scholarly journals To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods

2019 ◽  
Vol 3 (4) ◽  
pp. 32-37
Author(s):  
Keyword(s):  
Machine Learning ◽  
Random Walk ◽  
Stock Market ◽  
Supervised Learning ◽  
Graph Laplacian ◽  
Detection Problem ◽  
Ranking Methods ◽  
Behavior Detection ◽  
Learning Techniques ◽  
Supervised Ranking

: To detect the irregular trade behaviors in the stock market is the important problem in machine learning field. These irregular trade behaviors are obviously illegal. To detect these irregular trade behaviors in the stock market, data scientists normally employ the supervised learning techniques. In this paper, we employ the three graph Laplacian based semi-supervised ranking methods to solve the irregular trade behavior detection problem. Experimental results show that that the un-normalized and symmetric normalized graph Laplacian based semisupervised ranking methods outperform the random walk Laplacian based semi-supervised ranking method.

scholarly journals Solve fraud detection problem by using graph based learning methods

2019 ◽  
Vol 3 (4) ◽  
pp. 28-31
Author(s):  
Keyword(s):  
Supervised Learning ◽  
Credit Cards ◽  
Sampling Technique ◽  
Graph Laplacian ◽  
Significant Loss ◽  
Detection Problem ◽  
Learning Methods ◽  
Current State ◽  
Learning Techniques ◽  
Under Sampling

: The credit cards’ fraud transactions detection is the important problem in machine learning field. To detect the credit cards’ fraud transactions help reduce the significant loss of the credit cards’ holders and the banks. To detect the credit cards’ fraud transactions, data scientists normally employ the un-supervised learning techniques and supervised learning technique. In this paper, we employ the graph p-Laplacian based semi-supervised learning methods combined with the under-sampling technique such as Cluster Centroids to solve the credit cards’ fraud transactions detection problem. Experimental results show that that the graph p-Laplacian semi-supervised learning methods outperform the current state of art graph Laplacian based semi-supervised learning method (p=2).

scholarly journals Ecological Interactions and the Netflix Problem

2016 ◽  
Author(s):  
Philippe Desjardins-Proulx ◽  
Idaline Laigle ◽  
Timothée Poisot ◽  
Dominique Gravel
Keyword(s):  
Machine Learning ◽  
Supervised Learning ◽  
Random Forests ◽  
Species Interactions ◽  
Similarity Measures ◽  
Theoretical Models ◽  
Machine Learning Techniques ◽  
Nearest Neighbour ◽  
Ecological Interactions ◽  
Learning Techniques

0AbstractSpecies interactions are a key component of ecosystems but we generally have an incomplete picture of who-eats-who in a given community. Different techniques have been devised to predict species interactions using theoretical models or abundances. Here, we explore the K nearest neighbour approach, with a special emphasis on recommendation, along with other machine learning techniques. Recommenders are algorithms developed for companies like Netflix to predict if a customer would like a product given the preferences of similar customers. These machine learning techniques are well-suited to study binary ecological interactions since they focus on positive-only data. We also explore how the K nearest neighbour approach can be used with both positive and negative information, in which case the goal of the algorithm is to fill missing entries from a matrix (imputation). By removing a prey from a predator, we find that recommenders can guess the missing prey around 50% of the times on the first try, with up to 881 possibilities. Traits do not improve significantly the results for the K nearest neighbour, although a simple test with a supervised learning approach (random forests) show we can predict interactions with high accuracy using only three traits per species. This result shows that binary interactions can be predicted without regard to the ecological community given only three variables: body mass and two variables for the species’ phylogeny. These techniques are complementary, as recommenders can predict interactions in the absence of traits, using only information about other species’ interactions, while supervised learning algorithms such as random forests base their predictions on traits only but do not exploit other species’ interactions. Further work should focus on developing custom similarity measures specialized to ecology to improve the KNN algorithms and using richer data to capture indirect relationships between species.

scholarly journals A Machine Learning View on Momentum and Reversal Trading

Algorithms ◽  
2018 ◽  
Vol 11 (11) ◽  
pp. 170 ◽  
Author(s):  
Zhixi Li ◽  
Vincent Tam
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Stock Market ◽  
Short Term Memory ◽  
Predictive Ability ◽  
Trading Strategies ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Learning Approaches ◽  
Learning Techniques

Momentum and reversal effects are important phenomena in stock markets. In academia, relevant studies have been conducted for years. Researchers have attempted to analyze these phenomena using statistical methods and to give some plausible explanations. However, those explanations are sometimes unconvincing. Furthermore, it is very difficult to transfer the findings of these studies to real-world investment trading strategies due to the lack of predictive ability. This paper represents the first attempt to adopt machine learning techniques for investigating the momentum and reversal effects occurring in any stock market. In the study, various machine learning techniques, including the Decision Tree (DT), Support Vector Machine (SVM), Multilayer Perceptron Neural Network (MLP), and Long Short-Term Memory Neural Network (LSTM) were explored and compared carefully. Several models built on these machine learning approaches were used to predict the momentum or reversal effect on the stock market of mainland China, thus allowing investors to build corresponding trading strategies. The experimental results demonstrated that these machine learning approaches, especially the SVM, are beneficial for capturing the relevant momentum and reversal effects, and possibly building profitable trading strategies. Moreover, we propose the corresponding trading strategies in terms of market states to acquire the best investment returns.

