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Opening Bell Opportunity Evaluator (OBOE): The NYSE Bell is at 9AM EST (I think). At 8:53AM EST (EST=UTC-5), create Trends Around the Globe (TAG) pTrees.

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Presentation on theme: "Opening Bell Opportunity Evaluator (OBOE): The NYSE Bell is at 9AM EST (I think). At 8:53AM EST (EST=UTC-5), create Trends Around the Globe (TAG) pTrees."— Presentation transcript:

1 Opening Bell Opportunity Evaluator (OBOE): The NYSE Bell is at 9AM EST (I think).
At 8:53AM EST (EST=UTC-5), create Trends Around the Globe (TAG) pTrees (1 if the stock is on an upswing, 0 if it is on a downswing) for the London Stock Exchange (2PM UTC), Paris (3PM UTC+1), Frankfurt (3PM UTC+1), as well as Closing Trends at Tokyo, Shanghai, Korean, Bombay, Singapore, … Each of these pTrees would use the same ordered list of rows (same stocks in alphabetical order, so, e.g., the 5th bit is Microsoft in all cases, etc.). OBOE would recommend BUY iff the AND of all TAGs is 1. Actually this is probably being done since the TAGs are small data. What would be big data of the same genre that noone would think of tackling due to the immense size??

2 Thin interval finder on the fM line using the scalar pTreeSet, PTreeSet(xofM) (the pTree slices of these projection lengths) Looking for Width24_Count=1_ThinIntervals or W16_C1_TIs 1 p1 p p7 2 p p p8 3 p p p9 pa 5 6 7 pf pb a pc b pd pe c a b c d e f X x1 x2 p p p p p p p p p pa 13 4 pb 10 9 pc 11 10 pd 9 11 pe 11 11 pf 7 8 xofM 11 27 23 34 53 80 118 114 125 110 121 109 83 p6 1 p5 1 p4 1 p3 1 p2 1 p1 1 p0 1 p6' 1 p5' 1 p4' 1 p3' 1 p2' 1 p1' 1 p0' 1 f= p5' 1 C=3 C=2 p5 C=8 p4' 1 C=1 p4 C=2 C=0 C=6 p6' 1 C=5 p6 C10 W=24_C=1_TI [ , ]=[0,16) We check how close p1ofM is to bdrys, 0, 16 (5, too close), so p1 not declared anomaly. W=24_C=1_TI [ , ] =[32, 48). Dist of p4ofM to a bdry pt is 2. p4 not declared an anomaly. W=24_C=1_TI [ , ] =[48, 64). Dis of p5ofM to p4ofM or to the bdry pt 64 is 11 so p5 is an anomaly and we cut through p5. W=24_C=1_TI [ , ] =[64, 90). Ordinarily we would cut through the interval midpoint, but in this case it is unnecessary since it would duplicate the p5 cut.

