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- Creators: Davulcu, Hasan
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.
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.