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Description
Bank institutions employ several marketing strategies to maximize new customer acquisition as well as current customer retention. Telemarketing is one such approach taken where individual customers are contacted by bank representatives with offers. These telemarketing strategies can be improved in combination with data mining techniques that allow predictability

Bank institutions employ several marketing strategies to maximize new customer acquisition as well as current customer retention. Telemarketing is one such approach taken where individual customers are contacted by bank representatives with offers. These telemarketing strategies can be improved in combination with data mining techniques that allow predictability of customer information and interests. In this thesis, bank telemarketing data from a Portuguese banking institution were analyzed to determine predictability of several client demographic and financial attributes and find most contributing factors in each. Data were preprocessed to ensure quality, and then data mining models were generated for the attributes with logistic regression, support vector machine (SVM) and random forest using Orange as the data mining tool. Results were analyzed using precision, recall and F1 score.
ContributorsEjaz, Samira (Author) / Davulcu, Hasan (Thesis advisor) / Balasooriya, Janaka (Committee member) / Candan, Kasim (Committee member) / Arizona State University (Publisher)
Created2016
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Description
Text classification, in the artificial intelligence domain, is an activity in which text documents are automatically classified into predefined categories using machine learning techniques. An example of this is classifying uncategorized news articles into different predefined categories such as "Business", "Politics", "Education", "Technology" , etc. In this thesis, supervised machine

Text classification, in the artificial intelligence domain, is an activity in which text documents are automatically classified into predefined categories using machine learning techniques. An example of this is classifying uncategorized news articles into different predefined categories such as "Business", "Politics", "Education", "Technology" , etc. In this thesis, supervised machine learning approach is followed, in which a module is first trained with pre-classified training data and then class of test data is predicted. Good feature extraction is an important step in the machine learning approach and hence the main component of this text classifier is semantic triplet based features in addition to traditional features like standard keyword based features and statistical features based on shallow-parsing (such as density of POS tags and named entities). Triplet {Subject, Verb, Object} in a sentence is defined as a relation between subject and object, the relation being the predicate (verb). Triplet extraction process, is a 5 step process which takes input corpus as a web text document(s), each consisting of one or many paragraphs, from RSS feeds to lists of extremist website. Input corpus feeds into the "Pronoun Resolution" step, which uses an heuristic approach to identify the noun phrases referenced by the pronouns. The next step "SRL Parser" is a shallow semantic parser and converts the incoming pronoun resolved paragraphs into annotated predicate argument format. The output of SRL parser is processed by "Triplet Extractor" algorithm which forms the triplet in the form {Subject, Verb, Object}. Generalization and reduction of triplet features is the next step. Reduced feature representation reduces computing time, yields better discriminatory behavior and handles curse of dimensionality phenomena. For training and testing, a ten- fold cross validation approach is followed. In each round SVM classifier is trained with 90% of labeled (training) data and in the testing phase, classes of remaining 10% unlabeled (testing) data are predicted. Concluding, this paper proposes a model with semantic triplet based features for story classification. The effectiveness of the model is demonstrated against other traditional features used in the literature for text classification tasks.
ContributorsKarad, Ravi Chandravadan (Author) / Davulcu, Hasan (Thesis advisor) / Corman, Steven (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2013
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Description

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

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.

ContributorsReeves, Michael (Author) / Richa, Andrea (Thesis advisor) / McCarville, Daniel R. (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2015