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- All Subjects: Computer Science
- Creators: Tong, Hanghang
Description
Teams are increasingly indispensable to achievements in any organizations. Despite the organizations' substantial dependency on teams, fundamental knowledge about the conduct of team-enabled operations is lacking, especially at the {\it social, cognitive} and {\it information} level in relation to team performance and network dynamics. The goal of this dissertation is to create new instruments to {\it predict}, {\it optimize} and {\it explain} teams' performance in the context of composite networks (i.e., social-cognitive-information networks).
Understanding the dynamic mechanisms that drive the success of high-performing teams can provide the key insights into building the best teams and hence lift the productivity and profitability of the organizations. For this purpose, novel predictive models to forecast the long-term performance of teams ({\it point prediction}) as well as the pathway to impact ({\it trajectory prediction}) have been developed. A joint predictive model by exploring the relationship between team level and individual level performances has also been proposed.
For an existing team, it is often desirable to optimize its performance through expanding the team by bringing a new team member with certain expertise, or finding a new candidate to replace an existing under-performing member. I have developed graph kernel based performance optimization algorithms by considering both the structural matching and skill matching to solve the above enhancement scenarios. I have also worked towards real time team optimization by leveraging reinforcement learning techniques.
With the increased complexity of the machine learning models for predicting and optimizing teams, it is critical to acquire a deeper understanding of model behavior. For this purpose, I have investigated {\em explainable prediction} -- to provide explanation behind a performance prediction and {\em explainable optimization} -- to give reasons why the model recommendations are good candidates for certain enhancement scenarios.
Understanding the dynamic mechanisms that drive the success of high-performing teams can provide the key insights into building the best teams and hence lift the productivity and profitability of the organizations. For this purpose, novel predictive models to forecast the long-term performance of teams ({\it point prediction}) as well as the pathway to impact ({\it trajectory prediction}) have been developed. A joint predictive model by exploring the relationship between team level and individual level performances has also been proposed.
For an existing team, it is often desirable to optimize its performance through expanding the team by bringing a new team member with certain expertise, or finding a new candidate to replace an existing under-performing member. I have developed graph kernel based performance optimization algorithms by considering both the structural matching and skill matching to solve the above enhancement scenarios. I have also worked towards real time team optimization by leveraging reinforcement learning techniques.
With the increased complexity of the machine learning models for predicting and optimizing teams, it is critical to acquire a deeper understanding of model behavior. For this purpose, I have investigated {\em explainable prediction} -- to provide explanation behind a performance prediction and {\em explainable optimization} -- to give reasons why the model recommendations are good candidates for certain enhancement scenarios.
ContributorsLi, Liangyue (Author) / Tong, Hanghang (Thesis advisor) / Baral, Chitta (Committee member) / Liu, Huan (Committee member) / Buchler, Norbou (Committee member) / Arizona State University (Publisher)
Created2018
Description
The popularity of social media has generated abundant large-scale social networks, which advances research on network analytics. Good representations of nodes in a network can facilitate many network mining tasks. The goal of network representation learning (network embedding) is to learn low-dimensional vector representations of social network nodes that capture certain properties of the networks. With the learned node representations, machine learning and data mining algorithms can be applied for network mining tasks such as link prediction and node classification. Because of its ability to learn good node representations, network representation learning is attracting increasing attention and various network embedding algorithms are proposed.
Despite the success of these network embedding methods, the majority of them are dedicated to static plain networks, i.e., networks with fixed nodes and links only; while in social media, networks can present in various formats, such as attributed networks, signed networks, dynamic networks and heterogeneous networks. These social networks contain abundant rich information to alleviate the network sparsity problem and can help learn a better network representation; while plain network embedding approaches cannot tackle such networks. For example, signed social networks can have both positive and negative links. Recent study on signed networks shows that negative links have added value in addition to positive links for many tasks such as link prediction and node classification. However, the existence of negative links challenges the principles used for plain network embedding. Thus, it is important to study signed network embedding. Furthermore, social networks can be dynamic, where new nodes and links can be introduced anytime. Dynamic networks can reveal the concept drift of a user and require efficiently updating the representation when new links or users are introduced. However, static network embedding algorithms cannot deal with dynamic networks. Therefore, it is important and challenging to propose novel algorithms for tackling different types of social networks.
In this dissertation, we investigate network representation learning in social media. In particular, we study representative social networks, which includes attributed network, signed networks, dynamic networks and document networks. We propose novel frameworks to tackle the challenges of these networks and learn representations that not only capture the network structure but also the unique properties of these social networks.
