scholarly journals ANALYSIS OF THE SELF-ORGANIZING MAP-BASED INVESTMENT STRATEGY

2017 ◽  
pp. 10-17
Author(s):  
Piotr Kossakowski ◽  
Piotr Bilski
Keyword(s):  
Average Rate ◽  
Investment Strategy ◽  
Correlated Data ◽  
Self Organizing Map ◽  
Training Set ◽  
Self Organizing Maps ◽  
Strategy Performance ◽  
The Impact ◽  
Process Method ◽  
Self Organizing

The following paper presents the application of Self-Organizing Maps (SOM) to construct and apply investment strategy on the stock market. Characteristics of this type of neural network and their influence on the investment strategy performance are verified. Considered parameters include the SOM size, here connected to the size of the training set (number of examples). The average number of patterns per neuron was selected as the appropriate measure. Other aspects of the SOM analysis included conscience mechanism, which allows more neurons to be stimulated during the learning process, method of weights updating, determining the number of stimulated neurons. Additionally, the impact of the correlation between features was verified to eliminate redundant ones. Performance of each designed network was verified against the simple investment strategy, generating “buy”, ”sell” and “hold” signals based on the average Rate of Return (RoR). Results show that SOMs with the conscience mechanism outperform their simpler configurations. Elimination of correlated data also improves performance of the SOM-based investment strategy.

scholarly journals The Spread of the COVID-19 Outbreak in Brazil: An Overview by Kohonen Self-Organizing Map Networks

Medicina ◽  
2021 ◽  
Vol 57 (3) ◽  
pp. 235
Author(s):  
Diego Galvan ◽  
Luciane Effting ◽  
Hágata Cremasco ◽  
Carlos Adam Conte-Junior
Keyword(s):  
The Self ◽  
Self Organizing Map ◽  
Virus Spread ◽  
Self Organizing Maps ◽  
The North ◽  
Som Clustering ◽  
Unsupervised Neural Networks ◽  
Mining Tools ◽  
Temporal Spread ◽  
Self Organizing

Background and objective: In the current pandemic scenario, data mining tools are fundamental to evaluate the measures adopted to contain the spread of COVID-19. In this study, unsupervised neural networks of the Self-Organizing Maps (SOM) type were used to assess the spatial and temporal spread of COVID-19 in Brazil, according to the number of cases and deaths in regions, states, and cities. Materials and methods: The SOM applied in this context does not evaluate which measures applied have helped contain the spread of the disease, but these datasets represent the repercussions of the country’s measures, which were implemented to contain the virus’ spread. Results: This approach demonstrated that the spread of the disease in Brazil does not have a standard behavior, changing according to the region, state, or city. The analyses showed that cities and states in the north and northeast regions of the country were the most affected by the disease, with the highest number of cases and deaths registered per 100,000 inhabitants. Conclusions: The SOM clustering was able to spatially group cities, states, and regions according to their coronavirus cases, with similar behavior. Thus, it is possible to benefit from the use of similar strategies to deal with the virus’ spread in these cities, states, and regions.

scholarly journals Geospatial Analysis of Extreme Weather Events in Nigeria (1985–2015) Using Self-Organizing Maps

2017 ◽  
Vol 2017 ◽  
pp. 1-11 ◽  
Author(s):  
Adeoluwa Akande ◽  
Ana Cristina Costa ◽  
Jorge Mateu ◽  
Roberto Henriques
Keyword(s):  
Extreme Precipitation ◽  
Large Scale ◽  
Northern Region ◽  
Extreme Weather Events ◽  
Self Organizing Map ◽  
Spatial And Temporal Patterns ◽  
Self Organizing Maps ◽  
The North ◽  
Precipitation Regimes ◽  
Self Organizing

The explosion of data in the information age has provided an opportunity to explore the possibility of characterizing the climate patterns using data mining techniques. Nigeria has a unique tropical climate with two precipitation regimes: low precipitation in the north leading to aridity and desertification and high precipitation in parts of the southwest and southeast leading to large scale flooding. In this research, four indices have been used to characterize the intensity, frequency, and amount of rainfall over Nigeria. A type of Artificial Neural Network called the self-organizing map has been used to reduce the multiplicity of dimensions and produce four unique zones characterizing extreme precipitation conditions in Nigeria. This approach allowed for the assessment of spatial and temporal patterns in extreme precipitation in the last three decades. Precipitation properties in each cluster are discussed. The cluster closest to the Atlantic has high values of precipitation intensity, frequency, and duration, whereas the cluster closest to the Sahara Desert has low values. A significant increasing trend has been observed in the frequency of rainy days at the center of the northern region of Nigeria.

