scholarly journals Bankruptcy Prediction and Stress Quantification Using Support Vector Machine: Evidence from Indian Banks

Risks ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 52
Author(s):  
Santosh Kumar Shrivastav ◽  
P. Janaki Ramudu
Keyword(s):  
Support Vector Machine ◽  
Financial Stress ◽  
Vital Role ◽  
Bankruptcy Prediction ◽  
Support Vector ◽  
Decision Boundary ◽  
Linear Kernel ◽  
Research Activity ◽  
Feature Selection Technique ◽  
Private And Public

Banks play a vital role in strengthening the financial system of a country; hence, their survival is decisive for the stability of national economies. Therefore, analyzing the survival probability of the banks is an essential and continuing research activity. However, the current literature available indicates that research is currently limited on banks’ stress quantification in countries like India where there have been fewer failed banks. The literature also indicates a lack of scientific and quantitative approaches that can be used to predict bank survival and failure probabilities. Against this backdrop, the present study attempts to establish a bankruptcy prediction model using a machine learning approach and to compute and compare the financial stress that the banks face. The study uses the data of failed and surviving private and public sector banks in India for the period January 2000 through December 2017. The explanatory features of bank failure are chosen by using a two-step feature selection technique. First, a relief algorithm is used for primary screening of useful features, and in the second step, important features are fed into the support vector machine to create a forecasting model. The threshold values of the features for the decision boundary which separates failed banks from survival banks are calculated using the decision boundary of the support vector machine with a linear kernel. The results reveal, inter alia, that support vector machine with linear kernel shows 92.86% forecasting accuracy, while a support vector machine with radial basis function kernel shows 71.43% accuracy. The study helps to carry out comparative analyses of financial stress of the banks and has significant implications for their decisions of various stakeholders such as shareholders, management of the banks, analysts, and policymakers.

Abstract 473: Identification of Apolipoproteins Using Feature Selection Technique

2016 ◽  
Vol 36 (suppl_1) ◽  
Author(s):  
Hua Tang ◽  
Hao Lin
Keyword(s):  
Support Vector Machine ◽  
Cross Validation ◽  
Support Vector ◽  
Feature Subset ◽  
Risk Markers ◽  
Dipeptide Composition ◽  
Accurate Identification ◽  
Feature Selection Technique ◽  
Physiological Importance ◽  
Fold Cross Validation

Objective: Apolipoproteins are of great physiological importance and are associated with different diseases such as dyslipidemia, thrombogenesis and angiocardiopathy. Apolipoproteins have therefore emerged as key risk markers and important research targets yet the types of apolipoproteins has not been fully elucidated. Accurate identification of the apoliproproteins is very crucial to the comprehension of cardiovascular diseases and drug design. The aim of this study is to develop a powerful model to precisely identify apolipoproteins. Approach and Results: We manually collected a non-redundant dataset of 53 apoliproproteins and 136 non-apoliproproteins with the sequence identify of less than 40% from UniProt. After formulating the protein sequence samples with g -gap dipeptide composition (here g =1~10), the analysis of various (ANOVA) was adopted to find out the best feature subset which can achieve the best accuracy. Support Vector Machine (SVM) was then used to perform classification. The predictive model was evaluated using a five-fold cross-validation which yielded a sensitivity of 96.2%, a specificity of 99.3%, and an accuracy of 98.4%. The study indicated that the proposed method could be a feasible means of conducting preliminary analyses of apoliproproteins. Conclusion: We demonstrated that apoliproproteins can be predicted from their primary sequences. Also we discovered the special dipeptide distribution in apoliproproteins. These findings open new perspectives to improve apoliproproteins prediction by considering the specific dipeptides. We expect that these findings will help to improve drug development in anti-angiocardiopathy disease. Key words: Apoliproproteins Angiocardiopathy Support Vector Machine

Predicting Students Grades Using Artificial Neural Networks and Support Vector Machine

2019 ◽  
pp. 751-766
Author(s):  
Sajid Umair ◽  
Muhammad Majid Sharif
Keyword(s):  
Neural Networks ◽  
Support Vector Machine ◽  
Artificial Neural Networks ◽  
Student Performance ◽  
Semantic Analysis ◽  
Vital Role ◽  
Support Vector ◽  
Data Set ◽  
Important Research Topic ◽  
Artificial Neural

Prediction of student performance on the basis of habits has been a very important research topic in academics. Studies show that selection of the correct data set also plays a vital role in these predictions. In this chapter, the authors took data from different schools that contains student habits and their comments, analyzed it using latent semantic analysis to get semantics, and then used support vector machine to classify the data into two classes, important for prediction and not important. Finally, they used artificial neural networks to predict the grades of students. Regression was also used to predict data coming from support vector machine, while giving only the important data for prediction.

