scholarly journals Overview of Machine Learning for Stock Selection Based on Multi-Factor Models

2020 ◽  
Vol 214 ◽  
pp. 02047
Author(s):  
Haoxuan Li ◽  
Xueyan Zhang ◽  
Ziyan Li ◽  
Chunyuan Zheng

In recent years, many scholars have used different methods to predict and select stocks. Empirical studies have shown that in multi-factor models, machine learning algorithms perform better on stock selection than traditional statistical methods. This article selects six classic machine learning algorithms, and takes the CSI 500 component stocks as an example, using 19 factors to select stocks. In this article, we introduce four of these algorithms in detail and apply them to select stocks. Finally, we back-test six machine learning algorithms, list the data, analyze the performance of each algorithm, and put forward some ideas on the direction of machine learning algorithm improvement.

The aim of this research is to do risk modelling after analysis of twitter posts based on certain sentiment analysis. In this research we analyze posts of several users or a particular user to check whether they can be cause of concern to the society or not. Every sentiment like happy, sad, anger and other emotions are going to provide scaling of severity in the conclusion of final table on which machine learning algorithm is applied. The data which is put under the machine learning algorithms are been monitored over a period of time and it is related to a particular topic in an area


Author(s):  
Virendra Tiwari ◽  
Balendra Garg ◽  
Uday Prakash Sharma

The machine learning algorithms are capable of managing multi-dimensional data under the dynamic environment. Despite its so many vital features, there are some challenges to overcome. The machine learning algorithms still requires some additional mechanisms or procedures for predicting a large number of new classes with managing privacy. The deficiencies show the reliable use of a machine learning algorithm relies on human experts because raw data may complicate the learning process which may generate inaccurate results. So the interpretation of outcomes with expertise in machine learning mechanisms is a significant challenge in the machine learning algorithm. The machine learning technique suffers from the issue of high dimensionality, adaptability, distributed computing, scalability, the streaming data, and the duplicity. The main issue of the machine learning algorithm is found its vulnerability to manage errors. Furthermore, machine learning techniques are also found to lack variability. This paper studies how can be reduced the computational complexity of machine learning algorithms by finding how to make predictions using an improved algorithm.


2020 ◽  
Vol 17 (9) ◽  
pp. 4294-4298
Author(s):  
B. R. Sunil Kumar ◽  
B. S. Siddhartha ◽  
S. N. Shwetha ◽  
K. Arpitha

This paper intends to use distinct machine learning algorithms and exploring its multi-features. The primary advantage of machine learning is, a machine learning algorithm can predict its work automatically by learning what to do with information. This paper reveals the concept of machine learning and its algorithms which can be used for different applications such as health care, sentiment analysis and many more. Sometimes the programmers will get confused which algorithm to apply for their applications. This paper provides an idea related to the algorithm used on the basis of how accurately it fits. Based on the collected data, one of the algorithms can be selected based upon its pros and cons. By considering the data set, the base model is developed, trained and tested. Then the trained model is ready for prediction and can be deployed on the basis of feasibility.


2021 ◽  
Author(s):  
Catherine Ollagnier ◽  
Claudia Kasper ◽  
Anna Wallenbeck ◽  
Linda Keeling ◽  
Siavash A Bigdeli

Tail biting is a detrimental behaviour that impacts the welfare and health of pigs. Early detection of tail biting precursor signs allows for preventive measures to be taken, thus avoiding the occurrence of the tail biting event. This study aimed to build a machine-learning algorithm for real time detection of upcoming tail biting outbreaks, using feeding behaviour data recorded by an electronic feeder. Prediction capacities of seven machine learning algorithms (e.g., random forest, neural networks) were evaluated from daily feeding data collected from 65 pens originating from 2 herds of grower-finisher pigs (25-100kg), in which 27 tail biting events occurred. Data were divided into training and testing data, either by randomly splitting data into 75% (training set) and 25% (testing set), or by randomly selecting pens to constitute the testing set. The random forest algorithm was able to predict 70% of the upcoming events with an accuracy of 94%, when predicting events in pens for which it had previous data. The detection of events for unknown pens was less sensitive, and the neural network model was able to detect 14% of the upcoming events with an accuracy of 63%. A machine-learning algorithm based on ongoing data collection should be considered for implementation into automatic feeder systems for real time prediction of tail biting events.


2019 ◽  
Author(s):  
Mohammed Moreb ◽  
Oguz Ata

Abstract Background We propose a novel framework for health Informatics: framework and methodology of Software Engineering for machine learning in Health Informatics (SEMLHI). This framework shed light on its features, that allow users to study and analyze the requirements, determine the function of objects related to the system and determine the machine learning algorithms that will be used for the dataset.Methods Based on original data that collected from the hospital in Palestine government in the past three years, first the data validated and all outlier removed, analyzed using develop framework in order to compare ML provide patients with real-time. Our proposed module comparison with three Systems Engineering Methods Vee, agile and SEMLHI. The result used by implement prototype system, which require machine learning algorithm, after development phase, questionnaire deliver to developer to indicate the result using three methodology. SEMLHI framework, is composed into four components: software, machine learning model, machine learning algorithms, and health informatics data, Machine learning Algorithm component used five algorithms use to evaluate the accuracy for machine learning models on component.Results we compare our approach with the previously published systems in terms of performance to evaluate the accuracy for machine learning models, the results of accuracy with different algorithms applied for 750 case, linear SVG have about 0.57 value compared with KNeighbors classifier, logistic regression, multinomial NB, random forest classifier. This research investigates the interaction between SE, and ML within the context of health informatics, our proposed framework define the methodology for developers to analyzing and developing software for the health informatic model, and create a space, in which software engineering, and ML experts could work on the ML model lifecycle, on the disease level and the subtype level.Conclusions This article is an ongoing effort towards defining and translating an existing research pipeline into four integrated modules, as framework system using the dataset from healthcare to reduce cost estimation by using a new suggested methodology. The framework is available as open source software, licensed under GNU General Public License Version 3 to encourage others to contribute to the future development of the SEMLHI framework.


