data: Applications to a Cancer Screening Cohort Assembled from Electronic Health Records
—
Li Cheung, National Cancer Institute ; Qing Pan, George Washington University ; Noorie Hyun, National Cancer Institute ; Mark Schiffman, National Cancer Institute ; Barbara Fetterman, Kaiser Permanente Northern California ; Philip Castle, Albert Einstein School of Medicine ; Thomas Lorey, Kaiser Permanente Northern California ; Hormuzd Katki, National Cancer Institute
3:35 PM
Power Analysis and Sample Determination in Dynamic Risk Prediction
—
Zhaowen Sun ; Chung-Chou H. Chang, University of Pittsburgh
446 * !
Wed, 8/2/2017,
8:30 AM -
10:20 AM
CC-328
Prediction vs. Inference in Personalized Medicine — Invited Papers
Mental Health Statistics Section , IMS , Section on Risk Analysis
Organizer(s): Booil Jo, Stanford University
Chair(s): Elizabeth Stuart, Johns Hopkins University
8:35 AM
Personalizing Mobile Health Interventions
—
Susan A Murphy, University of Michigan
9:00 AM
Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods
—
Hemant Ishwaran, University of Miami
9:25 AM
Discussant: Tyler J. VanderWeele, Harvard University
9:45 AM
Discussant: Xiao-Li Meng, Harvard University
10:05 AM
Floor Discussion
488
Wed, 8/2/2017,
10:30 AM -
12:20 PM
CC-349
Hypothesis Testing When Signals Are Rare and Weak — Invited Papers
Section on Risk Analysis , International Chinese Statistical Association
Organizer(s): Zheng Ke, University of Chicago
Chair(s): Lingzhou Xue, The Pennsylvania State University
10:35 AM
Testing of Mediation Effects in Genome-Wide Studies: Testing a Large Number of Composite Null Hypotheses
—
Xihong Lin, Harvard TH Chan School of Public Health
11:00 AM
Covariate Assisted Variable Ranking
—
Zheng Ke, University of Chicago
11:25 AM
Fast Precision Matrix Estimation by Partial Correlation Screening
—
Jiashun Jin, Carnegie Mellon University ; Zheng Ke, University of Chicago ; Shengming Luo, Carnegie Mellon University
11:50 AM
Optimal variable selection and noisy adaptive compressed sensing
—
Mohamed Ndaoud, CREST-ENSAE, École Polytechnique ; A.B. Tsybakov, CREST-ENSAE
12:15 PM
Floor Discussion
566 * !
Wed, 8/2/2017,
2:00 PM -
3:50 PM
CC-339
Recent Advances in Quality Statistics and Process Validation of Pharmaceuticals — Topic Contributed Papers
Section on Risk Analysis , Biopharmaceutical Section , Quality and Productivity Section , ENAR
Organizer(s): Stan Altan, Janssen R&D, LLC
Chair(s): Jyh-Ming Shoung, Janssen R&D, LLC
2:05 PM
Continued Process Verification - a Systems Approach Including Tips and Traps
—
Ronald D Snee, Snee Associates, LLC
2:25 PM
Recent Advances in Quality Statistics and Process Validation of Pharmaceuticals
—
Lynne Hare, Statistical Strategies, LLC
2:45 PM
Process Validation: Statistical Methods for Evaluating Uniformity of Dosage Units
—
James Bergum ; Thomas Stepinac, Novartis
3:05 PM
Improved Acceptance Limits for ASTM Standard E2810
—
Richard Lewis, GlaxoSmithKline ; Ailin Fan, North Carolina State University
3:25 PM
Discussant: Stan Altan, Janssen R&D, LLC
3:45 PM
Floor Discussion
570 *
Wed, 8/2/2017,
2:00 PM -
3:50 PM
CC-319
More Emerging Topics in Benefit-Risk Assessment in Clinical Development Decision Making — Topic Contributed Papers
Biopharmaceutical Section , Section on Risk Analysis
Organizer(s): Weili He, Merck & Co., Inc.
