scholarly journals Corporate Default Predictions Using Machine Learning: Literature Review

2020 ◽  
Vol 12 (16) ◽  
pp. 6325 ◽  
Author(s):  
Hyeongjun Kim ◽  
Hoon Cho ◽  
Doojin Ryu
Keyword(s):  
Machine Learning ◽  
Prediction Model ◽  
Statistical Models ◽  
Stock Price ◽  
Global Financial Crisis ◽  
Support Vector ◽  
Corporate Default ◽  
Default Prediction ◽  
Future Outcomes ◽  
The Global Financial Crisis

Corporate default predictions play an essential role in each sector of the economy, as highlighted by the global financial crisis and the increase in credit risk. This study reviews the corporate default prediction literature from the perspectives of financial engineering and machine learning. We define three generations of statistical models: discriminant analyses, binary response models, and hazard models. In addition, we introduce three representative machine learning methodologies: support vector machines, decision trees, and artificial neural network algorithms. For both the statistical models and machine learning methodologies, we identify the key studies used in corporate default prediction. By comparing these methods with findings from the interdisciplinary literature, our review suggests some new tasks in the field of machine learning for predicting corporate defaults. First, a corporate default prediction model should be a multi-period model in which future outcomes are affected by past decisions. Second, the stock price and the corporate value determined by the stock market are important factors to use in default predictions. Finally, a corporate default prediction model should be able to suggest the cause of default.

Using Machine Learning Algorithms on Prediction of Stock Price

2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen
Keyword(s):  
Machine Learning ◽  
Stock Price ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Short Term ◽  
Learning Techniques ◽  
Historical Database ◽  
Long Short Term Memory

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.

scholarly journals Predicting Student’s Performance Using Machine Learning Algorithm

2021 ◽  
pp. 53-58
Author(s):  
Sheela Rani P ◽  
Dhivya S ◽  
Dharshini Priya M ◽  
Dharmila Chowdary A
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Prediction Model ◽  
Naive Bayes ◽  
Learning Algorithm ◽  
Naïve Bayes ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Learning Approaches ◽  
K Nearest Neighbors

Machine learning is a new analysis discipline that uses knowledge to boost learning, optimizing the training method and developing the atmosphere within which learning happens. There square measure 2 sorts of machine learning approaches like supervised and unsupervised approach that square measure accustomed extract the knowledge that helps the decision-makers in future to require correct intervention. This paper introduces an issue that influences students' tutorial performance prediction model that uses a supervised variety of machine learning algorithms like support vector machine , KNN(k-nearest neighbors), Naïve Bayes and supplying regression and logistic regression. The results supported by various algorithms are compared and it is shown that the support vector machine and Naïve Bayes performs well by achieving improved accuracy as compared to other algorithms. The final prediction model during this paper may have fairly high prediction accuracy .The objective is not just to predict future performance of students but also provide the best technique for finding the most impactful features that influence student’s while studying.

scholarly journals Computational prediction of implantation outcome after embryo transfer

2019 ◽  
Vol 26 (3) ◽  
pp. 1810-1826 ◽  
Author(s):  
Behnaz Raef ◽  
Masoud Maleki ◽  
Reza Ferdousi
Keyword(s):  
Machine Learning ◽  
Feature Selection ◽  
Prediction Model ◽  
Embryo Transfer ◽  
Area Under The Curve ◽  
Computational Prediction ◽  
Support Vector ◽  
Human Menopausal Gonadotropin ◽  
Optimum Number ◽  
Learning Approaches

The aim of this study is to develop a computational prediction model for implantation outcome after an embryo transfer cycle. In this study, information of 500 patients and 1360 transferred embryos, including cleavage and blastocyst stages and fresh or frozen embryos, from April 2016 to February 2018, were collected. The dataset containing 82 attributes and a target label (indicating positive and negative implantation outcomes) was constructed. Six dominant machine learning approaches were examined based on their performance to predict embryo transfer outcomes. Also, feature selection procedures were used to identify effective predictive factors and recruited to determine the optimum number of features based on classifiers performance. The results revealed that random forest was the best classifier (accuracy = 90.40% and area under the curve = 93.74%) with optimum features based on a 10-fold cross-validation test. According to the Support Vector Machine-Feature Selection algorithm, the ideal numbers of features are 78. Follicle stimulating hormone/human menopausal gonadotropin dosage for ovarian stimulation was the most important predictive factor across all examined embryo transfer features. The proposed machine learning-based prediction model could predict embryo transfer outcome and implantation of embryos with high accuracy, before the start of an embryo transfer cycle.

