ASU Electronic Theses and Dissertations
This collection includes most of the ASU Theses and Dissertations from 2011 to present. ASU Theses and Dissertations are available in downloadable PDF format; however, a small percentage of items are under embargo. Information about the dissertations/theses includes degree information, committee members, an abstract, supporting data or media.
In addition to the electronic theses found in the ASU Digital Repository, ASU Theses and Dissertations can be found in the ASU Library Catalog.
Dissertations and Theses granted by Arizona State University are archived and made available through a joint effort of the ASU Graduate College and the ASU Libraries. For more information or questions about this collection contact or visit the Digital Repository ETD Library Guide or contact the ASU Graduate College at gradformat@asu.edu.
Displaying 1 - 4 of 4
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- All Subjects: Stock exchanges
- All Subjects: Unsupervised Learning
- Creators: Davulcu, Hasan
Description
In trading, volume is a measure of how much stock has been exchanged in a given period of time. Since every stock is distinctive and has an alternate measure of shares, volume can be contrasted with historical volume inside a stock to spot changes. It is likewise used to affirm value patterns, breakouts, and spot potential reversals. In my thesis, I hypothesize that the concept of trading volume can be extrapolated to social media (Twitter).
The ubiquity of social media, especially Twitter, in financial market has been overly resonant in the past couple of years. With the growth of its (Twitter) usage by news channels, financial experts and pandits, the global economy does seem to hinge on 140 characters. By analyzing the number of tweets hash tagged to a stock, a strong relation can be established between the number of people talking about it, to the trading volume of the stock.
In my work, I overt this relation and find a state of the breakout when the volume goes beyond a characterized support or resistance level.
The ubiquity of social media, especially Twitter, in financial market has been overly resonant in the past couple of years. With the growth of its (Twitter) usage by news channels, financial experts and pandits, the global economy does seem to hinge on 140 characters. By analyzing the number of tweets hash tagged to a stock, a strong relation can be established between the number of people talking about it, to the trading volume of the stock.
In my work, I overt this relation and find a state of the breakout when the volume goes beyond a characterized support or resistance level.
ContributorsAwasthi, Piyush (Author) / Davulcu, Hasan (Thesis advisor) / Tong, Hanghang (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2015
Description
There have been extensive research in how news and twitter feeds can affect the outcome of a given stock. However, a majority of this research has studied the short term effects of sentiment with a given stock price. Within this research, I studied the long-term effects of a given stock price using fundamental analysis techniques. Within this research, I collected both sentiment data and fundamental data for Apple Inc., Microsoft Corp., and Peabody Energy Corp. Using a neural network algorithm, I found that sentiment does have an effect on the annual growth of these companies but the fundamentals are more relevant when determining overall growth. The stocks which show more consistent growth hold more importance on the previous year’s stock price but companies which have less consistency in their growth showed more reliance on the revenue growth and sentiment on the overall company and CEO. I discuss how I collected my research data and used a multi-layered perceptron to predict a threshold growth of a given stock. The threshold used for this particular research was 10%. I then showed the prediction of this threshold using my perceptron and afterwards, perform an f anova test on my choice of features. The results showed the fundamentals being the better predictor of stock information but fundamentals came in a close second in several cases, proving sentiment does hold an effect over long term growth.
ContributorsReeves, Tyler Joseph (Author) / Davulcu, Hasan (Thesis advisor) / Baral, Chitta (Committee member) / Cesta, John (Committee member) / Arizona State University (Publisher)
Created2016
Description
Millions of users leave digital traces of their political engagements on social media platforms every day. Users form networks of interactions, produce textual content, like and share each others' content. This creates an invaluable opportunity to better understand the political engagements of internet users. In this proposal, I present three algorithmic solutions to three facets of online political networks; namely, detection of communities, antagonisms and the impact of certain types of accounts on political polarization. First, I develop a multi-view community detection algorithm to find politically pure communities. I find that word usage among other content types (i.e. hashtags, URLs) complement user interactions the best in accurately detecting communities.
Second, I focus on detecting negative linkages between politically motivated social media users. Major social media platforms do not facilitate their users with built-in negative interaction options. However, many political network analysis tasks rely on not only positive but also negative linkages. Here, I present the SocLSFact framework to detect negative linkages among social media users. It utilizes three pieces of information; sentiment cues of textual interactions, positive interactions, and socially balanced triads. I evaluate the contribution of each three aspects in negative link detection performance on multiple tasks.
