A New Approach to Predicting Cryptocurrency Returns Based on the Gold Prices with Support Vector Machines during the COVID-19 Pandemic Using Sensor-Related Data.

In a real-world situation produced under COVID-19 scenarios, predicting cryptocurrency returns accurately can be challenging. Such a prediction may be helpful to the daily economic and financial market. Unlike forecasting the cryptocurrency returns, we propose a new approach to predict whether the return classification would be in the first, second, third quartile, or any quantile of the gold price the next day. In this paper, we employ the support vector machine (SVM) algorithm for exploring the predictability of financial returns for the six major digital currencies selected from the list of top ten cryptocurrencies based on data collected through sensors. These currencies are Binance Coin, Bitcoin, Cardano, Dogecoin, Ethereum, and Ripple. Our study considers the pre-COVID-19 and ongoing COVID-19 periods. An algorithm that allows updated data analysis, based on the use of a sensor in the database, is also proposed. The results show strong evidence that the SVM is a robust technique for devising profitable trading strategies and can provide accurate results before and during the current pandemic. Our findings may be helpful for different stakeholders in understanding the cryptocurrency dynamics and in making better investment decisions, especially under adverse conditions and during times of uncertain environments such as in the COVID-19 pandemic.

A Two-Stage Location Problem with Order Solved Using a Lagrangian Algorithm and Stochastic Programming for a Potential Use in COVID-19 Vaccination Based on Sensor-Related Data.

Healthcare service centers must be sited in strategic locations that meet the immediate needs of patients. The current situation due to the COVID-19 pandemic makes this problem particularly relevant. Assume that each center corresponds to an assigned place for vaccination and that each center uses one or more vaccine brands/laboratories. Then, each patient could choose a center instead of another, because she/he may prefer the vaccine from a more reliable laboratory. This defines an order of preference that might depend on each patient who may not want to be vaccinated in a center where there are only her/his non-preferred vaccine brands. In countries where the vaccination process is considered successful, the order assigned by each patient to the vaccination centers is defined by incentives that local governments give to their population. These same incentives for foreign citizens are seen as a strategic decision to generate income from tourism. The simple plant/center location problem (SPLP) is a combinatorial approach that has been extensively studied. However, a less-known natural extension of it with order (SPLPO) has not been explored in the same depth. In this case, the size of the instances that can be solved is limited. The SPLPO considers an order of preference that patients have over a set of facilities to meet their demands. This order adds a new set of constraints in its formulation that increases the complexity of the problem to obtain an optimal solution. In this paper, we propose a new two-stage stochastic formulation for the SPLPO (2S-SPLPO) that mimics the mentioned pandemic situation, where the order of preference is treated as a random vector. We carry out computational experiments on simulated 2S-SPLPO instances to evaluate the performance of the new proposal. We apply an algorithm based on Lagrangian relaxation that has been shown to be efficient for large instances of the SPLPO. A potential application of this new algorithm to COVID-19 vaccination is discussed and explored based on sensor-related data. Two further algorithms are proposed to store the patient's records in a data warehouse and generate 2S-SPLPO instances using sensors.

Lot-Size Models with Uncertain Demand Considering Its Skewness/Kurtosis and Stochastic Programming Applied to Hospital Pharmacy with Sensor-Related COVID-19 Data.

Governments have been challenged to provide timely medical care to face the COVID-19 pandemic. Under this pandemic, the demand for pharmaceutical products has changed significantly. Some of these products are in high demand, while, for others, their demand falls sharply. These changes in the random demand patterns are connected with changes in the skewness (asymmetry) and kurtosis of their data distribution. Such changes are critical to determining optimal lots and inventory costs. The lot-size model helps to make decisions based on probabilistic demand when calculating the optimal costs of supply using two-stage stochastic programming. The objective of this study is to evaluate how the skewness and kurtosis of the distribution of demand data, collected through sensors, affect the modeling of inventories of hospital pharmacy products helpful to treat COVID-19. The use of stochastic programming allows us to obtain results under demand uncertainty that are closer to reality. We carry out a simulation study to evaluate the performance of our methodology under different demand scenarios with diverse degrees of skewness and kurtosis. A case study in the field of hospital pharmacy with sensor-related COVID-19 data is also provided. An algorithm that permits us to use sensors when submitting requests for supplying pharmaceutical products in the hospital treatment of COVID-19 is designed. We show that the coefficients of skewness and kurtosis impact the total costs of inventory that involve order, purchase, holding, and shortage. We conclude that the asymmetry and kurtosis of the demand statistical distribution do not seem to affect the first-stage lot-size decisions. However, demand patterns with high positive skewness are related to significant increases in expected inventories on hand and shortage, increasing the costs of second-stage decisions. Thus, demand distributions that are highly asymmetrical to the right and leptokurtic favor high total costs in probabilistic lot-size systems.

Disjoint and Functional Principal Component Analysis for Infected Cases and Deaths Due to COVID-19 in South American Countries with Sensor-Related Data.

In this paper, we group South American countries based on the number of infected cases and deaths due to COVID-19. The countries considered are: Argentina, Bolivia, Brazil, Chile, Colombia, Ecuador, Peru, Paraguay, Uruguay, and Venezuela. The data used are collected from a database of Johns Hopkins University, an institution that is dedicated to sensing and monitoring the evolution of the COVID-19 pandemic. A statistical analysis, based on principal components with modern and recent techniques, is conducted. Initially, utilizing the correlation matrix, standard components and varimax rotations are calculated. Then, by using disjoint components and functional components, the countries are grouped. An algorithm that allows us to keep the principal component analysis updated with a sensor in the data warehouse is designed. As reported in the conclusions, this grouping changes depending on the number of components considered, the type of principal component (standard, disjoint or functional) and the variable to be considered (infected cases or deaths). The results obtained are compared to the k-means technique. The COVID-19 cases and their deaths vary in the different countries due to diverse reasons, as reported in the conclusions.