scholarly journals Predicting asthma attacks in primary care: protocol for developing a machine learning-based prediction model

BMJ Open ◽  
2019 ◽  
Vol 9 (7) ◽  
pp. e028375 ◽  
Author(s):  
Holly Tibble ◽  
Athanasios Tsanas ◽  
Elsie Horne ◽  
Robert Horne ◽  
Mehrdad Mizani ◽  
...  
Keyword(s):  
Machine Learning ◽  
Primary Care ◽  
Prediction Model ◽  
Research Ethics ◽  
Ethics Committee ◽  
Study Patient ◽  
Support Vector ◽  
Electronic Health Record Data ◽  
Research Ethics Committee ◽  
Health And Social Care

IntroductionAsthma is a long-term condition with rapid onset worsening of symptoms (‘attacks’) which can be unpredictable and may prove fatal. Models predicting asthma attacks require high sensitivity to minimise mortality risk, and high specificity to avoid unnecessary prescribing of preventative medications that carry an associated risk of adverse events. We aim to create a risk score to predict asthma attacks in primary care using a statistical learning approach trained on routinely collected electronic health record data.Methods and analysisWe will employ machine-learning classifiers (naïve Bayes, support vector machines, and random forests) to create an asthma attack risk prediction model, using the Asthma Learning Health System (ALHS) study patient registry comprising 500 000 individuals across 75 Scottish general practices, with linked longitudinal primary care prescribing records, primary care Read codes, accident and emergency records, hospital admissions and deaths. Models will be compared on a partition of the dataset reserved for validation, and the final model will be tested in both an unseen partition of the derivation dataset and an external dataset from the Seasonal Influenza Vaccination Effectiveness II (SIVE II) study.Ethics and disseminationPermissions for the ALHS project were obtained from the South East Scotland Research Ethics Committee 02 [16/SS/0130] and the Public Benefit and Privacy Panel for Health and Social Care (1516–0489). Permissions for the SIVE II project were obtained from the Privacy Advisory Committee (National Services NHS Scotland) [68/14] and the National Research Ethics Committee West Midlands–Edgbaston [15/WM/0035]. The subsequent research paper will be submitted for publication to a peer-reviewed journal and code scripts used for all components of the data cleaning, compiling, and analysis will be made available in the open source GitHub website (https://github.com/hollytibble).

The global financial crisis and stock price behaviour: time evidence from Nigeria

2018 ◽  
Vol 20 (3) ◽  
pp. 373
Author(s):  
Stephen Oseko Migiro ◽  
Patrick Olufemi Adeyeye ◽  
Olufemi Adewale Aluko
Keyword(s):  
Financial Crisis ◽  
Stock Price ◽  
Global Financial Crisis ◽  
The Global Financial Crisis

scholarly journals Modeling the Temporal Population Distribution of Ae. aegypti Mosquito using Big Earth Observation Data.

2020 ◽  
Author(s):  
Oladimeji Mudele ◽  
Fabio M. Bayer ◽  
Lucas Zanandrez ◽  
Alvaro Eiras ◽  
Paolo Gamba
Keyword(s):  
Machine Learning ◽  
Statistical Models ◽  
Earth Observation ◽  
Machine Learning Techniques ◽  
Distribution Model ◽  
Support Vector ◽  
World Population ◽  
Observation Data ◽  
Vector Population ◽  
Learning Techniques

