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.
Filtering by
- All Subjects: Support Vector Machines
- All Subjects: Statistics
- Creators: Davulcu, Hasan
In this thesis, several data mining algorithms have been applied to analyze students’ code assignment submission data from a real classroom study. The goal of this work is to explore
and predict students’ performances. Multiple machine learning models and the model accuracy were evaluated based on the Shapley Additive Explanation.
The Cross-Validation shows the Gradient Boosting Decision Tree has the best precision 85.93% with average 82.90%. Features like Component grade, Due Date, Submission Times have higher impact than others. Baseline model received lower precision due to lack of non-linear fitting.
This research explores the problem of the why so few of the published algorithms enter production and furthermore, fewer end up generating sustained value. The dissertation proposes a ‘Design for Deployment’ (DFD) framework to successfully build machine learning analytics so they can be deployed to generate sustained value. The framework emphasizes and elaborates the often neglected but immensely important latter steps of an analytics process: ‘Evaluation’ and ‘Deployment’. A representative evaluation framework is proposed that incorporates the temporal-shifts and dynamism of real-world scenarios. Additionally, the recommended infrastructure allows analytics projects to pivot rapidly when a particular venture does not materialize. Deployment needs and apprehensions of the industry are identified and gaps addressed through a 4-step process for sustainable deployment. Lastly, the need for analytics as a functional area (like finance and IT) is identified to maximize the return on machine-learning deployment.
The framework and process is demonstrated in semiconductor manufacturing – it is highly complex process involving hundreds of optical, electrical, chemical, mechanical, thermal, electrochemical and software processes which makes it a highly dynamic non-stationary system. Due to the 24/7 uptime requirements in manufacturing, high-reliability and fail-safe are a must. Moreover, the ever growing volumes mean that the system must be highly scalable. Lastly, due to the high cost of change, sustained value proposition is a must for any proposed changes. Hence the context is ideal to explore the issues involved. The enterprise use-cases are used to demonstrate the robustness of the framework in addressing challenges encountered in the end-to-end process of productizing machine learning analytics in dynamic read-world scenarios.
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.