Chair(s): Xiaofei Hu, Merck & Co., Inc.
2:05 PM
On a Stepwise Quantitative Approach for Benefit-Risk Assessment
—
Weili He, Merck & Co., Inc. ; Yaxuan Sun, Department of Statistics, Iowa State University, Ames, IA, USA ; Qing Li, Merck & Co., Inc. ; Sabrina Wan, Merck & Co., Inc.
2:25 PM
DMCS and Benefit:Risk Assessment
—
Scott Evans, Harvard University ; Christy Chuang-Stein, Retired! ; Dave DeMets, Retired ; Paul Gallo, Novartis ; Weili He, Merck & Co., Inc. ; Qi Jiang, Amgen Inc. ; Frank Rockhold, Retired
2:45 PM
Using Patient Preference Information in Benefit-Risk Assessment
—
Xuefeng Li, FDA ; George Quartey , Genetech
3:05 PM
Rationale for the Use of Subject Level Information for Benefit-Risk Evaluations
—
Shihua Wen, Novartis ; Weili He, Merck & Co., Inc. ; Scott Evans, Harvard University ; Qi Jiang, Amgen Inc. ; Jonathan Norton, Takeda ; Xuefeng Li, FDA ; George Quartey , Genetech
3:25 PM
Discussant: Qi Jiang, Amgen Inc.
3:45 PM
Floor Discussion
604 * !
Thu, 8/3/2017,
8:30 AM -
10:20 AM
CC-317
Recent Advances in High-Frequency and High-Dimensional Time Series — Topic Contributed Papers
Business and Economic Statistics Section , Section on Risk Analysis , International Indian Statistical Association
Organizer(s): Scott H. Holan, University of Missouri
Chair(s): Jiaxun Chen, University of Missouri-Columbia
8:35 AM
Modeling Financial Durations Using Estimating Functions
—
Nalini Ravishanker, University of Connecticut ; Yaohua Zhang, University of Connecticut ; Jian Zou, Worcester Polytechnic Institute ; Aerambamoorthy Thavaneswaran, University of Manitoba
8:55 AM
Efficient Portfolio Allocation with Sparse Volatility Estimation for High-Frequency Financial Data
—
Jian Zou, Worcester Polytechnic Institute
9:35 AM
Sparse Mean-Variance Portfolios: a Penalized Utility Approach
—
David Walker Puelz, University of Texas
9:55 AM
Multivariate Models of Realized Beta and Stochastic Volatility
—
Katherine Ensor, Rice University
10:15 AM
Floor Discussion
655 * !
Thu, 8/3/2017,
10:30 AM -
12:20 PM
CC-323
Statistical Analysis of Naturalistic Driving Study Data: How You Slice and Dice Matters — Topic Contributed Papers
Transportation Statistics Interest Group , Section on Risk Analysis
Organizer(s): Linda Ng Boyle, University of Washington
Chair(s): Linda Ng Boyle, University of Washington
10:35 AM
Using Lasso Regression for the Selection of Matching Variables to Analyze Crash Risk in SHRP 2 Data for a Case-Control Setting
—
Huizhong Guo ; Linda Ng Boyle, University of Washington
10:55 AM
The Prevalence of Cell Phone Use Overall and While Driving and the Association with Crash Risk
—
Jon Atwood
11:15 AM
SHRP2 Naturalistic Engagement of Secondary Tasks (NEST) Distracted Driving Dataset: Baseline Sampling Method and Implications for Crash Risk Approximations
—
Birsen Donmez, University of Toronto
11:35 AM
Assessment of Driver Behavior at Freeways and Ramps Using SHRP2 Data
—
Bahar Dadashova, Texas A&M University ; Karen Dixon, Texas A&M Transportation Institute ; Sue Chrysler, Texas A&M Transportation Institute ; Raul Avelar, Texas A&M Transportation Institute
11:55 AM
Discussant: Feng Guo, Virginia Tech
12:15 PM
Floor Discussion