Matching Items (5)
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- All Subjects: Bioinformatics
- All Subjects: Stock Prediction
- Genre: Masters Thesis
- Creators: Davulcu, Hasan
- Member of: ASU Electronic Theses and Dissertations
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
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
Proliferation of social media websites and discussion forums in the last decade has resulted in social media mining emerging as an effective mechanism to extract consumer patterns. Most research on social media and pharmacovigilance have concentrated on
Adverse Drug Reaction (ADR) identification. Such methods employ a step of drug search followed by classification of the associated text as consisting an ADR or not. Although this method works efficiently for ADR classifications, if ADR evidence is present in users posts over time, drug mentions fail to capture such ADRs. It also fails to record additional user information which may provide an opportunity to perform an in-depth analysis for lifestyle habits and possible reasons for any medical problems.
Pre-market clinical trials for drugs generally do not include pregnant women, and so their effects on pregnancy outcomes are not discovered early. This thesis presents a thorough, alternative strategy for assessing the safety profiles of drugs during pregnancy by utilizing user timelines from social media. I explore the use of a variety of state-of-the-art social media mining techniques, including rule-based and machine learning techniques, to identify pregnant women, monitor their drug usage patterns, categorize their birth outcomes, and attempt to discover associations between drugs and bad birth outcomes.
The technique used models user timelines as longitudinal patient networks, which provide us with a variety of key information about pregnancy, drug usage, and post-
birth reactions. I evaluate the distinct parts of the pipeline separately, validating the usefulness of each step. The approach to use user timelines in this fashion has produced very encouraging results, and can be employed for a range of other important tasks where users/patients are required to be followed over time to derive population-based measures.
Adverse Drug Reaction (ADR) identification. Such methods employ a step of drug search followed by classification of the associated text as consisting an ADR or not. Although this method works efficiently for ADR classifications, if ADR evidence is present in users posts over time, drug mentions fail to capture such ADRs. It also fails to record additional user information which may provide an opportunity to perform an in-depth analysis for lifestyle habits and possible reasons for any medical problems.
Pre-market clinical trials for drugs generally do not include pregnant women, and so their effects on pregnancy outcomes are not discovered early. This thesis presents a thorough, alternative strategy for assessing the safety profiles of drugs during pregnancy by utilizing user timelines from social media. I explore the use of a variety of state-of-the-art social media mining techniques, including rule-based and machine learning techniques, to identify pregnant women, monitor their drug usage patterns, categorize their birth outcomes, and attempt to discover associations between drugs and bad birth outcomes.
The technique used models user timelines as longitudinal patient networks, which provide us with a variety of key information about pregnancy, drug usage, and post-
birth reactions. I evaluate the distinct parts of the pipeline separately, validating the usefulness of each step. The approach to use user timelines in this fashion has produced very encouraging results, and can be employed for a range of other important tasks where users/patients are required to be followed over time to derive population-based measures.
ContributorsChandrashekar, Pramod Bharadwaj (Author) / Davulcu, Hasan (Thesis advisor) / Gonzalez, Graciela (Thesis advisor) / Hsiao, Sharon (Committee member) / Arizona State University (Publisher)
Created2016
Description
Learning from high dimensional biomedical data attracts lots of attention recently. High dimensional biomedical data often suffer from the curse of dimensionality and have imbalanced class distributions. Both of these features of biomedical data, high dimensionality and imbalanced class distributions, are challenging for traditional machine learning methods and may affect the model performance. In this thesis, I focus on developing learning methods for the high-dimensional imbalanced biomedical data. In the first part, a sparse canonical correlation analysis (CCA) method is presented. The penalty terms is used to control the sparsity of the projection matrices of CCA. The sparse CCA method is then applied to find patterns among biomedical data sets and labels, or to find patterns among different data sources. In the second part, I discuss several learning problems for imbalanced biomedical data. Note that traditional learning systems are often biased when the biomedical data are imbalanced. Therefore, traditional evaluations such as accuracy may be inappropriate for such cases. I then discuss several alternative evaluation criteria to evaluate the learning performance. For imbalanced binary classification problems, I use the undersampling based classifiers ensemble (UEM) strategy to obtain accurate models for both classes of samples. A small sphere and large margin (SSLM) approach is also presented to detect rare abnormal samples from a large number of subjects. In addition, I apply multiple feature selection and clustering methods to deal with high-dimensional data and data with highly correlated features. Experiments on high-dimensional imbalanced biomedical data are presented which illustrate the effectiveness and efficiency of my methods.
ContributorsYang, Tao (Author) / Ye, Jieping (Thesis advisor) / Wang, Yalin (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2013
Description
Continuous advancements in biomedical research have resulted in the production of vast amounts of scientific data and literature discussing them. The ultimate goal of computational biology is to translate these large amounts of data into actual knowledge of the complex biological processes and accurate life science models. The ability to rapidly and effectively survey the literature is necessary for the creation of large scale models of the relationships among biomedical entities as well as hypothesis generation to guide biomedical research. To reduce the effort and time spent in performing these activities, an intelligent search system is required. Even though many systems aid in navigating through this wide collection of documents, the vastness and depth of this information overload can be overwhelming. An automated extraction system coupled with a cognitive search and navigation service over these document collections would not only save time and effort, but also facilitate discovery of the unknown information implicitly conveyed in the texts. This thesis presents the different approaches used for large scale biomedical named entity recognition, and the challenges faced in each. It also proposes BioEve: an integrative framework to fuse a faceted search with information extraction to provide a search service that addresses the user's desire for "completeness" of the query results, not just the top-ranked ones. This information extraction system enables discovery of important semantic relationships between entities such as genes, diseases, drugs, and cell lines and events from biomedical text on MEDLINE, which is the largest publicly available database of the world's biomedical journal literature. It is an innovative search and discovery service that makes it easier to search
avigate and discover knowledge hidden in life sciences literature. To demonstrate the utility of this system, this thesis also details a prototype enterprise quality search and discovery service that helps researchers with a guided step-by-step query refinement, by suggesting concepts enriched in intermediate results, and thereby facilitating the "discover more as you search" paradigm.
avigate and discover knowledge hidden in life sciences literature. To demonstrate the utility of this system, this thesis also details a prototype enterprise quality search and discovery service that helps researchers with a guided step-by-step query refinement, by suggesting concepts enriched in intermediate results, and thereby facilitating the "discover more as you search" paradigm.
ContributorsKanwar, Pradeep (Author) / Davulcu, Hasan (Thesis advisor) / Dinu, Valentin (Committee member) / Li, Baoxin (Committee member) / Arizona State University (Publisher)
Created2010