Analysis of influencing factors of IPO underpricing based on rough set and support vector machine

Author(s):  
Yao Kaohua ◽  
Zhou Liwen
2018 ◽  
Vol 13 ◽  
pp. 174830181879706 ◽  
Author(s):  
Song Qiang ◽  
Yang Pu

In this work, we summarized the characteristics and influencing factors of load forecasting based on its application status. The common methods of the short-term load forecasting were analyzed to derive their advantages and disadvantages. According to the historical load and meteorological data in a certain region of Taizhou, Zhejiang Province, a least squares support vector machine model was used to discuss the influencing factors of forecasting. The regularity of the load change was concluded to correct the “abnormal data” in the historical load data, thus normalizing the relevant factors in load forecasting. The two parameters are as follows Gauss kernel function and Eigen parameter C in LSSVM had a significant impact on the model, which was still solved by empirical methods. Therefore, the particle swarm optimization was used to optimize the model parameters. Taking the error of test set as the basis of judgment, the optimization of model parameters was achieved to improve forecast accuracy. The practical examples showed that the method in the work had good convergence, forecast accuracy, and training speed.


2021 ◽  
Vol 2021 ◽  
pp. 1-20
Author(s):  
Tuan Vu Dinh ◽  
Hieu Nguyen ◽  
Xuan-Linh Tran ◽  
Nhat-Duc Hoang

Soil erosion induced by rainfall is a critical problem in many regions in the world, particularly in tropical areas where the annual rainfall amount often exceeds 2000 mm. Predicting soil erosion is a challenging task, subjecting to variation of soil characteristics, slope, vegetation cover, land management, and weather condition. Conventional models based on the mechanism of soil erosion processes generally provide good results but are time-consuming due to calibration and validation. The goal of this study is to develop a machine learning model based on support vector machine (SVM) for soil erosion prediction. The SVM serves as the main prediction machinery establishing a nonlinear function that maps considered influencing factors to accurate predictions. In addition, in order to improve the accuracy of the model, the history-based adaptive differential evolution with linear population size reduction and population-wide inertia term (L-SHADE-PWI) is employed to find an optimal set of parameters for SVM. Thus, the proposed method, named L-SHADE-PWI-SVM, is an integration of machine learning and metaheuristic optimization. For the purpose of training and testing the method, a dataset consisting of 236 samples of soil erosion in Northwest Vietnam is collected with 10 influencing factors. The training set includes 90% of the original dataset; the rest of the dataset is reserved for assessing the generalization capability of the model. The experimental results indicate that the newly developed L-SHADE-PWI-SVM method is a competitive soil erosion predictor with superior performance statistics. Most importantly, L-SHADE-PWI-SVM can achieve a high classification accuracy rate of 92%, which is much better than that of backpropagation artificial neural network (87%) and radial basis function artificial neural network (78%).


Author(s):  
Rudra Kalyan Nayak ◽  
Ramamani Tripathy ◽  
Debahuti Mishra ◽  
Vijay Kumar Burugari ◽  
Prabha Selvaraj ◽  
...  

2011 ◽  
Vol 28 (01) ◽  
pp. 95-109 ◽  
Author(s):  
YU CAO ◽  
GUANGYU WAN ◽  
FUQIANG WANG

Effectively predicting corporate financial distress is an important and challenging issue for companies. The research aims at predicting financial distress using the integrated model of rough set theory (RST) and support vector machine (SVM), in order to find a better early warning method and enhance the prediction accuracy. After several comparative experiments with the dataset of Chinese listed companies, rough set theory is proved to be an effective approach for reducing redundant information. Our results indicate that the SVM performs better than the BPNN when they are used for corporate financial distress prediction.


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