scholarly journals Stock Portfolio Prediction by Multi-Target Decision Support

2019 ◽  
Vol 12 (1) ◽  
pp. 05-27
Author(s):  
Everton Jose Santana ◽  
João Augusto Provin Ribeiro Da silva ◽  
Saulo Martiello Mastelini ◽  
Sylvio Barbon Jr
Keyword(s):  
Decision Support ◽  
Random Forest ◽  
Stock Market ◽  
Prediction Models ◽  
Deep Structure ◽  
Predictive Performance ◽  
Gradient Boosting ◽  
Support Vector ◽  
Learning Approaches ◽  
Extreme Gradient Boosting

Investing in the stock market is a complex process due to its high volatility caused by factors as exchange rates, political events, inflation and the market history. To support investor's decisions, the prediction of future stock price and economic metrics is valuable. With the hypothesis that there is a relation among investment performance indicators,  the goal of this paper was exploring multi-target regression (MTR) methods to estimate 6 different indicators and finding out the method that would best suit in an automated prediction tool for decision support regarding predictive performance. The experiments were based on 4 datasets, corresponding to 4 different time periods, composed of 63 combinations of weights of stock-picking concepts each, simulated in the US stock market. We compared traditional machine learning approaches with seven state-of-the-art MTR solutions: Stacked Single Target, Ensemble of Regressor Chains, Deep Structure  for Tracking Asynchronous Regressor Stacking,   Deep  Regressor Stacking, Multi-output Tree Chaining,  Multi-target Augment Stacking  and Multi-output Random Forest (MORF). With the exception of MORF, traditional approaches and the MTR methods were evaluated with Extreme Gradient Boosting, Random Forest and Support Vector Machine regressors. By means of extensive experimental evaluation, our results showed that the most recent MTR solutions can achieve suitable predictive performance, improving all the scenarios (14.70% in the best one, considering all target variables and periods). In this sense, MTR is a proper strategy for building stock market decision support system based on prediction models.

scholarly journals Performance of Statistical and Machine Learning-Based Methods for Predicting Biogeographical Patterns of Fungal Productivity in Forest Ecosystems

2020 ◽  
Author(s):  
Albert Morera ◽  
Juan Martínez de Aragón ◽  
José Antonio Bonet ◽  
Jingjing Liang ◽  
Sergio de-Miguel
Keyword(s):  
Machine Learning ◽  
Random Forest ◽  
Machine Learning Algorithms ◽  
Gradient Boosting ◽  
Support Vector ◽  
Learning Approaches ◽  
Learning Models ◽  
Extreme Gradient Boosting ◽  
Machine Learning Models ◽  
Modelling Approaches

Abstract BackgroundThe prediction of biogeographical patterns from a large number of driving factors with complex interactions, correlations and non-linear dependences require advanced analytical methods and modelling tools. This study compares different statistical and machine learning models for predicting fungal productivity biogeographical patterns as a case study for the thorough assessment of the performance of alternative modelling approaches to provide accurate and ecologically-consistent predictions.MethodsWe evaluated and compared the performance of two statistical modelling techniques, namely, generalized linear mixed models and geographically weighted regression, and four machine learning models, namely, random forest, extreme gradient boosting, support vector machine and deep learning to predict fungal productivity. We used a systematic methodology based on substitution, random, spatial and climatic blocking combined with principal component analysis, together with an evaluation of the ecological consistency of spatially-explicit model predictions.ResultsFungal productivity predictions were sensitive to the modelling approach and complexity. Moreover, the importance assigned to different predictors varied between machine learning modelling approaches. Decision tree-based models increased prediction accuracy by ~7% compared to other machine learning approaches and by more than 25% compared to statistical ones, and resulted in higher ecological consistence at the landscape level.ConclusionsWhereas a large number of predictors are often used in machine learning algorithms, in this study we show that proper variable selection is crucial to create robust models for extrapolation in biophysically differentiated areas. When dealing with spatial-temporal data in the analysis of biogeographical patterns, climatic blocking is postulated as a highly informative technique to be used in cross-validation to assess the prediction error over larger scales. Random forest was the best approach for prediction both in sampling-like environments as well as in extrapolation beyond the spatial and climatic range of the modelling data.

scholarly journals Importance of GWAS risk loci and clinical data in predicting asthma using machine-learning approaches