scholarly journals Dynamic Gesture Recognition System with Gesture Spotting Based on Self-Organizing Maps

2021 ◽  
Vol 11 (4) ◽  
pp. 1933
Author(s):  
Hiroomi Hikawa ◽  
Yuta Ichikawa ◽  
Hidetaka Ito ◽  
Yutaka Maeda
Keyword(s):  
Real Time ◽  
Gesture Recognition ◽  
Weight Vector ◽  
Recognition System ◽  
Self Organizing Map ◽  
Self Organizing Maps ◽  
Time Dynamic ◽  
System Input ◽  
Self Organizing ◽  
Gesture Spotting

In this paper, a real-time dynamic hand gesture recognition system with gesture spotting function is proposed. In the proposed system, input video frames are converted to feature vectors, and they are used to form a posture sequence vector that represents the input gesture. Then, gesture identification and gesture spotting are carried out in the self-organizing map (SOM)-Hebb classifier. The gesture spotting function detects the end of the gesture by using the vector distance between the posture sequence vector and the winner neuron’s weight vector. The proposed gesture recognition method was tested by simulation and real-time gesture recognition experiment. Results revealed that the system could recognize nine types of gesture with an accuracy of 96.6%, and it successfully outputted the recognition result at the end of gesture using the spotting result.

Analysing the Residential Market in Trójmiasto Using Self-Organizing Map

2021 ◽  
Author(s):  
Olgun Aydin ◽  
Krystian Zielinski
Keyword(s):  
Multidimensional Data ◽  
Residential Property ◽  
Self Organizing Map ◽  
Property Market ◽  
Residential Properties ◽  
Price Trends ◽  
Residential Market ◽  
Key Aspects ◽  
The Impact ◽  
Self Organizing

Although the residential property market has strong connections with various sectors, such as construction, logistics, and investment, it works through different dynamics than do other markets; thus, it can be analysed from various perspectives. Researchers and investors are mostly interested in price trends, the impact of external factors on residential property prices, and price prediction. When analysing price trends, it is beneficial to consider multidimensional data that contain attributes of residential properties, such as number of rooms, number of bathrooms, floor number, total floors, and size, as well as proximity to public transport, shops, and banks. Knowing a neighbourhood's key aspects and properties could help investors, real estate development companies, and people looking to buy or rent properties to investigate similar neighbourhoods that may have unusual price trends. In this study, the self-organizing map method was applied to residential property listings in the Trójmiasto area of Poland, where the residential market has recently been quite active. The study aims to group together neighbourhoods and subregions to find similarities between them in terms of price trends and stock. Moreover, this study presents relationships between attributes of residential properties.

A New Method for Emulating Self-Organizing Maps for Visualization of Datasets

2018 ◽  
Vol 17 (03) ◽  
pp. 1850014 ◽  
Author(s):  
Macario O. Cordel ◽  
Arnulfo P. Azcarraga
Keyword(s):  
Disaster Response ◽  
Dimensional Space ◽  
Main Idea ◽  
Cost Effective ◽  
Fine Tuning ◽  
Visualization Tool ◽  
Self Organizing Map ◽  
Text Complexity ◽  
Self Organizing Maps ◽  
Self Organizing

Several time-critical problems relying on large amount of data, e.g., business trends, disaster response and disease outbreak, require cost-effective, timely and accurate data summary and visualization, in order to come up with an efficient and effective decision. Self-organizing map (SOM) is a very effective data clustering and visualization tool as it provides intuitive display of data in lower-dimensional space. However, with [Formula: see text] complexity, SOM becomes inappropriate for large datasets. In this paper, we propose a force-directed visualization method that emulates SOMs capability to display the data clusters with [Formula: see text] complexity. The main idea is to perform a force-directed fine-tuning of the 2D representation of data. To demonstrate the efficiency and the vast potential of the proposed method as a fast visualization tool, the methodology is used to do a 2D-projection of the MNIST handwritten digits dataset.

scholarly journals On building early-warning systems for preventing the deterioration of financial institutions’ performance

