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

Activity Details

519 Wed, 7/31/2019, 10:30 AM - 11:15 AM CC-Hall C
SPEED: Methodological Advances in Time Series: BandE Speed Session, Part 2 — Contributed Poster Presentations
Business and Economic Statistics Section, Text Analysis Interest Group
Chair(s): Jane L Harvill, Baylor University
Oral Presentations for this session.
1: 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
2: A Periodic Conditional Poisson Model
Yi Zhang, Missouri Univeristy of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
4: A New Method for Estimating Within-Industry Corporate Default Correlation
Gary Witt, Temple University; Marcus Sobel, Temple University
6: The Inequality Process' PDF Approximation Model for Heavy-Tailed Financial Distributions
John Angle, The Inequality Process Institute LLC
7: Bayesian Estimation of Local Volatility with Gaussian Process
Kai Yin, Case Western Reserve University ; Anirban Mondal, Case Western Reserve University
8: To Adjust or Not to Adjust? An Empirical Evaluation of Time Series with Unstable Seasonal Patterns
Demetra Lytras, U.S. Census Bureau
9: 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.
10: Nonparametric Estimation of a General Equilibria
John Schuler
11: Efficient Prediction under Model Instabilities
Shahnaz Parsaeian
12: Application of Statistical Methods to Discovery of Anomalies in Accounting Data
Eugene Yankovsky, EY; Ana Yankovsky, Intuitive; Loren Williams, EY
13: Testing Simultaneous Diagonalizability of Rrandom Matrices
Yuchen Xu, Cornell University; David Matteson, Cornell University
14: Forecasting Daily Service Call Volume Using Nonparametric Transfer Function Approach
Jun Liu
15: Empirical Testing of an Option Pricing Model with Memory
Flavia Sancier-Barbosa, Colorado College; Lochana Siriwardena, University of Indianapolis
16: 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
17: Functional Stochastic Volatility
Phillip Jang, Cornell University; David Matteson, Cornell University
18: Testing for Unit Roots Using Artificial Neural Networks
Rukman Ekanayake; V A Samaranayake, Missouri University of Science and Technology
19: 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
20: 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