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: domain adaptation
- Creators: Davulcu, Hasan
text, etc. into feature representations that are convenient for computational process-
ing. Deep neural networks have proven to be very efficient feature extractors for a
variety of machine learning tasks. Generative models based on deep neural networks
introduce constraints on the feature space to learn transferable and disentangled rep-
resentations. Transferable feature representations help in training machine learning
models that are robust across different distributions of data. For example, with the
application of transferable features in domain adaptation, models trained on a source
distribution can be applied to a data from a target distribution even though the dis-
tributions may be different. In style transfer and image-to-image translation, disen-
tangled representations allow for the separation of style and content when translating
images.
This thesis examines learning transferable data representations in novel deep gen-
erative models. The Semi-Supervised Adversarial Translator (SAT) utilizes adversar-
ial methods and cross-domain weight sharing in a neural network to extract trans-
ferable representations. These transferable interpretations can then be decoded into
the original image or a similar image in another domain. The Explicit Disentangling
Network (EDN) utilizes generative methods to disentangle images into their core at-
tributes and then segments sets of related attributes. The EDN can separate these
attributes by controlling the ow of information using a novel combination of losses
and network architecture. This separation of attributes allows precise modi_cations
to speci_c components of the data representation, boosting the performance of ma-
chine learning tasks. The effectiveness of these models is evaluated across domain
adaptation, style transfer, and image-to-image translation tasks.
The dissertation outlines novel domain adaptation approaches across different feature spaces; (i) a linear Support Vector Machine model for domain alignment; (ii) a nonlinear kernel based approach that embeds domain-aligned data for enhanced classification; (iii) a hierarchical model implemented using deep learning, that estimates domain-aligned hash values for the source and target data, and (iv) a proposal for a feature selection technique to reduce cross-domain disparity. These adaptation procedures are tested and validated across a range of computer vision applications like object classification, facial expression recognition, digit recognition, and activity recognition. The dissertation also provides a unique perspective of domain adaptation literature from the point-of-view of linear, nonlinear and hierarchical feature spaces. The dissertation concludes with a discussion on the future directions for research that highlight the role of domain adaptation in an era of rapid advancements in artificial intelligence.
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.
