Related papers: Support Vector Regression Parameters Optimization …
Support Vector Regression (SVR) has achieved high performance on forecasting future behavior of random systems. However, the performance of SVR models highly depends upon the appropriate choice of SVR parameters. In this study, a novel…
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,…
Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the…
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…
Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…
Support Vector Regression (SVR) and its variants are widely used to handle regression tasks, however, since their solution involves solving an expensive quadratic programming problem, it limits its application, especially when dealing with…
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…
This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding…
Support vector machine (SVM) is a powerful classification method that has achieved great success in many fields. Since its performance can be seriously impaired by redundant covariates, model selection techniques are widely used for SVM…
Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…
Support vector machines (SVMs) rely on the inherent geometry of a data set to classify training data. Because of this, we believe SVMs are an excellent candidate to guide the development of an analytic feature selection algorithm, as…
Support Vector Machine (SVM) is an effective model for many classification problems. However, SVM needs the solution of a quadratic program which require specialized code. In addition, SVM has many parameters, which affects the performance…
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…
Support vector machines (SVMs) appeared in the early nineties as optimal margin classifiers in the context of Vapnik's statistical learning theory. Since then SVMs have been successfully applied to real-world data analysis problems, often…
Long-term price forecasting remains a formidable challenge due to the inherent uncertainty over the long term, despite some success in short-term predictions. Nonetheless, accurate long-term forecasts are essential for high-net-worth…
In the last few years, various types of machine learning algorithms, such as Support Vector Machine (SVM), Support Vector Regression (SVR), and Non-negative Matrix Factorization (NMF) have been introduced. The kernel approach is an…
Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…
Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent…
Limiting the model size of a kernel support vector machine to a pre-defined budget is a well-established technique that allows to scale SVM learning and prediction to large-scale data. Its core addition to simple stochastic gradient…
Support vector regression (SVR) has been widely used to reduce the high computational cost of computer simulation. SVR assumes the input parameters have equal sample sizes, but unequal sample sizes are often encountered in engineering…