Legend:
CC = Vancouver Convention Centre
F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
Activity Details
30
Sun, 7/29/2018,
2:00 PM -
3:50 PM
CC-West 209
SPEED: Statistics and Econometrics — Contributed Speed
Business and Economic Statistics Section , Quality and Productivity Section, Section on Statistical Graphics, Transportation Statistics Interest Group, Section on Statistics in Marketing, Business Analytics/Statistics Education Interest Group
Chair(s): Denis Talbot, Universite Laval
Poster Presentations
for this session.
2:05 PM
Advantageous Statistical Tools for Stock Market Investing
Kenneth Davis
2:20 PM
Benchmarking Monthly Seasonally Adjusted Series to Quarterly Adjustments
Brian Monsell, U.S. Census Bureau ; Tucker S McElroy, U.S. Census Bureau
2:25 PM
Sample Size Requirements for Estimating L-Moments
Timothy Anderson, Air Force Institute of Technology ; Christine M Schubert, Air Force Institute of Technology; Fairul Mohd-Zaid, Air Force Research Lab
2:30 PM
THE INEQUALITY PROCESS' (IP's) FOOTPRINT in STOCK MARKET
Presentation
John Angle, The Inequality Process Institute LLC
2:35 PM
Repeated-Measures ANCOVA for an Antibiotic-Free Experiment in Swine
Presentation
Danielle Wilson-Wells, DNA Genetics ; Tom A. Rathje, DNA Genetics; Caitlyn E Bruns, DNA Genetics
2:45 PM
Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Presentation
Donggyu Kim, KAIST ; Jianqing Fan, Princeton University
2:50 PM
Is Faster Always Better? Results from Joint Time-Use-Expenditure and Mode Choice Model
Presentation
Simona Jokubauskaite, Institute of Applied Statistics and Computing, BOKU Vienna ; Reinhard Hoessinger, Institute for Transport Studies, BOKU Vienna; Florian Aschauer, Institute for Transport Studies, BOKU Vienna; Regine Gerike, Institute of Transport Planning and Road Traffic, TU Dresden; Sergio Jara-Diaz, University of Chile; Stefanie Peer, Institute for Multi-Level Governance and Development, WU Vienna; Basil Schmid, Institute for Transport Planning and Systems, ETH Zurich; Kay W. Axhausen, Institute for Transport Planning and Systems, ETH Zurich; Friedrich Leisch, Institute of Applied Statistics and Computing, BOKU Vienna
3:00 PM
Monte Carlo Tree Search and AlphaZero: Past, Present, and Future
Presentation
Michael Fu, Smith School of Business
3:05 PM
Bootstrap and Asymptotic Inference with Multiway Clustering
Matthew Webb, Carleton University ; James Gordon MacKinnon, Queen's University; Morten Ø Nielsen, Queen's University and CREATES
3:10 PM
Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins
Presentation
Huynh Kim, Bank of Canada ; Heng Chen, Bank of Canada; Oz Shy, Unaffiliated
3:15 PM
Enhancing Communication in Data Visualization
Presentation
Mojca Bavdaz, University of Ljubljana ; Irena Bolko, University of Ljubljana, Social Science Data Archives
3:20 PM
The Analysis of Means in the Presence of Covariate (ANOMC)
Tahir Mahmood, City University of Hong Kong ; Min Xie, City University of Hong Kong; Muhammad Riaz, King Fahd University of Petroleum and Minerals
3:25 PM
Model Averaging in a Multiplicative Heteroscedastic Model
Presentation
Alan Wan, City Univ of Hong Kong ; Xinyu Zhang, Chinese Academy of Sciences; Yanyuan Ma, Penn State University
3:30 PM
The Art of Ensemble Modeling with SPSS Modeler
Zhen Zhang, C Spire ; Lei Zhang, Mississippi State Dept. of Health; James Veillette, C Spire; Timothy Tate, C Spire
3:35 PM
Two-Sample Test for Covariance Operators with Incompletely Observed Functional Data
Presentation
Lihan Yan, FDA ; Tao Zhang, Guangxi University of Science and Technology; Zhaohai Li, George Washington University
3:40 PM
Perspectives, Performance Measurement, and Multivariate Analysis of Grades in Teaching Statistics
William Seaver, Univ. of Tennessee at Knoxville ; Missy Morris, Univ. of Tennessee at Knoxville; Thomas Edmiston, Univ. of Tennessee at Knoxville
3:45 PM
Applications of Non-Standard Disclosure-Avoidance Methods in Clinical Trials Data
Barbara Do, RTI International ; Pooja Iyer, RTI International
73
Sun, 7/29/2018,
4:00 PM -
5:50 PM
CC-West 208
Data Driven Digital and Social Media Marketing — Contributed Papers
Section on Statistics in Marketing , Business Analytics/Statistics Education Interest Group
Chair(s): Yichen Qin, University of Cincinnati
4:05 PM
Understand the Impact of Video Game Marketing Spend: a Data Science Approach of Multi-Touch Attribution
Yushu Chai, Electronic Arts, Inc. ; Chen Teel, Electronic Arts
4:20 PM
The Strategy and Tactics of Search Advertising Business: Evidence from the Chinese E-Commerce Market
