Publications / Presentations
DataMineIt professionals have published award-winning papers on statistical computation and optimization techniques that have wide ranging applicability; they provide actionable, testable solutions to concrete and often urgent business problems in Banking/Credit Risk, Financial Services, Telecommunications, Pharmaceuticals, Insurance, Bioinformatics, and just about any data rich field.
Opdyke, J.D., (2007), The Statistics of Information Ratios, forthcoming.
- SAS Program (email for 1-time password) - p-values from Information Ratio comparisons & Mutual Fund Rankings (.pdf results)
- Excel Workbook (.xls-1.5MB) (email for 1-time password) p-values from Information Ratio comparisons, Mutual Fund Rankings
Opdyke, J.D., (2006),
Comparing
Sharpe Ratios: So where are the p-values?,
Journal of Asset
Management, Vol. 8(5), December 2007.
(preprint, SSRN.com download,
GloriaMundi.org download,
Hedge Funds Consistency Index download).
- SAS Program (email for 1-time password) - p-values from Sharpe Ratio
comparisons and Mutual Fund Rankings (.pdf
results)
- Excel Workbook (.xls- 1.4MB) (email for 1-time password) p-values from Sharpe Ratio comparisons and Mutual Fund Rankings
- JSM2006 PowerPoint Presentation
SELECTED REVIEW QUOTES:
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“This is a comprehensive, authoritative, scholarly study of the topic." – tenured economics Professor with over 100 peer-reviewed articles in top journals.
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"Amazing scholarship ... magnum opus. ...excellent paper." – tenured statistics Professor with numerous seminal papers and several statistical textbooks that are bibles in the field.
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"I congratulate you ... on a paper that needed to be written." – Senior Analyst at one of the top investment rating firms with over 20 years of experience.
Opdyke, J.D. August (2006), Easily Implemented Confidence Intervals and Hypothesis Tests for Sharpe Ratios Under General Conditions, American Statistical Association Proceedings - JSM2006, Business and Economics Statistics Section.
Opdyke, J.D., (2006), A Powerful and Robust Nonparametric Statistic for Joint Mean-Variance Quality Control, journal submission November 14, 2005 -- under review (SSRN.com preprint download).
Opdyke, J.D. (2005), A Single, Powerful, Nonparametric Statistic for Continuous-data Telecommunications ‘Parity Testing,’ Journal of Modern Applied Statistical Methods, Vol. 4, No. 2.
Opdyke, J.D., (2005), A Nonparametric Statistic for Joint Mean-Variance Quality Control, American Statistical Association Proceedings - JSM2005, Section on Quality and Productivity, copyrighted presentation.
Opdyke, J.D. October (2004), Misuse of the ‘modified’ t statistic in Regulatory Telecommunications, Telecommunications Policy, Vol. 28, No. 11, 821-866.
Opdyke, J.D. August (2003), Misuse of the ‘modified’ t-statistic in Regulatory Telecommunications, American Statistical Association Proceedings - JSM2003, Business and Economics Statistics Section.
Opdyke, J.D. May (2003), Fast Permutation Tests that Maximize Power Under Conventional Monte Carlo Sampling for Pairwise and Multiple Comparisons, Journal of Modern Applied Statistical Methods, Vol. 2, No. 1.
Opdyke, J.D. August (2002), Fast Two-Sample Permutation Tests, Especially for Multiple Comparisons and Even When One Sample is Large, That Efficiently Maximize Power Under Conventional Monte Carlo Sampling and Allow for Simultaneous Permutation-Style P-value Adjustments, MCP 2002 – The 3rd International Conference on Multiple Comparisons, Bethesda, Maryland. (.pps)
Opdyke, J.D. May (2002), Fast Two-Sample Permutation Tests, Even When One Sample
is Large, That Efficiently Maximize Power Under Crude Monte Carlo Sampling,
PharmaSUG 2002 -- National Conference of the Pharmaceutical SAS Users Group.
Winner –
Voted Best Paper, Statistics and Pharmacokinetics – Reporting and Analysis
Section
Opdyke, J.D. April (2000), authored a 100-page proposal to perform a comprehensive, multi-state telecommunications Operations Support Services (OSS) performance measurement audit of a Regional Bell Operating Company, and presented the executive summary before 35 selected members of i) the Public Service Commissions of twelve states, ii) a regulatory research institute with oversight authority, and iii) a telecommunications consulting firm with administrative oversight authority
Opdyke, J.D., authored and presented before 20 representatives of four Regional Bell Operating Companies the statistical foundations, application, and regulatory remedy (fine) implications of utilizing permutation tests in telecommunications OSS performance measurement “parity testing.”
Opdyke, J.D., with Raymond S. Hartman and Deloris W. Wright, July (1996), The Use of Regression Techniques in Transfer Pricing Analysis, International Bureau of Fiscal Documentation – Tax Treatment of Transfer Pricing, Supplement No. 18.