Pamr: Passive-Aggressive Mean Reversion Strategy For Portfolio Selection,
2012
Nanyang Technological University
Pamr: Passive-Aggressive Mean Reversion Strategy For Portfolio Selection, Bin Li, Peilin Zhao, Steven C. H. Hoi, Vivekanand Gopalkrishnan
Research Collection School Of Computing and Information Systems
This project proposes a novel online portfolio selection strategy named ``Passive Aggressive Mean Reversion" (PAMR). Unlike traditional trend following approaches, the proposed approach relies upon the mean reversion relation of financial markets. Equipped with online passive aggressive learning technique from machine learning, the proposed portfolio selection strategy can effectively exploit the mean reversion property of markets. By analyzing PAMR's update scheme, we find that it nicely trades off between portfolio return and volatility risk and reflects the mean reversion trading principle. We also present several variants of PAMR algorithm, including a mixture algorithm which mixes PAMR and other strategies. We …
Organizing User Search Histories,
2012
Singapore Management University
Organizing User Search Histories, Heasoo Hwang, Hady W. Lauw, Lise Getoor, Alexandros Ntoulas
Research Collection School Of Computing and Information Systems
Users are increasingly pursuing complex task-oriented goals on the web, such as making travel arrangements, managing finances, or planning purchases. To this end, they usually break down the tasks into a few codependent steps and issue multiple queries around these steps repeatedly over long periods of time. To better support users in their long-term information quests on the web, search engines keep track of their queries and clicks while searching online. In this paper, we study the problem of organizing a user's historical queries into groups in a dynamic and automated fashion. Automatically identifying query groups is helpful for a …
Method And Apparatus For Rapid Identification Of Column Heterogeneity,
2012
Singapore Management University
Method And Apparatus For Rapid Identification Of Column Heterogeneity, Bing Tian Dai, Nikolaos Koudas, Beng Chin Ooi, Divesh Srivastava, Suresh Venkatasubranmanian
Research Collection School Of Computing and Information Systems
A method and apparatus for rapid identification of column heterogeneity in databases are disclosed. For example, the method receives data associated with a column in a database. The method computes a cluster entropy for the data as a measure of data heterogeneity and then determines whether said data is heterogeneous in accordance with the cluster entropy.
Spatial Queries In Wireless Broadcast Environments [Keynote Speech],
2012
Singapore Management University
Spatial Queries In Wireless Broadcast Environments [Keynote Speech], Kyriakos Mouratidis
Research Collection School Of Computing and Information Systems
Wireless data broadcasting is a promising technique for information dissemination that exploits the computational capabilities of mobile devices, in order to enhance the scalability of the system. Under this environment, the data are continuously broadcast by the server, interleaved with some indexing information for query processing. Clients may tune in the broadcast channel and process their queries locally without contacting the server. In this paper we focus on spatial queries in particular. First, we review existing methods on this topic. Next, taking shortest path computation as an example, we showcase technical challenges arising in this processing model and describe techniques …
Insider Threat Mitigation Models Based On Thresholds And Dependencies,
2012
University of Arkansas, Fayetteville
Insider Threat Mitigation Models Based On Thresholds And Dependencies, Harini Ragavan
Graduate Theses and Dissertations
Insider threat causes great damage to data in any organization and is considered a serious issue. In spite of the presence of threat prevention mechanisms, sophisticated insiders still continue to attack a database with new techniques. One such technique which remains an advantage for insiders to attack databases is the dependency relationship among data items. This thesis investigates the ways by which an authorized insider detects dependencies in order to perform malicious write operations. The goal is to monitor malicious write operations performed by an insider by taking advantage of dependencies. A term called `threshold' is associated with every data …
Design And Construction Of An Entity Resolution System That Supports Entity Identity Information Management And Asserted Resolution,
2012
University of Arkansas Little Rock
Design And Construction Of An Entity Resolution System That Supports Entity Identity Information Management And Asserted Resolution, Eric D. Nelson
Theses and Dissertations
This work describes the design and construction of an open source, entity resolution system that enables users to assign and maintain persistent identifiers for master data items. Two key features of this system that are not available in current ER systems and that make persistent identification possible are (1) The capture and management of entity identity information (2) Support for user-directed asserted resolution to complement automated direct matching and transitive closure Another important feature of the design is that the system can be easily configured at run-time into any one of four types of entity resolution architectures including * Traditional …
User Expectations Of Library Genealogy Databases V. What They Actually Get,
2012
WKU
User Expectations Of Library Genealogy Databases V. What They Actually Get, Rosemary L. Meszaros, Katherine Pennavaria
DLPS Faculty Publications
An analysis and comparison of two genealogical databases: Ancestry.com and Heritagequest.com.
