scholarly journals Improving stock trading decisions based on pattern recognition using machine learning technology

PLoS ONE ◽  
2021 ◽  
Vol 16 (8) ◽  
pp. e0255558
Author(s):  
Yaohu Lin ◽  
Shancun Liu ◽  
Haijun Yang ◽  
Harris Wu ◽  
Bingbing Jiang
Keyword(s):  
Machine Learning ◽  
Pattern Recognition ◽  
Investment Strategy ◽  
Training Data ◽  
Stock Trading ◽  
Learning Methods ◽  
Data Set ◽  
Empirical Results ◽  
Machine Learning Methods ◽  
Trading Decisions

PRML, a novel candlestick pattern recognition model using machine learning methods, is proposed to improve stock trading decisions. Four popular machine learning methods and 11 different features types are applied to all possible combinations of daily patterns to start the pattern recognition schedule. Different time windows from one to ten days are used to detect the prediction effect at different periods. An investment strategy is constructed according to the identified candlestick patterns and suitable time window. We deploy PRML for the forecast of all Chinese market stocks from Jan 1, 2000 until Oct 30, 2020. Among them, the data from Jan 1, 2000 to Dec 31, 2014 is used as the training data set, and the data set from Jan 1, 2015 to Oct 30, 2020 is used to verify the forecasting effect. Empirical results show that the two-day candlestick patterns after filtering have the best prediction effect when forecasting one day ahead; these patterns obtain an average annual return, an annual Sharpe ratio, and an information ratio as high as 36.73%, 0.81, and 2.37, respectively. After screening, three-day candlestick patterns also present a beneficial effect when forecasting one day ahead in that these patterns show stable characteristics. Two other popular machine learning methods, multilayer perceptron network and long short-term memory neural networks, are applied to the pattern recognition framework to evaluate the dependency of the prediction model. A transaction cost of 0.2% is considered on the two-day patterns predicting one day ahead, thus confirming the profitability. Empirical results show that applying different machine learning methods to two-day and three-day patterns for one-day-ahead forecasts can be profitable.

scholarly journals Prediction of Collapsibility of Loess of Construction Sites in Xining Based on Machine Learning Methods

2021 ◽  
Author(s):  
Qifei Zhao ◽  
Xiaojun Li ◽  
Yunning Cao ◽  
Zhikun Li ◽  
Jixin Fan
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Training Data ◽  
Support Vector ◽  
Engineering Practice ◽  
Burial Depth ◽  
Learning Methods ◽  
Data Set ◽  
Machine Learning Methods ◽  
North East

Abstract Collapsibility of loess is a significant factor affecting engineering construction in loess area, and testing the collapsibility of loess is costly. In this study, A total of 4,256 loess samples are collected from the north, east, west and middle regions of Xining. 70% of the samples are used to generate training data set, and the rest are used to generate verification data set, so as to construct and validate the machine learning models. The most important six factors are selected from thirteen factors by using Grey Relational analysis and multicollinearity analysis: burial depth、water content、specific gravity of soil particles、void rate、geostatic stress and plasticity limit. In order to predict the collapsibility of loess, four machine learning methods: Support Vector Machine (SVM), Random Subspace Based Support Vector Machine (RSSVM), Random Forest (RF) and Naïve Bayes Tree (NBTree), are studied and compared. The receiver operating characteristic (ROC) curve indicators, standard error (SD) and 95% confidence interval (CI) are used to verify and compare the models in different research areas. The results show that: RF model is the most efficient in predicting the collapsibility of loess in Xining, and its AUC average is above 80%, which can be used in engineering practice.

scholarly journals Possibility of Autonomous Estimation of Shiba Goat’s Estrus and Non-Estrus Behavior by Machine Learning Methods

Animals ◽  
2020 ◽  
Vol 10 (5) ◽  
pp. 771
Author(s):  
Toshiya Arakawa
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Random Forest ◽  
Markov Models ◽  
Tracking System ◽  
Video Tracking ◽  
Training Data ◽  
Support Vector ◽  
Learning Methods ◽  
Machine Learning Methods

Mammalian behavior is typically monitored by observation. However, direct observation requires a substantial amount of effort and time, if the number of mammals to be observed is sufficiently large or if the observation is conducted for a prolonged period. In this study, machine learning methods as hidden Markov models (HMMs), random forests, support vector machines (SVMs), and neural networks, were applied to detect and estimate whether a goat is in estrus based on the goat’s behavior; thus, the adequacy of the method was verified. Goat’s tracking data was obtained using a video tracking system and used to estimate whether they, which are in “estrus” or “non-estrus”, were in either states: “approaching the male”, or “standing near the male”. Totally, the PC of random forest seems to be the highest. However, The percentage concordance (PC) value besides the goats whose data were used for training data sets is relatively low. It is suggested that random forest tend to over-fit to training data. Besides random forest, the PC of HMMs and SVMs is high. However, considering the calculation time and HMM’s advantage in that it is a time series model, HMM is better method. The PC of neural network is totally low, however, if the more goat’s data were acquired, neural network would be an adequate method for estimation.

