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
Qiang Ruan, The University of Texas at Arlington