3 1. MapReduce FAUST. Current_Relevancy_Score =9. Killer_Idea_Score=2
1. MapReduce FAUST Current_Relevancy_Score =9 Killer_Idea_Score= Nothing comes to minds as to what we would do here.  MapReduce.Hadoop is a key-value approach to organizing complex BigData.  In FAUST PREDICT/CLASSIFY we start with a Training TABLE and in FAUST CLUSTER/ANOMALIZER  we start with a vector space. Mark suggests (my understanding), capturing pTreeBases as Hadoop/MapReduce key-value bases? I suggested to Arjun developing XML to capture Hadoop datasets as pTreeBases. The former is probably wiser. A wish list of great things that might result would be a good start. 2.  pTree Text Mining: Current_Relevancy_Score =10  Killer_Idea_Score=9   I I think Oblique FAUST is the way to do this.  Also there is the very new idea of capturing the reading sequence, not just the term-frequency matrix (lossless capture) of a corpus. 3. FAUST CLUSTER/ANOMALASER: Current_Relevancy_Score =9               Killer_Idea_Score=9   No No one has taken up the proof that this is a break through method.  The applications are unlimited! 4.  Secure pTreeBases: Current_Relevancy_Score =9            Killer_Idea_Score=10     This seems straight forward and a certainty (to be a killer advance)!  It would involve becoming the world expert on what data security really means and how it has been done by others and then comparing our approach to theirs.  Truly a complete career is waiting for someone here! 5. FAUST PREDICTOR/CLASSIFIER: Current_Relevancy_Score =9             Killer_Idea_Score= No one done a complete analysis of this is a break through method.  The applications are unlimited here too! 6.  pTree Algorithmic Tools: Current_Relevancy_Score =10                 Killer_Idea_Score= This is Md’s work.  Expanding the algorithmic tool set to include quadratic tools and even higher degree tools is very powerful.  It helps us all! 7.  pTree Alternative Algorithm Impl: Current_Relevancy_Score =9               Killer_Idea_Score= This is Bryan’s work.  Implementing pTree algorithms in hardware/firmware (e.g., FPGAs) - orders of magnitude performance improvement? 8.  pTree O/S Infrastructure: Current_Relevancy_Score =10                    Killer_Idea_Score= This is Matt’s work.  I don’t yet know the details, but Matt, under the direction of Dr. Wettstein, is finishing up his thesis on this topic – such changes as very large page sizes, cache sizes, prefetching,…  I give it a 10/10 because I know the people – they do double digit work always! From: Sent: Thurs, Aug Dear Dr. Perrizo, Do you think a map reduce class of FAUST algorithms could be built into a thesis? If the ultimate aim is to process big data, modification of existing P-tree based FAUST algorithms on Hadoop framework could be something to look on? I am myself not sure how far can I go but if you approve, then I can work on it. From: Mark to:Arjun Aug 9 From industry perspective, hadoop is king (at least at this point in time). I believe vertical data organization maps really well with a map/reduce approach –   these are complimentary as hadoop is organized more for unstructured data, so these topics are not mutually exclusive. So from industry side I’d vote hadoop… from Treeminer side text (although we are very interested in both) From: Sent: Friday, Aug 10 I’m working thru a list of what we need to get done – it will include implementing anomaly detection which is now on my list for some time.  I tried to establish a number of things such that even if we had some difficulties with some parts we could show others (w/o digging us too deep). Once I get this I’ll get a call going.  I have another programming resource down here who’s been working with me on our production code who will also be picking up some of the work to get this across the finish line, and a have also someone who was a director at our customer previously assisting us in packaging it all up so the customer will perceive value received… I think Dale sounded happy yesterday.

4 pTree Text Mining data Cube layout: tePt=again tePt=all tePt=a
lev2, pred=pure1 on tfP1 -stide 1 hdfP t=a t=again t=all lev-2 (len=VocabLen) 8 1 3 df count <--dfP3 <--dfP0 t=a t=again t=all . . . tfP0 1 tfP1 lev1tfPk eg pred tfP0: mod(sum(mdl-stride),2)=1 2 doc=1 d=2 d=3 term=a t=a t=a d= d= d=3 t=again t=again t=again tf d=1 d= d=3 t=all t=all t=all ... tePt=again t=a d=1 t=a d=2 t=a d=3 1 tePt=a t=again t=again t=again d= d= d=3 tePt=all t=all d=1 t=all d=2 t=all d=3 lev1 (len=DocCt*VocabLen) lev0 corpusP (len=MaxDocLen*DocCt*VocabLen) t=a d=1 t=a d=2 t=a d=3 t=again d=1 1 Math book mask Libry Congress masks (document categories move us up document semantic hierarchy  ptf: positional term frequency The frequency of each term in each position across all documents (Is this any good?). 2 d=1 Preface 1 d=1 commas d=1 References Reading position masks (pos categories) move us up position semantic hierarchy  (and allows puncutation etc., placement.) 1 te ... tf2 1 ... tf1 1 ... tf0 3 2 tf are April apple and an always. all again a Vocab Terms 1 3 2 df . . . . . . 1 JSE HHS LMM documnet Corpus pTreeSet data Cube layout: 1 2 3 4 5 6 7 Position

5 11 docs of the 15 (11 survivors of the content word reduction).
In this slide section, the vocabulary is reduce to content words (8 of them). mdl=5, vocab={baby,cry,dad,eat,man,mother,pig,shower}, VocabLen=8 and there are 11 docs of the 15 (11 survivors of the content word reduction). First Content Word Mask, FCWM Level-1 (rolled vocab of level-0) d= d= d= d= d= d= d= d= d= d= d= doc=73 doc=71 doc=54 Level-1 (roll up position of level-0) doc=53 doc=46 doc=29 te doc=27 tf Level-2 (roll up document of level-1) doc=09 df1 1 tf doc=08 df0 1 doc=05 tf df 2 3 VOCAB baby cry dad eat man mother pig shower doc=04 Level-0 POSITION

