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: Computer networks--Security measures.
- All Subjects: Stock exchanges--Forecasting.
- 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
The increasing usage of smart-phones and mobile devices in work environment and IT
industry has brought about unique set of challenges and opportunities. ARM architecture
in particular has evolved to a point where it supports implementations across wide spectrum
of performance points and ARM based tablets and smart-phones are in demand. The
enhancements to basic ARM RISC architecture allow ARM to have high performance,
small code size, low power consumption and small silicon area. Users want their devices to
perform many tasks such as read email, play games, and run other online applications and
organizations no longer desire to provision and maintain individual’s IT equipment. The
term BYOD (Bring Your Own Device) has come into being from demand of such a work
setup and is one of the motivation of this research work. It brings many opportunities such
as increased productivity and reduced costs and challenges such as secured data access,
data leakage and amount of control by the organization.
To provision such a framework we need to bridge the gap from both organizations side
and individuals point of view. Mobile device users face issue of application delivery on
multiple platforms. For instance having purchased many applications from one proprietary
application store, individuals may want to move them to a different platform/device but
currently this is not possible. Organizations face security issues in providing such a solution
as there are many potential threats from allowing BYOD work-style such as unauthorized
access to data, attacks from the devices within and outside the network.
ARM based Secure Mobile SDN framework will resolve these issues and enable employees
to consolidate both personal and business calls and mobile data access on a single device.
To address application delivery issue we are introducing KVM based virtualization that
will allow host OS to run multiple guest OS. To address the security problem we introduce
SDN environment where host would be running bridged network of guest OS using Open
vSwitch . This would allow a remote controller to monitor the state of guest OS for making
important control and traffic flow decisions based on the situation.
industry has brought about unique set of challenges and opportunities. ARM architecture
in particular has evolved to a point where it supports implementations across wide spectrum
of performance points and ARM based tablets and smart-phones are in demand. The
enhancements to basic ARM RISC architecture allow ARM to have high performance,
small code size, low power consumption and small silicon area. Users want their devices to
perform many tasks such as read email, play games, and run other online applications and
organizations no longer desire to provision and maintain individual’s IT equipment. The
term BYOD (Bring Your Own Device) has come into being from demand of such a work
setup and is one of the motivation of this research work. It brings many opportunities such
as increased productivity and reduced costs and challenges such as secured data access,
data leakage and amount of control by the organization.
To provision such a framework we need to bridge the gap from both organizations side
and individuals point of view. Mobile device users face issue of application delivery on
multiple platforms. For instance having purchased many applications from one proprietary
application store, individuals may want to move them to a different platform/device but
currently this is not possible. Organizations face security issues in providing such a solution
as there are many potential threats from allowing BYOD work-style such as unauthorized
access to data, attacks from the devices within and outside the network.
ARM based Secure Mobile SDN framework will resolve these issues and enable employees
to consolidate both personal and business calls and mobile data access on a single device.
To address application delivery issue we are introducing KVM based virtualization that
will allow host OS to run multiple guest OS. To address the security problem we introduce
SDN environment where host would be running bridged network of guest OS using Open
vSwitch . This would allow a remote controller to monitor the state of guest OS for making
important control and traffic flow decisions based on the situation.
ContributorsChowdhary, Ankur (Author) / Huang, Dijiang (Thesis advisor) / Tong, Hanghang (Committee member) / Davulcu, Hasan (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
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