Presentation
Min Li, California State University, Sacramento ; Joseph Richards, California State University, Sacramento
4:35 PM
Build-Your-Own Dashboards for Metric Choice
Presentation
Peter Lenk, University of Michigan ; Ofer Mintz, University of Sydney; Yakov Bart, Northeastern University; David Reibstein, University of Pennsylvania
4:50 PM
Forecasting Accuracy of Topic Modeling Techniques for Online Reviews: a Benchmark Study
Yuan Cheng, Cornell University ; Shawn Mankad, Cornell University
5:05 PM
Practical Approaches to Performance Rankings
Alan Roshwalb, Ipsos ; John Paul Vidmar, Ipsos Public Affairs; Robert Petrin, Ipsos Public Affairs
5:20 PM
Paying for Privacy While Selling Your Data: a Discrete Choice Experiment
Zhouyu Wu, Cornell University
5:35 PM
Floor Discussion
86
Sun, 7/29/2018,
5:05 PM -
5:50 PM
CC-West Hall B
SPEED: Statistics and Econometrics — Contributed Poster Presentations
Business and Economic Statistics Section , Quality and Productivity Section, Section on Statistical Graphics, Transportation Statistics Interest Group, Section on Statistics in Marketing, Business Analytics/Statistics Education Interest Group
Chair(s): Paul McNicholas, McMaster University
Oral Presentations
for this session.
21:
Advantageous Statistical Tools for Stock Market Investing
Kenneth Davis
24:
Benchmarking Monthly Seasonally Adjusted Series to Quarterly Adjustments
Brian Monsell, U.S. Census Bureau ; Tucker S McElroy, U.S. Census Bureau
25:
Sample Size Requirements for Estimating L-Moments
Timothy Anderson, Air Force Institute of Technology ; Christine M Schubert, Air Force Institute of Technology; Fairul Mohd-Zaid, Air Force Research Lab
26:
THE INEQUALITY PROCESS' (IP's) FOOTPRINT in STOCK MARKET
John Angle, The Inequality Process Institute LLC
27:
Repeated-Measures ANCOVA for an Antibiotic-Free Experiment in Swine
Danielle Wilson-Wells, DNA Genetics ; Tom A. Rathje, DNA Genetics; Caitlyn E Bruns, DNA Genetics
29:
Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Donggyu Kim, KAIST ; Jianqing Fan, Princeton University
30:
Is Faster Always Better? Results from Joint Time-Use-Expenditure and Mode Choice Model
Simona Jokubauskaite, Institute of Applied Statistics and Computing, BOKU Vienna ; Reinhard Hoessinger, Institute for Transport Studies, BOKU Vienna; Florian Aschauer, Institute for Transport Studies, BOKU Vienna; Regine Gerike, Institute of Transport Planning and Road Traffic, TU Dresden; Sergio Jara-Diaz, University of Chile; Stefanie Peer, Institute for Multi-Level Governance and Development, WU Vienna; Basil Schmid, Institute for Transport Planning and Systems, ETH Zurich; Kay W. Axhausen, Institute for Transport Planning and Systems, ETH Zurich; Friedrich Leisch, Institute of Applied Statistics and Computing, BOKU Vienna
31:
Monte Carlo Tree Search and AlphaZero: Past, Present, and Future
Michael Fu, Smith School of Business
32:
Bootstrap and Asymptotic Inference with Multiway Clustering
Matthew Webb, Carleton University ; James Gordon MacKinnon, Queen's University; Morten Ø Nielsen, Queen's University and CREATES
33:
Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins
Huynh Kim, Bank of Canada ; Heng Chen, Bank of Canada; Oz Shy, Unaffiliated
34:
Enhancing Communication in Data Visualization
Mojca Bavdaz, University of Ljubljana ; Irena Bolko, University of Ljubljana, Social Science Data Archives
35:
The Analysis of Means in the Presence of Covariate (ANOMC)
Tahir Mahmood, City University of Hong Kong ; Min Xie, City University of Hong Kong; Muhammad Riaz, King Fahd University of Petroleum and Minerals
36:
Model Averaging in a Multiplicative Heteroscedastic Model
Alan Wan, City Univ of Hong Kong ; Xinyu Zhang, Chinese Academy of Sciences; Yanyuan Ma, Penn State University
37:
The Art of Ensemble Modeling with SPSS Modeler
Zhen Zhang, C Spire ; Lei Zhang, Mississippi State Dept. of Health; James Veillette, C Spire; Timothy Tate, C Spire
38:
Two-Sample Test for Covariance Operators with Incompletely Observed Functional Data
Lihan Yan, FDA ; Tao Zhang, Guangxi University of Science and Technology; Zhaohai Li, George Washington University
39:
Perspectives, Performance Measurement, and Multivariate Analysis of Grades in Teaching Statistics
William Seaver, Univ. of Tennessee at Knoxville ; Missy Morris, Univ. of Tennessee at Knoxville; Thomas Edmiston, Univ. of Tennessee at Knoxville
40:
Applications of Non-Standard Disclosure-Avoidance Methods in Clinical Trials Data
Barbara Do, RTI International ; Pooja Iyer, RTI International
Oral Presentations
for this session.
