Search results for: M. Wyka
3 Analysis and Forecasting of Bitcoin Price Using Exogenous Data
Authors: J-C. Leneveu, A. Chereau, L. Mansart, T. Mesbah, M. Wyka
Abstract:
Extracting and interpreting information from Big Data represent a stake for years to come in several sectors such as finance. Currently, numerous methods are used (such as Technical Analysis) to try to understand and to anticipate market behavior, with mixed results because it still seems impossible to exactly predict a financial trend. The increase of available data on Internet and their diversity represent a great opportunity for the financial world. Indeed, it is possible, along with these standard financial data, to focus on exogenous data to take into account more macroeconomic factors. Coupling the interpretation of these data with standard methods could allow obtaining more precise trend predictions. In this paper, in order to observe the influence of exogenous data price independent of other usual effects occurring in classical markets, behaviors of Bitcoin users are introduced in a model reconstituting Bitcoin value, which is elaborated and tested for prediction purposes.Keywords: big data, bitcoin, data mining, social network, financial trends, exogenous data, global economy, behavioral finance
Procedia PDF Downloads 3552 An Application of Quantile Regression to Large-Scale Disaster Research
Authors: Katarzyna Wyka, Dana Sylvan, JoAnn Difede
Abstract:
Background and significance: The following disaster, population-based screening programs are routinely established to assess physical and psychological consequences of exposure. These data sets are highly skewed as only a small percentage of trauma-exposed individuals develop health issues. Commonly used statistical methodology in post-disaster mental health generally involves population-averaged models. Such models aim to capture the overall response to the disaster and its aftermath; however, they may not be sensitive enough to accommodate population heterogeneity in symptomatology, such as post-traumatic stress or depressive symptoms. Methods: We use an archival longitudinal data set from Weill-Cornell 9/11 Mental Health Screening Program established following the World Trade Center (WTC) terrorist attacks in New York in 2001. Participants are rescue and recovery workers who participated in the site cleanup and restoration (n=2960). The main outcome is the post-traumatic stress symptoms (PTSD) severity score assessed via clinician interviews (CAPS). For a detailed understanding of response to the disaster and its aftermath, we are adapting quantile regression methodology with particular focus on predictors of extreme distress and resilience to trauma. Results: The response variable was defined as the quantile of the CAPS score for each individual under two different scenarios specifying the unconditional quantiles based on: 1) clinically meaningful CAPS cutoff values and 2) CAPS distribution in the population. We present graphical summaries of the differential effects. For instance, we found that the effect of the WTC exposures, namely seeing bodies and feeling that life was in danger during rescue/recovery work was associated with very high PTSD symptoms. A similar effect was apparent in individuals with prior psychiatric history. Differential effects were also present for age and education level of the individuals. Conclusion: We evaluate the utility of quantile regression in disaster research in contrast to the commonly used population-averaged models. We focused on assessing the distribution of risk factors for post-traumatic stress symptoms across quantiles. This innovative approach provides a comprehensive understanding of the relationship between dependent and independent variables and could be used for developing tailored training programs and response plans for different vulnerability groups.Keywords: disaster workers, post traumatic stress, PTSD, quantile regression
Procedia PDF Downloads 2841 Feasibility and Acceptability of Modified Mindfulness-Based Stress Reduction for Health Care Workers in Acute Stress during the COVID-19 Pandemic
Authors: Susan Evans, Janna Gordon-Elliott, Katarzyna Wyka, Virginia Mutch
Abstract:
During the rise of the COVID-19 pandemic, healthcare workers needed an intervention that could address their profound acute stress. Mindfulness-based stress reduction (MBSR) is a program that has long established effectiveness for mental and physical health outcomes. In recent years, MBSR has been modified such that the duration of both class time and number of sessions has been abbreviated, and its delivery has been adapted for online dissemination, thus increasing the likelihood that individuals who could most benefit from the program would do so. We sought to investigate whether a brief, online version of MBSR could be feasible and acceptable for health care workers (HCW) in acute stress in response to the COVID-19 pandemic. Participants were recruited via an email sent to all hospital employees, which spans residents, physicians, nurses, housekeeping, lab technicians, administrators, and others. Participating HCW were asked about their previous experience with mindfulness and asked to commit to a minimum of 3 sessions. They were then provided with four weekly 1-hour sessions online that included the major mindfulness exercises taught during traditional MBSR programs (i.e., body scan, sitting meditation, mindful eating, and yoga). Participants were provided with supporting slides, videos, demonstrations and asked to track their practice. Hospital staff enrolled in the program; by the end of the first day of recruitment, 40 had applied; by the start date, about 100 were enrolled, and n attended a minimum of 3 sessions, supporting feasibility. Hospital staff also participated and practiced the mindfulness exercises (n=42), thus supporting acceptability. Participants reported that the program was logical, successful, and worth recommending both before starting the program and after completing it (M= 22.02 and M=21.76, respectively, possible range 0-27). There was a slight decline in the belief in improvement in health and well-being due to the program (ES=.37, p=.021). Secondary hypotheses regarding participants’ self-reported stress and levels of mindfulness were also supported, such that participants reported improvements in perceived stress (ES=.45, p=.006), compassion satisfaction, burnout, and secondary traumatic stress (ES=.41, ES=.31, ES=.35, respectively, p<.05). Participants reported significant improvements in the describing facet of mindfulness (ES=.49, p=.004), while all other facets (observing, acting with awareness, nonjudging of inner experience, nonreactivity to inner experience) remained unchanged pre- to post-program. Results from this study suggest that an abridged, online version of MBSR is feasible and accessible to health care workers in acute stress and provides benefits expected from traditional MBSR programs. The lack of a randomized control group limits generalizability. We intend to provide a structure, framework, and lessons learned to hospital administrators and clinical staff seeking to support their employees in acute stress.Keywords: acute stress, health care workers, mindfulness, online interventions
Procedia PDF Downloads 127