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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

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.
ContributorsAwasthi, Piyush (Author) / Davulcu, Hasan (Thesis advisor) / Tong, Hanghang (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2015
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Description
This thesis addresses the following fundamental maximum throughput routing problem: Given an arbitrary edge-capacitated n-node directed network and a set of k commodities, with source-destination pairs (s_i,t_i) and demands d_i> 0, admit and route the largest possible number of commodities -- i.e., the maximum throughput -- to satisfy their demands.

This thesis addresses the following fundamental maximum throughput routing problem: Given an arbitrary edge-capacitated n-node directed network and a set of k commodities, with source-destination pairs (s_i,t_i) and demands d_i> 0, admit and route the largest possible number of commodities -- i.e., the maximum throughput -- to satisfy their demands.

The main contributions of this thesis are three-fold: First, a bi-criteria approximation algorithm is presented for this all-or-nothing multicommodity flow (ANF) problem. This algorithm is the first to achieve a constant approximation of the maximum throughput with an edge capacity violation ratio that is at most logarithmic in n, with high probability. The approach used is based on a version of randomized rounding that keeps splittable flows, rather than approximating those via a non-splittable path for each commodity: This allows it to work for arbitrary directed edge-capacitated graphs, unlike most of the prior work on the ANF problem. The algorithm also works if a weighted throughput is considered, where the benefit gained by fully satisfying the demand for commodity i is determined by a given weight w_i>0. Second, a derandomization of the algorithm is presented that maintains the same approximation bounds, using novel pessimistic estimators for Bernstein's inequality. In addition, it is shown how the framework can be adapted to achieve a polylogarithmic fraction of the maximum throughput while maintaining a constant edge capacity violation, if the network capacity is large enough. Lastly, one important aspect of the randomized and derandomized algorithms is their simplicity, which lends to efficient implementations in practice. The implementations of both randomized rounding and derandomized algorithms for the ANF problem are presented and show their efficiency in practice.
ContributorsChaturvedi, Anya (Author) / Richa, Andréa W. (Thesis advisor) / Sen, Arunabha (Committee member) / Schmid, Stefan (Committee member) / Arizona State University (Publisher)
Created2020