scholarly journals Quantifying News Narratives to Predict Movements in Market Risk

2021 ◽  
pp. 265-285
Author(s):  
Thomas Dierckx ◽  
Jesse Davis ◽  
Wim Schoutens
Keyword(s):  
Machine Learning ◽  
Mixture Models ◽  
Learning Algorithm ◽  
Gaussian Mixture Models ◽  
Gaussian Mixture ◽  
Machine Learning Algorithm ◽  
Market Participants ◽  
Financial News ◽  
Volatility Index ◽  
Time Horizons

AbstractThe theory of Narrative Economics suggests that narratives present in media influence market participants and drive economic events. In this chapter, we investigate how financial news narratives relate to movements in the CBOE Volatility Index. To this end, we first introduce an uncharted dataset where news articles are described by a set of financial keywords. We then perform topic modeling to extract news themes, comparing the canonical latent Dirichlet analysis to a technique combining doc2vec and Gaussian mixture models. Finally, using the state-of-the-art XGBoost (Extreme Gradient Boosted Trees) machine learning algorithm, we show that the obtained news features outperform a simple baseline when predicting CBOE Volatility Index movements on different time horizons.

scholarly journals Augmenting machine learning photometric redshifts with Gaussian mixture models

2020 ◽  
Vol 498 (4) ◽  
pp. 5498-5510
Author(s):  
P W Hatfield ◽  
I A Almosallam ◽  
M J Jarvis ◽  
N Adams ◽  
R A A Bowler ◽  
...  
Keyword(s):  
Machine Learning ◽  
Mixture Models ◽  
Test Data ◽  
Galaxy Formation ◽  
Large Scale ◽  
Near Infrared ◽  
Gaussian Mixture Models ◽  
Gaussian Mixture ◽  
Magnitude Distribution ◽  
Deep Fields

ABSTRACT Wide-area imaging surveys are one of the key ways of advancing our understanding of cosmology, galaxy formation physics, and the large-scale structure of the Universe in the coming years. These surveys typically require calculating redshifts for huge numbers (hundreds of millions to billions) of galaxies – almost all of which must be derived from photometry rather than spectroscopy. In this paper, we investigate how using statistical models to understand the populations that make up the colour–magnitude distribution of galaxies can be combined with machine learning photometric redshift codes to improve redshift estimates. In particular, we combine the use of Gaussian mixture models with the high-performing machine-learning photo-z algorithm GPz and show that modelling and accounting for the different colour–magnitude distributions of training and test data separately can give improved redshift estimates, reduce the bias on estimates by up to a half, and speed up the run-time of the algorithm. These methods are illustrated using data from deep optical and near-infrared data in two separate deep fields, where training and test data of different colour–magnitude distributions are constructed from the galaxies with known spectroscopic redshifts, derived from several heterogeneous surveys.

Improving the Shilling Attack Detection in Recommender Systems Using an SVM Gaussian Mixture Model

2019 ◽  
Vol 18 (01) ◽  
pp. 1950011 ◽  
Author(s):  
Jasem M. Alostad
Keyword(s):  
Machine Learning ◽  
Recommender Systems ◽  
Gaussian Mixture Model ◽  
Mixture Model ◽  
Recommender System ◽  
Detection Rate ◽  
Learning Algorithm ◽  
Gaussian Mixture ◽  
Support Vector ◽  
Machine Learning Algorithm

With recent advances in e-commerce platforms, the information overload has grown due to increasing number of users, rapid generation of data and items in the recommender system. This tends to create serious problems in such recommender systems. The increasing features in recommender systems pose some new challenges due to poor resilience to mitigate against vulnerable attacks. In particular, the recommender systems are more prone to be attacked by shilling attacks, which creates more vulnerability. A recommender system with poor detection of attacks leads to a reduced detection rate. The performance of the recommender system is thus affected with poor detection ability. Hence, in this paper, we improve the resilience against shilling attacks using a modified Support Vector Machine (SVM) and a machine learning algorithm. The Gaussian Mixture Model is used as a machine learning algorithm to increase the detection rate and it further reduces the dimensionality of data in recommender systems. The proposed method is evaluated against several result metrics, such as the recall rate, precision rate and false positive rate between different attacks. The results of the proposed system are evaluated against probabilistic recommender approaches to demonstrate the efficacy of machine learning language in recommender systems.

Machine Learning Algorithm to Predict Early Complications after Brain Tumor Surgery

2018 ◽  
Author(s):  
C.H.B. van Niftrik ◽  
F. van der Wouden ◽  
V. Staartjes ◽  
J. Fierstra ◽  
M. Stienen ◽  
...  
Keyword(s):  
Machine Learning ◽  
Brain Tumor ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Tumor Surgery ◽  
Early Complications ◽  
Brain Tumor Surgery

Feature extraction and prediction of Dengue Outbreaks

2020 ◽  
pp. 216-222
Author(s):  
Kunal Parikh ◽  
Tanvi Makadia ◽  
Harshil Patel
Keyword(s):  
Public Health ◽  
Machine Learning ◽  
Developing Countries ◽  
Feature Extraction ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Health Concerns ◽  
The World ◽  
Dengue Outbreaks

Dengue is unquestionably one of the biggest health concerns in India and for many other developing countries. Unfortunately, many people have lost their lives because of it. Every year, approximately 390 million dengue infections occur around the world among which 500,000 people are seriously infected and 25,000 people have died annually. Many factors could cause dengue such as temperature, humidity, precipitation, inadequate public health, and many others. In this paper, we are proposing a method to perform predictive analytics on dengue’s dataset using KNN: a machine-learning algorithm. This analysis would help in the prediction of future cases and we could save the lives of many.

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