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CC = Colorado Convention Center   H = Hyatt Regency Denver at Colorado Convention Center
* = applied session       ! = JSM meeting theme

Activity Details

463 Wed, 7/31/2019, 8:30 AM - 10:20 AM CC-103
SPEED: Methodological Advances in Time Series: BandE Speed Session, Part 1 — Contributed Speed
Business and Economic Statistics Section, Text Analysis Interest Group
Chair(s): Jane L Harvill, Baylor University
Poster Presentations for this session.
8:35 AM 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
8:40 AM 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
8:50 AM A New Method for Estimating Within-Industry Corporate Default Correlation

Gary Witt, Temple University; Marcus Sobel, Temple University
9:00 AM The Inequality Process' PDF Approximation Model for Heavy-Tailed Financial Distributions

John Angle, The Inequality Process Institute LLC
9:05 AM Bayesian Estimation of Local Volatility with Gaussian Process
Kai Yin, Case Western Reserve University ; Anirban Mondal, Case Western Reserve University
9:10 AM To Adjust or Not to Adjust? An Empirical Evaluation of Time Series with Unstable Seasonal Patterns
Demetra Lytras, U.S. Census Bureau
9:15 AM 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.
9:20 AM Nonparametric Estimation of a General Equilibria

John Schuler
9:30 AM Efficient Prediction under Model Instabilities

Shahnaz Parsaeian
9:35 AM Application of Statistical Methods to Discovery of Anomalies in Accounting Data

Eugene Yankovsky, EY; Ana Yankovsky, Intuitive; Loren Williams, EY
9:40 AM Testing Simultaneous Diagonalizability of Rrandom Matrices
Yuchen Xu, Cornell University; David Matteson, Cornell University
9:45 AM Forecasting Daily Service Call Volume Using Nonparametric Transfer Function Approach

Jun Liu
9:50 AM Empirical Testing of an Option Pricing Model with Memory
Flavia Sancier-Barbosa, Colorado College; Lochana Siriwardena, University of Indianapolis
9:55 AM 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
10:00 AM Functional Stochastic Volatility
Phillip Jang, Cornell University; David Matteson, Cornell University
10:05 AM Testing for Unit Roots Using Artificial Neural Networks

Rukman Ekanayake; V A Samaranayake, Missouri University of Science and Technology
10:10 AM 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
10:15 AM 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