2020 ◽  
Author(s):  
Si-Qiao Liang ◽  
Jian-Xiong Long ◽  
Jingmin Deng ◽  
Xuan Wei ◽  
Mei-Ling Yang ◽  
...  
Keyword(s):  
Machine Learning ◽  
Risk Factors ◽  
Clinical Data ◽  
Genome Wide Association Study ◽  
Prediction Models ◽  
Area Under The Curve ◽  
Gradient Boosting ◽  
Support Vector ◽  
Learning Approaches ◽  
Extreme Gradient Boosting

Abstract Asthma is a serious immune-mediated respiratory airway disease. Its pathological processes involve genetics and the environment, but it remains unclear. To understand the risk factors of asthma, we combined genome-wide association study (GWAS) risk loci and clinical data in predicting asthma using machine-learning approaches. A case–control study with 123 asthma patients and 100 healthy controls was conducted in Zhuang population in Guangxi. GWAS risk loci were detected using polymerase chain reaction, and clinical data were collected. Machine-learning approaches (e.g., extreme gradient boosting [XGBoost], decision tree, support vector machine, and random forest algorithms) were used to identify the major factors that contributed to asthma. A total of 14 GWAS risk loci with clinical data were analyzed on the basis of 10 times of 10-fold cross-validation for all machine-learning models. Using GWAS risk loci or clinical data, the best performances were area under the curve (AUC) values of 64.3% and 71.4%, respectively. Combining GWAS risk loci and clinical data, the XGBoost established the best model with an AUC of 79.7%, indicating that the combination of genetics and clinical data can enable improved performance. We then sorted the importance of features and found that the top six risk factors for predicting asthma were rs3117098, rs7775228, family history, rs2305480, rs4833095, and body mass index. Asthma-prediction models based on GWAS risk loci and clinical data can accurately predict asthma and thus provide insights into the disease pathogenesis of asthma. Further research is required to evaluate more genetic markers and clinical data and predict asthma risk.

scholarly journals Algorithmic and data modeling: Will algorithmic modeling improve predictions of traits evaluated on ordinal scales?

2020 ◽  
Author(s):  
Zhanyou Xu ◽  
Andreomar Kurek ◽  
Steven B. Cannon ◽  
Williams D. Beavis
Keyword(s):  
Support Vector Machine ◽  
Random Forest ◽  
Ridge Regression ◽  
Genomic Prediction ◽  
Ordinal Data ◽  
Prediction Models ◽  
Characteristic Curve ◽  
Gradient Boosting ◽  
Support Vector ◽  
Data Types

AbstractSelection of markers linked to alleles at quantitative trait loci (QTL) for tolerance to Iron Deficiency Chlorosis (IDC) has not been successful. Genomic selection has been advocated for continuous numeric traits such as yield and plant height. For ordinal data types such as IDC, genomic prediction models have not been systematically compared. The objectives of research reported in this manuscript were to evaluate the most commonly used genomic prediction method, ridge regression and it’s equivalent logistic ridge regression method, with algorithmic modeling methods including random forest, gradient boosting, support vector machine, K-nearest neighbors, Naïve Bayes, and artificial neural network using the usual comparator metric of prediction accuracy. In addition we compared the methods using metrics of greater importance for decisions about selecting and culling lines for use in variety development and genetic improvement projects. These metrics include specificity, sensitivity, precision, decision accuracy, and area under the receiver operating characteristic curve. We found that Support Vector Machine provided the best specificity for culling IDC susceptible lines, while Random Forest GP models provided the best combined set of decision metrics for retaining IDC tolerant and culling IDC susceptible lines.

scholarly journals Machine learning as a successful approach for predicting complex spatio–temporal patterns in animal species abundance

2021 ◽  
pp. 289-301
Author(s):  
B. Martín ◽  
J. González–Arias ◽  
J. A. Vicente–Vírseda
Keyword(s):  
Machine Learning ◽  
Random Forest ◽  
Animal Species ◽  
Temporal Patterns ◽  
Additive Models ◽  
Gradient Boosting ◽  
Support Vector ◽  
Stochastic Gradient Boosting ◽  
Extreme Gradient Boosting ◽  
Spatio Temporal

