scholarly journals Exploiting Visual Features in Financial Time Series Prediction

2020 ◽  
Vol 14 (2) ◽  
pp. 61-76
Author(s):  
Adil Gürsel Karaçor ◽  
Turan Erman Erkan
Keyword(s):  
Financial Time Series ◽  
Time Series Prediction ◽  
Visual Features ◽  
Gradient Boosting ◽  
Support Vector ◽  
Foreign Exchange Rates ◽  
Extreme Gradient Boosting ◽  
Vector Machines ◽  
Direction Of Movement ◽  
Visual Properties

The possibility to enhance prediction accuracy for foreign exchange rates was investigated in two ways: first applying an outside the box approach to modeling price graphs by exploiting their visual properties, and secondly employing the most efficient methods to detect patterns to classify the direction of movement. The approach that exploits the visual properties of price graphs which make use of density regions along with high and low values describing the shape; hence, the authors propose the name ‘Finance Vision.' The data used in the predictive model consists of 1-hour past price values of 4 different currency pairs, between 2003 and 2016. Prediction performances of state-of-the-art methods; Extreme Gradient Boosting, Artificial Neural Network and Support Vector Machines are compared over the same data with the same sets of features. Results show that density based visual features contribute considerably to prediction performance.

scholarly journals Steganalysis of Adaptive Multi-Rate Speech Based on Extreme Gradient Boosting

Electronics ◽  
2020 ◽  
Vol 9 (3) ◽  
pp. 522
Author(s):  
Congcong Sun ◽  
Hui Tian ◽  
Chin-Chen Chang ◽  
Yewang Chen ◽  
Yiqiao Cai ◽  
...  
Keyword(s):  
Statistical Characteristics ◽  
Gradient Boosting ◽  
Support Vector ◽  
Final State ◽  
Markov Transition Matrix ◽  
Markov Transition ◽  
Extreme Gradient Boosting ◽  
Vector Machines ◽  
Feature Based ◽  
Series Of Experiments

Steganalysis of adaptive multi-rate (AMR) speech is a hot topic for controlling cybercrimes grounded in steganography in related speech streams. In this paper, we first present a novel AMR steganalysis model, which utilizes extreme gradient boosting (XGBoost) as the classifier, instead of support vector machines (SVM) adopted in the previous schemes. Compared with the SVM-based model, this new model can facilitate the excavation of potential information from the high-dimensional features and can avoid overfitting. Moreover, to further strengthen the preceding features based on the statistical characteristics of pulse pairs, we present the convergence feature based on the Markov chain to reflect the global characterization of pulse pairs, which is essentially the final state of the Markov transition matrix. Combining the convergence feature with the preceding features, we propose an XGBoost-based steganalysis scheme for AMR speech streams. Finally, we conducted a series of experiments to assess our presented scheme and compared it with previous schemes. The experimental results demonstrate that the proposed scheme is feasible, and can provide better performance in terms of detecting the existing steganography methods based on AMR speech streams.

scholarly journals A Study on Machine Vision Techniques for the Inspection of Health Personnels’ Protective Suits for the Treatment of Patients in Extreme Isolation

Electronics ◽  
2019 ◽  
Vol 8 (7) ◽  
pp. 743 ◽  
Author(s):  
Alice Stazio ◽  
Juan G. Victores ◽  
David Estevez ◽  
Carlos Balaguer
Keyword(s):  
Logistic Regression ◽  
Machine Vision ◽  
Training Data ◽  
Gradient Boosting ◽  
Support Vector ◽  
Classification Algorithms ◽  
Adaptive Boosting ◽  
Blood Stains ◽  
Extreme Gradient Boosting ◽  
Vector Machines

