39,916 research outputs found

    Credit risk evaluation modeling using evolutionary linear SVM classifiers and sliding window approach

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    AbstractThis paper presents a study on credit risk evaluation modeling using linear Support Vector Machines (SVM) classifiers, combined with evolutionary parameter selection using Genetic Algorithms and Particle Swarm Optimization, and sliding window approach. Discriminant analysis was applied for evaluation of financial instances and dynamic formation of bankruptcy classes. The possibilities of feature selection application were also researched by applying correlation-based feature subset evaluator. The research demonstrates a possibility to develop and apply an intelligent classifier based on original discriminant analysis method evaluation and shows that it might perform bankruptcy identification better than original model

    A Feature Selection Algorithm to Compute Gene Centric Methylation from Probe Level Methylation Data

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    DNA methylation is an important epigenetic event that effects gene expression during development and various diseases such as cancer. Understanding the mechanism of action of DNA methylation is important for downstream analysis. In the Illumina Infinium HumanMethylation 450K array, there are tens of probes associated with each gene. Given methylation intensities of all these probes, it is necessary to compute which of these probes are most representative of the gene centric methylation level. In this study, we developed a feature selection algorithm based on sequential forward selection that utilized different classification methods to compute gene centric DNA methylation using probe level DNA methylation data. We compared our algorithm to other feature selection algorithms such as support vector machines with recursive feature elimination, genetic algorithms and ReliefF. We evaluated all methods based on the predictive power of selected probes on their mRNA expression levels and found that a K-Nearest Neighbors classification using the sequential forward selection algorithm performed better than other algorithms based on all metrics. We also observed that transcriptional activities of certain genes were more sensitive to DNA methylation changes than transcriptional activities of other genes. Our algorithm was able to predict the expression of those genes with high accuracy using only DNA methylation data. Our results also showed that those DNA methylation-sensitive genes were enriched in Gene Ontology terms related to the regulation of various biological processes

    Modeling Financial Time Series with Artificial Neural Networks

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    Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

    Intelligent Financial Fraud Detection Practices: An Investigation

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    Financial fraud is an issue with far reaching consequences in the finance industry, government, corporate sectors, and for ordinary consumers. Increasing dependence on new technologies such as cloud and mobile computing in recent years has compounded the problem. Traditional methods of detection involve extensive use of auditing, where a trained individual manually observes reports or transactions in an attempt to discover fraudulent behaviour. This method is not only time consuming, expensive and inaccurate, but in the age of big data it is also impractical. Not surprisingly, financial institutions have turned to automated processes using statistical and computational methods. This paper presents a comprehensive investigation on financial fraud detection practices using such data mining methods, with a particular focus on computational intelligence-based techniques. Classification of the practices based on key aspects such as detection algorithm used, fraud type investigated, and success rate have been covered. Issues and challenges associated with the current practices and potential future direction of research have also been identified.Comment: Proceedings of the 10th International Conference on Security and Privacy in Communication Networks (SecureComm 2014

    Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations

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    The motivation of this paper is to introduce a hybrid Rolling Genetic Algorithm-Support Vector Regression (RG-SVR) model for optimal parameter selection and feature subset combination. The algorithm is applied to the task of forecasting and trading the EUR/USD, EUR/GBP and EUR/JPY exchange rates. The proposed methodology genetically searches over a feature space (pool of individual forecasts) and then combines the optimal feature subsets (SVR forecast combinations) for each exchange rate. This is achieved by applying a fitness function specialized for financial purposes and adopting a sliding window approach. The individual forecasts are derived from several linear and non-linear models. RG-SVR is benchmarked against genetically and non-genetically optimized SVRs and SVMs models that are dominating the relevant literature, along with the robust ARBF-PSO neural network. The statistical and trading performance of all models is investigated during the period of 1999–2012. As it turns out, RG-SVR presents the best performance in terms of statistical accuracy and trading efficiency for all the exchange rates under study. This superiority confirms the success of the implemented fitness function and training procedure, while it validates the benefits of the proposed algorithm

    Chi-square-based scoring function for categorization of MEDLINE citations

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    Objectives: Text categorization has been used in biomedical informatics for identifying documents containing relevant topics of interest. We developed a simple method that uses a chi-square-based scoring function to determine the likelihood of MEDLINE citations containing genetic relevant topic. Methods: Our procedure requires construction of a genetic and a nongenetic domain document corpus. We used MeSH descriptors assigned to MEDLINE citations for this categorization task. We compared frequencies of MeSH descriptors between two corpora applying chi-square test. A MeSH descriptor was considered to be a positive indicator if its relative observed frequency in the genetic domain corpus was greater than its relative observed frequency in the nongenetic domain corpus. The output of the proposed method is a list of scores for all the citations, with the highest score given to those citations containing MeSH descriptors typical for the genetic domain. Results: Validation was done on a set of 734 manually annotated MEDLINE citations. It achieved predictive accuracy of 0.87 with 0.69 recall and 0.64 precision. We evaluated the method by comparing it to three machine learning algorithms (support vector machines, decision trees, na\"ive Bayes). Although the differences were not statistically significantly different, results showed that our chi-square scoring performs as good as compared machine learning algorithms. Conclusions: We suggest that the chi-square scoring is an effective solution to help categorize MEDLINE citations. The algorithm is implemented in the BITOLA literature-based discovery support system as a preprocessor for gene symbol disambiguation process.Comment: 34 pages, 2 figure
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