Numerical Analysis and Scientific Computing Commons^™

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Modeling Preferences With Availability Constraints, Bingtian Dai, Hady W. Lauw

Research Collection School Of Computing and Information Systems

User preferences are commonly learned from historical data whereby users express preferences for items, e.g., through consumption of products or services. Most work assumes that a user is not constrained in their selection of items. This assumption does not take into account the availability constraint, whereby users could only access some items, but not others. For example, in subscription-based systems, we can observe only those historical preferences on subscribed (available) items. However, the objective is to predict preferences on unsubscribed (unavailable) items, which do not appear in the historical observations due to their (lack of) availability. To model preferences in …

Modeling Temporal Adoptions Using Dynamic Matrix Factorization, Freddy Chong-Tat Chua, Richard Jayadi Oentaryo, Ee Peng Lim

Research Collection School Of Computing and Information Systems

The problem of recommending items to users is relevant to many applications and the problem has often been solved using methods developed from Collaborative Filtering (CF). Collaborative Filtering model-based methods such as Matrix Factorization have been shown to produce good results for static rating-type data, but have not been applied to time-stamped item adoption data. In this paper, we adopted a Dynamic Matrix Factorization (DMF) technique to derive different temporal factorization models that can predict missing adoptions at different time steps in the users' adoption history. This DMF technique is an extension of the Non-negative Matrix Factorization (NMF) based on …

Topicsketch: Real-Time Bursty Topic Detection From Twitter, Wei Xie, Feida Zhu, Jing Jiang, Ee Peng Lim, Ke Wang

Research Collection School Of Computing and Information Systems

Twitter has become one of the largest platforms for users around the world to share anything happening around them with friends and beyond. A bursty topic in Twitter is one that triggers a surge of relevant tweets within a short time, which often reflects important events of mass interest. How to leverage Twitter for early detection of bursty topics has therefore become an important research problem with immense practical value. Despite the wealth of research work on topic modeling and analysis in Twitter, it remains a huge challenge to detect bursty topics in real-time. As existing methods can hardly scale …

Efficient Index-Based Approaches For Skyline Queries In Location-Based Applications, Ken C. K. Lee, Baihua Zheng, Cindy Chen, Chi-Yin Chow

Research Collection School Of Computing and Information Systems

Enriching many location-based applications, various new skyline queries are proposed and formulated based on the notion of locational dominance, which extends conventional one by taking objects' nearness to query positions into account additional to objects' nonspatial attributes. To answer a representative class of skyline queries for location-based applications efficiently, this paper presents two index-based approaches, namely, augmented R-tree and dominance diagram. Augmented R-tree extends R-tree by including aggregated nonspatial attributes in index nodes to enable dominance checks during index traversal. Dominance diagram is a solution-based approach, by which each object is associated with a precomputed nondominance scope wherein query points …

What You Want Is Not What You Get: Predicting Sharing Policies For Text-Based Content On Facebook, Arunesh Sinha, Li Yan, Lujo Bauer

Research Collection Lee Kong Chian School Of Business

As the amount of content users publish on social networking sites rises, so do the danger and costs of inadvertently sharing content with an unintended audience. Studies repeatedly show that users frequently misconfigure their policies or misunderstand the privacy features offered by social networks. A way to mitigate these problems is to develop automated tools to assist users in correctly setting their policy. This paper explores the viability of one such approach: we examine the extent to which machine learning can be used to deduce users' sharing preferences for content posted on Facebook. To generate data on which to evaluate …

A Social Network-Empowered Research Analytics Framework For Project Selection, Thushari Silva, Zhiling Guo, Jian Ma, Hongbing Jiang, Huaping Chen

Research Collection School Of Computing and Information Systems

Traditional approaches for research project selection by government funding agencies mainly focus on the matching of research relevance by keywords or disciplines. Other research relevant information such as social connections (e.g., collaboration and co-authorship) and productivity (e.g., quality, quantity, and citations of published journal articles) of researchers is largely ignored. To overcome these limitations, this paper proposes a social network-empowered research analytics framework (RAF) for research project selections. Scholarmate.com, a professional research social network with easy access to research relevant information, serves as a platform to build researcher profiles from three dimensions, i.e., relevance, productivity and connectivity. Building upon profiles …

Using Micro-Reviews To Select An Efficient Set Of Reviews, Thanh-Son Nguyen, Hady W. Lauw, Panayiotis Tsaparas