Our aim was to identify an optimal analytical approach for accurately predicting complex spatio–temporal patterns in animal species distribution. We compared the performance of eight modelling techniques (generalized additive models, regression trees, bagged CART, k–nearest neighbors, stochastic gradient boosting, support vector machines, neural network, and random forest –enhanced form of bootstrap. We also performed extreme gradient boosting –an enhanced form of radiant boosting– to predict spatial patterns in abundance of migrating Balearic shearwaters based on data gathered within eBird. Derived from open–source datasets, proxies of frontal systems and ocean productivity domains that have been previously used to characterize the oceanographic habitats of seabirds were quantified, and then used as predictors in the models. The random forest model showed the best performance according to the parameters assessed (RMSE value and R2). The correlation between observed and predicted abundance with this model was also considerably high. This study shows that the combination of machine learning techniques and massive data provided by open data sources is a useful approach for identifying the long–term spatial–temporal distribution of species at regional spatial scales.

scholarly journals Techniques for Detecting Malware Traffic: A Comprehensive Approach to Feature Selection and Classification

2021 ◽  
Vol 9 (12) ◽  
pp. 1-10
Author(s):  
Harsha A K
Keyword(s):  
Machine Learning ◽  
Feature Selection ◽  
Random Forest ◽  
Learning Algorithms ◽  
Malware Detection ◽  
Machine Learning Algorithms ◽  
Gradient Boosting ◽  
Support Vector ◽  
Steady Increase ◽  
Extreme Gradient Boosting

Abstract: Since the advent of encryption, there has been a steady increase in malware being transmitted over encrypted networks. Traditional approaches to detect malware like packet content analysis are inefficient in dealing with encrypted data. In the absence of actual packet contents, we can make use of other features like packet size, arrival time, source and destination addresses and other such metadata to detect malware. Such information can be used to train machine learning classifiers in order to classify malicious and benign packets. In this paper, we offer an efficient malware detection approach using classification algorithms in machine learning such as support vector machine, random forest and extreme gradient boosting. We employ an extensive feature selection process to reduce the dimensionality of the chosen dataset. The dataset is then split into training and testing sets. Machine learning algorithms are trained using the training set. These models are then evaluated against the testing set in order to assess their respective performances. We further attempt to tune the hyper parameters of the algorithms, in order to achieve better results. Random forest and extreme gradient boosting algorithms performed exceptionally well in our experiments, resulting in area under the curve values of 0.9928 and 0.9998 respectively. Our work demonstrates that malware traffic can be effectively classified using conventional machine learning algorithms and also shows the importance of dimensionality reduction in such classification problems. Keywords: Malware Detection, Extreme Gradient Boosting, Random Forest, Feature Selection.

scholarly journals Mapping of the Canopy Openings in Mixed Beech–Fir Forest at Sentinel-2 Subpixel Level Using UAV and Machine Learning Approach

2020 ◽  
Vol 12 (23) ◽  
pp. 3925
Author(s):  
Ivan Pilaš ◽  
Mateo Gašparović ◽  
Alan Novkinić ◽  
Damir Klobučar
Keyword(s):  
Machine Learning ◽  
Forest Canopy ◽  
Vegetation Index ◽  
Predictive Performance ◽  
Spatial Extent ◽  
Gradient Boosting ◽  
Support Vector ◽  
Stochastic Gradient Boosting ◽  
Extreme Gradient Boosting ◽  
Sentinel 2

The presented study demonstrates a bi-sensor approach suitable for rapid and precise up-to-date mapping of forest canopy gaps for the larger spatial extent. The approach makes use of Unmanned Aerial Vehicle (UAV) red, green and blue (RGB) images on smaller areas for highly precise forest canopy mask creation. Sentinel-2 was used as a scaling platform for transferring information from the UAV to a wider spatial extent. Various approaches to an improvement in the predictive performance were examined: (I) the highest R2 of the single satellite index was 0.57, (II) the highest R2 using multiple features obtained from the single-date, S-2 image was 0.624, and (III) the highest R2 on the multitemporal set of S-2 images was 0.697. Satellite indices such as Atmospherically Resistant Vegetation Index (ARVI), Infrared Percentage Vegetation Index (IPVI), Normalized Difference Index (NDI45), Pigment-Specific Simple Ratio Index (PSSRa), Modified Chlorophyll Absorption Ratio Index (MCARI), Color Index (CI), Redness Index (RI), and Normalized Difference Turbidity Index (NDTI) were the dominant predictors in most of the Machine Learning (ML) algorithms. The more complex ML algorithms such as the Support Vector Machines (SVM), Random Forest (RF), Stochastic Gradient Boosting (GBM), Extreme Gradient Boosting (XGBoost), and Catboost that provided the best performance on the training set exhibited weaker generalization capabilities. Therefore, a simpler and more robust Elastic Net (ENET) algorithm was chosen for the final map creation.