Despite the success of these network embedding methods, the majority of them are dedicated to static plain networks, i.e., networks with fixed nodes and links only; while in social media, networks can present in various formats, such as attributed networks, signed networks, dynamic networks and heterogeneous networks. These social networks contain abundant rich information to alleviate the network sparsity problem and can help learn a better network representation; while plain network embedding approaches cannot tackle such networks. For example, signed social networks can have both positive and negative links. Recent study on signed networks shows that negative links have added value in addition to positive links for many tasks such as link prediction and node classification. However, the existence of negative links challenges the principles used for plain network embedding. Thus, it is important to study signed network embedding. Furthermore, social networks can be dynamic, where new nodes and links can be introduced anytime. Dynamic networks can reveal the concept drift of a user and require efficiently updating the representation when new links or users are introduced. However, static network embedding algorithms cannot deal with dynamic networks. Therefore, it is important and challenging to propose novel algorithms for tackling different types of social networks.
In this dissertation, we investigate network representation learning in social media. In particular, we study representative social networks, which includes attributed network, signed networks, dynamic networks and document networks. We propose novel frameworks to tackle the challenges of these networks and learn representations that not only capture the network structure but also the unique properties of these social networks.
ContributorsWang, Suhang (Author) / Liu, Huan (Thesis advisor) / Aggarwal, Charu (Committee member) / Sen, Arunabha (Committee member) / Tong, Hanghang (Committee member) / Arizona State University (Publisher)
Created2018
Description
Social media refers computer-based technology that allows the sharing of information and building the virtual networks and communities. With the development of internet based services and applications, user can engage with social media via computer and smart mobile devices. In recent years, social media has taken the form of different activities such as social network, business network, text sharing, photo sharing, blogging, etc. With the increasing popularity of social media, it has accumulated a large amount of data which enables understanding the human behavior possible. Compared with traditional survey based methods, the analysis of social media provides us a golden opportunity to understand individuals at scale and in turn allows us to design better services that can tailor to individuals’ needs. From this perspective, we can view social media as sensors, which provides online signals from a virtual world that has no geographical boundaries for the real world individual's activity.
One of the key features for social media is social, where social media users actively interact to each via generating content and expressing the opinions, such as post and comment in Facebook. As a result, sentiment analysis, which refers a computational model to identify, extract or characterize subjective information expressed in a given piece of text, has successfully employs user signals and brings many real world applications in different domains such as e-commerce, politics, marketing, etc. The goal of sentiment analysis is to classify a user’s attitude towards various topics into positive, negative or neutral categories based on textual data in social media. However, recently, there is an increasing number of people start to use photos to express their daily life on social media platforms like Flickr and Instagram. Therefore, analyzing the sentiment from visual data is poise to have great improvement for user understanding.
In this dissertation, I study the problem of understanding human sentiments from large scale collection of social images based on both image features and contextual social network features. We show that neither
visual features nor the textual features are by themselves sufficient for accurate sentiment prediction. Therefore, we provide a way of using both of them, and formulate sentiment prediction problem in two scenarios: supervised and unsupervised. We first show that the proposed framework has flexibility to incorporate multiple modalities of information and has the capability to learn from heterogeneous features jointly with sufficient training data. Secondly, we observe that negative sentiment may related to human mental health issues. Based on this observation, we aim to understand the negative social media posts, especially the post related to depression e.g., self-harm content. Our analysis, the first of its kind, reveals a number of important findings. Thirdly, we extend the proposed sentiment prediction task to a general multi-label visual recognition task to demonstrate the methodology flexibility behind our sentiment analysis model.
One of the key features for social media is social, where social media users actively interact to each via generating content and expressing the opinions, such as post and comment in Facebook. As a result, sentiment analysis, which refers a computational model to identify, extract or characterize subjective information expressed in a given piece of text, has successfully employs user signals and brings many real world applications in different domains such as e-commerce, politics, marketing, etc. The goal of sentiment analysis is to classify a user’s attitude towards various topics into positive, negative or neutral categories based on textual data in social media. However, recently, there is an increasing number of people start to use photos to express their daily life on social media platforms like Flickr and Instagram. Therefore, analyzing the sentiment from visual data is poise to have great improvement for user understanding.