The examination of Personal Protective Equipment (PPE) to assure the complete integrity of health personnel in contact with infected patients is one of the most necessary tasks when treating patients affected by infectious diseases, such as Ebola. This work focuses on the study of machine vision techniques for the detection of possible defects on the PPE that could arise after contact with the aforementioned pathological patients. A preliminary study on the use of image classification algorithms to identify blood stains on PPE subsequent to the treatment of the infected patient is presented. To produce training data for these algorithms, a synthetic dataset was generated from a simulated model of a PPE suit with blood stains. Furthermore, the study proceeded with the utilization of images of the PPE with a physical emulation of blood stains, taken by a real prototype. The dataset reveals a great imbalance between positive and negative samples; therefore, all the selected classification algorithms are able to manage this kind of data. Classifiers range from Logistic Regression and Support Vector Machines, to bagging and boosting techniques such as Random Forest, Adaptive Boosting, Gradient Boosting and eXtreme Gradient Boosting. All these algorithms were evaluated on accuracy, precision, recall and F 1 score; and additionally, execution times were considered. The obtained results report promising outcomes of all the classifiers, and, in particular Logistic Regression resulted to be the most suitable classification algorithm in terms of F 1 score and execution time, considering both datasets.

Financial time series prediction using least squares support vector machines within the evidence framework

2001 ◽  
Vol 12 (4) ◽  
pp. 809-821 ◽  
Author(s):  
T. Van Gestel ◽  
J.A.K. Suykens ◽  
D.-E. Baestaens ◽  
A. Lambrechts ◽  
G. Lanckriet ◽  
...  
Keyword(s):  
Time Series ◽  
Support Vector Machines ◽  
Least Squares ◽  
Financial Time Series ◽  
Time Series Prediction ◽  
Support Vector ◽  
Financial Time ◽  
Evidence Framework ◽  
Vector Machines

scholarly journals Financial Time Series Prediction Based on XGBoost and Generative Adversarial Networks

2022 ◽  
Vol 16 ◽  
pp. 637-645
Author(s):  
Jialing Xu ◽  
Jingxing He ◽  
Jinqiang Gu ◽  
Huayang Wu ◽  
Lei Wang ◽  
...  
Keyword(s):  
Time Series ◽  
Prediction Accuracy ◽  
Financial Time Series ◽  
Time Series Prediction ◽  
Generative Adversarial Networks ◽  
Gradient Boosting ◽  
Financial Time ◽  
Adversarial Networks ◽  
Extreme Gradient Boosting ◽  
Gp Model

Considering the problems of the model collapse and the low forecast precision in predicting the financial time series of the generative adversarial networks (GAN), we apply the WGAN-GP model to solve the gradient collapse. Extreme gradient boosting (XGBoost) is used for feature extraction to improve prediction accuracy. Alibaba stock is taken as the research object, using XGBoost to optimize its characteristic factors, and training the optimized characteristic variables with WGAN-GP. We compare the prediction results of WGAN-GP model and classical time series prediction models, long short term memory (LSTM) and gate recurrent unit (GRU). In the experimental stage, root mean square error (RMSE) is chosen as the evaluation index. The results of different models show that the RMSE of WGAN-GP model is the smallest, which are 61.94% and 47.42%, lower than that of LSTM model and GRU model respectively. At the same time, the stock price data of Google and Amazon confirm the stability of WGAN-GP model. WGAN-GP model can obtain higher prediction accuracy than the classical time series prediction model.

scholarly journals Machine learning models to identify low adherence to influenza vaccination among Korean adults with cardiovascular disease

2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Moojung Kim ◽  
Young Jae Kim ◽  
Sung Jin Park ◽  
Kwang Gi Kim ◽  
Pyung Chun Oh ◽  
...  
Keyword(s):  
Machine Learning ◽  
Cardiovascular Disease ◽  
Influenza Vaccination ◽  
Machine Learning Techniques ◽  
Gradient Boosting ◽  
Support Vector ◽  
Age Group ◽  
Learning Models ◽  
Extreme Gradient Boosting ◽  
Machine Learning Models

