Nonlinear Prediction in Credit Forecasting and Cloud Computing Deployment Optimization

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Date

2015

Authors

Jarrett, Nicholas Walton Daniel

Advisors

Mukherjee, Sayan

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Abstract

This thesis presents data analysis and methodology for two prediction problems. The first problem is forecasting midlife credit ratings from personality information collected during early adulthood. The second problem is analysis of matrix multiplication in cloud computing.

The goal of the credit forecasting problem is to determine if there is a link between personality assessments of young adults with their propensity to develop credit in middle age. The data we use is from a long term longitudinal study of over 40 years. We do find an association between credit risk and personality in this cohort Such a link has obvious implications for lenders but also can be used to improve social utility via more efficient resource allocation

We analyze matrix multiplication in the cloud and model I/O and local computation for individual tasks. We established conditions for which the distribution of job completion times can be explicitly obtained. We further generalize these results to cases where analytic derivations are intractable.

We develop models that emulate the multiplication procedure, allowing job times for different deployment parameter settings to be emulated after only witnessing a subset of tasks, or subsets of tasks for nearby deployment parameter settings.

The modeling framework developed sheds new light on the problem of determining expected job completion time for sparse matrix multiplication.

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Citation

Jarrett, Nicholas Walton Daniel (2015). Nonlinear Prediction in Credit Forecasting and Cloud Computing Deployment Optimization. Dissertation, Duke University. Retrieved from https://hdl.handle.net/10161/9974.

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