In this dissertation, I study the problem of understanding human sentiments from large scale collection of social images based on both image features and contextual social network features. We show that neither
visual features nor the textual features are by themselves sufficient for accurate sentiment prediction. Therefore, we provide a way of using both of them, and formulate sentiment prediction problem in two scenarios: supervised and unsupervised. We first show that the proposed framework has flexibility to incorporate multiple modalities of information and has the capability to learn from heterogeneous features jointly with sufficient training data. Secondly, we observe that negative sentiment may related to human mental health issues. Based on this observation, we aim to understand the negative social media posts, especially the post related to depression e.g., self-harm content. Our analysis, the first of its kind, reveals a number of important findings. Thirdly, we extend the proposed sentiment prediction task to a general multi-label visual recognition task to demonstrate the methodology flexibility behind our sentiment analysis model.
ContributorsWang, Yilin (Author) / Li, Baoxin (Thesis advisor) / Liu, Huan (Committee member) / Tong, Hanghang (Committee member) / Chang, Yi (Committee member) / Arizona State University (Publisher)
Created2018
Description
Network mining has been attracting a lot of research attention because of the prevalence of networks. As the world is becoming increasingly connected and correlated, networks arising from inter-dependent application domains are often collected from different sources, forming the so-called multi-sourced networks. Examples of such multi-sourced networks include critical infrastructure networks, multi-platform social networks, cross-domain collaboration networks, and many more. Compared with single-sourced network, multi-sourced networks bear more complex structures and therefore could potentially contain more valuable information.
This thesis proposes a multi-layered HITS (Hyperlink-Induced Topic Search) algorithm to perform the ranking task on multi-sourced networks. Specifically, each node in the network receives an authority score and a hub score for evaluating the value of the node itself and the value of its outgoing links respectively. Based on a recent multi-layered network model, which allows more flexible dependency structure across different sources (i.e., layers), the proposed algorithm leverages both within-layer smoothness and cross-layer consistency. This essentially allows nodes from different layers to be ranked accordingly. The multi-layered HITS is formulated as a regularized optimization problem with non-negative constraint and solved by an iterative update process. Extensive experimental evaluations demonstrate the effectiveness and explainability of the proposed algorithm.
This thesis proposes a multi-layered HITS (Hyperlink-Induced Topic Search) algorithm to perform the ranking task on multi-sourced networks. Specifically, each node in the network receives an authority score and a hub score for evaluating the value of the node itself and the value of its outgoing links respectively. Based on a recent multi-layered network model, which allows more flexible dependency structure across different sources (i.e., layers), the proposed algorithm leverages both within-layer smoothness and cross-layer consistency. This essentially allows nodes from different layers to be ranked accordingly. The multi-layered HITS is formulated as a regularized optimization problem with non-negative constraint and solved by an iterative update process. Extensive experimental evaluations demonstrate the effectiveness and explainability of the proposed algorithm.
ContributorsYu, Haichao (Author) / Tong, Hanghang (Thesis advisor) / He, Jingrui (Committee member) / Yang, Yezhou (Committee member) / Arizona State University (Publisher)
Created2018
Description
In recent years, the rise in social media usage both vertically in terms of the number of users by platform and horizontally in terms of the number of platforms per user has led to data explosion.
User-generated social media content provides an excellent opportunity to mine data of interest and to build resourceful applications. The rise in the number of healthcare-related social media platforms and the volume of healthcare knowledge available online in the last decade has resulted in increased social media usage for personal healthcare. In the United States, nearly ninety percent of adults, in the age group 50-75, have used social media to seek and share health information. Motivated by the growth of social media usage, this thesis focuses on healthcare-related applications, study various challenges posed by social media data, and address them through novel and effective machine learning algorithms.
The major challenges for effectively and efficiently mining social media data to build functional applications include: (1) Data reliability and acceptance: most social media data (especially in the context of healthcare-related social media) is not regulated and little has been studied on the benefits of healthcare-specific social media; (2) Data heterogeneity: social media data is generated by users with both demographic and geographic diversity; (3) Model transparency and trustworthiness: most existing machine learning models for addressing heterogeneity are considered as black box models, not many providing explanations for why they do what they do to trust them.
In response to these challenges, three main research directions have been investigated in this thesis: (1) Analyzing social media influence on healthcare: to study the real world impact of social media as a source to offer or seek support for patients with chronic health conditions; (2) Learning from task heterogeneity: to propose various models and algorithms that are adaptable to new social media platforms and robust to dynamic social media data, specifically on modeling user behaviors, identifying similar actors across platforms, and adapting black box models to a specific learning scenario; (3) Explaining heterogeneous models: to interpret predictive models in the presence of task heterogeneity. In this thesis, novel algorithms with theoretical analysis from various aspects (e.g., time complexity, convergence properties) have been proposed. The effectiveness and efficiency of the proposed algorithms is demonstrated by comparison with state-of-the-art methods and relevant case studies.
