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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-Speci c 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
 
 

214793 		Mon, 7/31/2017, 7:00 PM - 8:30 PM H-Blake
Section on Risk Analysis Business Meeting and Mixer — Other Cmte/Business
Section on Risk Analysis
Chair(s): Matthew Wheeler
 
 

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
 
 

523 		Wed, 8/2/2017, 10:30 AM - 12:20 PM CC-Halls A&B
Contributed Poster Presentations: Section on Risk Analysis — Contributed Poster Presentations
Section on Risk Analysis
Chair(s): Jessi Cisewski, Yale University
41: Some Properties of Inverse Gaussian Distribution — Koji Kanefuji, Institute of Statistical Mathematics
42: On Sums of Independent Generalized Pareto Random Variables with Applications to Insurance and CAT Bonds — Yuanyuan Zhang, University of Manchester
43: Statistical Analysis of the Exchange Rate of Bitcoin and Other Cryptocurrencies — Stephen Chan
 
 

Register 541 		Wed, 8/2/2017, 12:30 PM - 1:50 PM CC-Ballroom II
Section on Risk Analysis P.M. Roundtable Discussion (Added Fee) — Roundtables PM Roundtable Discussion
Section on Risk Analysis
Organizer(s): Sanjib Basu, University of Illinois At Chicago
WL20: Risk in the Context of Regulation — David Banks, Duke University
 
 

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
 
 
 
 
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