Research Collection School Of Computing and Information Systems

Online reviews are an invaluable resource for web users trying to make decisions regarding products or services. However, the abundance of review content, as well as the unstructured, lengthy, and verbose nature of reviews make it hard for users to locate the appropriate reviews, and distill the useful information. With the recent growth of social networking and micro-blogging services, we observe the emergence of a new type of online review content, consisting of bite-sized, 140 character-long reviews often posted reactively on the spot via mobile devices. These micro-reviews are short, concise, and focused, nicely complementing the lengthy, elaborate, and verbose …

Social Sensing For Urban Crisis Management: The Case Of Singapore Haze, Philips Kokoh Prasetyo, Ming Gao, Ee Peng Lim, Christie N. Scollon

Research Collection School Of Computing and Information Systems

Sensing social media for trends and events has become possible as increasing number of users rely on social media to share information. In the event of a major disaster or social event, one can therefore study the event quickly by gathering and analyzing social media data. One can also design appropriate responses such as allocating resources to the affected areas, sharing event related information, and managing public anxiety. Past research on social event studies using social media often focused on one type of data analysis (e.g., hashtag clusters, diffusion of events, influential users, etc.) on a single social media data …

Covariance Selection By Thresholding The Sample Correlation Matrix, Binyan Jiang

Research Collection School Of Computing and Information Systems

This article shows that when the nonzero coefficients of the population correlation matrix are all greater in absolute value than (C₁logp/n)^1/2 for some constant C₁, we can obtain covariance selection consistency by thresholding the sample correlation matrix. Furthermore, the rate (logp/n)^1/2 is shown to be optimal.

Predicting User's Political Party Using Ideological Stances, Swapna Gottopati, Minghui Qiu, Liu Yang, Feida Zhu, Jing Jiang

Research Collection School Of Computing and Information Systems

Predicting users political party in social media has important impacts on many real world applications such as targeted advertising, recommendation and personalization. Several political research studies on it indicate that political parties’ ideological beliefs on sociopolitical issues may influence the users political leaning. In our work, we exploit users’ ideological stances on controversial issues to predict political party of online users. We propose a collaborative filtering approach to solve the data sparsity problem of users stances on ideological topics and apply clustering method to group the users with the same party. We evaluated several state-of-the-art methods for party prediction task …

Information Vs Interaction: An Alternative User Ranking Model For Social Networks, Wei Xie, Ai Phuong Hoang, Feida Zhu, Ee Peng Lim

Research Collection School Of Computing and Information Systems

The recent years have seen an unprecedented boom of social network services, such as Twitter, which boasts over 200 million users. In such big social platforms, the influential users are ideal targets for viral marketing to potentially reach an audience of maximal size. Most proposed algorithms rely on the linkage structure of the respective underlying network to determine the information flow and hence indicate a users influence. From social interaction perspective, we built a model based on the dynamic user interactions constantly taking place on top of these linkage structures. In particular, in the Twitter setting we supposed a principle …

High-Order Shock Capturing For Computational Aeroacoustics, Samuel Otto, Gregory Blaisdell

The Summer Undergraduate Research Fellowship (SURF) Symposium

Jet noise is not only an annoyance to passengers and communities near airports, it is a major contributor to hearing loss in veterans who served on aircraft carriers, as well as a significant limiting factor for the growth of commercial airlines. High-fidelity large eddy simulation (LES) is an important tool for analyzing and predicting jet noise; however the utilized non-dissipative high order finite difference schemes produce instabilities at shock waves. Schemes for capturing shock waves, however, are more dissipative and do a poor job preserving turbulent structures and acoustic waves. To maximize the strengths of both approaches, hybrid methods utilize …

A Conservation And Rigidity Based Method For Detecting Critical Protein Residues, Bahar Akbal-Delibas, Filip Jagodzinski, Nurit Haspel

All Faculty Scholarship for the College of the Sciences

Background

Certain amino acids in proteins play a critical role in determining their structural stability and function. Examples include flexible regions such as hinges which allow domain motion, and highly conserved residues on functional interfaces which allow interactions with other proteins. Detecting these regions can aid in the analysis and simulation of protein rigidity and conformational changes, and helps characterizing protein binding and docking. We present an analysis of critical residues in proteins using a combination of two complementary techniques. One method performs in-silico mutations and analyzes the protein's rigidity to infer the role of a point substitution to Glycine …

Merged Aggregate Nearest Neighbor Query Processing In Road Networks, Weiwei Sun, Chong Chen, Baihua Zheng, Chunan Chen, Liang Zhu