User-generated social media content provides an excellent opportunity to mine data of interest and to build resourceful applications. The rise in the number of healthcare-related social media platforms and the volume of healthcare knowledge available online in the last decade has resulted in increased social media usage for personal healthcare. In the United States, nearly ninety percent of adults, in the age group 50-75, have used social media to seek and share health information. Motivated by the growth of social media usage, this thesis focuses on healthcare-related applications, study various challenges posed by social media data, and address them through novel and effective machine learning algorithms.
The major challenges for effectively and efficiently mining social media data to build functional applications include: (1) Data reliability and acceptance: most social media data (especially in the context of healthcare-related social media) is not regulated and little has been studied on the benefits of healthcare-specific social media; (2) Data heterogeneity: social media data is generated by users with both demographic and geographic diversity; (3) Model transparency and trustworthiness: most existing machine learning models for addressing heterogeneity are considered as black box models, not many providing explanations for why they do what they do to trust them.
In response to these challenges, three main research directions have been investigated in this thesis: (1) Analyzing social media influence on healthcare: to study the real world impact of social media as a source to offer or seek support for patients with chronic health conditions; (2) Learning from task heterogeneity: to propose various models and algorithms that are adaptable to new social media platforms and robust to dynamic social media data, specifically on modeling user behaviors, identifying similar actors across platforms, and adapting black box models to a specific learning scenario; (3) Explaining heterogeneous models: to interpret predictive models in the presence of task heterogeneity. In this thesis, novel algorithms with theoretical analysis from various aspects (e.g., time complexity, convergence properties) have been proposed. The effectiveness and efficiency of the proposed algorithms is demonstrated by comparison with state-of-the-art methods and relevant case studies.
ContributorsNelakurthi, Arun Reddy (Author) / He, Jingrui (Thesis advisor) / Cook, Curtiss B (Committee member) / Maciejewski, Ross (Committee member) / Tong, Hanghang (Committee member) / Arizona State University (Publisher)
Created2019
Description
With the development of modern technological infrastructures, such as social networks or the Internet of Things (IoT), data is being generated at a speed that is never before seen. Analyzing the content of this data helps us further understand underlying patterns and discover relationships among different subsets of data, enabling intelligent decision making. In this thesis, I first introduce the Low-rank, Win-dowed, Incremental Singular Value Decomposition (SVD) framework to inclemently maintain SVD factors over streaming data. Then, I present the Group Incremental Non-Negative Matrix Factorization framework to leverage redundancies in the data to speed up incremental processing. They primarily tackle the challenges of using factorization models in the scenarios with streaming textual data. In order to tackle the challenges in improving the effectiveness and efficiency of generative models in this streaming environment, I introduce the Incremental Dynamic Multiscale Topic Model framework, which identifies multi-scale patterns and their evolutions within streaming datasets. While the latent factor models assume the linear independence in the latent factors, the generative models assume the observation is generated from a set of latent variables with various distributions. Furthermore, some models may not be accessible or their underlying structures are too complex to understand, such as simulation ensembles, where there may be thousands of parameters with a huge parameter space, the only way to learn information from it is to execute real simulations. When performing knowledge discovery and decision making through data- and model-driven simulation ensembles, it is expensive to operate these ensembles continuously at large scale, due to the high computational. Consequently, given a relatively small simulation budget, it is desirable to identify a sparse ensemble that includes the most informative simulations, while still permitting effective exploration of the input parameter space. Therefore, I present Complexity-Guided Parameter Space Sampling framework, which is an intelligent, top-down sampling scheme to select the most salient simulation parameters to execute, given a limited computational budget. Moreover, I also present a Pivot-Guided Parameter Space Sampling framework, which incrementally maintains a diverse ensemble of models of the simulation ensemble space and uses a pivot guided mechanism for future sample selection.
