A Noval Financial Data Analysis Technique Based on Machine Learning Models

2020 ◽  
Vol 1 (1) ◽  
pp. 52-63
Author(s):  
Yue Zhang ◽  
Yueyao Lu ◽  
Fang Cheng ◽  
Kexin Yang ◽  
Hao Huang ◽  
...  
2020 ◽  
Vol 13 (7) ◽  
pp. 155
Author(s):  
Zhenlong Jiang ◽  
Ran Ji ◽  
Kuo-Chu Chang

We propose a portfolio rebalance framework that integrates machine learning models into the mean-risk portfolios in multi-period settings with risk-aversion adjustment. In each period, the risk-aversion coefficient is adjusted automatically according to market trend movements predicted by machine learning models. We employ Gini’s Mean Difference (GMD) to specify the risk of a portfolio and use a set of technical indicators generated from a market index (e.g., S&P 500 index) to feed the machine learning models to predict market movements. Using a rolling-horizon approach, we conduct a series of computational tests with real financial data to evaluate the performance of the machine learning integrated portfolio rebalance framework. The empirical results show that the XGBoost model provides the best prediction of market movement, while the proposed portfolio rebalance strategy generates portfolios with superior out-of-sample performances in terms of average returns, time-series cumulative returns, and annualized returns compared to the benchmarks.


2021 ◽  
Vol 8 (1) ◽  
pp. 32-39
Author(s):  
Moh Wahyu Kurniawan ◽  
Rose Fitria Lutfiana

ABSTRAKPenelitian ini bertujuan untuk menganalisis implementasi nilai-nilai anti korupsi di SMAN 9 Malang yang mecakup dalam proses pembelajaran dan budaya sekolah. Pendekatan dalam penelitian ini kualitatif deskriptif dengan menfokuskan pada analisis implementasi pendidikan anti korupsi yang ada di SMAN 9 Malang. Teknik pengumpulan data menggunakan wawancara, observasi dan studi dokumentasi. Instumen yang digunakan selain peneliti sebagai key instrument juga pendoman wawancara, pedoman observasi dan pedoman studi dokumentasi. Teknik analisis data menggunakan adalah triangulasi dan teknik keabsahan data yang digunakan menggunakan triangulasi teknik. Hasil penelitian yang diperoleh bahwa implementasikan nilai-nilai antikorupsi terintegrasi setiap mata pelajaran, pada bagian ini guru memberikan penguatan dari kegiatan pendahuluan, inti dan penutup. Guru cenderung menggunakan model pembelajaran berbasis masalah dalam penguatan nilai-nilai antikorupsi, selain itu melalui budaya sekolah diwujudkan dengan tindakan pembiasaan (habitulasi) yang didukung dengan kebijakan sekolah.Kata Kunci : Strategi, Nilai-Nilai Antikorupsi, Sekolah Menengah Atas ABSTRACTThis study aims to analyze the implementation of anti-corruption values in SMAN 9 Malang which includes the learning process and school culture. The approach in this research is descriptive qualitative by focusing on the analysis of the implementation of anti-corruption education in SMAN 9 Malang. Data collection techniques using interviews, observation and documentation study. The instrument used in addition to the researcher as a key instrument was also interview guidelines, observation guidelines and documentation study guidelines. The data analysis technique used was triangulation and the validity of the data used technique triangulation. The results obtained show that the implementation of anti-corruption values is integrated in each subject, in this section the teacher provides reinforcement from the preliminary, core and closing activities. Teachers tend to use problem-based learning models in strengthening anti-corruption values, besides that through school culture it is manifested by habitual actions supported by school policies.Keywords: strategies, anti-corruption values, senior high school


Risks ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 32 ◽  
Author(s):  
José María Sarabia ◽  
Faustino Prieto ◽  
Vanesa Jordá ◽  
Stefan Sperlich

This note revisits the ideas of the so-called semiparametric methods that we consider to be very useful when applying machine learning in insurance. To this aim, we first recall the main essence of semiparametrics like the mixing of global and local estimation and the combining of explicit modeling with purely data adaptive inference. Then, we discuss stepwise approaches with different ways of integrating machine learning. Furthermore, for the modeling of prior knowledge, we introduce classes of distribution families for financial data. The proposed procedures are illustrated with data on stock returns for five companies of the Spanish value-weighted index IBEX35.


2021 ◽  
Author(s):  
Yagnesh Oza ◽  
Abhishek Pandey ◽  
Navleshchandra Pandey ◽  
Mayur Solanki ◽  
Martand Jha

2020 ◽  
Vol 19 (05) ◽  
pp. 1177-1187
Author(s):  
Fuad Aleskerov ◽  
Sergey Demin ◽  
Michael B. Richman ◽  
Sergey Shvydun ◽  
Theodore B. Trafalis ◽  
...  

Tornado prediction variables are analyzed using machine learning and decision analysis techniques. A model based on several choice procedures and the superposition principle is applied for different methods of data analysis. The constructed model has been tested on a database of tornadic events. It is shown that the tornado prediction model developed herein is more efficient than a previous set of machine learning models, opening the way to more accurate decisions.