Research Collection School Of Computing and Information Systems

Aggregate nearest neighbor query, which returns a common interesting point that minimizes the aggregate distance for a given query point set, is one of the most important operations in spatial databases and their application domains. This paper addresses the problem of finding the aggregate nearest neighbor for a merged set that consists of the given query point set and multiple points needed to be selected from a candidate set, which we name as merged aggregate nearest neighbor(MANN) query. This paper proposes an effective algorithm to process MANN query in road networks based on our pruning strategies. Extensive experiments are conducted …

Learning Topics And Positions From Debatepedia, Swapna Gottopati, Minghui Qiu, Yanchuan Sim, Jing Jiang, Noah Smith

Research Collection School Of Computing and Information Systems

We explore Debatepedia, a communityauthored encyclopedia of sociopolitical debates, as evidence for inferring a lowdimensional, human-interpretable representation in the domain of issues and positions. We introduce a generative model positing latent topics and cross-cutting positions that gives special treatment to person mentions and opinion words. We evaluate the resulting representation’s usefulness in attaching opinionated documents to arguments and its consistency with human judgments about positions.

Online Multi-Task Collaborative Filtering For On-The-Fly Recommender Systems, Jialei Wang, Steven C. H. Hoi, Peilin Zhao, Zhi-Yong Liu

Research Collection School Of Computing and Information Systems

Traditional batch model-based Collaborative Filtering (CF) approaches typically assume a collection of users' rating data is given a priori for training the model. They suffer from a common yet critical drawback, i.e., the model has to be re-trained completely from scratch whenever new training data arrives, which is clearly non-scalable for large real recommender systems where users' rating data often arrives sequentially and frequently. In this paper, we investigate a novel efficient and scalable online collaborative filtering technique for on-the-fly recommender systems, which is able to effectively online update the recommendation model from a sequence of rating observations. Specifically, we …

Online Multimodal Distance Metric Learning With Application To Image Retrieval, Pengcheng Wu, Steven C. H. Hoi, Hao Xia, Peilin Zhao, Dayong Wang, Chunyan Miao

Research Collection School Of Computing and Information Systems

Recent years have witnessed extensive studies on distance metric learning (DML) for improving similarity search in multimedia information retrieval tasks. Despite their successes, most existing DML methods suffer from two critical limitations: (i) they typically attempt to learn a linear distance function on the input feature space, in which the assumption of linearity limits their capacity of measuring the similarity on complex patterns in real-world applications; (ii) they are often designed for learning distance metrics on uni-modal data, which may not effectively handle the similarity measures for multimedia objects with multimodal representations. To address these limitations, in this paper, we …

A Unified Model For Topics, Events And Users On Twitter, Qiming Diao, Jing Jiang

Research Collection School Of Computing and Information Systems

With the rapid growth of social media, Twitter has become one of the most widely adopted platforms for people to post short and instant message. On the one hand, people tweets about their daily lives, and on the other hand, when major events happen, people also follow and tweet about them. Moreover, people’s posting behaviors on events are often closely tied to their personal interests. In this paper, we try to model topics, events and users on Twitter in a unified way. We propose a model which combines an LDA-like topic model and the Recurrent Chinese Restaurant Process to capture …

Modeling Interaction Features For Debate Side Clustering, Minghui Qiu, Liu Yang, Jing Jiang

Research Collection School Of Computing and Information Systems

Online discussion forums are popular social media platforms for users to express their opinions and discuss controversial issues with each other. To automatically identify the sides/stances of posts or users from textual content in forums is an important task to help mine online opinions. To tackle the task, it is important to exploit user posts that implicitly contain support and dispute (interaction) information. The challenge we face is how to mine such interaction information from the content of posts and how to use them to help identify stances. This paper proposes a two-stage solution based on latent variable models: an …

Kaczmarz Algorithm With Soft Constraints For User Interface Layout, Noreen Jamil, Deanna Needell, Johannes Muller, Christof Lutteroth, Gerald Weber

CMC Faculty Publications and Research

The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization, this algorithm is efficient for problems with sparse matrices, as they appear in constraint-based user interface (UI) layout specifications. However, the Kaczmarz method as described in the literature has its limitations: it considers only equality constraints and does not support soft constraints, which makes it inapplicable to the UI layout problem.

In this paper we extend the Kaczmarz method for solving specifications containing soft constraints, …

The Future Of Research And Collaboration – The Dedicated Science Network, Andrew Sherman, David Galassi, William Boos, Daisuke Nagai

Yale Day of Data

This poster describes the new high-speed Science Network and Science DMZ at Yale that will be used for data movement, data sharing, and scientific collaboration.