ContributorsChen, Xilun (Author) / Candan, K. Selcuk (Thesis advisor) / Davulcu, Hasan (Committee member) / Pedrielli, Giulia (Committee member) / Sapino, Maria Luisa (Committee member) / Tong, Hanghang (Committee member) / Arizona State University (Publisher)
Created2019
Description
The pervasive use of social media gives it a crucial role in helping the public perceive reliable information. Meanwhile, the openness and timeliness of social networking sites also allow for the rapid creation and dissemination of misinformation. It becomes increasingly difficult for online users to find accurate and trustworthy information. As witnessed in recent incidents of misinformation, it escalates quickly and can impact social media users with undesirable consequences and wreak havoc instantaneously. Different from some existing research in psychology and social sciences about misinformation, social media platforms pose unprecedented challenges for misinformation detection. First, intentional spreaders of misinformation will actively disguise themselves. Second, content of misinformation may be manipulated to avoid being detected, while abundant contextual information may play a vital role in detecting it. Third, not only accuracy, earliness of a detection method is also important in containing misinformation from being viral. Fourth, social media platforms have been used as a fundamental data source for various disciplines, and these research may have been conducted in the presence of misinformation. To tackle the challenges, we focus on developing machine learning algorithms that are robust to adversarial manipulation and data scarcity.
The main objective of this dissertation is to provide a systematic study of misinformation detection in social media. To tackle the challenges of adversarial attacks, I propose adaptive detection algorithms to deal with the active manipulations of misinformation spreaders via content and networks. To facilitate content-based approaches, I analyze the contextual data of misinformation and propose to incorporate the specific contextual patterns of misinformation into a principled detection framework. Considering its rapidly growing nature, I study how misinformation can be detected at an early stage. In particular, I focus on the challenge of data scarcity and propose a novel framework to enable historical data to be utilized for emerging incidents that are seemingly irrelevant. With misinformation being viral, applications that rely on social media data face the challenge of corrupted data. To this end, I present robust statistical relational learning and personalization algorithms to minimize the negative effect of misinformation.
The main objective of this dissertation is to provide a systematic study of misinformation detection in social media. To tackle the challenges of adversarial attacks, I propose adaptive detection algorithms to deal with the active manipulations of misinformation spreaders via content and networks. To facilitate content-based approaches, I analyze the contextual data of misinformation and propose to incorporate the specific contextual patterns of misinformation into a principled detection framework. Considering its rapidly growing nature, I study how misinformation can be detected at an early stage. In particular, I focus on the challenge of data scarcity and propose a novel framework to enable historical data to be utilized for emerging incidents that are seemingly irrelevant. With misinformation being viral, applications that rely on social media data face the challenge of corrupted data. To this end, I present robust statistical relational learning and personalization algorithms to minimize the negative effect of misinformation.
ContributorsWu, Liang (Author) / Liu, Huan (Thesis advisor) / Tong, Hanghang (Committee member) / Doupe, Adam (Committee member) / Davison, Brian D. (Committee member) / Arizona State University (Publisher)
Created2019
Description
Recent advancements in external memory based neural networks have shown promise
in solving tasks that require precise storage and retrieval of past information. Re-
searchers have applied these models to a wide range of tasks that have algorithmic
properties but have not applied these models to real-world robotic tasks. In this
thesis, we present memory-augmented neural networks that synthesize robot navigation policies which a) encode long-term temporal dependencies b) make decisions in
partially observed environments and c) quantify the uncertainty inherent in the task.
We extract information about the temporal structure of a task via imitation learning
from human demonstration and evaluate the performance of the models on control
policies for a robot navigation task. Experiments are performed in partially observed
environments in both simulation and the real world
in solving tasks that require precise storage and retrieval of past information. Re-
searchers have applied these models to a wide range of tasks that have algorithmic
properties but have not applied these models to real-world robotic tasks. In this
thesis, we present memory-augmented neural networks that synthesize robot navigation policies which a) encode long-term temporal dependencies b) make decisions in
partially observed environments and c) quantify the uncertainty inherent in the task.
We extract information about the temporal structure of a task via imitation learning
from human demonstration and evaluate the performance of the models on control
policies for a robot navigation task. Experiments are performed in partially observed
environments in both simulation and the real world
ContributorsSrivatsav, Nambi (Author) / Ben Amor, Hani (Thesis advisor) / Srivastava, Siddharth (Committee member) / Tong, Hanghang (Committee member) / Arizona State University (Publisher)
Created2018
Description
Networks naturally appear in many high-impact applications. The simplest model of networks is single-layered networks, where the nodes are from the same domain and the links are of the same type. However, as the world is highly coupled, nodes from different application domains tend to be interdependent on each other, forming a more complex network model called multi-layered networks.