scholarly journals Machine Learning Approach to Reduce Alert Fatigue Using a Disease Medication–Related Clinical Decision Support System: Model Development and Validation (Preprint)

2020 ◽  
Author(s):  
Tahmina Nasrin Poly ◽  
Md.Mohaimenul Islam ◽  
Muhammad Solihuddin Muhtar ◽  
Hsuan-Chia Yang ◽  
Phung Anh (Alex) Nguyen ◽  
...  
Keyword(s):  
Machine Learning ◽  
Decision Support ◽  
Clinical Decision Support ◽  
Prediction Models ◽  
Clinical Decision ◽  
Gradient Boosting ◽  
Support Vector ◽  
Learning Models ◽  
Alert Fatigue ◽  
Machine Learning Models

BACKGROUND Computerized physician order entry (CPOE) systems are incorporated into clinical decision support systems (CDSSs) to reduce medication errors and improve patient safety. Automatic alerts generated from CDSSs can directly assist physicians in making useful clinical decisions and can help shape prescribing behavior. Multiple studies reported that approximately 90%-96% of alerts are overridden by physicians, which raises questions about the effectiveness of CDSSs. There is intense interest in developing sophisticated methods to combat alert fatigue, but there is no consensus on the optimal approaches so far. OBJECTIVE Our objective was to develop machine learning prediction models to predict physicians’ responses in order to reduce alert fatigue from disease medication–related CDSSs. METHODS We collected data from a disease medication–related CDSS from a university teaching hospital in Taiwan. We considered prescriptions that triggered alerts in the CDSS between August 2018 and May 2019. Machine learning models, such as artificial neural network (ANN), random forest (RF), naïve Bayes (NB), gradient boosting (GB), and support vector machine (SVM), were used to develop prediction models. The data were randomly split into training (80%) and testing (20%) datasets. RESULTS A total of 6453 prescriptions were used in our model. The ANN machine learning prediction model demonstrated excellent discrimination (area under the receiver operating characteristic curve [AUROC] 0.94; accuracy 0.85), whereas the RF, NB, GB, and SVM models had AUROCs of 0.93, 0.91, 0.91, and 0.80, respectively. The sensitivity and specificity of the ANN model were 0.87 and 0.83, respectively. CONCLUSIONS In this study, ANN showed substantially better performance in predicting individual physician responses to an alert from a disease medication–related CDSS, as compared to the other models. To our knowledge, this is the first study to use machine learning models to predict physician responses to alerts; furthermore, it can help to develop sophisticated CDSSs in real-world clinical settings.

scholarly journals Machine Learning-Based Three-Month Outcome Prediction in Acute Ischemic Stroke: A Single Cerebrovascular-Specialty Hospital Study in South Korea

Diagnostics ◽  
2021 ◽  
Vol 11 (10) ◽  
pp. 1909
Author(s):  
Dougho Park ◽  
Eunhwan Jeong ◽  
Haejong Kim ◽  
Hae Wook Pyun ◽  
Haemin Kim ◽  
...  
Keyword(s):  
Machine Learning ◽  
Logistic Regression ◽  
Ischemic Stroke ◽  
Acute Ischemic Stroke ◽  
Functional Outcome ◽  
Outcome Prediction ◽  
Prediction Models ◽  
Gradient Boosting ◽  
Support Vector ◽  
Extreme Gradient Boosting

Background: Functional outcomes after acute ischemic stroke are of great concern to patients and their families, as well as physicians and surgeons who make the clinical decisions. We developed machine learning (ML)-based functional outcome prediction models in acute ischemic stroke. Methods: This retrospective study used a prospective cohort database. A total of 1066 patients with acute ischemic stroke between January 2019 and March 2021 were included. Variables such as demographic factors, stroke-related factors, laboratory findings, and comorbidities were utilized at the time of admission. Five ML algorithms were applied to predict a favorable functional outcome (modified Rankin Scale 0 or 1) at 3 months after stroke onset. Results: Regularized logistic regression showed the best performance with an area under the receiver operating characteristic curve (AUC) of 0.86. Support vector machines represented the second-highest AUC of 0.85 with the highest F1-score of 0.86, and finally, all ML models applied achieved an AUC > 0.8. The National Institute of Health Stroke Scale at admission and age were consistently the top two important variables for generalized logistic regression, random forest, and extreme gradient boosting models. Conclusions: ML-based functional outcome prediction models for acute ischemic stroke were validated and proven to be readily applicable and useful.

scholarly journals Monitoring forest health using hyperspectral imagery: Does feature selection improve the performance of machine-learning techniques?

