Matching Items (48)
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- All Subjects: Machine Learning
- All Subjects: Finance
- Creators: School of Mathematical and Statistical Sciences
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- Resource Type: Text
- Status: Published
Description
The purpose of our research was to develop recommendations and/or strategies for Company A's data center group in the context of the server CPU chip industry. We used data collected from the International Data Corporation (IDC) that was provided by our team coaches, and data that is accessible on the internet. As the server CPU industry expands and transitions to cloud computing, Company A's Data Center Group will need to expand their server CPU chip product mix to meet new demands of the cloud industry and to maintain high market share. Company A boasts leading performance with their x86 server chips and 95% market segment share. The cloud industry is dominated by seven companies Company A calls "The Super 7." These seven companies include: Amazon, Google, Microsoft, Facebook, Alibaba, Tencent, and Baidu. In the long run, the growing market share of the Super 7 could give them substantial buying power over Company A, which could lead to discounts and margin compression for Company A's main growth engine. Additionally, in the long-run, the substantial growth of the Super 7 could fuel the development of their own design teams and work towards making their own server chips internally, which would be detrimental to Company A's data center revenue. We first researched the server industry and key terminology relevant to our project. We narrowed our scope by focusing most on the cloud computing aspect of the server industry. We then researched what Company A has already been doing in the context of cloud computing and what they are currently doing to address the problem. Next, using our market analysis, we identified key areas we think Company A's data center group should focus on. Using the information available to us, we developed our strategies and recommendations that we think will help Company A's Data Center Group position themselves well in an extremely fast growing cloud computing industry.
ContributorsJurgenson, Alex (Co-author) / Nguyen, Duy (Co-author) / Kolder, Sean (Co-author) / Wang, Chenxi (Co-author) / Simonson, Mark (Thesis director) / Hertzel, Michael (Committee member) / Department of Finance (Contributor) / Department of Management (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / School of Accountancy (Contributor) / WPC Graduate Programs (Contributor) / Barrett, The Honors College (Contributor)
Created2016-05
Description
A Guide to Financial Mathematics is a comprehensive and easy-to-use study guide for students studying for the one of the first actuarial exams, Exam FM. While there are many resources available to students to study for these exams, this study is free to the students and offers an approach to the material similar to that of which is presented in class at ASU. The guide is available to students and professors in the new Actuarial Science degree program offered by ASU. There are twelve chapters, including financial calculator tips, detailed notes, examples, and practice exercises. Included at the end of the guide is a list of referenced material.
ContributorsDougher, Caroline Marie (Author) / Milovanovic, Jelena (Thesis director) / Boggess, May (Committee member) / Barrett, The Honors College (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2015-05
Description
This paper provides evidence through an event study, portfolio simulation, and regression analysis that insider trading, when appropriately aggregated, has predictive power for abnormal risk-adjusted returns on some country and sector exchange traded funds (ETFs). I examine ETFs because of their broad scope and liquidity. ETF markets are relatively efficient and, thus, the effects I document are unlikely to appear in ETF markets. My evidence that aggregated insider trading predicts abnormal returns in some ETFs suggests that aggregated insider trading is likely to have predictive power for financial assets traded in less efficient markets. My analysis depends on specialized insider trading data covering 88 countries is generously provided by 2iQ.
ContributorsKerker, Mackenzie Alan (Author) / Coles, Jeffrey (Thesis director) / Mcauley, Daniel (Committee member) / Licon, Wendell (Committee member) / Barrett, The Honors College (Contributor) / Department of Economics (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Department of Finance (Contributor)
Created2014-05
Description
Bots tamper with social media networks by artificially inflating the popularity of certain topics. In this paper, we define what a bot is, we detail different motivations for bots, we describe previous work in bot detection and observation, and then we perform bot detection of our own. For our bot detection, we are interested in bots on Twitter that tweet Arabic extremist-like phrases. A testing dataset is collected using the honeypot method, and five different heuristics are measured for their effectiveness in detecting bots. The model underperformed, but we have laid the ground-work for a vastly untapped focus on bot detection: extremist ideal diffusion through bots.