Among the various aspects of network studies, network connectivity plays an important role in a myriad of applications. The diversified application areas have spurred numerous connectivity measures, each designed for some specific tasks. Although effective in their own fields, none of the connectivity measures is generally applicable to all the tasks. Moreover, existing connectivity measures are predominantly based on single-layered networks, with few attempts made on multi-layered networks.
Most connectivity analyzing methods assume that the input network is static and accurate, which is not realistic in many applications. As real-world networks are evolving, their connectivity scores would vary by time as well, making it imperative to keep track of those changing parameters in a timely manner. Furthermore, as the observed links in the input network may be inaccurate due to noise and incomplete data sources, it is crucial to infer a more accurate network structure to better approximate its connectivity scores.
The ultimate goal of connectivity studies is to optimize the connectivity scores via manipulating the network structures. For most complex measures, the hardness of the optimization problem still remains unknown. Meanwhile, current optimization methods are mainly ad-hoc solutions for specific types of connectivity measures on single-layered networks. No optimization framework has ever been proposed to tackle a wider range of connectivity measures on complex networks.
In this thesis, an in-depth study of connectivity measures, inference, and optimization problems will be proposed. Specifically, a unified connectivity measure model will be introduced to unveil the commonality among existing connectivity measures. For the connectivity inference aspect, an effective network inference method and connectivity tracking framework will be described. Last, a generalized optimization framework will be built to address the connectivity minimization/maximization problems on both single-layered and multi-layered networks.
Among the various aspects of network studies, network connectivity plays an important role in a myriad of applications. The diversified application areas have spurred numerous connectivity measures, each designed for some specific tasks. Although effective in their own fields, none of the connectivity measures is generally applicable to all the tasks. Moreover, existing connectivity measures are predominantly based on single-layered networks, with few attempts made on multi-layered networks.
Most connectivity analyzing methods assume that the input network is static and accurate, which is not realistic in many applications. As real-world networks are evolving, their connectivity scores would vary by time as well, making it imperative to keep track of those changing parameters in a timely manner. Furthermore, as the observed links in the input network may be inaccurate due to noise and incomplete data sources, it is crucial to infer a more accurate network structure to better approximate its connectivity scores.
The ultimate goal of connectivity studies is to optimize the connectivity scores via manipulating the network structures. For most complex measures, the hardness of the optimization problem still remains unknown. Meanwhile, current optimization methods are mainly ad-hoc solutions for specific types of connectivity measures on single-layered networks. No optimization framework has ever been proposed to tackle a wider range of connectivity measures on complex networks.
In this thesis, an in-depth study of connectivity measures, inference, and optimization problems will be proposed. Specifically, a unified connectivity measure model will be introduced to unveil the commonality among existing connectivity measures. For the connectivity inference aspect, an effective network inference method and connectivity tracking framework will be described. Last, a generalized optimization framework will be built to address the connectivity minimization/maximization problems on both single-layered and multi-layered networks.
ContributorsChen, Chen (Author) / Tong, Hanghang (Thesis advisor) / Davulcu, Hasan (Committee member) / Sen, Arunabha (Committee member) / Subrahmanian, V.S. (Committee member) / Ying, Lei (Committee member) / Arizona State University (Publisher)
Created2019
Description
Stock market news and investing tips are popular topics in Twitter. In this dissertation, first I utilize a 5-year financial news corpus comprising over 50,000 articles collected from the NASDAQ website matching the 30 stock symbols in Dow Jones Index (DJI) to train a directional stock price prediction system based on news content. Next, I proceed to show that information in articles indicated by breaking Tweet volumes leads to a statistically significant boost in the hourly directional prediction accuracies for the DJI stock prices mentioned in these articles. Secondly, I show that using document-level sentiment extraction does not yield a statistically significant boost in the directional predictive accuracies in the presence of other 1-gram keyword features. Thirdly I test the performance of the system on several time-frames and identify the 4 hour time-frame for both the price charts and for Tweet breakout detection as the best time-frame combination. Finally, I develop a set of price momentum based trade exit rules to cut losing trades early and to allow the winning trades run longer. I show that the Tweet volume breakout based trading system with the price momentum based exit rules not only improves the winning accuracy and the return on investment, but it also lowers the maximum drawdown and achieves the highest overall return over maximum drawdown.
ContributorsAlostad, Hana (Author) / Davulcu, Hasan (Thesis advisor) / Corman, Steven (Committee member) / Tong, Hanghang (Committee member) / He, Jingrui (Committee member) / Arizona State University (Publisher)
Created2016