OPTIMIZATION OF LEAST SQUARES SUPPORT VECTOR MACHINE TECHNIQUE USING GENETIC ALGORITHM FOR ELECTROENCEPHALOGRAM MULTI-DIMENSIONAL SIGNALS

2016 ◽  
Vol 78 (5-10) ◽  
Author(s):  
Farzana Kabir Ahmad ◽  
Abdullah Yousef Awwad Al-Qammaz ◽  
Yuhanis Yusof
Keyword(s):  
Genetic Algorithm ◽  
Support Vector Machine ◽  
Feature Selection ◽  
Computational Model ◽  
Least Squares ◽  
Support Vector ◽  
Feature Selection Technique ◽  
Selection Technique ◽  
Human Emotion ◽  
Valence And Arousal

Human-computer intelligent interaction (HCII) is a rising field of science that aims to refine and enhance the interaction between computer and human. Since emotion plays a vital role in human daily life, the ability of computer to interpret and response to human emotion is a crucial element for future intelligent system. Accordingly, several studies have been conducted to recognise human emotion using different technique such as facial expression, speech, galvanic skin response (GSR), or heart rate (HR). However, such techniques have problems mainly in terms of credibility and reliability as people can fake their feeling and response. Electroencephalogram (EEG) on the other has shown to be a very effective way in recognising human emotion as this technique records the brain activity of human and they can hardly be deceived by voluntary control. Regardless the popularity of EEG in recognizing human emotion, this study field is relatively challenging as EEG signal is nonlinear, involves myriad factors and chaotic in nature. These issues have led to high dimensional problem and poor classification results. To address such problems, this study has proposed a novel computational model, which consist of three main stages, namely a) feature extraction; b) feature selection and c) classifier. Discrete wavelet packet transform (DWPT) has been used to extract EEG signals feature and ultimately 204,800 features from 32 subject-independent have been obtained. Meanwhile, Genetic Algorithm (GA) and Least squares support vector machine (LS-SVM) have been used as a feature selection technique and classifier respectively. This computational model is tested on the common DEAP pre-processed EEG dataset in order to classify three levels of valence and arousal. The empirical results have shown that the proposed GA-LSSVM, has improved the classification results to 49.22% and 54.83% for valence and arousal respectively, whereas is it observed that 46.33% of valence and 48.30% of arousal classification were achieved when no feature selection technique is applied on the identical classifier

IMPROVING CLASSIFICATION ACCURACY FOR NON-COMMUNICABLE DISEASE PREDICTION MODEL BASED ON SUPPORT VECTOR MACHINE

2015 ◽  
Vol 77 (18) ◽  
Author(s):  
Mohd. Khanapi Abd. Ghani ◽  
Daniel Hartono Sutanto
Keyword(s):  
Breast Cancer ◽  
Support Vector Machine ◽  
Prediction Model ◽  
Classification Accuracy ◽  
Communicable Disease ◽  
Breast Cancer Diagnosis ◽  
Support Vector ◽  
Feature Selection Technique ◽  
Redundant Data ◽  
Non Communicable Disease

Over recent years, Non-communicable Disease (NCDs) is the high mortality rate in worldwide likely diabetes mellitus, cardiovascular diseases, liver and cancers. NCDs prediction model have problems such as redundant data, missing data, imbalance dataset and irrelevant attribute. This paper proposes a novel NCDs prediction model to improve accuracy. Our model comprisesk-means as clustering technique, Weight by SVM as feature selection technique and Support Vector Machine as classifier technique. The result shows that k-means + weight SVM + SVM improved the classification accuracy on most of all NCDs dataset (accuracy; AUC), likely Pima Indian Dataset (99.52; 0.999), Breast Cancer Diagnosis Dataset (98.85; 1.000), Breast Cancer Biopsy Dataset (97.71; 0.998), Colon Cancer (99.41; 1.000), ECG (98.33; 1.000), Liver Disorder (99.13; 0.998).The significant different performed by k-means + weight by SVM + SVM. In the time to come, we are expecting to better accuracy rate with another classifier such as Neural Network.

scholarly journals Effects of kernels and the proportion of training data on the accuracy of SVM sentiment analysis in lecturer evaluation

