ETDs

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.

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Breaking hash-tag detection algorithm for social media (Twitter)

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…

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.
ContributorsAwasthi, Piyush (Author) / Davulcu, Hasan (Thesis advisor) / Tong, Hanghang (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2015
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Sentiment analysis for long-term stock prediction

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…

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
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An adaptive approach to securing ubiquitous smart devices in IoT environment with probabilistic user behavior prediction

Description
Cyber systems, including IoT (Internet of Things), are increasingly being used ubiquitously to vastly improve the efficiency and reduce the cost of critical application areas, such as finance, transportation, defense, and healthcare. Over the past two decades, computing efficiency and hardware cost have dramatically been improved. These improvements have made…

Cyber systems, including IoT (Internet of Things), are increasingly being used ubiquitously to vastly improve the efficiency and reduce the cost of critical application areas, such as finance, transportation, defense, and healthcare. Over the past two decades, computing efficiency and hardware cost have dramatically been improved. These improvements have made cyber systems omnipotent, and control many aspects of human lives. Emerging trends in successful cyber system breaches have shown increasing sophistication in attacks and that attackers are no longer limited by resources, including human and computing power. Most existing cyber defense systems for IoT systems have two major issues: (1) they do not incorporate human user behavior(s) and preferences in their approaches, and (2) they do not continuously learn from dynamic environment and effectively adapt to thwart sophisticated cyber-attacks. Consequently, the security solutions generated may not be usable or implementable by the user(s) thereby drastically reducing the effectiveness of these security solutions.

In order to address these major issues, a comprehensive approach to securing ubiquitous smart devices in IoT environment by incorporating probabilistic human user behavioral inputs is presented. The approach will include techniques to (1) protect the controller device(s) [smart phone or tablet] by continuously learning and authenticating the legitimate user based on the touch screen finger gestures in the background, without requiring users’ to provide their finger gesture inputs intentionally for training purposes, and (2) efficiently configure IoT devices through controller device(s), in conformance with the probabilistic human user behavior(s) and preferences, to effectively adapt IoT devices to the changing environment. The effectiveness of the approach will be demonstrated with experiments that are based on collected user behavioral data and simulations.
ContributorsBuduru, Arun Balaji (Author) / Yau, Sik-Sang (Thesis advisor) / Ahn, Gail-Joon (Committee member) / Davulcu, Hasan (Committee member) / Zhang, Yanchao (Committee member) / Arizona State University (Publisher)
Created2016
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Techniques for supporting prediction of security breaches in critical cloud infrastructures using Bayesian network and Markov decision process

Description
Emerging trends in cyber system security breaches in critical cloud infrastructures show that attackers have abundant resources (human and computing power), expertise and support of large organizations and possible foreign governments. In order to greatly improve the protection of critical cloud infrastructures, incorporation of human behavior is needed to predict…

Emerging trends in cyber system security breaches in critical cloud infrastructures show that attackers have abundant resources (human and computing power), expertise and support of large organizations and possible foreign governments. In order to greatly improve the protection of critical cloud infrastructures, incorporation of human behavior is needed to predict potential security breaches in critical cloud infrastructures. To achieve such prediction, it is envisioned to develop a probabilistic modeling approach with the capability of accurately capturing system-wide causal relationship among the observed operational behaviors in the critical cloud infrastructure and accurately capturing probabilistic human (users’) behaviors on subsystems as the subsystems are directly interacting with humans. In our conceptual approach, the system-wide causal relationship can be captured by the Bayesian network, and the probabilistic human behavior in the subsystems can be captured by the Markov Decision Processes. The interactions between the dynamically changing state graphs of Markov Decision Processes and the dynamic causal relationships in Bayesian network are key components in such probabilistic modelling applications. In this thesis, two techniques are presented for supporting the above vision to prediction of potential security breaches in critical cloud infrastructures. The first technique is for evaluation of the conformance of the Bayesian network with the multiple MDPs. The second technique is to evaluate the dynamically changing Bayesian network structure for conformance with the rules of the Bayesian network using a graph checker algorithm. A case study and its simulation are presented to show how the two techniques support the specific parts in our conceptual approach to predicting system-wide security breaches in critical cloud infrastructures.
ContributorsNagaraja, Vinjith (Author) / Yau, Stephen S. (Thesis advisor) / Ahn, Gail-Joon (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2015
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Analyzing the effects of Bollinger bands on the probability of stock options using support vector machines

Description

The purpose of this research is to efficiently analyze certain data provided and to see if a useful trend can be observed as a result. This trend can be used to analyze certain probabilities. There are three main pieces of data which are being analyzed in this research: The value…

The purpose of this research is to efficiently analyze certain data provided and to see if a useful trend can be observed as a result. This trend can be used to analyze certain probabilities. There are three main pieces of data which are being analyzed in this research: The value for δ of the call and put option, the %B value of the stock, and the amount of time until expiration of the stock option. The %B value is the most important. The purpose of analyzing the data is to see the relationship between the variables and, given certain values, what is the probability the trade makes money. This result will be used in finding the probability certain trades make money over a period of time.

Since options are so dependent on probability, this research specifically analyzes stock options rather than stocks themselves. Stock options have value like stocks except options are leveraged. The most common model used to calculate the value of an option is the Black-Scholes Model [1]. There are five main variables the Black-Scholes Model uses to calculate the overall value of an option. These variables are θ, δ, γ, v, and ρ. The variable, θ is the rate of change in price of the option due to time decay, δ is the rate of change of the option’s price due to the stock’s changing value, γ is the rate of change of δ, v represents the rate of change of the value of the option in relation to the stock’s volatility, and ρ represents the rate of change in value of the option in relation to the interest rate [2]. In this research, the %B value of the stock is analyzed along with the time until expiration of the option. All options have the same δ. This is due to the fact that all the options analyzed in this experiment are less than two months from expiration and the value of δ reveals how far in or out of the money an option is.

The machine learning technique used to analyze the data and the probability



is support vector machines. Support vector machines analyze data that can be classified in one of two or more groups and attempts to find a pattern in the data to develop a model, which reliably classifies similar, future data into the correct group. This is used to analyze the outcome of stock options.
ContributorsReeves, Michael (Author) / Richa, Andrea (Thesis advisor) / McCarville, Daniel R. (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2015