scholarly journals Analysis and classification of technical analysis indicators by support vector machines

2018 ◽  
Vol 4 (1) ◽  
pp. 59-66
Author(s):  
J. Oliver
Keyword(s):  
Linear Models ◽  
Prediction Models ◽  
Relevant Information ◽  
Support Vector ◽  
The Past ◽  
Vector Machines ◽  
Output Market ◽  
The Relationship ◽  
Over Time

The search for models which can accurately forecast the market trend has developed over the past decades. Technical indicators and oscillators are the most usually employed inputs in the prediction models. These inputs basically rely on prices and the evolution of the index itself, which may cause some problems like multicolinearity and autocorrelation, in the case of linear models, or overoptimization and noise, in the case of neural networks. This paper proposes filtering the inputs to be employed in the models. To this end, their impact on the forecast will be analysed. A support vector machine will be used to this end, in order to characterize both inputs (indicators and oscillators) and output (market trend). Doing this, it can be assessed whether the relationship between the different inputs and the market trend offers relevant information regarding the contribution of the inputs in the prediction process and whether this contribution remains constant over time. Those inputs will be selected, which obtain more stable forecasts in order to obtain more consistent predictions.

scholarly journals Classification of hyperspectral endocrine tissue images using support vector machines

2020 ◽  
Vol 16 (5) ◽  
pp. 1-10
Author(s):  
Marianne Maktabi ◽  
Hannes Köhler ◽  
Magarita Ivanova ◽  
Thomas Neumuth ◽  
Nada Rayes ◽  
...  
Keyword(s):  
Support Vector Machines ◽  
Support Vector ◽  
Endocrine Tissue ◽  
Vector Machines

scholarly journals Relationship between Cycling Infrastructure and Transportation Cycling in a Small Urban Area

2021 ◽  
Vol 1 (1) ◽  
pp. 99-112
Author(s):  
Richard Larouche ◽  
Nimesh Patel ◽  
Jennifer L. Copeland
Keyword(s):  
Generalized Linear Models ◽  
Qualitative Data ◽  
Linear Models ◽  
The Other ◽  
Small City ◽  
The Road ◽  
The Past ◽  
Low Prevalence ◽  
The Relationship

The role of infrastructure in encouraging transportation cycling in smaller cities with a low prevalence of cycling remains unclear. To investigate the relationship between the presence of infrastructure and transportation cycling in a small city (Lethbridge, AB, Canada), we interviewed 246 adults along a recently-constructed bicycle boulevard and two comparison streets with no recent changes in cycling infrastructure. One comparison street had a separate multi-use path and the other had no cycling infrastructure. Questions addressed time spent cycling in the past week and 2 years prior and potential socio-demographic and psychosocial correlates of cycling, including safety concerns. Finally, we asked participants what could be done to make cycling safer and more attractive. We examined predictors of cycling using gender-stratified generalized linear models. Women interviewed along the street with a separate path reported cycling more than women on the other streets. A more favorable attitude towards cycling and greater habit strength were associated with more cycling in both men and women. Qualitative data revealed generally positive views about the bicycle boulevard, a need for education about sharing the road and for better cycling infrastructure in general. Our results suggest that, even in smaller cities, cycling infrastructure may encourage cycling, especially among women.

scholarly journals Big Data: New Tricks for Econometrics

2014 ◽  
Vol 28 (2) ◽  
pp. 3-28 ◽  
Author(s):  
Hal R. Varian
Keyword(s):  
Big Data ◽  
Linear Models ◽  
Neural Nets ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Learning Techniques ◽  
Model Complex ◽  
Vector Machines ◽  
Sheer Size ◽  
Complex Relationships

Computers are now involved in many economic transactions and can capture data associated with these transactions, which can then be manipulated and analyzed. Conventional statistical and econometric techniques such as regression often work well, but there are issues unique to big datasets that may require different tools. First, the sheer size of the data involved may require more powerful data manipulation tools. Second, we may have more potential predictors than appropriate for estimation, so we need to do some kind of variable selection. Third, large datasets may allow for more flexible relationships than simple linear models. Machine learning techniques such as decision trees, support vector machines, neural nets, deep learning, and so on may allow for more effective ways to model complex relationships. In this essay, I will describe a few of these tools for manipulating and analyzing big data. I believe that these methods have a lot to offer and should be more widely known and used by economists.

scholarly journals Support vector machines for classification of input vectors with different metrics

2011 ◽  
Vol 61 (9) ◽  
pp. 2874-2878 ◽  
Author(s):  
L. Gonzalez-Abril ◽  
F. Velasco ◽  
J.A. Ortega ◽  
L. Franco
Keyword(s):  
Support Vector Machines ◽  
Support Vector ◽  
Vector Machines

A Hybrid Methodology For On-Line Process Monitoring

2004 ◽  
Vol 2 (1) ◽  
Author(s):  
Rakesh Kumar ◽  
Avinash M. Jade ◽  
Valadi K. Jayaraman ◽  
Bhaskar D. Kulkarni
Keyword(s):  
Process Monitoring ◽  
Current Practice ◽  
Locally Linear Embedding ◽  
Support Vector ◽  
Nonlinear Dimensionality Reduction ◽  
Hybrid Strategy ◽  
Vector Machines ◽  
On Line ◽  
Line Process

A hybrid strategy of using (i) locally linear embedding for nonlinear dimensionality reduction of high dimensional data and (ii) support vector machines for classification of the resultant features is proposed as a robust methodology for process monitoring. Illustrative examples substantiate the methodology vis-à-vis current practice.

scholarly journals Detection and Classification of Organophosphate Nerve Agent Simulants Using Support Vector Machines with Multiarray Sensors

2004 ◽  
Vol 44 (2) ◽  
pp. 499-507 ◽  
Author(s):  
Omowunmi Sadik ◽  
Walker H. Land, ◽  
Adam K. Wanekaya ◽  
Michiko Uematsu ◽  
Mark J. Embrechts ◽  
...  
Keyword(s):  
Support Vector Machines ◽  
Nerve Agent ◽  
Support Vector ◽  
Vector Machines
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