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463
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Wed, 7/31/2019,
8:30 AM -
10:20 AM
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CC-103
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SPEED: Methodological Advances in Time Series: BandE Speed Session, Part 1 — Contributed Speed
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Business and Economic Statistics Section, Text Analysis Interest Group
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Chair(s): Jane L Harvill, Baylor University
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Poster Presentations
for this session.
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8:35 AM
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Functional Tail Dependence Coefficients for Copula
Keying Ye, University of Texas at San Antonio; Zhiruo Liu, University of Texas at San Antonio; Donald Lien, University of Texas at San Antonio
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8:40 AM
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Modeling Time Series of Count Data Using a Periodic Conditional Poisson Model
Yi Zhang, Missouri Univeristy of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
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8:50 AM
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A New Method for Estimating Within-Industry Corporate Default Correlation
Gary Witt, Temple University; Marcus Sobel, Temple University
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9:00 AM
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The Inequality Process' PDF Approximation Model for Heavy-Tailed Financial Distributions
John Angle, The Inequality Process Institute LLC
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9:05 AM
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Bayesian Estimation of Local Volatility with Gaussian Process
Kai Yin, Case Western Reserve University ; Anirban Mondal, Case Western Reserve University
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9:10 AM
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To Adjust or Not to Adjust? An Empirical Evaluation of Time Series with Unstable Seasonal Patterns
Demetra Lytras, U.S. Census Bureau
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9:15 AM
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Application of Linear and Nonlinear Models into Trend Analysis of U.S. Cotton Export (1996-2017)
Zahra Saki, NC State University; Marguerite Moore, NC State University; Lori H. Rothenberg, North Carolina State Un.
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9:20 AM
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Nonparametric Estimation of a General Equilibria
John Schuler
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9:30 AM
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Efficient Prediction under Model Instabilities
Shahnaz Parsaeian
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9:35 AM
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Application of Statistical Methods to Discovery of Anomalies in Accounting Data
Eugene Yankovsky, EY; Ana Yankovsky, Intuitive; Loren Williams, EY
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9:40 AM
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Testing Simultaneous Diagonalizability of Rrandom Matrices
Yuchen Xu, Cornell University; David Matteson, Cornell University
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9:45 AM
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Forecasting Daily Service Call Volume Using Nonparametric Transfer Function Approach
Jun Liu
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9:50 AM
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Empirical Testing of an Option Pricing Model with Memory
Flavia Sancier-Barbosa, Colorado College; Lochana Siriwardena, University of Indianapolis
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9:55 AM
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The Development of a Calculation of Composite Coincident Indicator (CCI) for the United States
Brian Sloboda, University of Phoenix; Chandra Putcha, California State University at Fullerton
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10:00 AM
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Functional Stochastic Volatility
Phillip Jang, Cornell University; David Matteson, Cornell University
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10:05 AM
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Testing for Unit Roots Using Artificial Neural Networks
Rukman Ekanayake; V A Samaranayake, Missouri University of Science and Technology
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10:10 AM
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Forecasting Daily Electricity Load Profile Using Functional Principal Components and Transfer Function Models
Abdelmonaem Jornaz, Northwest Missouri State University; V A Samaranayake, Missouri University of Science and Technology
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10:15 AM
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Communication Among Business and Statistics Journals: Citation Analysis and Text Analytics with Topic Analysis
Mary Whiteside, The University of Texas At Arlington; Mark Eakin, The University of Texas at Arlington; Qiang Ruan, The University of Texas at Arlington
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