ContributorsKarlsrud, Mark C. (Author) / Liu, Huan (Thesis director) / Morstatter, Fred (Committee member) / Barrett, The Honors College (Contributor) / Computing and Informatics Program (Contributor) / Computer Science and Engineering Program (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2015-05
Description
The OMFIT (One Modeling Framework for Integrated Tasks) modeling environment and the BRAINFUSE module have been deployed on the PPPL (Princeton Plasma Physics Laboratory) computing cluster with modifications that have rendered the application of artificial neural networks (NNs) to the TRANSP databases for the JET (Joint European Torus), TFTR (Tokamak Fusion Test Reactor), and NSTX (National Spherical Torus Experiment) devices possible through their use. This development has facilitated the investigation of NNs for predicting heat transport profiles in JET, TFTR, and NSTX, and has promoted additional investigations to discover how else NNs may be of use to scientists at PPPL. In applying NNs to the aforementioned devices for predicting heat transport, the primary goal of this endeavor is to reproduce the success shown in Meneghini et al. in using NNs for heat transport prediction in DIII-D. Being able to reproduce the results from is important because this in turn would provide scientists at PPPL with a quick and efficient toolset for reliably predicting heat transport profiles much faster than any existing computational methods allow; the progress towards this goal is outlined in this report, and potential additional applications of the NN framework are presented.
ContributorsLuna, Christopher Joseph (Author) / Tang, Wenbo (Thesis director) / Treacy, Michael (Committee member) / Orso, Meneghini (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Department of Physics (Contributor)
Created2015-05
Description
Twitter, the microblogging platform, has grown in prominence to the point that the topics that trend on the network are often the subject of the news and other traditional media. By predicting trends on Twitter, it could be possible to predict the next major topic of interest to the public. With this motivation, this paper develops a model for trends leveraging previous work with k-nearest-neighbors and dynamic time warping. The development of this model provides insight into the length and features of trends, and successfully generalizes to identify 74.3% of trends in the time period of interest. The model developed in this work provides understanding into why par- ticular words trend on Twitter.
ContributorsMarshall, Grant A (Author) / Liu, Huan (Thesis director) / Morstatter, Fred (Committee member) / Computer Science and Engineering Program (Contributor) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2015-05
Description
A model has been developed to modify Euler-Bernoulli beam theory for wooden beams, using visible properties of wood knot-defects. Treating knots in a beam as a system of two ellipses that change the local bending stiffness has been shown to improve the fit of a theoretical beam displacement function to edge-line deflection data extracted from digital imagery of experimentally loaded beams. In addition, an Ellipse Logistic Model (ELM) has been proposed, using L1-regularized logistic regression, to predict the impact of a knot on the displacement of a beam. By classifying a knot as severely positive or negative, vs. mildly positive or negative, ELM can classify knots that lead to large changes to beam deflection, while not over-emphasizing knots that may not be a problem. Using ELM with a regression-fit Young's Modulus on three-point bending of Douglass Fir, it is possible estimate the effects a knot will have on the shape of the resulting displacement curve.