2020 ◽  
Vol 9 (4) ◽  
pp. 734
Author(s):  
Daniel Febrian Sengkey ◽  
Agustinus Jacobus ◽  
Fabian Johanes Manoppo
Keyword(s):  
Support Vector Machine ◽  
Sentiment Analysis ◽  
Statistical Methods ◽  
Statistical Test ◽  
The Other ◽  
Training Data ◽  
Support Vector ◽  
Linear Kernel ◽  
Linear Polynomial ◽  
Accuracy Data

Support vector machine (SVM) is a known method for supervised learning in sentiment analysis and there are many studies about the use of SVM in classifying the sentiments in lecturer evaluation. SVM has various parameters that can be tuned and kernels that can be chosen to improve the classifier accuracy. However, not all options have been explored. Therefore, in this study we compared the four SVM kernels: radial, linear, polynomial, and sigmoid, to discover how each kernel influences the accuracy of the classifier. To make a proper assessment, we used our labeled dataset of students’ evaluations toward the lecturer. The dataset was split, one for training the classifier, and another one for testing the model. As an addition, we also used several different ratios of the training:testing dataset. The split ratios are 0.5 to 0.95, with the increment factor of 0.05. The dataset was split randomly, hence the splitting-training-testing processes were repeated 1,000 times for each kernel and splitting ratio. Therefore, at the end of the experiment, we got 40,000 accuracy data. Later, we applied statistical methods to see whether the differences are significant. Based on the statistical test, we found that in this particular case, the linear kernel significantly has higher accuracy compared to the other kernels. However, there is a tradeoff, where the results are getting more varied with a higher proportion of data used for training.

scholarly journals Modeling Student’s Academic Performance During Covid-19 Based on Classification in Support Vector Machine

2021 ◽  
Vol 12 (5) ◽  
pp. 1798-1804
Author(s):  
Nor Ain Maisarah Samsudin, Et. al.
Keyword(s):  
Support Vector Machine ◽  
Academic Performance ◽  
Undergraduate Students ◽  
Movement Control ◽  
Polynomial Kernel ◽  
Support Vector ◽  
Linear Kernel ◽  
Grade Point ◽  
Before And After ◽  
And Mathematics

This study proposed a statistical investigate the pattern of students’ academic performance before and after online learning due to the Movement Control Order (MCO) during pandemic outbreak and a modelling students’ academic performance based on classification in Support Vector Machine (SVM). Data sample were taken from undergraduate students of Faculty of Science and Mathematics, Universiti Pendidikan Sultan Idris (UPSI). Student’s Grade Point Average (GPA) were obtained to developed model of academic performances during Covid-19 outbreak. The prediction model was used to predict the academic performances of university students when online classes was conducted. The algorithm of Support Vector Machine (SVM) was used to develop a model of students’ academic performance in university. For the Support Vector Machine (SVM) algorithm, there are two important parameters which are C (misclassification tolerance parameter) and epsilon  need to identify before proceed the further analysis. The parameters was applied to four different types of kernel which is linear kernel, radial basis function kernel, polynomial kernel and sigmoid kernel and the result was found that the best accuracy achieved by SVM are 73.68% by using linear kernel and the worst accuracy obtained from a sigmoid kernel which is 67.99% with parameter of misclassification tolerance C is 128 and epsilon is 0.6.

Open-Source Essential Protein Prediction Model by Integrating Chi-Square and Support Vector Machine

2020 ◽  
Vol 11 (3) ◽  
pp. 38-56
Author(s):  
S. R. Mani Sekhar ◽  
Siddesh G. M. ◽  
Sunilkumar S. Manvi
Keyword(s):  
Support Vector Machine ◽  
Open Source ◽  
Vital Role ◽  
Support Vector ◽  
Chi Square ◽  
Essential Proteins ◽  
Topological Features ◽  
Proposed Model ◽  
Protein Prediction ◽  
Svm Model

Identification and analysis of protein play a vital role in drug design and disease prediction. There are several open-source applications that have been developed for identifying essential proteins which are based on biological or topological features. These techniques infer the possibility of proteins to be essential by using the network topology and feature selection, which can ignore some of the features to reduce the complexity and, subsequently, results in less accuracy. In the paper, the authors have used selenium driver to scrap the dataset. Later, the authors integrated the chi-square method with support vector machine for the prediction of essential proteins in baker yeast. Here, chi-square is a test of dissimilarity used for altering the record, and afterward, the support vector machine is used to classify the test dataset. The results show that the proposed model Chi-SVM model achieves an accuracy of 99.56%, whereas BC and CC achieved an accuracy of 84.0% and 86.0%. Finally, the proposed model is validated using Statistical performance measures such as PPA, NPA, SA, and STA.

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