scholarly journals Automatic Misinformation Detection About COVID-19 in Brazilian Portuguese WhatsApp Messages

2021 ◽  
Author(s):  
Antônio Diogo Forte Martins ◽  
José Maria Monteiro ◽  
Javam Machado
Keyword(s):  
Machine Learning ◽  
Social Networks ◽  
Brazilian Portuguese ◽  
Primary Sources ◽  
Learning Methods ◽  
Data Set ◽  
Machine Learning Methods

During the coronavirus pandemic, the problem of misinformation arose once again, quite intensely, through social networks. In Brazil, one of the primary sources of misinformation is the messaging application WhatsApp. However, due to WhatsApp's private messaging nature, there still few methods of misinformation detection developed specifically for this platform. In this context, the automatic misinformation detection (MID) about COVID-19 in Brazilian Portuguese WhatsApp messages becomes a crucial challenge. In this work, we present the COVID-19.BR, a data set of WhatsApp messages about coronavirus in Brazilian Portuguese, collected from Brazilian public groups and manually labeled. Then, we are investigating different machine learning methods in order to build an efficient MID for WhatsApp messages. So far, our best result achieved an F1 score of 0.774 due to the predominance of short texts. However, when texts with less than 50 words are filtered, the F1 score rises to 0.85.

scholarly journals Comparison of machine learning methods for crack localization

2019 ◽  
Vol 23 (1) ◽  
pp. 125-142
Author(s):  
Helle Hein ◽  
Ljubov Jaanuska
Keyword(s):  
Machine Learning ◽  
Random Forests ◽  
Crack Depth ◽  
Haar Wavelet ◽  
Extensive Investigation ◽  
Learning Methods ◽  
Data Set ◽  
Crack Location ◽  
Machine Learning Methods ◽  
Discrete Transform

In this paper, the Haar wavelet discrete transform, the artificial neural networks (ANNs), and the random forests (RFs) are applied to predict the location and severity of a crack in an Euler–Bernoulli cantilever subjected to the transverse free vibration. An extensive investigation into two data collection sets and machine learning methods showed that the depth of a crack is more difficult to predict than its location. The data set of eight natural frequency parameters produces more accurate predictions on the crack depth; meanwhile, the data set of eight Haar wavelet coefficients produces more precise predictions on the crack location. Furthermore, the analysis of the results showed that the ensemble of 50 ANN trained by Bayesian regularization and Levenberg–Marquardt algorithms slightly outperforms RF.

scholarly journals Multi-label pathway prediction based on active dataset subsampling

2020 ◽  
Author(s):  
Abdur Rahman M. A. Basher ◽  
Steven J. Hallam
Keyword(s):  
Machine Learning ◽  
Microbial Communities ◽  
Performance Metrics ◽  
Class Imbalance ◽  
Training Data ◽  
Great Promise ◽  
Biological Organization ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Pathway Prediction

AbstractMachine learning methods show great promise in predicting metabolic pathways at different levels of biological organization. However, several complications remain that can degrade prediction performance including inadequately labeled training data, missing feature information, and inherent imbalances in the distribution of enzymes and pathways within a dataset. This class imbalance problem is commonly encountered by the machine learning community when the proportion of instances over class labels within a dataset are uneven, resulting in poor predictive performance for underrepresented classes. Here, we present leADS, multi-label learning based on active dataset subsampling, that leverages the idea of subsampling points from a pool of data to reduce the negative impact of training loss due to class imbalance. Specifically, leADS performs an iterative process to: (i)-construct an acquisition model in an ensemble framework; (ii) select informative points using an appropriate acquisition function; and (iii) train on selected samples. Multiple base learners are implemented in parallel where each is assigned a portion of labeled training data to learn pathways. We benchmark leADS using a corpora of 10 experimental datasets manifesting diverse multi-label properties used in previous pathway prediction studies, including manually curated organismal genomes, synthetic microbial communities and low complexity microbial communities. Resulting performance metrics equaled or exceeded previously reported machine learning methods for both organismal and multi-organismal genomes while establishing an extensible framework for navigating class imbalances across diverse real world datasets.Availability and implementationThe software package, and installation instructions are published on github.com/[email protected]

Machine Learning and Value-Based Software Engineering

2012 ◽  
pp. 287-301
Author(s):  
Du Zhang
Keyword(s):  
Machine Learning ◽  
Software Engineering ◽  
Full Range ◽  
Training Data ◽  
Learning Methods ◽  
Engineering Research ◽  
Machine Learning Methods ◽  
Machine Learning Applications ◽  
Value Propositions ◽  
Software Engineering Research