2019 ◽  
Vol 1 (1) ◽  
pp. 194-202
Author(s):  
Adrian Costea
Keyword(s):  
Financial Institutions ◽  
Early Warning ◽  
Warning System ◽  
Early Warning Systems ◽  
Capital Adequacy ◽  
Self Organizing Map ◽  
Self Organizing Maps ◽  
Performance Dimensions ◽  
Som Model ◽  
Self Organizing

Abstract This paper assesses the financial performance of Romania’s non-banking financial institutions (NFIs) using a neural network training algorithm proposed by Kohonen, namely the Self-Organizing Maps algorithm. The algorithm takes the financial dataset and positiones each observation into a self-organizing map (a two-dimensional map) which can be latter used to visualize the trajectories of an individual NFI and explain it based on different performance dimensions, such as capital adequacy, assets’ quality and profitability. Further, we use the map as an early-warning system that would accurately forecast the NFIs future performance (whether they would stay or be eliminated from the NFI’s Special Register three quarters into the future). The results are promising: the model is able to correctly predict NFIs’ performance movements. Finally, we compared the results of our SOM-based model with those obtained by applying a multivariate logit-based model. The SOM model performed worse in discriminating the NFIs’ performance: the performance classes were not clearly defined and the model lacked the interpretability of the results. In the contrary, the multivariate logit coefficients have nice interpretability and an individual default probability estimate is obtained for each new observation. However, we can benefit from the results of both techniques: the visualization capabilities of the SOM model and the interpretability of multivariate logit-based model.

DISCOVERING STOCK TRADING PREFERENCES BY SELF-ORGANIZING MAPS AND DECISION TREES

2009 ◽  
Vol 18 (04) ◽  
pp. 603-611 ◽  
Author(s):  
CHIH-FONG TSAI ◽  
YUAH-CHIAO LIN ◽  
YI-TING WANG
Keyword(s):  
Individual Investors ◽  
Self Organizing Map ◽  
Tree Model ◽  
Stock Trading ◽  
Self Organizing Maps ◽  
Two Factors ◽  
Group A ◽  
Trading Activities ◽  
High Level ◽  
Self Organizing

Stock trading activities are always very popular in many countries. Generally, investors with various backgrounds have different preferences over the stocks they trade. In literature, a number of studies examine the institutions' holding preferences for certain stock characteristics when choosing the security portfolio. However, very few studies investigate the stock trading preferences of individual investors. In this paper, we focus on two factors which affect the portfolio choices of investors, which are stock characteristics and investor features. In particular, a self-organizing map (SOM) is used to group a certain number of clusters based on a chosen dataset. Then, the decision tree model is used to extract useful rules from the clusters which contain the most trading records in the sample. We find that if the investors are females, less wealthy, and make stock trades with lower frequencies, they will be more careful and conservative. On the other hand, if the investors are males, having a high level of wealth, and make stock trades very often, they tend to choose stocks with high EPS, high market-to-book, and high prices.

scholarly journals Using Self Organizing Maps to Achieve Lithium-Ion Battery Cells Multi-Parameter Sorting Based on Principle Components Analysis

Energies ◽  
2019 ◽  
Vol 12 (15) ◽  
pp. 2980 ◽  
Author(s):  
Bizhong Xia ◽  
Yadi Yang ◽  
Jie Zhou ◽  
Guanghao Chen ◽  
Yifan Liu ◽  
...  
Keyword(s):  
Lithium Ion Battery ◽  
Production Line ◽  
Lithium Ion ◽  
Principal Component ◽  
Sorting Algorithm ◽  
Self Organizing Map ◽  
Self Organizing Maps ◽  
Principle Components Analysis ◽  
Battery Module ◽  
Self Organizing

Battery sorting is an important process in the production of lithium battery module and battery pack for electric vehicles (EVs). Accurate battery sorting can ensure good consistency of batteries for grouping. This study investigates the mechanism of inconsistency of battery packs and process of battery sorting on the lithium-ion battery module production line. Combined with the static and dynamic characteristics of lithium-ion batteries, the battery parameters on the production line that can be used as a sorting basis are analyzed, and the parameters of battery mass, volume, resistance, voltage, charge/discharge capacity and impedance characteristics are measured. The data of batteries are processed by the principal component analysis (PCA) method in statistics, and after analysis, the parameters of batteries are obtained. Principal components are used as sorting variables, and the self-organizing map (SOM) neural network is carried out to cluster the batteries. Group experiments are carried out on the separated batteries, and state of charge (SOC) consistency of the batteries is achieved to verify that the sorting algorithm and sorting result is accurate.

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