6 Level-0 (ordered by position, document, then vocab)
term doc tf tf1 tf0 te baby 04LMM 05HDS 08JSC 09HBD 27CBC 29LFW 46TTP 53NAP 54BOF 71MWA 73SSW cry 04LMM 09HBD 27CBC 46TTP dad 04LMM 27CBC 29LFW eat 04LMM 08JSC man 04LMM 05HDS 53NAP mother04LMM pig 04LMM 46TTP 54BOF shower04LMM 71MWA 73SSW df 2 3 df1 1 df0 1 5 reading positions for doc=04LMM (Little Miss Muffet) baby cry dad eat man mother pig shower 04LMM 2 3 4 5 05HDS 7 8 9 10 08JSC 12 13 14 15 09HBD 17 18 19 20 27CBC 22 23 24 25 29LFW 27 28 29 30 46TTP 32 33 34 35 53NAP 37 38 39 40 54BOF 42 43 44 45 71MWA 47 48 49 50 73SSW 52 53 54 55 1 baby 1 cry 1 dad 1 eat 1 man 1 mother 1 pig 1 shower Level-2 (roll up doc) Level-1 (roll up pos) Level-0 (ordered by position, document, then vocab)

7 Applying the algorithm to C4:
FAUST=Fast, Accurate Unsupervised and Supervised Teaching (Teaching big data to reveal information) FAUST CLUSTER-fmg (furthest-to-mean gaps for finding round clusters): C=X (e.g., X≡{p1, ..., pf}= 15 pix dataset.) While an incomplete cluster, C, remains find M ≡ Medoid(C) ( Mean or Vector_of_Medians or? ). Pick fC furthest from M from S≡SPTreeSet(D(x,M) .(e.g., HOBbit furthest f, take any from highest-order S-slice.) If ct(C)/dis2(f,M)>DT (DensThresh), C is complete, else split C where P≡PTreeSet(cofM/|fM|) gap > GT (GapThresh) End While. Notes: a. Euclidean and HOBbit furthest. b. fM/|fM| and just fM in P. c. find gaps by sorrting P or O(logn) pTree method? C2={p5} complete (singleton = outlier). C3={p6,pf}, will split (details omitted), so {p6}, {pf} complete (outliers). That leaves C1={p1,p2,p3,p4} and C4={p7,p8,p9,pa,pb,pc,pd,pe} still incomplete. C1 is dense ( density(C1)= ~4/22=.5 > DT=.3 ?) , thus C1 is complete. Applying the algorithm to C4: In both cases those probably are the best "round" clusters, so the accuracy seems high. The speed will be very high! {pa} outlier. C2 splits into {p9}, {pb,pc,pd} complete. 1 p1 p p7 2 p p p8 3 p p p9 pa 5 6 7 pf pb a pc b pd pe c d e f a b c d e f M M f1=p3, C1 doesn't split (complete). M f M4 1 p2 p5 p1 3 p p p9 4 p p8 p7 pf pb pe pc pd pa 8 a b c d e f Interlocking horseshoes with an outlier X x1 x2 p p p p p p p p p pa pb pc pd pe pf D(x,M0) 2.2 3.9 6.3 5.4 3.2 1.4 0.8 2.3 4.9 7.3 3.8 3.3 1.8 1.5 C1 C C C4 M1 M0

8 FAUST Oblique PR = P(X dot d)<a d-line D≡ mRmV = oblique vector.
d=D/|D| Separate classR, classV using midpoints of means (mom) method: calc a View mR, mV as vectors (mR≡vector from origin to pt_mR), a = (mR+(mV-mR)/2)od = (mR+mV)/2 o d (Very same formula works when D=mVmR, i.e., points to left) Training ≡ choosing "cut-hyper-plane" (CHP), which is always an (n-1)-dimensionl hyperplane (which cuts space in two). Classifying is one horizontal program (AND/OR) across pTrees to get a mask pTree for each entire class (bulk classification) Improve accuracy? e.g., by considering the dispersion within classes when placing the CHP. Use 1. the vector_of_median, vom, to represent each class, rather than mV, vomV ≡ ( median{v1|vV}, 2. project each class onto the d-line (e.g., the R-class below); then calculate the std (one horizontal formula per class; using Md's method); then use the std ratio to place CHP (No longer at the midpoint between mr [vomr] and mv [vomv] ) median{v2|vV}, ... ) dim 2 vomR vomV r   r vv r mR   r      v v v v       r    r      v mV v      r    v v     r         v                     v2 v1 d-line dim 1 d a std of these distances from origin along the d-line


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