Software engineering research and practice thus far are primarily conducted in a value-neutral setting where each artifact in software development such as requirement, use case, test case, and defect, is treated as equally important during a software system development process. There are a number of shortcomings of such value-neutral software engineering. Value-based software engineering is to integrate value considerations into the full range of existing and emerging software engineering principles and practices. Machine learning has been playing an increasingly important role in helping develop and maintain large and complex software systems. However, machine learning applications to software engineering have been largely confined to the value-neutral software engineering setting. In this paper, the general message to be conveyed is to apply machine learning methods and algorithms to value-based software engineering. The training data or the background knowledge or domain theory or heuristics or bias used by machine learning methods in generating target models or functions should be aligned with stakeholders’ value propositions. An initial research agenda is proposed for machine learning in value-based software engineering.

scholarly journals TADA: phylogenetic augmentation of microbiome samples enhances phenotype classification

2019 ◽  
Vol 35 (14) ◽  
pp. i31-i40 ◽  
Author(s):  
Erfan Sayyari ◽  
Ban Kawas ◽  
Siavash Mirarab
Keyword(s):  
Machine Learning ◽  
Sample Size ◽  
Data Augmentation ◽  
Training Data ◽  
Supplementary Information ◽  
High Dimensional ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Phenotype Classification ◽  
Microbiome Data

Abstract Motivation Learning associations of traits with the microbial composition of a set of samples is a fundamental goal in microbiome studies. Recently, machine learning methods have been explored for this goal, with some promise. However, in comparison to other fields, microbiome data are high-dimensional and not abundant; leading to a high-dimensional low-sample-size under-determined system. Moreover, microbiome data are often unbalanced and biased. Given such training data, machine learning methods often fail to perform a classification task with sufficient accuracy. Lack of signal is especially problematic when classes are represented in an unbalanced way in the training data; with some classes under-represented. The presence of inter-correlations among subsets of observations further compounds these issues. As a result, machine learning methods have had only limited success in predicting many traits from microbiome. Data augmentation consists of building synthetic samples and adding them to the training data and is a technique that has proved helpful for many machine learning tasks. Results In this paper, we propose a new data augmentation technique for classifying phenotypes based on the microbiome. Our algorithm, called TADA, uses available data and a statistical generative model to create new samples augmenting existing ones, addressing issues of low-sample-size. In generating new samples, TADA takes into account phylogenetic relationships between microbial species. On two real datasets, we show that adding these synthetic samples to the training set improves the accuracy of downstream classification, especially when the training data have an unbalanced representation of classes. Availability and implementation TADA is available at https://github.com/tada-alg/TADA. Supplementary information Supplementary data are available at Bioinformatics online.

Assessing Replicability of Machine Learning Results: An Introduction to Methods on Predictive Accuracy in Social Sciences

2019 ◽  
pp. 089443931988844
Author(s):  
Ranjith Vijayakumar ◽  
Mike W.-L. Cheung
Keyword(s):  
Machine Learning ◽  
Empirical Data ◽  
Fixed Effects ◽  
Predictive Accuracy ◽  
Support Vector ◽  
Learning Methods ◽  
Data Set ◽  
Replication Studies ◽  
Machine Learning Methods ◽  
Accuracy Measure

Machine learning methods have become very popular in diverse fields due to their focus on predictive accuracy, but little work has been conducted on how to assess the replicability of their findings. We introduce and adapt replication methods advocated in psychology to the aims and procedural needs of machine learning research. In Study 1, we illustrate these methods with the use of an empirical data set, assessing the replication success of a predictive accuracy measure, namely, R 2 on the cross-validated and test sets of the samples. We introduce three replication aims. First, tests of inconsistency examine whether single replications have successfully rejected the original study. Rejection will be supported if the 95% confidence interval (CI) of R 2 difference estimates between replication and original does not contain zero. Second, tests of consistency help support claims of successful replication. We can decide apriori on a region of equivalence, where population values of the difference estimates are considered equivalent for substantive reasons. The 90% CI of a different estimate lying fully within this region supports replication. Third, we show how to combine replications to construct meta-analytic intervals for better precision of predictive accuracy measures. In Study 2, R 2 is reduced from the original in a subset of replication studies to examine the ability of the replication procedures to distinguish true replications from nonreplications. We find that when combining studies sampled from same population to form meta-analytic intervals, random-effects methods perform best for cross-validated measures while fixed-effects methods work best for test measures. Among machine learning methods, regression was comparable to many complex methods, while support vector machine performed most reliably across a variety of scenarios. Social scientists who use machine learning to model empirical data can use these methods to enhance the reliability of their findings.

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