Hai Vo - Academia.edu (original) (raw)

Papers by Hai Vo

Twin studies have been an important area of epidemiologic research. Traditional analyses of risk ... more Twin studies have been an important area of epidemiologic research. Traditional analyses of risk use regular linear or logistic models. Regular linear regression and logistic regression assume that all observations are independent of each other. However, there is correlation between the observations in a study of twins that needs to be taken into account. Two ways to handle the correlated binary outcomes include Generalized Estimating Equations (GEE) and mixed models. In this thesis, we used univariate and multivariable GEE models to investigate an association between maternal pre-pregnancy BMI and a binary outcome variable, small for gestational age (SGA) in twins. In addition, we used splines to explore the relationship between SGA and pre-pregnancy BMI. SGA birth outcomes are considered one of the major concerns in public health issues because they could affect infant mortality as well as infant morbidity. Our data is a random sample of birth certificate records of twin births in...

Future Data and Security Engineering, 2019

In this work, we present an efficient solution to the beer bottle cap classification problem. Thi... more In this work, we present an efficient solution to the beer bottle cap classification problem. This problem arises in the Wecheer smart opener project. Although classification problem is common in Computer Vision, there is no dedicated work for beer bottle cap dataset. We combine state-of-the-art deep learning techniques to solve the problem. Our solution outperforms the well-known commercial system that is currently used by the Wecheer project. It is also more efficient than the famous architectures such as VGG, ResNet, and DenseNet for our purposes.

Day 4 Thu, October 29, 2020, 2020

Accurate evaluation of recovery mechanisms in fractured reservoirs is challenging due to the larg... more Accurate evaluation of recovery mechanisms in fractured reservoirs is challenging due to the large permeability contrast at the matrix-fracture interface. Dual Porosity-Dual Permeability (DPDK) models are typically used in field-scale simulations but can be biased by their use of idealized fracture networks and matrix-fracture interactions. Unstructured Discrete Fracture Models (USDFMs) are able to capture the complex physics accurately but can be computationally demanding. Embedded Discrete Fracture Models (EDFMs) integrate discrete fracture networks with a structured matrix grid and are the focus of this study. Our study considers dense and sparse fracture networks extracted from a field-scale fracture carbonate reservoir model. EDFMs are constructed for different matrix grid resolutions, and simulations are performed to evaluate gravity drainage, spontaneous imbibition, viscous displacement. In each case, EDFM results are compared with highly refined USDFM reference solutions and...

The North American Journal of Economics and Finance, 2019

The empirical observation that purchasing power parity (PPP) holds in the long run but not in the... more The empirical observation that purchasing power parity (PPP) holds in the long run but not in the short run has enjoyed a near-consensus status in international finance literature. However, a similar degree of agreement has not been reached with respect to the exact horizon of this "long run" aspect. To shed light on this matter, a novel approach is adopted in this paper to combine conventional time series methodology with insights from multi-frequency analyses. In particular, we simultaneously explore price-exchangerate dynamics not only through time, but also at various horizons via a wavelet decomposition. Unit root tests applied to wavelet-based decomposed real exchange rates indicates that PPP holds at horizons consistent with the literature. With respect to the predictive value of our approach, we show that our decomposed measures provide guidance to future movements of real change rates. Additionally, we find that nominal exchangerate dynamics are dominated by activities corresponding to low frequencies. Results from this study thus enable researchers and practitioners to establish an exchange-rate modelling framework with increased efficiency.

Computational Geosciences, 2019

Journal of Management Sciences, 2014

This study aims to test the feasibility of using a data set of 90-day bank bill forward rates fro... more This study aims to test the feasibility of using a data set of 90-day bank bill forward rates from the Australian market to predict spot interest rates. To achieve this goal I utilized the application of Kalman filter in a state space model with time-varying state variable. It is documented that in the case of short-term interest rates,the state space model yields robust predictive power. In addition, this predictive power of implied forward rate is heavily impacted by the existence of a time-varying risk premium in the term structure.

IEICE Communications Express, 2015

In order to improve performance while keeping high spectrum efficiency of analog signal transmiss... more In order to improve performance while keeping high spectrum efficiency of analog signal transmission, we recently proposed an analog single-carrier transmission with frequency-domain equalization (analog SC-FDE). In this paper, in order to improve the spectrum efficiency, analog SC-FDE using single sideband (SSB) technique is proposed. A theoretical analysis of normalized mean square error (NMSE) performance is carried out and confirmed by computer simulation. We show that analog SC-FDE using SSB technique achieves better NMSE performance than both conventional SSB transmission and analog SC-FDE while doubling spectrum efficiency of analog SC-FDE.

Computational Geosciences, 2015

The quality of a 3D geological model strongly depends on the type of integrated geological data, ... more The quality of a 3D geological model strongly depends on the type of integrated geological data, their interpretation and associated uncertainties. In order to improve an existing geological model and effectively plan further site investigation, it is of paramount importance to identify existing uncertainties within the model space. Information entropy, a voxel based measure, provides a method for assessing structural uncertainties, comparing multiple model interpretations and tracking changes across consecutively built models. The aim of this study is to evaluate the effect of data assimilation on model uncertainty, model geometry and overall structural understanding. Several geological 3D models of increasing complexity, incorporating different input data categories, were built for the study site Staufen (Germany). We applied the concept of information entropy in order to visualize and quantify changes in uncertainty between these models. Furthermore, we propose two measures, the Jaccard and the City-Block distance, to directly compare dissimilarities between the models. The study shows that different types of geological data have disparate effects on model uncertainty and model geometry. The presented approach using both information entropy and distance measures can be a major help in the optimization of 3D geological models.