Asynchronous Ultrasonic Trilateration For Indoor Positioning Of Mobile Phones,
2012
Technological University Dublin
Asynchronous Ultrasonic Trilateration For Indoor Positioning Of Mobile Phones, Viacheslav Filonenko, Charlie Cullen, James Carswell
Conference papers
In this paper we discuss how the innate ability of mobile phone speakers to produce ultrasound can be used for accurate indoor positioning. The frequencies in question are in a range between 20 and 22 KHz, which is high enough to be inaudible by humans but still low enough to be generated by today’s mobile phone sound hardware. Our tests indicate that it is possible to generate the given range of frequencies without significant distortions, provided the signal volume is not turned excessively high. In this paper we present and evaluate the accuracy of our asynchronous trilateration method (Lok8) for …
Effects Of Variations In 3d Spatial Search Techniques On Mobile Query Speed Vs Accuracy,
2012
Technological University Dublin
Effects Of Variations In 3d Spatial Search Techniques On Mobile Query Speed Vs Accuracy, Junjun Yin, James Carswell
Conference papers
This paper presents three Spatial Search Algorithms for determiningthe three dimensional visibility shape (threat dome) at a user’s current locationin a built environment. Users then utilize this 3D shape as their query“window” to retrieve information on only those objects visible within a spatialdatabase. Visibility shape searching addresses the information overloadproblem by providing “Hidden Query Removal” functionality for mobile LBS.This functionality will be especially useful in the Web 4.0 era when trillions ofmicro-sensors become available for query through standard IP access.
Access Controls In Relational Databases,
2012
Bridgewater College
Access Controls In Relational Databases, Rebekah Broome
Senior Seminars
There are many companies of all sizes that use databases to keep their data organized and easy to access. Databases have multiple parts, such as domains and constraints, Database Management System, and Metadata that make them unique. Not only does this paper cover the elements of a database but more specifically the elements of relational databases. This paper will go over the definition of relation databases, what makes this kind of database unique with the relation between tables, and how Standard Query Language is used by relational database. Then the paper will move on to the access controls that are …
Motivated Learning For The Development Of Autonomous Agents,
2012
Singapore Management University
Motivated Learning For The Development Of Autonomous Agents, Janusz A. Starzyk, James T. Graham, Pawel Raif, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
A new machine learning approach known as motivated learning (ML) is presented in this work. Motivated learning drives a machine to develop abstract motivations and choose its own goals. ML also provides a self-organizing system that controls a machine’s behavior based on competition between dynamically-changing pain signals. This provides an interplay of externally driven and internally generated control signals. It is demonstrated that ML not only yields a more sophisticated learning mechanism and system of values than reinforcement learning (RL), but is also more efficient in learning complex relations and delivers better performance than RL in dynamically changing environments. In …
Mining Social Dependencies In Dynamic Interaction Networks,
2012
Singapore Management University
Mining Social Dependencies In Dynamic Interaction Networks, Freddy Chong-Tat Chua, Hady W. Lauw, Ee Peng Lim
Research Collection School Of Computing and Information Systems
User-to-user interactions have become ubiquitous in Web 2.0. Users exchange emails, post on newsgroups, tag web pages, co-author papers, etc. Through these interactions, users co-produce or co-adopt content items (e.g., words in emails, tags in social bookmarking sites). We model such dynamic interactions as a user interaction network, which relates users, interactions, and content items over time. After some interactions, a user may produce content that is more similar to those produced by other users previously. We term this effect social dependency, and we seek to mine from such networks the degree to which a user may be socially dependent …
Evaluating The Effect Of Smart Parking Technology On Campus Parking System Efficiency Using Discrete Event Simulation,
2012
Embry-Riddle Aeronautical University
Evaluating The Effect Of Smart Parking Technology On Campus Parking System Efficiency Using Discrete Event Simulation, Glenn Phillip Surpris
Doctoral Dissertations and Master's Theses
This study was conducted to investigate the effect of smart parking systems (SPS) on parking search times (PST) in large parking lots. SPSs are systems that disseminate real-time parking spot availability to drivers searching for parking. The literature review revealed discrete event simulation (DES) to be a suitable tool for studying the dynamic behavior in parking lots. The parking lot selected for data collection was a university parking lot with 234 spaces. The data collected included arrival rates, departure rates, the geometric properties of the parking lot, preferred parking search strategies, and driving speeds. Arena 13.9, by Rockwell Automation, Inc, …
Structural Analysis In Multi-Relational Social Networks,
2012
Singapore Management University
Structural Analysis In Multi-Relational Social Networks, Bing Tian Dai, Freddy Chong Tat Chua, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Modern social networks often consist of multiple relationsamong individuals. Understanding the structureof such multi-relational network is essential. In sociology,one way of structural analysis is to identify differentpositions and roles using blockmodels. In thispaper, we generalize stochastic blockmodels to GeneralizedStochastic Blockmodels (GSBM) for performing positionaland role analysis on multi-relational networks.Our GSBM generalizes many different kinds of MultivariateProbability Distribution Function (MVPDF) tomodel different kinds of multi-relational networks. Inparticular, we propose to use multivariate Poisson distributionfor multi-relational social networks. Our experimentsshow that GSBM is able to identify the structuresfor both synthetic and real world network data.These structures can further be used for predicting …
