English
Related papers

Related papers: A novel improved fuzzy support vector machine base…

200 papers

Class imbalance is a major problem in many real world classification tasks. Due to the imbalance in the number of samples, the support vector machine (SVM) classifier gets biased toward the majority class. Furthermore, these samples are…

Machine Learning · Computer Science 2023-09-29 M. Tanveer , Ritik Mishra , Bharat Richhariya

Support vector machines (SVMs) are powerful supervised learning tools developed to solve classification problems. However, SVMs are likely to perform poorly in the classification of imbalanced data. The rough set theory presents a…

Machine Learning · Computer Science 2021-05-25 Maysam Behmanesh , Peyman Adibi , Hossein Karshenas

This article represents one of the contemporary trends in the application of the latest methods of classification in business, where intense competition and the desire to expand drive this science to far-reaching prospects using the…

Computers and Society · Computer Science 2018-02-13 Ismail Kayali

An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their investments or funding operations such as banks, pension funds…

Risk Management · Quantitative Finance 2020-08-19 E. Ramos-Pérez , P. J. Alonso-González , J. J. Núñez-Velázquez

We introduce a novel application of Support Vector Machines (SVM), an important Machine Learning algorithm, to determine the beginning and end of recessions in real time. Nowcasting, "forecasting" a condition about the present time because…

General Finance · Quantitative Finance 2019-06-28 Alexander James , Yaser S. Abu-Mostafa , Xiao Qiao

With the widespread engineering applications ranging from artificial intelligence and big data decision-making, originally a lot of tedious financial data processing, processing and analysis have become more and more convenient and…

Computational Finance · Quantitative Finance 2019-02-26 Quanxi Wang

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-06-20 Jeyanthi Narasimhan , Abhinav Vishnu , Lawrence Holder , Adolfy Hoisie

The paper focuses on predicting the Nifty 50 Index by using 8 Supervised Machine Learning Models. The techniques used for empirical study are Adaptive Boost (AdaBoost), k-Nearest Neighbors (kNN), Linear Regression (LR), Artificial Neural…

Statistical Finance · Quantitative Finance 2022-02-21 Gurjeet Singh

Advances in statistical learning theory present the opportunity to develop statistical models of quantum many-body systems exhibiting remarkable predictive power. The potential of such ``theory-thin'' approaches is illustrated with the…

Nuclear Theory · Physics 2008-11-26 John W. Clark , Haochen Li

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with a kernel correction built on additional forecast of…

Applications · Statistics 2024-11-26 Andrzej Puć , Joanna Janczura

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…

Machine Learning · Statistics 2023-10-11 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

The purpose of this report is in examining the generalization performance of Support Vector Machines (SVM) as a tool for pattern recognition and object classification. The work is motivated by the growing popularity of the method that is…

Machine Learning · Computer Science 2014-12-16 Eugene Borovikov

Stock Market can be easily seen as one of the most attractive places for investors, but it is also very complex in terms of making trading decisions. Predicting the market is a risky venture because of the uncertainties and nonlinear nature…

Artificial Intelligence · Computer Science 2022-02-07 Isobo Nelson Davies , Donald Ene , Ibiere Boma Cookey , Godwin Fred Lenu

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

Computational Finance · Quantitative Finance 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

Nowadays Big Data are becoming more and more important. Many sectors of our economy are now guided by data-driven decision processes. Big Data and business intelligence applications are facilitated by the MapReduce programming model while,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-06 Alessandro Maria Rizzi

Most existing fuzzy set methods use points as their input, which is the finest granularity from the perspective of granular computing. Consequently, these methods are neither efficient nor robust to label noise. Therefore, we propose a…

Machine Learning · Computer Science 2022-11-29 Shuyin Xia , Xiaoyu Lian , Guoyin Wang , Xinbo Gao , Yabin Shao