Forecasting Stock Market Movements Using Various Kernel Functions in Support Vector Machine

Author(s):  
Ved Prakash Upadhyay ◽  
Subhash Panwar ◽  
Ramchander Merugu ◽  
Ravindra Panchariya
Author(s):  
Hao-yu Liao ◽  
Willie Cade ◽  
Sara Behdad

Abstract Accurate prediction of product failures and the need for repair services become critical for various reasons, including understanding the warranty performance of manufacturers, defining cost-efficient repair strategies, and compliance with safety standards. The purpose of this study is to use machine learning tools to analyze several parameters crucial for achieving a robust repair service system, including the number of repairs, the time of the next repair ticket or product failure, and the time to repair. A large dataset of over 530,000 repairs and maintenance of medical devices has been investigated by employing the Support Vector Machine (SVM) tool. SVM with four kernel functions is used to forecast the timing of the next failure or repair request in the system for two different products and two different failure types, namely random failure and physical damage. A frequency analysis is also conducted to explore the product quality level based on product failure and the time to repair it. Besides, the best probability distributions are fitted for the number of failures, the time between failures, and the time to repair. The results reveal the value of data analytics and machine learning tools in analyzing post-market product performance and the cost of repair and maintenance operations.


2021 ◽  
Vol 16 ◽  
Author(s):  
Farida Alaaeldin Mostafa ◽  
Yasmine Mohamed Afify ◽  
Rasha Mohamed Ismail ◽  
Nagwa Lotfy Badr

Background: Protein sequence analysis helps in the prediction of protein functions. As the number of proteins increases, it gives the bioinformaticians a challenge to analyze and study the similarity between them. Most of the existing protein analysis methods use Support Vector Machine. Deep learning did not receive much attention regarding protein analysis as it is noted that little work focused on studying the protein diseases classification. Objective: The contribution of this paper is to present a deep learning approach that classifies protein diseases based on protein descriptors. Methods: Different protein descriptors are used and decomposed into modified feature descriptors. Uniquely, we introduce using Convolutional Neural Network model to learn and classify protein diseases. The modified feature descriptors are fed to the Convolutional Neural Network model on a dataset of 1563 protein sequences classified into 3 different disease classes: Aids, Tumor suppressor, and Proto oncogene. Results: The usage of the modified feature descriptors shows a significant increase in the performance of the Convolutional Neural Network model over Support Vector Machine using different kernel functions. One modified feature descriptor improved by 19.8%, 27.9%, 17.6%, 21.5%, 17.3%, and 22% for evaluation metrics: Area Under the Curve, Matthews Correlation Coefficient, Accuracy, F1-score, Recall, and Precision, respectively. Conclusion: Results show that the prediction of the proposed modified feature descriptors significantly surpasses that of Support Vector Machine model.


2014 ◽  
Vol 687-691 ◽  
pp. 587-592
Author(s):  
Jian Fei Chen ◽  
Gang Jiang ◽  
Zi Sheng Li ◽  
Jian Feng Yang

In the process of long-term storage, the equipment would happen storage environment contaminated corrosion, mechanical structure stress corrosion damage. Currently,the corrosion fatigue damage prediction accuracy of method was low. Different kernel functions were adopted by this paper to compare based on least squares support vector machine (LSSVM). Besides, comparison was made among the BP neural network method, Standard Support Vector Machines (SVM), Grey System Prediction model Method and the radial basis function kernel least squares support vector machine (RBF_LSSVM) method by the simulation experiment. The optimal results finally were applied to practical engineering. The results showed that high accuracy and performance could be gained by employing the RBF_LSSVM method for predicting the trends of the mechanical structure rivet corrosion.


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

2020 ◽  
Vol 13 (1) ◽  
pp. 130-149
Author(s):  
Puneet Misra ◽  
Siddharth Chaurasia

Stock market movements are affected by numerous factors making it one of the most challenging problems for forecasting. This article attempts to predict the direction of movement of stock and stock indices. The study uses three classifiers - Artificial Neural Network, Random Forest and Support Vector Machine with four different representation of inputs. First representation uses raw data (open, high, low, close and volume), The second uses ten features in the form of technical indicators generated by use of technical analysis. The third and fourth portrayal presents two different ways of converting the indicator data into discrete trend data. Experimental results suggest that for raw data support vector machine provides the best results. For other representations, there is no clear winner regarding models applied, but portrayal of data by the proposed approach gave best overall results for all the models and financial series. Consistency of the results highlight the importance of feature generation and right representation of dataset to machine learning techniques.


2005 ◽  
Vol 32 (10) ◽  
pp. 2513-2522 ◽  
Author(s):  
Wei Huang ◽  
Yoshiteru Nakamori ◽  
Shou-Yang Wang

Sign in / Sign up

Export Citation Format

Share Document