Data-Driven Trend Forecasting in Stock Market Using Machine Learning Techniques

2020 ◽  
Vol 13 (1) ◽  
pp. 130-149
Author(s):  
Puneet Misra ◽  
Siddharth Chaurasia
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Stock Market ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Raw Data ◽  
Learning Techniques ◽  
Clear Winner ◽  
Trend Forecasting ◽  
Trend Data

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.

scholarly journals A Semi-Supervised Learning Approach for Tackling Twitter Spam Drift

2019 ◽  
Vol 18 (02) ◽  
pp. 1950010 ◽  
Author(s):  
Niddal Imam ◽  
Biju Issac ◽  
Seibu Mary Jacob
Keyword(s):  
Machine Learning ◽  
Supervised Learning ◽  
Research Community ◽  
Machine Learning Techniques ◽  
Spam Detection ◽  
Learning Approach ◽  
New Approach ◽  
Detection Systems ◽  
Learning Techniques ◽  
Over Time

Twitter has changed the way people get information by allowing them to express their opinion and comments on the daily tweets. Unfortunately, due to the high popularity of Twitter, it has become very attractive to spammers. Unlike other types of spam, Twitter spam has become a serious issue in the last few years. The large number of users and the high amount of information being shared on Twitter play an important role in accelerating the spread of spam. In order to protect the users, Twitter and the research community have been developing different spam detection systems by applying different machine-learning techniques. However, a recent study showed that the current machine learning-based detection systems are not able to detect spam accurately because spam tweet characteristics vary over time. This issue is called “Twitter Spam Drift”. In this paper, a semi-supervised learning approach (SSLA) has been proposed to tackle this. The new approach uses the unlabeled data to learn the structure of the domain. Different experiments were performed on English and Arabic datasets to test and evaluate the proposed approach and the results show that the proposed SSLA can reduce the effect of Twitter spam drift and outperform the existing techniques.

scholarly journals The NoisyOffice Database: A Corpus To Train Supervised Machine Learning Filters For Image Processing

2019 ◽  
Vol 63 (11) ◽  
pp. 1658-1667
Author(s):  
M J Castro-Bleda ◽  
S España-Boquera ◽  
J Pastor-Pellicer ◽  
F Zamora-Martínez
Keyword(s):  
Machine Learning ◽  
Image Processing ◽  
Deep Learning ◽  
Supervised Learning ◽  
Image Enhancement ◽  
Super Resolution ◽  
Supervised Machine Learning ◽  
Text Documents ◽  
Learning Techniques ◽  
Printed Text

Abstract This paper presents the ‘NoisyOffice’ database. It consists of images of printed text documents with noise mainly caused by uncleanliness from a generic office, such as coffee stains and footprints on documents or folded and wrinkled sheets with degraded printed text. This corpus is intended to train and evaluate supervised learning methods for cleaning, binarization and enhancement of noisy images of grayscale text documents. As an example, several experiments of image enhancement and binarization are presented by using deep learning techniques. Also, double-resolution images are also provided for testing super-resolution methods. The corpus is freely available at UCI Machine Learning Repository. Finally, a challenge organized by Kaggle Inc. to denoise images, using the database, is described in order to show its suitability for benchmarking of image processing systems.

scholarly journals Evaluating Protein Transfer Learning with TAPE

2019 ◽  
Author(s):  
Roshan Rao ◽  
Nicholas Bhattacharya ◽  
Neil Thomas ◽  
Yan Duan ◽  
Xi Chen ◽  
...  
Keyword(s):  
Machine Learning ◽  
Learning Community ◽  
Supervised Learning ◽  
Real Life ◽  
Representation Learning ◽  
Protein Modeling ◽  
Bench Mark ◽  
Biologically Relevant ◽  
Learning Techniques ◽  
Almost All

AbstractProtein modeling is an increasingly popular area of machine learning research. Semi-supervised learning has emerged as an important paradigm in protein modeling due to the high cost of acquiring supervised protein labels, but the current literature is fragmented when it comes to datasets and standardized evaluation techniques. To facilitate progress in this field, we introduce the Tasks Assessing Protein Embeddings (TAPE), a set of five biologically relevant semi-supervised learning tasks spread across different domains of protein biology. We curate tasks into specific training, validation, and test splits to ensure that each task tests biologically relevant generalization that transfers to real-life scenarios. We bench-mark a range of approaches to semi-supervised protein representation learning, which span recent work as well as canonical sequence learning techniques. We find that self-supervised pretraining is helpful for almost all models on all tasks, more than doubling performance in some cases. Despite this increase, in several cases features learned by self-supervised pretraining still lag behind features extracted by state-of-the-art non-neural techniques. This gap in performance suggests a huge opportunity for innovative architecture design and improved modeling paradigms that better capture the signal in biological sequences. TAPE will help the machine learning community focus effort on scientifically relevant problems. Toward this end, all data and code used to run these experiments are available at https://github.com/songlab-cal/tape.

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