2020 ◽  
Author(s):  
Patrick Schratz ◽  
Jannes Muenchow ◽  
Eugenia Iturritxa ◽  
José Cortés ◽  
Bernd Bischl ◽  
...  
Keyword(s):  
Feature Selection ◽  
Predictive Performance ◽  
Environmental Modeling ◽  
Gradient Boosting ◽  
Support Vector ◽  
Substantial Impact ◽  
Feature Sets ◽  
Filter Methods ◽  
Extreme Gradient Boosting ◽  
Feature Importance

This study analyzed highly-correlated, feature-rich datasets from hyperspectral remote sensing data using multiple machine and statistical-learning methods.<br> The effect of filter-based feature-selection methods on predictive performance was compared.<br> Also, the effect of multiple expert-based and data-driven feature sets, derived from the reflectance data, was investigated.<br> Defoliation of trees (%) was modeled as a function of reflectance, and variable importance was assessed using permutation-based feature importance.<br> Overall support vector machine (SVM) outperformed others such as random forest (RF), extreme gradient boosting (XGBoost), lasso (L1) and ridge (L2) regression by at least three percentage points.<br> The combination of certain feature sets showed small increases in predictive performance while no substantial differences between individual feature sets were observed.<br> For some combinations of learners and feature sets, filter methods achieved better predictive performances than the unfiltered feature sets, while ensemble filters did not have a substantial impact on performance.<br><br> Permutation-based feature importance estimated features around the red edge to be most important for the models.<br> However, the presence of features in the near-infrared region (800 nm - 1000 nm) was essential to achieve the best performances.<br><br> More training data and replication in similar benchmarking studies is needed for more generalizable conclusions.<br> Filter methods have the potential to be helpful in high-dimensional situations and are able to improve the interpretation of feature effects in fitted models, which is an essential constraint in environmental modeling studies.

scholarly journals Modelos de machine learning para predição do sucesso de startups

2021 ◽  
Vol 12 (2) ◽  
pp. 28-55
Author(s):  
Fabiano Rodrigues ◽  
Francisco Aparecido Rodrigues ◽  
Thelma Valéria Rocha Rodrigues
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Random Forest ◽  
Decision Tree ◽  
Initial Public Offering ◽  
Gradient Boosting ◽  
Support Vector ◽  
Trade Offs ◽  
Extreme Gradient Boosting ◽  
Public Offering

Este estudo analisa resultados obtidos com modelos de machine learning para predição do sucesso de startups. Como proxy de sucesso considera-se a perspectiva do investidor, na qual a aquisição da startup ou realização de IPO (Initial Public Offering) são formas de recuperação do investimento. A revisão da literatura aborda startups e veículos de financiamento, estudos anteriores sobre predição do sucesso de startups via modelos de machine learning, e trade-offs entre técnicas de machine learning. Na parte empírica, foi realizada uma pesquisa quantitativa baseada em dados secundários oriundos da plataforma americana Crunchbase, com startups de 171 países. O design de pesquisa estabeleceu como filtro startups fundadas entre junho/2010 e junho/2015, e uma janela de predição entre junho/2015 e junho/2020 para prever o sucesso das startups. A amostra utilizada, após etapa de pré-processamento dos dados, foi de 18.571 startups. Foram utilizados seis modelos de classificação binária para a predição: Regressão Logística, Decision Tree, Random Forest, Extreme Gradiente Boosting, Support Vector Machine e Rede Neural. Ao final, os modelos Random Forest e Extreme Gradient Boosting apresentaram os melhores desempenhos na tarefa de classificação. Este artigo, envolvendo machine learning e startups, contribui para áreas de pesquisa híbridas ao mesclar os campos da Administração e Ciência de Dados. Além disso, contribui para investidores com uma ferramenta de mapeamento inicial de startups na busca de targets com maior probabilidade de sucesso.   

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