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A Machine Learning Model For Clustering Securities, Vanessa Torres, Travis Deason, Michael Landrum, Nibhrat Lohria Aug 2019

A Machine Learning Model For Clustering Securities, Vanessa Torres, Travis Deason, Michael Landrum, Nibhrat Lohria

SMU Data Science Review

In this paper, we evaluate the self-declared industry classifications and industry relationships between companies listed on either the Nasdaq or the New York Stock Exchange (NYSE) markets. Large corporations typically operate in multiple industries simultaneously; however, for investment purposes they are classified as belonging to a single industry. This simple classification obscures the actual industries within which a company operates, and, therefore, the investment risks of that company.
By using Natural Language Processing (NLP) techniques on Security and Exchange Commission (SEC) filings, we obtained self-defined industry classifications per company. Using clustering techniques such as Hierarchical Agglomerative and k-means clustering we …


Visualization And Machine Learning Techniques For Nasa’S Em-1 Big Data Problem, Antonio P. Garza Iii, Jose Quinonez, Misael Santana, Nibhrat Lohia May 2019

Visualization And Machine Learning Techniques For Nasa’S Em-1 Big Data Problem, Antonio P. Garza Iii, Jose Quinonez, Misael Santana, Nibhrat Lohia

SMU Data Science Review

In this paper, we help NASA solve three Exploration Mission-1 (EM-1) challenges: data storage, computation time, and visualization of complex data. NASA is studying one year of trajectory data to determine available launch opportunities (about 90TBs of data). We improve data storage by introducing a cloud-based solution that provides elasticity and server upgrades. This migration will save $120k in infrastructure costs every four years, and potentially avoid schedule slips. Additionally, it increases computational efficiency by 125%. We further enhance computation via machine learning techniques that use the classic orbital elements to predict valid trajectories. Our machine learning model decreases trajectory …


Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater Jan 2019

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …


Data Scientist’S Analysis Toolbox: Comparison Of Python, R, And Sas Performance, Jim Brittain, Mariana Cendon, Jennifer Nizzi, John Pleis Jul 2018

Data Scientist’S Analysis Toolbox: Comparison Of Python, R, And Sas Performance, Jim Brittain, Mariana Cendon, Jennifer Nizzi, John Pleis

SMU Data Science Review

A quantitative analysis will be performed on experiments utilizing three different tools used for Data Science. The analysis will include replication of analysis along with comparisons of code length, output, and results. Qualitative data will supplement the quantitative findings. The conclusion will provide data support guidance on the correct tool to use for common situations in the field of Data Science.


Comparative Study Of Deep Learning Models For Network Intrusion Detection, Brian Lee, Sandhya Amaresh, Clifford Green, Daniel Engels Apr 2018

Comparative Study Of Deep Learning Models For Network Intrusion Detection, Brian Lee, Sandhya Amaresh, Clifford Green, Daniel Engels

SMU Data Science Review

In this paper, we present a comparative evaluation of deep learning approaches to network intrusion detection. A Network Intrusion Detection System (NIDS) is a critical component of every Internet connected system due to likely attacks from both external and internal sources. A NIDS is used to detect network born attacks such as Denial of Service (DoS) attacks, malware replication, and intruders that are operating within the system. Multiple deep learning approaches have been proposed for intrusion detection systems. We evaluate three models, a vanilla deep neural net (DNN), self-taught learning (STL) approach, and Recurrent Neural Network (RNN) based Long Short …