Third, I propose an experimental setup that quantifies the polarization impact of automated accounts on Twitter retweet networks. I focus on a dataset of tragic Parkland shooting event and its aftermath. I show that when automated accounts are removed from the retweet network the network polarization decrease significantly, while a same number of accounts to the automated accounts are removed randomly the difference is not significant. I also find that prominent predictors of engagement of automatically generated content is not very different than what previous studies point out in general engaging content on social media. Last but not least, I identify accounts which self-disclose their automated nature in their profile by using expressions such as bot, chat-bot, or robot. I find that human engagement to self-disclosing accounts compared to non-disclosing automated accounts is much smaller. This observational finding can motivate further efforts into automated account detection research to prevent their unintended impact.
Second, I focus on detecting negative linkages between politically motivated social media users. Major social media platforms do not facilitate their users with built-in negative interaction options. However, many political network analysis tasks rely on not only positive but also negative linkages. Here, I present the SocLSFact framework to detect negative linkages among social media users. It utilizes three pieces of information; sentiment cues of textual interactions, positive interactions, and socially balanced triads. I evaluate the contribution of each three aspects in negative link detection performance on multiple tasks.
Third, I propose an experimental setup that quantifies the polarization impact of automated accounts on Twitter retweet networks. I focus on a dataset of tragic Parkland shooting event and its aftermath. I show that when automated accounts are removed from the retweet network the network polarization decrease significantly, while a same number of accounts to the automated accounts are removed randomly the difference is not significant. I also find that prominent predictors of engagement of automatically generated content is not very different than what previous studies point out in general engaging content on social media. Last but not least, I identify accounts which self-disclose their automated nature in their profile by using expressions such as bot, chat-bot, or robot. I find that human engagement to self-disclosing accounts compared to non-disclosing automated accounts is much smaller. This observational finding can motivate further efforts into automated account detection research to prevent their unintended impact.
ContributorsOzer, Mert (Author) / Davulcu, Hasan (Thesis advisor) / Liu, Huan (Committee member) / Sen, Arunabha (Committee member) / Yang, Yezhou (Committee member) / Arizona State University (Publisher)
Created2019
Description
Graph is a ubiquitous data structure, which appears in a broad range of real-world scenarios. Accordingly, there has been a surge of research to represent and learn from graphs in order to accomplish various machine learning and graph analysis tasks. However, most of these efforts only utilize the graph structure while nodes in real-world graphs usually come with a rich set of attributes. Typical examples of such nodes and their attributes are users and their profiles in social networks, scientific articles and their content in citation networks, protein molecules and their gene sets in biological networks as well as web pages and their content on the Web. Utilizing node features in such graphs---attributed graphs---can alleviate the graph sparsity problem and help explain various phenomena (e.g., the motives behind the formation of communities in social networks). Therefore, further study of attributed graphs is required to take full advantage of node attributes.
In the wild, attributed graphs are usually unlabeled. Moreover, annotating data is an expensive and time-consuming process, which suffers from many limitations such as annotators’ subjectivity, reproducibility, and consistency. The challenges of data annotation and the growing increase of unlabeled attributed graphs in various real-world applications significantly demand unsupervised learning for attributed graphs.
In this dissertation, I propose a set of novel models to learn from attributed graphs in an unsupervised manner. To better understand and represent nodes and communities in attributed graphs, I present different models in node and community levels. In node level, I utilize node features as well as the graph structure in attributed graphs to learn distributed representations of nodes, which can be useful in a variety of downstream machine learning applications. In community level, with a focus on social media, I take advantage of both node attributes and the graph structure to discover not only communities but also their sentiment-driven profiles and inter-community relations (i.e., alliance, antagonism, or no relation). The discovered community profiles and relations help to better understand the structure and dynamics of social media.
In the wild, attributed graphs are usually unlabeled. Moreover, annotating data is an expensive and time-consuming process, which suffers from many limitations such as annotators’ subjectivity, reproducibility, and consistency. The challenges of data annotation and the growing increase of unlabeled attributed graphs in various real-world applications significantly demand unsupervised learning for attributed graphs.
In this dissertation, I propose a set of novel models to learn from attributed graphs in an unsupervised manner. To better understand and represent nodes and communities in attributed graphs, I present different models in node and community levels. In node level, I utilize node features as well as the graph structure in attributed graphs to learn distributed representations of nodes, which can be useful in a variety of downstream machine learning applications. In community level, with a focus on social media, I take advantage of both node attributes and the graph structure to discover not only communities but also their sentiment-driven profiles and inter-community relations (i.e., alliance, antagonism, or no relation). The discovered community profiles and relations help to better understand the structure and dynamics of social media.
ContributorsSalehi, Amin (Author) / Davulcu, Hasan (Thesis advisor) / Liu, Huan (Committee member) / Li, Baoxin (Committee member) / Tong, Hanghang (Committee member) / Arizona State University (Publisher)
Created2019