3 results for Chen, Yi, Thesis

  • Malware motif identification using Bio-inspired Data Mining

    Chen, Yi (2013-11-26)

    Masters thesis
    Auckland University of Technology

    The application of data mining techniques into biological data is well established. The aim of this thesis is to explore the effects of giving amino acid representation to problematic machine learning data and to evaluate the benefits of supplementing traditional data mining techniques with bioinformatics tools, techniques and databases. The focus of the research is on methods for identifying patterns in computer malware signatures typically used in current anti-viral software. In total, 60 computer viruses and 60 worm signatures were converted into amino acid representations and then aligned to produce fixed length sequences as input to data mining techniques for classification and prediction. Standard protein databases and modellers were also used to give a biological interpretation, and to find biological analogues of the polypeptide representations of the malware signatures. Protein modelling of the consensuses produced through sequence alignment and meta-signatures extracted from data mining provides novel ways of looking at malware signatures and their possible structure and function. However, the results varied by the method of biological representation used and further work is needed to determine the advantages and disadvantages of different methods for representing data as artificial polypeptide sequences.

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  • Performance of New Zealand Exchange Traded Funds

    Chen, Yi

    Masters thesis
    Auckland University of Technology

    This study examines the performance of the New Zealand Exchange Traded Funds (hereafter ETFs), especially focusing on how well the ETFs’ returns can replicate those of their underlying stock indexes. The results show that, on average, there does exist a significant tracking error between the New Zealand ETFs and the corresponding indexes. Furthermore, we find that the tracking error increases with three properties, including management fees ratio (MFR), ETF return-risk (ERR), and daily volatility (Dvolatility). Meanwhile, the tracking error decreases with an increase in the liquidity of these ETF markets, measured by trading volume (Lvolume). This study also contributes new evidence to the literature on the liquidity of the New Zealand ETFs, which are driving by the factors such as the previous and contemporaneous numbers of ETFs sold on the market. Therefore, our findings provide important implication of how to strengthen New Zealand ETFs as a perfect substitution of the specific indexes preferred by local New Zealand investors, for example, making New Zealand ETF markets more liquid.

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  • Efficient web-based application development tools on XML-enabled databases : a thesis presented in partial fulfilment of the requirements for the degree of Master of Information Sciences

    Chen, Yi (2008)

    Masters thesis
    Massey University

    No abstract provided

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