Metodi di previsione di indici di borsa con tecniche di text & opinion mining applicate a twitter

Il problema relativo alla predizione, la ricerca di pattern predittivi all‘interno dei dati, è stato studiato ampiamente. Molte metodologie robuste ed efficienti sono state sviluppate, procedimenti che si basano sull‘analisi di informazioni numeriche strutturate. Quella testuale, d‘altro canto, è una tipologia di informazione fortemente destrutturata. Quindi, una immediata conclusione, porterebbe a pensare che per l‘analisi predittiva su dati testuali sia necessario sviluppare metodi completamente diversi da quelli ben noti dalle tecniche di data mining. Un problema di predizione può essere risolto utilizzando invece gli stessi metodi : dati testuali e documenti possono essere trasformati in valori numerici, considerando per esempio l‘assenza o la presenza di termini, rendendo di fatto possibile una utilizzazione efficiente delle tecniche già sviluppate. Il text mining abilita la congiunzione di concetti da campi di applicazione estremamente eterogenei. Con l‘immensa quantità di dati testuali presenti, basti pensare, sul World Wide Web, ed in continua crescita a causa dell‘utilizzo pervasivo di smartphones e computers, i campi di applicazione delle analisi di tipo testuale divengono innumerevoli. L‘avvento e la diffusione dei social networks e della pratica di micro blogging abilita le persone alla condivisione di opinioni e stati d‘animo, creando un corpus testuale di dimensioni incalcolabili aggiornato giornalmente. Le nuove tecniche di Sentiment Analysis, o Opinion Mining, si occupano di analizzare lo stato emotivo o la tipologia di opinione espressa all‘interno di un documento testuale. Esse sono discipline attraverso le quali, per esempio, estrarre indicatori dello stato d‘animo di un individuo, oppure di un insieme di individui, creando una rappresentazione dello stato emotivo sociale. L‘andamento dello stato emotivo sociale può condizionare macroscopicamente l‘evolvere di eventi globali? Studi in campo di Economia e Finanza Comportamentale assicurano un legame fra stato emotivo, capacità nel prendere decisioni ed indicatori economici. Grazie alle tecniche disponibili ed alla mole di dati testuali continuamente aggiornati riguardanti lo stato d‘animo di milioni di individui diviene possibile analizzare tali correlazioni. In questo studio viene costruito un sistema per la previsione delle variazioni di indici di borsa, basandosi su dati testuali estratti dalla piattaforma di microblogging Twitter, sotto forma di tweets pubblici; tale sistema include tecniche di miglioramento della previsione basate sullo studio di similarità dei testi, categorizzandone il contributo effettivo alla previsione.

Hypergraph Mining for Social Networks

Nowadays, more and more data is collected in large amounts, such that the need of studying it both efficiently and profitably is arising; we want to acheive new and significant informations that weren't known before the analysis. At this time many graph mining algorithms have been developed, but an algebra that could systematically define how to generalize such operations is missing. In order to propel the development of a such automatic analysis of an algebra, We propose for the first time (to the best of my knowledge) some primitive operators that may be the prelude to the systematical definition of a hypergraph algebra in this regard.

Dynamics of coastal aquifers: data-driven forecasting and risk analysis

This work is focused on the study of saltwater intrusion in coastal aquifers, and in particular on the realization of conceptual schemes to evaluate the risk associated with it. Saltwater intrusion depends on different natural and anthropic factors, both presenting a strong aleatory behaviour, that should be considered for an optimal management of the territory and water resources. Given the uncertainty of problem parameters, the risk associated with salinization needs to be cast in a probabilistic framework. On the basis of a widely adopted sharp interface formulation, key hydrogeological problem parameters are modeled as random variables, and global sensitivity analysis is used to determine their influence on the position of saltwater interface. The analyses presented in this work rely on an efficient model reduction technique, based on Polynomial Chaos Expansion, able to combine the best description of the model without great computational burden. When the assumptions of classical analytical models are not respected, and this occurs several times in the applications to real cases of study, as in the area analyzed in the present work, one can adopt data-driven techniques, based on the analysis of the data characterizing the system under study. It follows that a model can be defined on the basis of connections between the system state variables, with only a limited number of assumptions about the "physical" behaviour of the system.

Progettazione ed implementazione di un data warehouse di supporto alla profilazione dei consumi energetici domestici

Sviluppo e analisi di un dataset campione, composto da circa 3 mln di entry ed estratto da un data warehouse di informazioni riguardanti il consumo energetico di diverse smart home.

