Analysis, optimization and development of an answer scoring system

The main contribution of this work is to analyze and describe the state of the art performance as regards answer scoring systems from the SemEval- 2013 task, as well as to continue with the development of an answer scoring system (EHU-ALM) developed in the University of the Basque Country. On the overall this master thesis focuses on finding any possible configuration that lets improve the results in the SemEval dataset by using attribute engineering techniques in order to find optimal feature subsets, along with trying different hierarchical configurations in order to analyze its performance against the traditional one versus all approach. Altogether, throughout the work we propose two alternative strategies: on the one hand, to improve the EHU-ALM system without changing the architecture, and, on the other hand, to improve the system adapting it to an hierarchical con- figuration. To build such new models we describe and use distinct attribute engineering, data preprocessing, and machine learning techniques.

Employment comovements at the sectoral level over the business cycle

This paper extends the technique suggested by den Haan (2000) to investigate contemporaneous as well as lead and lag correlations among economic data for a range of forecast horizons. The technique provides a richer picture of the economic dynamics generating the data and allows one to investigate which variables lead or lag others and whether the lead or lag pattern is short term or long term in nature. The technique is applied to monthly sectoral level employment data for the U.S. and shows that among the ten industrial sectors followed by the U.S. Bureau of Labor Statistics, six tend to lead the other four. These six have high correlations indicating that the structural shocks generating the data movements are mostly in common. Among the four lagging industries, some lag by longer intervals than others and some have low correlations with the leading industries indicating that these industries are partially influenced by structural shocks beyond those generating the six leading industries.

Data Revisions in the Estimation of DSGE Models

Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-time data, and with high variability (around 80% of volatility observed in US real-time data). Their business cycle effects are examined in an estimated DSGE model extended with both real-time and final data. After implementing a Bayesian estimation approach, the role of both habit formation and price indexation fall significantly in the extended model. The results show how revision shocks of both output and inflation are expansionary because they occur when real-time published data are too low and the Fed reacts by cutting interest rates. Consumption revisions, by contrast, are countercyclical as consumption habits mirror the observed reduction in real-time consumption. In turn, revisions of the three variables explain 9.3% of changes of output in its long-run variance decomposition.

Software como un Servicio: Solución Business Intelligence

El propóosito del proyecto aquíı descrito radica en, por una parte, sentar una base de un sistema de Business Inteligence adaptable a diversos casos de negocio, y por otra, diseñar e implementar una solución completa para una empresa especíıfica fácilmente adaptable a otro caso, incluyendo desde los procesos de Extracción, Transformación y Carga, pasando por el data warehouse hasta el Business Analysis y la Minería de Datos.