101 * !
Mon, 7/30/2018,
8:30 AM -
10:20 AM
CC-West 121
Network Analytics in the Era of Big Data — Invited Papers
Section on Statistics in Marketing , Society for Clinical Trials, Business Analytics/Statistics Education Interest Group
Organizer(s): Yichen Qin, University of Cincinnati
Chair(s): Yang Li, Renmin University of China
8:35 AM
Estimation of Change Point in Temporally Evolving Networks
Presentation
Moulinath Banerjee, University of Michigan ; George Michailidis, University of Florida; Monika Bhatacharjee, University of Florida
9:00 AM
Randomization for Networked Experiments Using Random Dot Product Graphs
Yichen Qin, University of Cincinnati ; Carey E Priebe, Johns Hopkins University
9:25 AM
Decision-Theoretic Aspects of Causal Inference Under Network Interference
Presentation
Daniel L Sussman, Boston University
9:50 AM
Community Detection in Multilayer Networks with Heterogeneous Community Structure
James D. Wilson, University of San Francisco
10:15 AM
Floor Discussion
221 * !
Mon, 7/30/2018,
2:00 PM -
3:50 PM
CC-East 19
Analysis of Big Dynamically Dependent Data — Invited Papers
Business and Economic Statistics Section , International Chinese Statistical Association, Section on Statistics in Marketing
Organizer(s): Ruey S Tsay, University of Chicago, Booth School of Business
Chair(s): Daniel R Kowal, Rice University
2:05 PM
A Factor Augmented Vector Autoregressive Model Under High-Dimensional Scaling
Presentation
George Michailidis, University of Florida ; Jiahe Lin, University of Michigan
2:30 PM
Statistical Inference for High-Dimensional Time Series
Ruey S Tsay, University of Chicago, Booth School of Business
2:55 PM
Dynamic Shrinkage Processes
David Matteson, Cornell University ; Daniel R Kowal, Rice University; David Ruppert, Cornell University
3:45 PM
Floor Discussion
432
Tue, 7/31/2018,
2:00 PM -
3:50 PM
CC-West Hall B
Contributed Poster Presentations: Section on Statistics in Marketing — Contributed Poster Presentations
Section on Statistics in Marketing
Chair(s): Paul McNicholas, McMaster University
76:
Methods for Measuring Brand Lift of Online Ads
Rachel Fan, Google ; Ying Liu, Google; Lu Zhang, Google; Tim Hesterberg, Google; Mike Wurm, Google
78:
Symmetric and Predictive Contexts for Statistical Agreement
Tim Hesterberg, Google ; Shyue-Ming Loh, Google Inc.
79:
An Application of Stagewise Estimation to Monitor Latent Class Changes Over Survey Periods
Kei Miyazaki, Kansai University ; Takahiro Hoshino, Keio University; Ulf Bockenholt, Northwestern University
574 * !
Wed, 8/1/2018,
2:00 PM -
3:50 PM
CC-East 17
Statistical Inference in Finance — Topic Contributed Papers
Section on Statistics in Marketing , Korean International Statistical Society
Organizer(s): Kiseop Lee, Purdue University
Chair(s): Kiseop Lee, Purdue University
2:05 PM
High-Dimensional Markowitz Portfolio Optimization Problem: Empirical Comparison of Covariance Matrix Estimators
Johan Lim, Seoul National University ; Young-Geun Choi, Fred Hutchinson Cancer Research Center; Sujung Choi, Soongsil University
2:25 PM
Mean Reversion Trading via Penalized Maximum Likelihood Estimation and Optimization
Presentation
Jize Zhang, University of Washington, Seattle ; Aleksandr Aravkin, University of Washington, Seattle; Tim Leung, University of Washington, Seattle
2:45 PM
Nonlinear Factor Decomposition for Financial Data by Deep Generative Model
Yongdai Kim, Seoul National University, Korea
3:05 PM
An Exact Auxiliary- Variable Gibbs Sampler for Stochastic Differential Equations
Presentation
Vinayak P Rao, Purdue University
3:25 PM
On a Class of Full-Range Tail Dependence Copulas with Insurance Applications
Jianxi Su, Purdue University ; Lei Hua, Northern Illinois University
3:45 PM
Floor Discussion
