相关论文: LSSVM-ABC Algorithm for Stock Price prediction

Population-based methods can cope with a variety of different problems, including problems of remarkably higher complexity than those traditional methods can handle. The main procedure consists of successively updating a population of…

As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal…

The stochastic block model (SBM) is a mixture model used for the clustering of nodes in networks. It has now been employed for more than a decade to analyze very different types of networks in many scientific fields such as Biology and…

An automated sizing approach for analog circuits using evolutionary algorithms is presented in this paper. A targeted search of the search space has been implemented using a particle generation function and a repair-bounds function that has…

1. Challenging calibration of complex models can be approached by using prior knowledge on the parameters. However, the natural choice of Bayesian inference can be computationally heavy when relying on Markov Chain Monte Carlo (MCMC)…

Adaptive inference schemes reduce the cost of machine learning inference by assigning smaller models to easier examples, attempting to avoid invocation of larger models when possible. In this work we explore a simple, effective adaptive…

Extreme learning machine (ELM) as a simple and rapid neural network has been shown its good performance in various areas. Different from the general single hidden layer feedforward neural network (SLFN), the input weights and biases in…

Traditional threshold-based stock networks suffer from subjective parameter selection and inherent limitations: they constrain relationships to binary representations, failing to capture both correlation strength and negative dependencies.…

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…

A central statistical goal is to choose between alternative explanatory models of data. In many modern applications, such as population genetics, it is not possible to apply standard methods based on evaluating the likelihood functions of…

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…

In recent years, machine learning (ML) has brought effective approaches and novel techniques to economic decision, investment forecasting, and risk management, etc., coping the variable and intricate nature of economic and financial…

Approximate Bayesian computation (ABC) has gained popularity in recent years owing to its easy implementation, nice interpretation and good performance. Its advantages are more visible when one encounters complex models where maximum…

We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…

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…

Novel applications of artificial intelligence for tuning the parameters of industrial machines for optimal performance are emerging at a fast pace. Tuning the combine harvesters and improving the machine performance can dramatically…

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

In this paper we compare the two intelligent route generation system and its performance capability in graded networks using Artificial Bee Colony (ABC) algorithm and Genetic Algorithm (GA). Both ABC and GA have found its importance in…

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…