New markov chain based methods for single and cross-domain sentiment classification

Nowadays communication is switching from a centralized scenario, where communication media like newspapers, radio, TV programs produce information and people are just consumers, to a completely different decentralized scenario, where everyone is potentially an information producer through the use of social networks, blogs, forums that allow a real-time worldwide information exchange. These new instruments, as a result of their widespread diffusion, have started playing an important socio-economic role. They are the most used communication media and, as a consequence, they constitute the main source of information enterprises, political parties and other organizations can rely on. Analyzing data stored in servers all over the world is feasible by means of Text Mining techniques like Sentiment Analysis, which aims to extract opinions from huge amount of unstructured texts. This could lead to determine, for instance, the user satisfaction degree about products, services, politicians and so on. In this context, this dissertation presents new Document Sentiment Classification methods based on the mathematical theory of Markov Chains. All these approaches bank on a Markov Chain based model, which is language independent and whose killing features are simplicity and generality, which make it interesting with respect to previous sophisticated techniques. Every discussed technique has been tested in both Single-Domain and Cross-Domain Sentiment Classification areas, comparing performance with those of other two previous works. The performed analysis shows that some of the examined algorithms produce results comparable with the best methods in literature, with reference to both single-domain and cross-domain tasks, in $2$-classes (i.e. positive and negative) Document Sentiment Classification. However, there is still room for improvement, because this work also shows the way to walk in order to enhance performance, that is, a good novel feature selection process would be enough to outperform the state of the art. Furthermore, since some of the proposed approaches show promising results in $2$-classes Single-Domain Sentiment Classification, another future work will regard validating these results also in tasks with more than $2$ classes.

Comparisons between OMI SO2 data and ground-based SO2 measurements at Turrialba volcano

Turrialba is one of the largest and most active stratovolcanoes in the Central Cordillera of Costa Rica and an excellent target for validation of satellite data using ground based measurements due to its high elevation, relative ease of access, and persistent elevated SO2 degassing. The Ozone Monitoring Instrument (OMI) aboard the Aura satellite makes daily global observations of atmospheric trace gases and it is used in this investigation to obtain volcanic SO2 retrievals in the Turrialba volcanic plume. We present and evaluate the relative accuracy of two OMI SO2 data analysis procedures, the automatic Band Residual Index (BRI) technique and the manual Normalized Cloud-mass (NCM) method. We find a linear correlation and good quantitative agreement between SO2 burdens derived from the BRI and NCM techniques, with an improved correlation when wet season data are excluded. We also present the first comparisons between volcanic SO2 emission rates obtained from ground-based mini-DOAS measurements at Turrialba and three new OMI SO2 data analysis techniques: the MODIS smoke estimation, OMI SO2 lifetime, and OMI SO2 transect techniques. A robust validation of OMI SO2 retrievals was made, with both qualitative and quantitative agreements under specific atmospheric conditions, proving the utility of satellite measurements for estimating accurate SO2 emission rates and monitoring passively degassing volcanoes.

Computational fluids domain reduction to a simplified fluid network

The primary goal of this project is to demonstrate the practical use of data mining algorithms to cluster a solved steady-state computational fluids simulation (CFD) flow domain into a simplified lumped-parameter network. A commercial-quality code, “cfdMine” was created using a volume-weighted k-means clustering that that can accomplish the clustering of a 20 million cell CFD domain on a single CPU in several hours or less. Additionally agglomeration and k-means Mahalanobis were added as optional post-processing steps to further enhance the separation of the clusters. The resultant nodal network is considered a reduced-order model and can be solved transiently at a very minimal computational cost. The reduced order network is then instantiated in the commercial thermal solver MuSES to perform transient conjugate heat transfer using convection predicted using a lumped network (based on steady-state CFD). When inserting the lumped nodal network into a MuSES model, the potential for developing a “localized heat transfer coefficient” is shown to be an improvement over existing techniques. Also, it was found that the use of the clustering created a new flow visualization technique. Finally, fixing clusters near equipment newly demonstrates a capability to track temperatures near specific objects (such as equipment in vehicles).

Matching Software and Context in Open Learning Scenarios

We describe the use of log file analysis to investigate whether the use of CSCL applications corresponds to its didactical purposes. Exemplarily we examine the use of the web-based system CommSy as software support for project-oriented university courses. We present two findings: (1) We suggest measures to shape the context of CSCL applications and support their initial and continuous use. (2) We show how log files can be used to analyze how, when and by whom a CSCL system is used and thus help to validate further empirical findings. However, log file analyses can only be interpreted reasonably when additional data concerning the context of use is available.