Isptm: An Iterative Search Algorithm For Systematic Identification Of Post-Translational Modifications From Complex Proteome Mixtures, Xin Huang, Lin Huang, Hong Peng, Ashu Guru, Weihua Zue, Sang Yong Hong, Miao Liu, Seema Sharma, Kai Fu, Adam Caprez, David Swanson, Zhixin Zhang, Shi-Jian Ding

Holland Computing Center: Faculty Publications

Identifying protein post-translational modifications (PTMs) from tandem mass spectrometry data of complex proteome mixtures is a highly challenging task. Here we present a new strategy, named iterative search for identifying PTMs (ISPTM), for tackling this challenge. The ISPTM approach consists of a basic search with no variable modification, followed by iterative searches of many PTMs using a small number of them (usually two) in each search. The performance of the ISPTM approach was evaluated on mixtures of 70 synthetic peptides with known modifications, on an 18-protein standard mixture with unknown modifications and on real, complex biological samples of mouse nuclear …

A Robust Rgbd Slam System For 3d Environment With Planar Surfaces, Po-Chang Su, Ju Shen, Sen-Ching S. Cheung

Computer Science Faculty Publications

With the increasing popularity of RGB-depth (RGB-D) sensors such as the Microsoft Kinect, there have been much research on capturing and reconstructing 3D environments using a movable RGB-D sensor. The key process behind these kinds of simultaneous location and mapping (SLAM) systems is the iterative closest point or ICP algorithm, which is an iterative algorithm that can estimate the rigid movement of the camera based on the captured 3D point clouds. While ICP is a well-studied algorithm, it is problematic when it is used in scanning large planar regions such as wall surfaces in a room. The lack of depth …

Generative Models For Item Adoptions Using Social Correlation, Freddy Chong Tat Chua, Hady Wirawan Lauw, Ee Peng Lim

Research Collection School Of Computing and Information Systems

Users face many choices on the Web when it comes to choosing which product to buy, which video to watch, etc. In making adoption decisions, users rely not only on their own preferences, but also on friends. We call the latter social correlation which may be caused by the homophily and social influence effects. In this paper, we focus on modeling social correlation on users’ item adoptions. Given a user-user social graph and an item-user adoption graph, our research seeks to answer the following questions: whether the items adopted by a user correlate to items adopted by her friends, and …

An Analysis Of Post-Selection In Automatic Configuration, Zhi Yuan, Thomas St\303\274tzle, Marco A. Montes De Oca, Hoong Chuin Lau, Mauro Birattari

Research Collection School Of Computing and Information Systems

Automated algorithm configuration methods have proven to be instrumental in deriving high-performing algorithms and such methods are increasingly often used to configure evolutionary algorithms. One major challenge in devising automatic algorithm configuration techniques is to handle the inherent stochasticity in the configuration problems. This article analyses a post-selection mechanism that can also be used for this task. The central idea of the post-selection mechanism is to generate in a first phase a set of high-quality candidate algorithm configurations and then to select in a second phase from this candidate set the (statistically) best configuration. Our analysis of this mechanism indicates …

Opencuda+Mpi, Kenny Ballou, Nilab Mohammad Mousa

Student Research Initiative

The introduction and rise of General Purpose Graphics Computing has significantly impacted parallel and high-performance computing. It has introduced challenges when it comes to distributed computing with GPUs. Current solutions target specifics: specific hardware, specific network topology, a specific level of processing. Those restrictions on GPU computing limit scientists and researchers in various ways. The goal of OpenCUDA+MPI project is to develop a framework that allows researchers and scientists to write a general algorithm without the overhead of worrying about the specifics of the hardware and the cluster it will run against while taking full advantage of parallel and distributed …

Oyster Sustainability Modeling As A Public Resource, Nathan A. Cooper

LSU New Orleans Theses and Dissertations

A simulation algorithm based on biological references points proposed by Powell and Klink (2007) is implemented for predicting the total allowable catch of eastern oysters (Crassostrea virginica) from Louisiana’s coast. The model accepts initial per-square-meter shell mass and oyster size distributions as input. Fishing effort is provided as fractions removed of each resource for each month of the season. The model outputs the expected remaining shell mass and harvests of sack and seed oysters after discrete fishing months. Oyster mortality credits the shell budget, while fishing fractions debit oyster and shell resources. Surviving oysters grow larger along a …