English
Related papers

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

200 papers

Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based…

Machine Learning · Statistics 2013-01-22 Marcelo S. Lauretto , Barbara B. C. Silva , Pablo M. Andrade

Support vector machine (SVM) is a particularly powerful and flexible supervised learning model that analyzes data for both classification and regression, whose usual algorithm complexity scales polynomially with the dimension of data space…

Machine Learning · Computer Science 2023-03-08 Chen Ding , Tian-Yi Bao , He-Liang Huang

The soft-margin support vector machine (SVM) is a ubiquitous tool for prediction of binary-response data. However, the SVM is characterized entirely via a numerical optimization problem, rather than a probability model, and thus does not…

Methodology · Statistics 2020-07-24 Hien D Nguyen , Daniel V Fryer

Recently, applying the novel data mining techniques for evaluating enterprise financial distress has received much research alternation. Support Vector Machine (SVM) and back propagation neural (BPN) network has been applied successfully in…

Machine Learning · Computer Science 2010-07-30 Ming-Chang Lee , Chang To

In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and…

Mathematical Finance · Quantitative Finance 2019-09-24 Peter Carr , Liuren Wu , Zhibai Zhang

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

Support vector machines represent a promising development in machine learning research that is not widely used within the remote sensing community. This paper reports the results of Multispectral(Landsat-7 ETM+) and Hyperspectral DAIS)data…

Neural and Evolutionary Computing · Computer Science 2009-11-13 Mahesh Pal , Paul M. Mather

In real-world applications, class-imbalanced datasets pose significant challenges for machine learning algorithms, such as support vector machines (SVMs), particularly in effectively managing imbalance, noise, and outliers. Fuzzy support…

Machine Learning · Computer Science 2025-01-15 M. Tanveer , Anushka Tiwari , Mushir Akhtar , C. T. Lin

Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Shaswat Mohanty

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…

Machine Learning · Computer Science 2024-03-07 Novan Fauzi Al Giffary , Feri Sulianta

Application of neural network architectures for financial prediction has been actively studied in recent years. This paper presents a comparative study that investigates and compares feed-forward neural network (FNN) and adaptive neural…

Statistical Finance · Quantitative Finance 2019-06-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

Statistical Finance · Quantitative Finance 2023-05-25 Aadhitya A , Rajapriya R , Vineetha R S , Anurag M Bagde

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

Statistical Finance · Quantitative Finance 2016-12-09 Barack Wamkaya Wanjawa

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

Fuzzy systems are a way to allow machines, systems and frameworks to deal with uncertainty, which is not possible in binary systems that most computers use. These systems have already been deployed for certain use cases, and fuzzy systems…

Machine Learning · Computer Science 2025-07-10 Arthur Alexander Lim , Zhen Bin It , Jovan Bowen Heng , Tee Hui Teo

This study emphasizes how crucial it is to visualize machine learning models, especially for the banking industry, in order to improve interpretability and support predictions in high stakes financial settings. Visual tools enable…

Machine Learning · Computer Science 2025-02-24 Priyam Ganguly , Ramakrishna Garine , Isha Mukherjee

Financial Times Series such as stock price and exchange rates are, often, non-linear and non-stationary. Use of decomposition models has been found to improve the accuracy of predictive models. The paper proposes a hybrid approach…

Statistical Finance · Quantitative Finance 2016-05-25 Dhanya Jothimani , Ravi Shankar , Surendra S. Yadav

This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…

Machine Learning · Computer Science 2021-01-01 Zhiyuan Chen , Isa Dino , Nik Ahmad Akram
‹ Prev 1 4 5 6 7 8 10 Next ›