2021 ◽  
Author(s):  
Arvind Thorat

<div>In the above research paper we describe the how machine learning algorithm can be applied to cyber security purpose, like how to detect malware, botnet. How can we recognize strong password for our system. And detail implementation of Artificial Intelligence and machine learning algorithms is mentioned.</div>


2021 ◽  
Author(s):  
Omar Alfarisi ◽  
Zeyar Aung ◽  
Mohamed Sassi

For defining the optimal machine learning algorithm, the decision was not easy for which we shall choose. To help future researchers, we describe in this paper the optimal among the best of the algorithms. We built a synthetic data set and performed the supervised machine learning runs for five different algorithms. For heterogeneity, we identified Random Forest, among others, to be the best algorithm.


2021 ◽  
Author(s):  
Howard Maile ◽  
Ji-Peng Olivia Li ◽  
Daniel Gore ◽  
Marcello Leucci ◽  
Padraig Mulholland ◽  
...  

BACKGROUND Keratoconus is a disorder characterized by progressive thinning and distortion of the cornea. If detected at an early stage corneal collagen cross linking can prevent disease progression and further visual loss. Whilst advanced forms are easily detected, reliably identifying subclinical disease can be problematic. A number of different machine learning algorithms have been used to improve the detection of subclinical keratoconus based on the analysis of single or multiple clinical measures such as corneal imaging, aberrometry, or biomechanical measurements. OBJECTIVE To survey and critically evaluate the literature on algorithmic detection of subclinical keratoconus and equivalent definitions. METHODS We performed a structured search of the following databases: Medical Literature Analysis and Retrieval System Online (MEDLINE), Excerpta Medica Database (EMBASE), Web of Science and Cochrane from Jan 1, 2010 to Oct 31, 2020. We included all full text studies that have used algorithms for the detection of subclinical keratoconus. We excluded studies that did not perform validation. RESULTS We compared the parameters measured and the design of the machine learning algorithms reported in 26 papers that met the inclusion criteria. All salient information required for detailed comparison including diagnostic criteria, demographic data, sample size, acquisition system, validation details, parameter inputs, machine learning algorithm and key results are reported in this study. CONCLUSIONS Machine learning has the potential to improve the detection of subclinical keratoconus or early keratoconus in routine ophthalmic practice. Presently there is no consensus regarding the corneal parameters that should be included for assessment and the optimal design for the machine learning algorithm. We have identified avenues for further research to improve early detection and stratification of patients for early intervention to prevent disease progression. CLINICALTRIAL N/A


2013 ◽  
Vol 10 (2) ◽  
pp. 1376-1383
Author(s):  
Dr.Vijay Pal Dhaka ◽  
Swati Agrawal

Maintainability is an important quality attribute and a difficult concept as it involves a number of measurements. Quality estimation means estimating maintainability of software. Maintainability is a set of attribute that bear on the effort needed to make specified modification. The main goal of this paper is to propose use of few machine learning algorithms with an objective to predict software maintainability and evaluate them. The propose models are Gaussian process regression networks (GPRN), probably approximately correct learning (PAC), Genetic algorithm (GA). This paper predicts the maintenance effort. The QUES (Quality evaluation system) dataset are used in this study. The QUES datasets contains 71 classes. To measure the maintainability, number of “CHANGE” is observed over a period of few years. We can define CHANGE as the number of lines of code which were added, deleted or modified during few year maintenance periods. After this study these machine learning algorithm was compared with few models such as GRNN (General regression neural network) model, RT (Regression tree), MARS (Multiple adaptive regression splines), SVM (Support vector machine), MLR (Multiple linear regression) models. Based on experiments, it was found that GPRN can be predicting the maintainability more accurately and precisely than prevailing models. We also include object oriented software metric to measure the software maintainability. The use of machine learning algorithms to establish the relationship between metrics and maintainability would be much better approach as these are based on quantity as well as quality. 


2018 ◽  
Author(s):  
Jean-Michel Lem�e ◽  
Florian Bernard ◽  
Matthieu Labriffe ◽  
Philippe Menei ◽  
Aram Ter Minassian

BACKGROUND The functional MRI (fMRI) is an essential tool for the presurgical planning of brain tumor removal, allowing the identification of functional brain networks in order to preserve the patient’s neurological functions. One fMRI technique used to identify the functional brain network is the resting-state-fMRI (rsfMRI). However, this technique is not routinely used because of the necessity to have a expert reviewer to identify manually each functional networks. OBJECTIVE We aimed to automatize the detection of brain functional networks in rsfMRI data using machine learning algorithms. METHODS We used the rsfMRI data of 30 healthy patients to test the diagnostic performance of 10 machine learning algorithms compared to the reference functional networks identified manually by 2 expert reviewers. Then we selected the most fitted algorithm that we trained and tuned to optimize the diagnostic performance. RESULTS The comparison of the diagnostic performance of the machine learning algorithms identified the artificial neuron network using a scale conjugate gradient backpropagation as the most fitted algorithm. After training and fine tuning of the hyperparameters, the selected machine learning algorithm was able to identify correctly the different functional networks with an accuracy between 89 and 100%. CONCLUSIONS The artificial neural network using a scaled conjugate gradient backpropagation was the most performant machine learning algorithm. The use of this machine learning to automatize the functional networks detection in rsfMRI may allow to broaden the use of the rsfMRI, allowing the presurgical identification of these networks and thus help to preserve the patient’s neurological status.


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