A method for automatic generation of fuzzy membership functions for mobile device’s characteristics based on Google Trends

2013 ◽  
Vol 29 (2) ◽  
pp. 510-517 ◽  
Author(s):  
Aitor Almeida ◽  
Pablo Orduña ◽  
Eduardo Castillejo ◽  
Diego López-de-Ipiña ◽  
Marcos Sacristán
Author(s):  
Jia-Bin Zhou ◽  
Yan-Qin Bai ◽  
Yan-Ru Guo ◽  
Hai-Xiang Lin

AbstractIn general, data contain noises which come from faulty instruments, flawed measurements or faulty communication. Learning with data in the context of classification or regression is inevitably affected by noises in the data. In order to remove or greatly reduce the impact of noises, we introduce the ideas of fuzzy membership functions and the Laplacian twin support vector machine (Lap-TSVM). A formulation of the linear intuitionistic fuzzy Laplacian twin support vector machine (IFLap-TSVM) is presented. Moreover, we extend the linear IFLap-TSVM to the nonlinear case by kernel function. The proposed IFLap-TSVM resolves the negative impact of noises and outliers by using fuzzy membership functions and is a more accurate reasonable classifier by using the geometric distribution information of labeled data and unlabeled data based on manifold regularization. Experiments with constructed artificial datasets, several UCI benchmark datasets and MNIST dataset show that the IFLap-TSVM has better classification accuracy than other state-of-the-art twin support vector machine (TSVM), intuitionistic fuzzy twin support vector machine (IFTSVM) and Lap-TSVM.


2002 ◽  
Vol 20 (3) ◽  
pp. 285-296 ◽  
Author(s):  
S. Thomas Ng ◽  
Duc Thanh Luu ◽  
Swee Eng Chen ◽  
Ka Chi Lam

2018 ◽  
Vol 1 (2) ◽  
Author(s):  
Amit K. Sinha 1 ◽  
Andrew J. Jacob 2

Expert systems, a type of artificial intelligence that replicate how experts think, can aide unskilled users in making decisions or apply an expert’s thought process to a sample much larger than could be examined by a human expert. In this paper, an expert system that ranks financial securities using fuzzy membership functions is developed and applied to form portfolios. Our results indicate that this approach to form stock portfolios can result in superior returns than the market as measured by the return on the S&P 500. These portfolios may also provide superior risk-adjusted returns when compared to the market.


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