Applied Modeling and Quantitative Methods

We investigated if the performance of selected supervised machine-learning techniques could be improved by combining univariate outlier-detection techniques and machine-learning methods. We developed a framework to discover class-specific thresholds in class probability estimates using univariate outlier detection and proposed two novel techniques to utilize these class-specific thresholds. These proposed techniques were applied to various data sets and the results were evaluated. Our experimental results suggest that some of our techniques may improve recall in the base learner. Additional results suggest that one technique may produce higher accuracy and precision than AdaBoost.M1, while another may produce higher recall. Finally, our results suggest that we can achieve higher accuracy, precision, or recall when AdaBoost.M1 fails to produce higher metric values than the base learner.

Author Keywords: AdaBoost, Boosting, Classification, Class-Specific Thresholds, Machine Learning, Outliers

This thesis presents a technique to produce signatures from topologies generated by the Growing Neural Gas algorithm. The generated signatures have the following characteristics: The signature's memory footprint is smaller than the "real object" and it represents a point in the n x m multidimensional space. Signatures can be compared based on Euclidean distance and distances between signatures provide measurements of differences between models. Signatures can be associated with a concept and then be used as a learning step for a classification algorithm. The signatures are normalized and vectorized to be used in a multidimensional space clustering. Although the technique is generic in essence, it was tested by classifying alphabet and numerical handwritten characters and 2D figures obtaining a good accuracy and precision. It can be used for many other purposes related to shapes and abstract typologies classification and associative memory. Future work could incorporate other classifiers.

Author Keywords: Associative memory, Character recognition, Machine learning, Neural gas, Topological signatures, Unsupervised learning

This thesis is intended to support dependent-on-crops farmers to hedge the price risks of their crops. Firstly, we applied one-factor model, which incorporated a deterministic function and a stochastic process, to predict the future prices of crops (soybean). A discrete form was employed for one-month-ahead prediction. For general prediction, de-trending and de-cyclicality were used to remove the deterministic function. Three candidate stochastic differential equations (SDEs) were chosen to simulate the stochastic process; they are mean-reverting Ornstein-Uhlenbeck (OU) process, OU process with zero mean, and Brownian motion with a drift. Least squares methods and maximum likelihood were used to estimate the parameters. Results indicated that one-factor model worked well for soybean prices. Meanwhile, we provided a two-factor model as an alternative model and it also performed well in this case. In the second main part, a zero-cost option package was introduced and we theoretically analyzed the process of hedging. In the last part, option premiums obtained based on one-factor model could be compared to those obtained from Black-Scholes model, thus we could see the differences and similarities which suggested that the deterministic function especially the cyclicality played an essential role for the soybean price, thus the one-factor model in this case was more suitable than Black-Scholes model for the underlying asset.

Author Keywords: Brownian motion, Least Squares Method, Maximum Likelihood Method, One-factor Model, Option Pricing, Ornstein-Uhlenbeck Process

We propose a stochastic weather model based on temperature, precipitation, humidity and wind speed for Qatar, as a representative arid region, in order to obtain simulated values for a drought index. As a drought index, the Reconnaissance Drought Index (RDI) is commonly accepted in agriculture and is used to measure drought severity. It can be used to price weather derivatives to help farmers reduce nancial losses from drought. RDI, which is the ratio of precipitation to evapotranspiration, is calculated by considering crop growth stages. The use of dierent crop coecient value depending on the growth stage to calculate evapotranspiration can provide improved values for RDI. Additionally, six calculation methods for evapotranspiration using weather data are investigated to obtain accurate values for RDI.

Author Keywords: Evapotranspiration, Markov chains, Mean reversion processes, Reconnaissance Drought Index, Stochastic dierential equations, Stochastic weather models

Artificial Neural Networks (ANN) have been applied to many areas of research. These techniques use a series of object attributes and can be trained to recognize different classes of objects. The Self-Organizing Map (SOM) is an unsupervised machine learning technique which has been shown to be successful in the mapping of high-dimensional data into a 2D representation referred to as a map. These maps are easier to interpret and aid in the classification of data. In this work, the existing algorithms for the SOM have been extended to generate 3D maps. The higher dimensionality of the map provides for more information to be made available to the interpretation of classifications. The effectiveness of the implementation was verified using three separate standard datasets. Results from these investigations supported the expectation that a 3D SOM would result in a more effective classifier.

The 3D SOM algorithm was then applied to an analysis of galaxy morphology classifications. It is postulated that the morphology of a galaxy relates directly to how it will evolve over time. In this work, the Spectral Energy Distribution (SED) will be used as a source for galaxy attributes. The SED data was extracted from the NASA Extragalactic Database (NED). The data was grouped into sample sets of matching frequencies and the 3D SOM application was applied as a morphological classifier. It was shown that the SOMs created were effective as an unsupervised machine learning technique to classify galaxies based solely on their SED. Morphological predictions for a number of galaxies were shown to be in agreement with classifications obtained from new observations in NED.

Author Keywords: Galaxy Morphology, Multi-wavelength, parallel, Self-Organizing Maps

Depression during the transition into adulthood is a growing mental health concern, with overwhelming evidence linking the developmental risk for depressive symptoms with maternal depression. In addition, there is a lack of research on the protective role of socioemotional competencies in this context. This study examines independent and joint effects of maternal depression and trait emotional intelligence (TEI) on the longitudinal trajectory of depressive symptoms during emerging adulthood. A series of latent growth models was applied to three biennial cycles of data from a nationally representative sample (N=933) from the Canadian National Longitudinal Survey of Children and Youth. We assessed the trajectory of self-reported depressive symptoms from age 20 to 24 years, as well as whether it was moderated by maternal depression at age 10 to 11 and TEI at age 20, separately by gender. The results indicated that mean levels of depression declined during the emerging adulthood in females, but remained relatively stable in males. Maternal depressive symptoms significantly positively predicted depressive symptoms across the entire emerging adulthood in females, but only at age 20-21 for males. In addition, likelihood of developing depressive symptoms was attenuated by higher global TEI in both females and males, and additionally by higher interpersonal skills in males. Our findings suggest that interventions for depressive symptoms in emerging adulthood should consider development of socioemotional competencies.

Author Keywords: Depression, Depressive Symptoms, Emerging Adulthood, Intergenerational Risk, Longitudinal, Trait Emotional Intelligence