Obfuscating The Topical Intention In Enterprise Text Search,
2012
Singapore Management University
Obfuscating The Topical Intention In Enterprise Text Search, Hwee Hwa Pang, Xiaokui Xiao, Jialie Shen
Research Collection School Of Computing and Information Systems
The text search queries in an enterprise can reveal the users' topic of interest, and in turn confidential staff or business information. To safeguard the enterprise from consequences arising from a disclosure of the query traces, it is desirable to obfuscate the true user intention from the search engine, without requiring it to be re-engineered. In this paper, we advocate a unique approach to profile the topics that are relevant to the user intention. Based on this approach, we introduce an (ε 1, ε 2)-privacy model that allows a user to stipulate that topics relevant to her intention …
Detecting Extreme Rank Anomalous Collections,
2012
Singapore Management University
Detecting Extreme Rank Anomalous Collections, Hanbo Dai, Feida Zhu, Ee-Peng Lim, Hwee Hwa Pang
Research Collection School Of Computing and Information Systems
Anomaly or outlier detection has a wide range of applications, including fraud and spam detection. Most existing studies focus on detecting point anomalies, i.e., individual, isolated entities. However, there is an increasing number of applications in which anomalies do not occur individually, but in small collections. Unlike the majority, entities in an anomalous collection tend to share certain extreme behavioral traits. The knowledge essential in understanding why and how the set of entities becomes outliers would only be revealed by examining at the collection level. A good example is web spammers adopting common spamming techniques. To discover this kind of …
Stochastic Analysis Of Horizontal Ip Scanning,
2012
Texas A & M University - College Station
Stochastic Analysis Of Horizontal Ip Scanning, Derek Leonard, Zhongmei Yao, Xiaoming Wang, Dmitri Loguinov
Computer Science Faculty Publications
Intrusion Detection Systems (IDS) have become ubiquitous in the defense against virus outbreaks, malicious exploits of OS vulnerabilities, and botnet proliferation. As attackers frequently rely on host scanning for reconnaissance leading to penetration, IDS is often tasked with detecting scans and preventing them. However, it is currently unknown how likely an IDS is to detect a given Internet-wide scan pattern and whether there exist sufficiently fast scan techniques that can remain virtually undetectable at large-scale. To address these questions, we propose a simple analytical model for the window-expiration rules of popular IDS tools (i.e., Snort and Bro) and utilize a …
On Superposition Of Heterogeneous Edge Processes In Dynamic Random Graphs,
2012
University of Dayton
On Superposition Of Heterogeneous Edge Processes In Dynamic Random Graphs, Zhongmei Yao, Daren B. H. Cline, Dmitri Loguinov
Computer Science Faculty Publications
This paper builds a generic modeling framework for analyzing the edge-creation process in dynamic random graphs in which nodes continuously alternate between active and inactive states, which represent churn behavior of modern distributed systems. We prove that despite heterogeneity of node lifetimes, different initial out-degree, non-Poisson arrival/failure dynamics, and complex spatial and temporal dependency among creation of both initial and replacement edges, a superposition of edge-arrival processes to a live node under uniform selection converges to a Poisson process when system size becomes sufficiently large. Due to the convoluted dependency and non-renewal nature of various point processes, this result significantly …
Localized Deconvolution: Characterizing Nmr-Based Metabolomics Spectroscopic Data Using Localized High-Throughput Deconvolution,
2012
Wright State University - Main Campus
Localized Deconvolution: Characterizing Nmr-Based Metabolomics Spectroscopic Data Using Localized High-Throughput Deconvolution, Paul E. Anderson, Ajith H. Ranabahu, Deirdre A. Mahle, Nicholas V. Reo, Michael L. Raymer, Amit P. Sheth, Nicholas J. Delraso
Kno.e.sis Publications
The interpretation of nuclear magnetic resonance (NMR) experimental results for metabolomics studies requires intensive signal processing and multivariate data analysis techniques. Standard quantification techniques attempt to minimize effects from variations in peak positions caused by sample pH, ionic strength, and composition. These techniques fail to account for adjacent signals which can lead to drastic quantification errors. Attempts at full spectrum deconvolution have been limited in adoption and development due to the computational resources required. Herein, we develop a novel localized deconvolution algorithm for general purpose quantification of NMR-based metabolomics studies. Localized deconvolution decreases average absolute quantification error by 97% and …
Quality And Leniency In Online Collaborative Rating Systems,
2012
Singapore Management University
Quality And Leniency In Online Collaborative Rating Systems, Hady W. Lauw, Ee Peng Lim, Ke Wang
Research Collection School Of Computing and Information Systems
The emerging trend of social information processing has resulted in Web users’ increased reliance on user-generated content contributed by others for information searching and decision making. Rating scores, a form of user-generated content contributed by reviewers in online rating systems, allow users to leverage others’ opinions in the evaluation of objects. In this article, we focus on the problem of summarizing the rating scores given to an object into an overall score that reflects the object’s quality. We observe that the existing approaches for summarizing scores largely ignores the effect of reviewers exercising different standards in assigning scores. Instead of …
