This goal of this project is to develop a set of business rules to mitigate risk related to a specific financial decision within the prepaid debit card industry. Under certain circumstances issuers of prepaid debit cards may need to decide if funds on hold can be released early for use by card holders prior to the final transaction settlement. After a brief introduction to the prepaid card industry and the financial risk associated with the early release of funds on hold, the paper presents the motivation to apply the CART (Classification and Regression Trees) method. The paper provides a tutorial of the CART algorithms formally developed by Breiman, Friedman, Olshen and Stone in the monograph Classification and Regression Trees (1984), as well as, a detailed explanation of the R programming code to implement the RPART function. (Therneau 2010) Special attention is given to parameter selection and the process of finding an optimal solution that balances complexity against predictive classification accuracy when measured against an independent data set through a cross validation process. Lastly, the paper presents an analysis of the financial risk mitigation based on the resulting business rules. / text

A study in the Lower North Island located Parenephrops planifrons (koura) at 73 sites out of 104 sites visited (appendix 1). There was a significant difference in habitat variables between the sites which had koura present and those where they were absent. Examples of sites are shown in Appendix 3. Habitat variables important for classifying koura habitat included riparian cover, predators, winter equilibrium temperature and presence of in-stream habitat in the form of vegetation, litter cover and the stream sequence composition. Regression trees built could accurately describe the data but the kappa statistic was low.

One of the most mentioned credit risk parameters in banking sector is loss given default (LGD). The regulatory framework allows to use own LGD estimation procedures after approval. The classification and regression trees are appropriate and flexible in this context and they offer some advantages comparing to the traditional approaches such as linear regression model. This work includes a theoretical background on tree based methods. In the last section, loss given default from debit accounts is estimated using the random forests which show the best performance in this case.

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abstract: Longitudinal recursive partitioning (LRP) is a tree-based method for longitudinal data. It takes a sample of individuals that were each measured repeatedly across time, and it splits them based on a set of covariates such that individuals with similar trajectories become grouped together into nodes. LRP does this by fitting a mixed-effects model to each node every time that it becomes partitioned and extracting the deviance, which is the measure of node purity. LRP is implemented using the classification and regression tree algorithm, which suffers from a variable selection bias and does not guarantee reaching a global optimum. Additionally, fitting mixed-effects models to each potential split only to extract the deviance and discard the rest of the information is a computationally intensive procedure. Therefore, in this dissertation, I address the high computational demand, variable selection bias, and local optimum solution. I propose three approximation methods that reduce the computational demand of LRP, and at the same time, allow for a straightforward extension to recursive partitioning algorithms that do not have a variable selection bias and can reach the global optimum solution. In the three proposed approximations, a mixed-effects model is fit to the full data, and the growth curve coefficients for each individual are extracted. Then, (1) a principal component analysis is fit to the set of coefficients and the principal component score is extracted for each individual, (2) a one-factor model is fit to the coefficients and the factor score is extracted, or (3) the coefficients are summed. The three methods result in each individual having a single score that represents the growth curve trajectory. Therefore, now that the outcome is a single score for each individual, any tree-based method may be used for partitioning the data and group the individuals together. Once the individuals are assigned to their final nodes, a mixed-effects model is fit to each terminal node with the individuals belonging to it. I conduct a simulation study, where I show that the approximation methods achieve the goals proposed while maintaining a similar level of out-of-sample prediction accuracy as LRP. I then illustrate and compare the methods using an applied data. / Dissertation/Thesis / Doctoral Dissertation Psychology 2019

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An elasmobranch survey conducted from 2013-2018 in the waters adjacent to Pinellas County, Florida, was used for a baseline assessment of the local shark population. ArcGIS and Boosted Regression Trees were used to identify hot spots of abundance and links between environmental predictors and distribution, as well as create species distribution models. A diverse assemblage of sharks, dominated by five species: nurse shark, bonnethead, Atlantic sharpnose shark, blacktip shark, and blacknose shark, was identified. A large proportion of captures (~42%) were immature sharks. Results indicate areas characterized by seagrass and “No Internal Combustion Engine” zones correlate with greater diversity and abundance, particularly for immature sharks. BRT results underscored the importance of seagrass bottoms, as well as warm (>31℃) and shallow (< 6m) waters as essential habitat. By identifying spatially explicit areas and environmental conditions suited for shark abundance, this study provides practical resources for managing and protecting Florida’s sharks.

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<p>In recent years, measuring customer satisfaction has become one of the key concerns of market research studies. One of the basic features of leading companies is their success in fulfilling their customers’ demands. For that reason, companies attempt to find out what essential factors dominate their customers’ purchasing habits.</p> <p>Millennium Research Group (MRG) - a global authority on medical tech- nology market intelligence - uses a web-based survey tool to collect informa- tion about customers’ level of satisfaction. One of their surveys is designed to gather information about the practitioner’s level of satisfaction on different brands of dental implants. The Dental Implants dataset obtained from the survey tool has thirty-four attributes, and practitioners were asked to rank or specify their level of satisfaction by assigning a score to each attribute.</p> <p>The basic question asked by the company was whether the attributes were useful to make customer behavior predictions. The aim of this study is to assess the reliability and accuracy of these measures and to build a model for future predictions, then, determine the attributes that are most influential</p> <p>in the practitioners’ purchasing decisions. Classification and regression trees (CART) and Partial least squares regression (PLSR) are the two statistical approaches used in this study to build a prediction model for the Dental Implants dataset.</p> <p>The prediction models generated, using both of the techniques, have rel- atively small prediction powers; which may be perceived as an indication of deficiency in the dataset. However, getting a small prediction power is gener- ally expected in market research studies. The research then attempts to find ways to improve the power of these models to get more accurate results. The model generated by CART analysis tends to have better prediction power and is more suitable for future predictions. Although PLSR provides extremely small prediction power, it helps finding out the most important attributes that influence the practitioners’ purchasing decisions. Improvements in pre- diction are sought by restricting the cases in the data to subsets that show better alignment between predictors and customer purchasing behaviour.</p> / Master of Science (MSc)