Learning Analytics: Challenges and Future Research Directions

In recent years, learning analytics (LA) has attracted a great deal of attention in technology-enhanced learning (TEL) research as practitioners, institutions, and researchers are increasingly seeing the potential that LA has to shape the future TEL landscape. Generally, LA deals with the development of methods that harness educational data sets to support the learning process. This paper provides a foundation for future research in LA. It provides a systematic overview on this emerging field and its key concepts through a reference model for LA based on four dimensions, namely data, environments, context (what?), stakeholders (who?), objectives (why?), and methods (how?). It further identifies various challenges and research opportunities in the area of LA in relation to each dimension.

Multi-Model Data Fusion to Improve an Early Warning System for Hypo-/Hyperglycemic Events

Correct predictions of future blood glucose levels in individuals with Type 1 Diabetes (T1D) can be used to provide early warning of upcoming hypo-/hyperglycemic events and thus to improve the patient's safety. To increase prediction accuracy and efficiency, various approaches have been proposed which combine multiple predictors to produce superior results compared to single predictors. Three methods for model fusion are presented and comparatively assessed. Data from 23 T1D subjects under sensor-augmented pump (SAP) therapy were used in two adaptive data-driven models (an autoregressive model with output correction - cARX, and a recurrent neural network - RNN). Data fusion techniques based on i) Dempster-Shafer Evidential Theory (DST), ii) Genetic Algorithms (GA), and iii) Genetic Programming (GP) were used to merge the complimentary performances of the prediction models. The fused output is used in a warning algorithm to issue alarms of upcoming hypo-/hyperglycemic events. The fusion schemes showed improved performance with lower root mean square errors, lower time lags, and higher correlation. In the warning algorithm, median daily false alarms (DFA) of 0.25%, and 100% correct alarms (CA) were obtained for both event types. The detection times (DT) before occurrence of events were 13.0 and 12.1 min respectively for hypo-/hyperglycemic events. Compared to the cARX and RNN models, and a linear fusion of the two, the proposed fusion schemes represents a significant improvement.

Functional data analysis approaches for genotype-phenotype association studies from next-generation sequencing

Next-generation DNA sequencing platforms can effectively detect the entire spectrum of genomic variation and is emerging to be a major tool for systematic exploration of the universe of variants and interactions in the entire genome. However, the data produced by next-generation sequencing technologies will suffer from three basic problems: sequence errors, assembly errors, and missing data. Current statistical methods for genetic analysis are well suited for detecting the association of common variants, but are less suitable to rare variants. This raises great challenge for sequence-based genetic studies of complex diseases.^ This research dissertation utilized genome continuum model as a general principle, and stochastic calculus and functional data analysis as tools for developing novel and powerful statistical methods for next generation of association studies of both qualitative and quantitative traits in the context of sequencing data, which finally lead to shifting the paradigm of association analysis from the current locus-by-locus analysis to collectively analyzing genome regions.^ In this project, the functional principal component (FPC) methods coupled with high-dimensional data reduction techniques will be used to develop novel and powerful methods for testing the associations of the entire spectrum of genetic variation within a segment of genome or a gene regardless of whether the variants are common or rare.^ The classical quantitative genetics suffer from high type I error rates and low power for rare variants. To overcome these limitations for resequencing data, this project used functional linear models with scalar response to develop statistics for identifying quantitative trait loci (QTLs) for both common and rare variants. To illustrate their applications, the functional linear models were applied to five quantitative traits in Framingham heart studies. ^ This project proposed a novel concept of gene-gene co-association in which a gene or a genomic region is taken as a unit of association analysis and used stochastic calculus to develop a unified framework for testing the association of multiple genes or genomic regions for both common and rare alleles. The proposed methods were applied to gene-gene co-association analysis of psoriasis in two independent GWAS datasets which led to discovery of networks significantly associated with psoriasis.^

Secchi disk data collection for the North Sea and Baltic Sea

This paper presents the results of a Secchi depth data mining study for the North Sea - Baltic Sea region. 40,829 measurements of Secchi depth were compiled from the area as a result of this study. 4.3% of the observations were found in the international data centers [ICES Oceanographic Data Center in Denmark and the World Ocean Data Center A (WDC-A) in the USA], while 95.7% of the data was provided by individuals and ocean research institutions from the surrounding North Sea and Baltic Sea countries. Inquiries made at the World Ocean Data Center B (WDC-B) in Russia suggested that there could be significant additional holdings in that archive but, unfortunately, no data could be made available. The earliest Secchi depth measurement retrieved in this study dates back to 1902 for the Baltic Sea, while the bulk of the measurements were gathered after 1970. The spatial distribution of Secchi depth measurements in the North Sea is very uneven with surprisingly large sampling gaps in the Western North Sea. Quarterly and annual Secchi depth maps with a 0.5° x 0.5° spatial resolution are provided for the transition area between the North Sea and the Baltic Sea (4°E-16°E, 53°N-60°N).