Twin studies have been an important area of epidemiologic research. Traditional analyses of risk ... more Twin studies have been an important area of epidemiologic research. Traditional analyses of risk use regular linear or logistic models. Regular linear regression and logistic regression assume that all observations are independent of each other. However, there is correlation between the observations in a study of twins that needs to be taken into account. Two ways to handle the correlated binary outcomes include Generalized Estimating Equations (GEE) and mixed models. In this thesis, we used univariate and multivariable GEE models to investigate an association between maternal pre-pregnancy BMI and a binary outcome variable, small for gestational age (SGA) in twins. In addition, we used splines to explore the relationship between SGA and pre-pregnancy BMI. SGA birth outcomes are considered one of the major concerns in public health issues because they could affect infant mortality as well as infant morbidity. Our data is a random sample of birth certificate records of twin births in...

Future Data and Security Engineering, 2019

In this work, we present an efficient solution to the beer bottle cap classification problem. Thi... more In this work, we present an efficient solution to the beer bottle cap classification problem. This problem arises in the Wecheer smart opener project. Although classification problem is common in Computer Vision, there is no dedicated work for beer bottle cap dataset. We combine state-of-the-art deep learning techniques to solve the problem. Our solution outperforms the well-known commercial system that is currently used by the Wecheer project. It is also more efficient than the famous architectures such as VGG, ResNet, and DenseNet for our purposes.

Day 4 Thu, October 29, 2020, 2020

Accurate evaluation of recovery mechanisms in fractured reservoirs is challenging due to the larg... more Accurate evaluation of recovery mechanisms in fractured reservoirs is challenging due to the large permeability contrast at the matrix-fracture interface. Dual Porosity-Dual Permeability (DPDK) models are typically used in field-scale simulations but can be biased by their use of idealized fracture networks and matrix-fracture interactions. Unstructured Discrete Fracture Models (USDFMs) are able to capture the complex physics accurately but can be computationally demanding. Embedded Discrete Fracture Models (EDFMs) integrate discrete fracture networks with a structured matrix grid and are the focus of this study. Our study considers dense and sparse fracture networks extracted from a field-scale fracture carbonate reservoir model. EDFMs are constructed for different matrix grid resolutions, and simulations are performed to evaluate gravity drainage, spontaneous imbibition, viscous displacement. In each case, EDFM results are compared with highly refined USDFM reference solutions and...

The North American Journal of Economics and Finance, 2019

The empirical observation that purchasing power parity (PPP) holds in the long run but not in the... more The empirical observation that purchasing power parity (PPP) holds in the long run but not in the short run has enjoyed a near-consensus status in international finance literature. However, a similar degree of agreement has not been reached with respect to the exact horizon of this "long run" aspect. To shed light on this matter, a novel approach is adopted in this paper to combine conventional time series methodology with insights from multi-frequency analyses. In particular, we simultaneously explore price-exchangerate dynamics not only through time, but also at various horizons via a wavelet decomposition. Unit root tests applied to wavelet-based decomposed real exchange rates indicates that PPP holds at horizons consistent with the literature. With respect to the predictive value of our approach, we show that our decomposed measures provide guidance to future movements of real change rates. Additionally, we find that nominal exchangerate dynamics are dominated by activities corresponding to low frequencies. Results from this study thus enable researchers and practitioners to establish an exchange-rate modelling framework with increased efficiency.

Computational Geosciences, 2019

Journal of Management Sciences, 2014

This study aims to test the feasibility of using a data set of 90-day bank bill forward rates fro... more This study aims to test the feasibility of using a data set of 90-day bank bill forward rates from the Australian market to predict spot interest rates. To achieve this goal I utilized the application of Kalman filter in a state space model with time-varying state variable. It is documented that in the case of short-term interest rates,the state space model yields robust predictive power. In addition, this predictive power of implied forward rate is heavily impacted by the existence of a time-varying risk premium in the term structure.

IEICE Communications Express, 2015

In order to improve performance while keeping high spectrum efficiency of analog signal transmiss... more In order to improve performance while keeping high spectrum efficiency of analog signal transmission, we recently proposed an analog single-carrier transmission with frequency-domain equalization (analog SC-FDE). In this paper, in order to improve the spectrum efficiency, analog SC-FDE using single sideband (SSB) technique is proposed. A theoretical analysis of normalized mean square error (NMSE) performance is carried out and confirmed by computer simulation. We show that analog SC-FDE using SSB technique achieves better NMSE performance than both conventional SSB transmission and analog SC-FDE while doubling spectrum efficiency of analog SC-FDE.

Computational Geosciences, 2015

The quality of a 3D geological model strongly depends on the type of integrated geological data, ... more The quality of a 3D geological model strongly depends on the type of integrated geological data, their interpretation and associated uncertainties. In order to improve an existing geological model and effectively plan further site investigation, it is of paramount importance to identify existing uncertainties within the model space. Information entropy, a voxel based measure, provides a method for assessing structural uncertainties, comparing multiple model interpretations and tracking changes across consecutively built models. The aim of this study is to evaluate the effect of data assimilation on model uncertainty, model geometry and overall structural understanding. Several geological 3D models of increasing complexity, incorporating different input data categories, were built for the study site Staufen (Germany). We applied the concept of information entropy in order to visualize and quantify changes in uncertainty between these models. Furthermore, we propose two measures, the Jaccard and the City-Block distance, to directly compare dissimilarities between the models. The study shows that different types of geological data have disparate effects on model uncertainty and model geometry. The presented approach using both information entropy and distance measures can be a major help in the optimization of 3D geological models.