مطالب مرتبط با کلیدواژه

Support vector regression


۱.

Stock Price Forecasting(مقاله علمی وزارت علوم)

نویسنده:

کلیدواژه‌ها: Perceptron network Fuzzy neural network CART decision tree Support vector regression

حوزه های تخصصی:
تعداد بازدید : ۲۲۳ تعداد دانلود : ۱۱۶
The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around the world. National economies are extremely affected by the performance of stock market, high talent and unknown factors affecting stock market, and this causes unreliability in investment. It is clear that unreliable assets are inappropriate and in other side, for those investors who select stock market as a place to invest this asset is inevitable; thus, naturally all investors struggle to reduce unreliability. The present study compares four different models of predicting stock price, namely, Perceptron network, Fuzzy neural network, CART, Decision tree, and Support vector regression in Iran stock market during 2008 - 2012. Research sample includes 81 firms listed on the Tehran Stock Exchange (TSE). The findings compared in the case of five indicates show that for predicting stock price, using CART decision tree, has lower error than other ones. JEL Classifications: C10, C13, C18
۲.

Support Vector Regression Parameters Optimization using Golden Sine Algorithm and Its Application in Stock Market(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Golden Sine Algorithm Meta-heuristics Optimization Algorithms Parameter Tuning Support vector regression Time Series Prediction

حوزه های تخصصی:
تعداد بازدید : ۳۵۲ تعداد دانلود : ۱۵۳
Stock price prediction is one of the most important concerns of stockholders. This prediction, independent of the method which is used or the assumptions which are applied, is welcomed and trusted if it can guarantee a high fitting. So due to the high performance prediction, using some complicated models as Machine Learning family such as Support Vector Regression (SVR) was recommended instead of older and lower performance approaches such as multiple discriminant technique. SVR model have achieved high performance on forecasting problems, however, its performance is highly dependent on the appropriate selection of SVR parameters. In this study, a novel GSA-SVR model based on Golden Sine Algorithm is presented. The performance of the proposed model is compared with eleven other meta-heuristic algorithms on some stocks from NASDAQ. The results indicate that the given model here is capable of optimizing the SVR parameters very well and indeed is one of the best models judged by both prediction performance accuracy and time consumption.
۳.

Prediction of Type - I and Type –II Diabetes: A Hybrid Approach using Fuzzy Logic and Machine Learning Algorithms(مقاله علمی وزارت علوم)

کلیدواژه‌ها: diabetes Blood sugar Machine Learning Algorithm Fuzzy Logic Disease Management risk factors insulin resistance polynomial regression Support vector regression

حوزه های تخصصی:
تعداد بازدید : ۶۱ تعداد دانلود : ۴۵
Diseases like diabetes are chronic and require long-term management. Inadequate production of insulin results in high blood sugar levels. Such diseases lead to serious health issues such as heart ailments, blood vessel complaints, eye ailments, kidney function disorders, and nerve ailments. Hence, accurate assessment and management of risk factors are crucial for the onset of diabetes. Our proposed approach combines fuzzy logic & machine learning algorithms for diabetes risk prediction. Three machine learning models were trained to classify patients into two categories of diabetes (Type-I and Type-II) based on their clinical dataset collected from Katihar Medical College & Hospital and Suvadhan Lab. The polynomial regression algorithm achieved a score of 0.947, while the support vector regression algorithm with the rbf kernel achieved a score of 0.954, with a linear kernel achieved a score of 0.73. Our proposed approach performed well with respect to the conventional approaches with improved accuracy by identifying the patients at diabetes risk. In future work, we further analyze the relationship between other ignored factors which contribute to diabetes risk.