<div>Over 50% of the world population is at risk of mosquito-borne diseases. Female Ae. aegypti mosquito species transmit Zika, Dengue, and Chikungunya. The spread of these diseases correlate positively with the vector population, and this population depends on biotic and abiotic environmental factors including temperature, vegetation condition, humidity and precipitation. To combat virus outbreaks, information about vector population is required. To this aim, Earth observation (EO) data provide fast, efficient and economically viable means to estimate environmental features of interest. In this work, we present a temporal distribution model for adult female Ae. aegypti mosquitoes based on the joint use of the Normalized Difference Vegetation Index, the Normalized Difference Water Index, the Land Surface Temperature (both at day and night time), along with the precipitation information, extracted from EO data. The model was applied separately to data obtained during three different vector control and field data collection condition regimes, and used to explain the differences in environmental variable contributions across these regimes. To this aim, a random forest (RF) regression technique and its nonlinear features importance ranking based on mean decrease impurity (MDI) were implemented. To prove the robustness of the proposed model, other machine learning techniques, including support vector regression, decision trees and k-nearest neighbor regression, as well as artificial neural networks, and statistical models such as the linear regression model and generalized linear model were also considered. Our results show that machine learning techniques perform better than linear statistical models for the task at hand, and RF performs best. By ranking the importance of all features based on MDI in RF and selecting the subset comprising the most</div>

scholarly journals APPLYING MACHINE LEARNING MODELS IN STOCK MARKET PREDICTION

2020 ◽  
pp. 395-398
Author(s):  
Vignesh CK
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Price ◽  
Short Term Memory ◽  
Stock Exchange ◽  
Support Vector ◽  
Company Stock ◽  
The Future ◽  
Future Value ◽  
Past Data

This paper deals with the techniques of attempting to calculate the future value of a company stock or any other financial instrument which is being traded in a stock exchange. This prediction plays a great role in many financing and investing decisions. This calculation can be done by Machine learning by training a model to identify the trend from past data in order to predict the future. The main topic of study here will be the comparative analysis of the SVM and LTSM algorithms. KEYWORDS: Machine learning, Stock price, Stock market, Support vector machine, neural network, long short term memory.

scholarly journals Modeling the Temporal Population Distribution of Ae. aegypti Mosquito using Big Earth Observation Data.

2020 ◽  
Author(s):  
Oladimeji Mudele ◽  
Fabio M. Bayer ◽  
Lucas Zanandrez ◽  
Alvaro Eiras ◽  
Paolo Gamba
Keyword(s):  
Machine Learning ◽  
Statistical Models ◽  
Earth Observation ◽  
Machine Learning Techniques ◽  
Distribution Model ◽  
Support Vector ◽  
World Population ◽  
Observation Data ◽  
Vector Population ◽  
Learning Techniques

<div>Over 50% of the world population is at risk of mosquito-borne diseases. Female Ae. aegypti mosquito species transmit Zika, Dengue, and Chikungunya. The spread of these diseases correlate positively with the vector population, and this population depends on biotic and abiotic environmental factors including temperature, vegetation condition, humidity and precipitation. To combat virus outbreaks, information about vector population is required. To this aim, Earth observation (EO) data provide fast, efficient and economically viable means to estimate environmental features of interest. In this work, we present a temporal distribution model for adult female Ae. aegypti mosquitoes based on the joint use of the Normalized Difference Vegetation Index, the Normalized Difference Water Index, the Land Surface Temperature (both at day and night time), along with the precipitation information, extracted from EO data. The model was applied separately to data obtained during three different vector control and field data collection condition regimes, and used to explain the differences in environmental variable contributions across these regimes. To this aim, a random forest (RF) regression technique and its nonlinear features importance ranking based on mean decrease impurity (MDI) were implemented. To prove the robustness of the proposed model, other machine learning techniques, including support vector regression, decision trees and k-nearest neighbor regression, as well as artificial neural networks, and statistical models such as the linear regression model and generalized linear model were also considered. Our results show that machine learning techniques perform better than linear statistical models for the task at hand, and RF performs best. By ranking the importance of all features based on MDI in RF and selecting the subset comprising the most</div>

Sign in / Sign up

Export Citation Format

Share Document