2020 ◽  
Vol 59 (01) ◽  
pp. 001-008
Author(s):  
Mayumi Suzuki ◽  
Takuma Shibahara ◽  
Yoshihiro Muragaki

Abstract Background Although advances in prediction accuracy have been made with new machine learning methods, such as support vector machines and deep neural networks, these methods make nonlinear machine learning models and thus lack the ability to explain the basis of their predictions. Improving their explanatory capabilities would increase the reliability of their predictions. Objective Our objective was to develop a factor analysis technique that enables the presentation of the feature variables used in making predictions, even in nonlinear machine learning models. Methods A factor analysis technique was consisted of two techniques: backward analysis technique and factor extraction technique. We developed a factor extraction technique extracted feature variables that was obtained from the posterior probability distribution of a machine learning model which was calculated by backward analysis technique. Results In evaluation, using gene expression data from prostate tumor patients and healthy subjects, the prediction accuracy of a model of deep neural networks was approximately 5% better than that of a model of support vector machines. Then the rate of concordance between the feature variables extracted in an earlier report using Jensen–Shannon divergence and the ones extracted in this report using backward elimination using Hilbert–Schmidt independence criteria was 40% for the top five variables, 40% for the top 10, and 49% for the top 100. Conclusion The results showed that models can be evaluated from different viewpoints by using different factor extraction techniques. In the future, we hope to use this technique to verify the characteristics of features extracted by factor extraction technique, and to perform clinical studies using the genes, we extracted in this experiment.


2020 ◽  
Vol 30 (Supplement_5) ◽  
Author(s):  
H S Adnan ◽  
A Srsic ◽  
P M Venticich ◽  
D M R Townend

Abstract Background Childhood and adolescence are critical stages of life for mental health and well-being. Schools are a key setting for mental health promotion and illness prevention. One in five children and adolescents have a mental disorder, about half of mental disorders beginning before the age of 14. Beneficial and explainable artificial intelligence can replace current paper-based and online approaches to school mental health surveys. This can enhance data acquisition, interoperability, data-driven analysis, trust and compliance. This paper presents a model for using chatbots for non-obtrusive data collection and supervised machine learning models for data analysis; and discusses ethical considerations pertaining to the use of these models. Methods For data acquisition, the proposed model uses chatbots which interact with students. The conversation log acts as the source of raw data for the machine learning. Pre-processing of the data is automated by filtering for keywords and phrases. Existing survey results, obtained through current paper-based data collection methods, are evaluated by domain experts (health professionals). These can be used to create a test dataset to validate the machine learning models. Supervised learning can then be deployed to classify specific behaviour and mental health patterns. Results We present a model that can be used to improve upon current paper-based data collection and manual data analysis methods. An open-source GitHub repository contains necessary tools and components of this model. Privacy is respected through rigorous observance of confidentiality and data protection requirements. Critical reflection on these ethics and law aspects is included in the project. Conclusions This model strengthens mental health surveillance in schools. The same tools and components could be applied to other public health data. Future extensions of this model could also incorporate unsupervised learning to find clusters and patterns of unknown effects. Key messages This model uses artificial intelligence to improve mental health surveillance and evaluation in school settings. Artificial intelligence can be applied more broadly in public health to harness the potential of predictive models.


2020 ◽  
Vol 6 (1) ◽  
Author(s):  
Chang Su ◽  
Jie Tong ◽  
Fei Wang

Abstract High-throughput techniques have generated abundant genetic and transcriptomic data of Parkinson’s disease (PD) patients but data analysis approaches such as traditional statistical methods have not provided much in the way of insightful integrated analysis or interpretation of the data. As an advanced computational approach, machine learning, which enables people to identify complex patterns and insight from data, has consequently been harnessed to analyze and interpret large, highly complex genetic and transcriptomic data toward a better understanding of PD. In particular, machine learning models have been developed to integrate patient genotype data alone or combined with demographic, clinical, neuroimaging, and other information, for PD outcome study. They have also been used to identify biomarkers of PD based on transcriptomic data, e.g., gene expression profiles from microarrays. This study overviews the relevant literature on using machine learning models for genetic and transcriptomic data analysis in PD, points out remaining challenges, and suggests future directions accordingly. Undoubtedly, the use of machine learning is amplifying PD genetic and transcriptomic achievements for accelerating the study of PD. Existing studies have demonstrated the great potential of machine learning in discovering hidden patterns within genetic or transcriptomic information and thus revealing clues underpinning pathology and pathogenesis. Moving forward, by addressing the remaining challenges, machine learning may advance our ability to precisely diagnose, prognose, and treat PD.


2016 ◽  
Vol 12 (S325) ◽  
pp. 345-348 ◽  
Author(s):  
Mauro Garofalo ◽  
Alessio Botta ◽  
Giorgio Ventre

AbstractNowadays there is no field research which is not flooded with data. Among the sciences, astrophysics has always been driven by the analysis of massive amounts of data. The development of new and more sophisticated observation facilities, both ground-based and spaceborne, has led data more and more complex (Variety), an exponential growth of both data Volume (i.e., in the order of petabytes), and Velocity in terms of production and transmission. Therefore, new and advanced processing solutions will be needed to process this huge amount of data. We investigate some of these solutions, based on machine learning models as well as tools and architectures for Big Data analysis that can be exploited in the astrophysical context.


Author(s):  
Prince Nathan S

Abstract: Cryptocurrency has drastically increased its growth in recent years and Bitcoin (BTC) is a very popular type of currency among all the other types of cryptocurrencies which is been used in most of the sectors nowadays for trading, transactions, bookings, etc. In this paper, we aim to predict the change in bitcoin prices by using machine learning techniques on data from Investing.com. We interpret the output and accuracy rate using various machine learning models. To see whether to buy or sell the bitcoin we created exploratory data analysis from a year of data set and predict the next 5 days change using machine learning models like logistic Regression, Logistic Regression with PCA (Principal Component Analysis), and Neural network. Keywords: Data Science, Machine Learning, Regression, PCA, Neural Network, Data Analysis


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