Abstract Background Annual influenza vaccination is an important public health measure to prevent influenza infections and is strongly recommended for cardiovascular disease (CVD) patients, especially in the current coronavirus disease 2019 (COVID-19) pandemic. The aim of this study is to develop a machine learning model to identify Korean adult CVD patients with low adherence to influenza vaccination Methods Adults with CVD (n = 815) from a nationally representative dataset of the Fifth Korea National Health and Nutrition Examination Survey (KNHANES V) were analyzed. Among these adults, 500 (61.4%) had answered "yes" to whether they had received seasonal influenza vaccinations in the past 12 months. The classification process was performed using the logistic regression (LR), random forest (RF), support vector machine (SVM), and extreme gradient boosting (XGB) machine learning techniques. Because the Ministry of Health and Welfare in Korea offers free influenza immunization for the elderly, separate models were developed for the < 65 and ≥ 65 age groups. Results The accuracy of machine learning models using 16 variables as predictors of low influenza vaccination adherence was compared; for the ≥ 65 age group, XGB (84.7%) and RF (84.7%) have the best accuracies, followed by LR (82.7%) and SVM (77.6%). For the < 65 age group, SVM has the best accuracy (68.4%), followed by RF (64.9%), LR (63.2%), and XGB (61.4%). Conclusions The machine leaning models show comparable performance in classifying adult CVD patients with low adherence to influenza vaccination.

scholarly journals Explainable machine learning can outperform Cox regression predictions and provide insights in breast cancer survival

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Arturo Moncada-Torres ◽  
Marissa C. van Maaren ◽  
Mathijs P. Hendriks ◽  
Sabine Siesling ◽  
Gijs Geleijnse
Keyword(s):  
Breast Cancer ◽  
Machine Learning ◽  
Explicit Knowledge ◽  
Cox Regression ◽  
Metastatic Breast ◽  
Gradient Boosting ◽  
Support Vector ◽  
Netherlands Cancer Registry ◽  
Extreme Gradient Boosting ◽  
The Impact

AbstractCox Proportional Hazards (CPH) analysis is the standard for survival analysis in oncology. Recently, several machine learning (ML) techniques have been adapted for this task. Although they have shown to yield results at least as good as classical methods, they are often disregarded because of their lack of transparency and little to no explainability, which are key for their adoption in clinical settings. In this paper, we used data from the Netherlands Cancer Registry of 36,658 non-metastatic breast cancer patients to compare the performance of CPH with ML techniques (Random Survival Forests, Survival Support Vector Machines, and Extreme Gradient Boosting [XGB]) in predicting survival using the $$c$$ c -index. We demonstrated that in our dataset, ML-based models can perform at least as good as the classical CPH regression ($$c$$ c -index $$\sim \,0.63$$ ∼ 0.63 ), and in the case of XGB even better ($$c$$ c -index $$\sim 0.73$$ ∼ 0.73 ). Furthermore, we used Shapley Additive Explanation (SHAP) values to explain the models’ predictions. We concluded that the difference in performance can be attributed to XGB’s ability to model nonlinearities and complex interactions. We also investigated the impact of specific features on the models’ predictions as well as their corresponding insights. Lastly, we showed that explainable ML can generate explicit knowledge of how models make their predictions, which is crucial in increasing the trust and adoption of innovative ML techniques in oncology and healthcare overall.

scholarly journals Establishing a Credit Risk Evaluation System for SMEs Using the Soft Voting Fusion Model

Risks ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 202
Author(s):  
Ge Gao ◽  
Hongxin Wang ◽  
Pengbin Gao
Keyword(s):  
Credit Risk ◽  
Evaluation System ◽  
Predictive Accuracy ◽  
Assessment System ◽  
Gradient Boosting ◽  
Support Vector ◽  
Fusion Model ◽  
Light Gradient ◽  
Extreme Gradient Boosting ◽  
The Government

In China, SMEs are facing financing difficulties, and commercial banks and financial institutions are the main financing channels for SMEs. Thus, a reasonable and efficient credit risk assessment system is important for credit markets. Based on traditional statistical methods and AI technology, a soft voting fusion model, which incorporates logistic regression, support vector machine (SVM), random forest (RF), eXtreme Gradient Boosting (XGBoost), and Light Gradient Boosting Machine (LightGBM), is constructed to improve the predictive accuracy of SMEs’ credit risk. To verify the feasibility and effectiveness of the proposed model, we use data from 123 SMEs nationwide that worked with a Chinese bank from 2016 to 2020, including financial information and default records. The results show that the accuracy of the soft voting fusion model is higher than that of a single machine learning (ML) algorithm, which provides a theoretical basis for the government to control credit risk in the future and offers important references for banks to make credit decisions.

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