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Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Highly accurate interval forecasting of a stock price index is fundamental to successfully making a profit when making investment decisions, by providing a range of values rather than a point estimate. In this study, we investigate the…

Computational Engineering, Finance, and Science · Computer Science 2014-01-13 Tao Xiong , Yukun Bao , Zhongyi Hu

Stock price forecasting is an important issue for investors since extreme accuracy in forecasting can bring about high profits. Fuzzy Time Series (FTS) and Longest Common/Repeated Sub-sequence (LCS/LRS) are two important issues for…

Computational Engineering, Finance, and Science · Computer Science 2015-06-23 He-Wen Chen , Zih-Ci Wang , Shu-Yu Kuo , Yao-Hsin Chou

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Three-way decision (3WD) is a powerful tool for granular computing to deal with uncertain data, commonly used in information systems, decision-making, and medical care. Three-way decision gets much research in traditional rough set models.…

Machine Learning · Computer Science 2023-11-22 Wanting Cai , Mingjie Cai , Qingguo Li , Qiong Liu

In this paper we propose a novel approach for learning from data using rule based fuzzy inference systems where the model parameters are estimated using Bayesian inference and Markov Chain Monte Carlo (MCMC) techniques. We show the…

Machine Learning · Statistics 2018-06-25 Indranil Pan , Dirk Bester

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

In traditional boosting algorithms, the focus on misclassified training samples emphasizes their importance based on difficulty during the learning process. While using a standard Support Vector Machine (SVM) as a weak learner in an…

Machine Learning · Computer Science 2024-10-10 Junbo Jacob Lian

Financial markets are integral to a country's economic success, yet their complex nature raises challenging issues for predicting their behaviors. There is a growing demand for an integrated system that explores the vast and diverse data in…

Statistical Finance · Quantitative Finance 2024-12-10 Ali Abrishami , Jafar Habibi , AmirAli Jarrahi , Dariush Amiri , MohammadAmin Fazli

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…

Artificial Intelligence · Computer Science 2007-05-23 Ajith Abraham , Ninan Sajith Philip , P. Saratchandran

Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…

Machine Learning · Statistics 2023-12-25 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

To improve the problem that the parameter identification for fuzzy neural network has many time complexities in calculating, an improved T-S fuzzy inference method and an parameter identification method for fuzzy neural network are…

Neural and Evolutionary Computing · Computer Science 2014-12-30 Chol Man Ho , Son Il Gwak , Song Ho Pak , Jong Won Ha

A new smoothing method for solving ? -support vector regression (?-SVR), tolerating a small error in fitting a given data sets nonlinearly is proposed in this study. Which is a smooth unconstrained optimization reformulation of the…

Computational Engineering, Finance, and Science · Computer Science 2013-12-13 Doreswamy , Chanabasayya M. Vastrad

The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…

Statistics Theory · Mathematics 2008-12-18 Gilles Blanchard , Olivier Bousquet , Pascal Massart

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

Statistical Finance · Quantitative Finance 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi

Tackling pattern recognition problems in areas such as computer vision, bioinformatics, speech or text recognition is often done best by taking into account task-specific statistical relations between output variables. In structured…

Machine Learning · Statistics 2016-03-14 Rein Houthooft , Filip De Turck

Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However, the conventional convex regression based on the least…

Methodology · Statistics 2022-09-27 Zhiqiang Liao , Sheng Dai , Timo Kuosmanen

Twin support vector machine (TWSVM) and twin support vector regression (TSVR) are newly emerging efficient machine learning techniques which offer promising solutions for classification and regression challenges respectively. TWSVM is based…

Machine Learning · Computer Science 2022-03-21 M. Tanveer , T. Rajani , R. Rastogi , Y. H. Shao , M. A. Ganaie

Accurate transient stability assessment is a crucial prerequisite for proper power system operation and planning with various operational constraints. Transient stability assessment of modern power systems is becoming very challenging due…

Systems and Control · Electrical Eng. & Systems 2023-12-22 Umair Shahzad

Support Vector Machines (SVMs) with various kernels have played dominant role in machine learning for many years, finding numerous applications. Although they have many attractive features interpretation of their solutions is quite…

Machine Learning · Computer Science 2019-01-29 Tomasz Maszczyk , Włodzisław Duch