Now showing items 61-70 of 75
Hop, Skip and Jump – What Are Modern “Jump” Tests Finding in Stock Returns?
This paper applies several jump detection tests to intraday stock price data sampled at various frequencies. It finds that the choice of sampling frequency has an effect on both the amount of jumps detected by these tests, ...
Coalescing random walks on n-block Markov chains
Fix a discrete-time Markov chain $(V,P)$ with finite state space $V$ and transition matrix $P$. Let $(V_n,P_n)$ be the Markov chain on n-blocks induced by $(V,P)$, which we call the n-block process associated with the base ...
Does the NBA Encourage Early Entry?
Over the last decade, the number of underclassmen selected in the first round of the NBA Draft has dramatically increased. Even when controlling for performance in college, underclassmen are paid significantly more than ...
Building Quality in Wikipedia: A Theoretical Approach
Wikipedia is known as a convenient source of user generated information for a wide range of topics, but is it able to compete in quality with a print encyclopedia? In this paper, I formulate a theoretical framework to investigate ...
Modeling Basketball Games as Alternating Renewal-Reward Processes and Predicting Match Outcomes
We fit an Alternating Renewal-Reward Process model to basketball games and use the models to predict the outcomes of 1209 games in the 2012-2013 National Basketball Association (NBA) season. Using data collected from NBC ...
Carbon Sequestration in Canada's Boreal Forests
A Simple Cardiac Model Exhibiting Stationary Discordant Alternans
The term alternans refers to a period-doubling bifurcation that occurs in rapidly-paced cardiac cells: although all stimuli are equally spaced, short and long action potentials alternate with one another. Cardiac waves ...
Managing Crises with Vague Information...Just a Suggestion
When disaster occurs, an authority explains the severity and gives citizens the choice to leave or stay. People complain they are not told enough regarding specifics that affect their safety. I propose a model explaining ...
Stochastic Study of Gerrymandering
In the 2012 election for the US House of Representatives, only four of North Carolina’s thirteen congressional districts elected a democrat, despite a majority democratic vote. This raises the question of whether gerrymandering, ...
Driven to Cheat: A Study on the Drivers of Dishonesty—through the Game of Golf
People like to think of themselves as more honest than the person sitting next to them. In practice, this cannot always be the case. Through two experiments, we investigated behavior in golf—a sport of self-governance, where ...