ContributorsSexton, Thurston Bryant (Author) / Takahashi, Timothy (Thesis director) / Jones, Donald (Committee member) / Barrett, The Honors College (Contributor) / Mechanical and Aerospace Engineering Program (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / School of Human Evolution and Social Change (Contributor)
Created2015-05
Description
Over the course of six months, we have worked in partnership with Arizona State University and a leading producer of semiconductor chips in the United States market (referred to as the "Company"), lending our skills in finance, statistics, model building, and external insight. We attempt to design models that help predict how much time it takes to implement a cost-saving project. These projects had previously been considered only on the merit of cost savings, but with an added dimension of time, we hope to forecast time according to a number of variables. With such a forecast, we can then apply it to an expense project prioritization model which relates time and cost savings together, compares many different projects simultaneously, and returns a series of present value calculations over different ranges of time. The goal is twofold: assist with an accurate prediction of a project's time to implementation, and provide a basis to compare different projects based on their present values, ultimately helping to reduce the Company's manufacturing costs and improve gross margins. We believe this approach, and the research found toward this goal, is most valuable for the Company. Two coaches from the Company have provided assistance and clarified our questions when necessary throughout our research. In this paper, we begin by defining the problem, setting an objective, and establishing a checklist to monitor our progress. Next, our attention shifts to the data: making observations, trimming the dataset, framing and scoping the variables to be used for the analysis portion of the paper. Before creating a hypothesis, we perform a preliminary statistical analysis of certain individual variables to enrich our variable selection process. After the hypothesis, we run multiple linear regressions with project duration as the dependent variable. After regression analysis and a test for robustness, we shift our focus to an intuitive model based on rules of thumb. We relate these models to an expense project prioritization tool developed using Microsoft Excel software. Our deliverables to the Company come in the form of (1) a rules of thumb intuitive model and (2) an expense project prioritization tool.
ContributorsAl-Assi, Hashim (Co-author) / Chiang, Robert (Co-author) / Liu, Andrew (Co-author) / Ludwick, David (Co-author) / Simonson, Mark (Thesis director) / Hertzel, Michael (Committee member) / Barrett, The Honors College (Contributor) / Department of Information Systems (Contributor) / Department of Finance (Contributor) / Department of Economics (Contributor) / Department of Supply Chain Management (Contributor) / School of Accountancy (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Mechanical and Aerospace Engineering Program (Contributor) / WPC Graduate Programs (Contributor)
Created2015-05
Description
Catastrophe events occur rather infrequently, but upon their occurrence, can lead to colossal losses for insurance companies. Due to their size and volatility, catastrophe losses are often treated separately from other insurance losses. In fact, many property and casualty insurance companies feature a department or team which focuses solely on modeling catastrophes. Setting reserves for catastrophe losses is difficult due to their unpredictable and often long-tailed nature. Determining loss development factors (LDFs) to estimate the ultimate loss amounts for catastrophe events is one method for setting reserves. In an attempt to aid Company XYZ set more accurate reserves, the research conducted focuses on estimating LDFs for catastrophes which have already occurred and have been settled. Furthermore, the research describes the process used to build a linear model in R to estimate LDFs for Company XYZ's closed catastrophe claims from 2001 \u2014 2016. This linear model was used to predict a catastrophe's LDFs based on the age in weeks of the catastrophe during the first year. Back testing was also performed, as was the comparison between the estimated ultimate losses and actual losses. Future research consideration was proposed.
ContributorsSwoverland, Robert Bo (Author) / Milovanovic, Jelena (Thesis director) / Zicarelli, John (Committee member) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2018-05
Description
Exchange traded funds (ETFs) in many ways are similar to more traditional closed-end mutual funds, although thee differ in a crucial way. ETFs rely on a creation and redemption feature to achieve their functionality and this mechanism is designed to minimize the deviations that occur between the ETF’s listed price and the net asset value of the ETF’s underlying assets. However while this does cause ETF deviations to be generally lower than their mutual fund counterparts, as our paper explores this process does not eliminate these deviations completely. This article builds off an earlier paper by Engle and Sarkar (2006) that investigates these properties of premiums (discounts) of ETFs from their fair market value. And looks to see if these premia have changed in the last 10 years. Our paper then diverges from the original and takes a deeper look into the standard deviations of these premia specifically.
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
ContributorsZhang, Jingbo (Co-author, Co-author) / Henning, Thomas (Co-author) / Simonson, Mark (Thesis director) / Licon, L. Wendell (Committee member) / Department of Finance (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05