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

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

Machine Learning Approach to Automated Quality Identification of Human Induced Pluripotent Stem Cell Colony Images

The focus of this research is on automated identification of the quality of human induced pluripotent stem cell (iPSC) colony images. iPS cell technology is a contemporary method by which the patient’s cells are reprogrammed back to stem cells and are differentiated to any cell type wanted. iPS cell technology will be used in future to patient specific drug screening, disease modeling, and tissue repairing, for instance. However, there are technical challenges before iPS cell technology can be used in practice and one of them is quality control of growing iPSC colonies which is currently done manually but is unfeasible solution in large-scale cultures. The monitoring problem returns to image analysis and classification problem. In this paper, we tackle this problem using machine learning methods such as multiclass Support Vector Machines and several baseline methods together with Scaled Invariant Feature Transformation based features. We perform over 80 test arrangements and do a thorough parameter value search. The best accuracy (62.4%) for classification was obtained by using a k-NN classifier showing improved accuracy compared to earlier studies

Evolutionary Granular Kernel Machines

Kernel machines such as Support Vector Machines (SVMs) have been widely used in various data mining applications with good generalization properties. Performance of SVMs for solving nonlinear problems is highly affected by kernel functions. The complexity of SVMs training is mainly related to the size of a training dataset. How to design a powerful kernel, how to speed up SVMs training and how to train SVMs with millions of examples are still challenging problems in the SVMs research. For these important problems, powerful and flexible kernel trees called Evolutionary Granular Kernel Trees (EGKTs) are designed to incorporate prior domain knowledge. Granular Kernel Tree Structure Evolving System (GKTSES) is developed to evolve the structures of Granular Kernel Trees (GKTs) without prior knowledge. A voting scheme is also proposed to reduce the prediction deviation of GKTSES. To speed up EGKTs optimization, a master-slave parallel model is implemented. To help SVMs challenge large-scale data mining, a Minimum Enclosing Ball (MEB) based data reduction method is presented, and a new MEB-SVM algorithm is designed. All these kernel methods are designed based on Granular Computing (GrC). In general, Evolutionary Granular Kernel Machines (EGKMs) are investigated to optimize kernels effectively, speed up training greatly and mine huge amounts of data efficiently

in-depth analysis of SVM kernel learning and its components

The performance of support vector machines in non-linearly-separable classification problems strongly relies on the kernel function. Towards an automatic machine learning approach for this technique, many research outputs have been produced dealing with the challenge of automatic learn- ing of good-performing kernels for support vector machines. However, these works have been carried out without a thorough analysis of the set of components that influence the behavior of support vector machines and their interaction with the kernel. These components are related in an in- tricate way and it is difficult to provide a comprehensible analysis of their joint effect. In this paper we try to fill this gap introducing the necessary steps in order to understand these interactions and provide clues for the research community to know where to place the emphasis. First of all, we identify all the factors that affect the final performance of support vector machines in relation to the elicitation of kernels. Next, we analyze the factors independently or in pairs and study the influence each component has on the final classification performance, providing recommendations and insights into the kernel setting for support vector machines.IT1244-19 PID2019-104966GB-I0

Exploring molecular backgrounds of quality traits in rice by predictive models based on high-coverage metabolomics

<p>Abstract</p> <p>Background</p> <p>Increasing awareness of limitations to natural resources has set high expectations for plant science to deliver efficient crops with increased yields, improved stress tolerance, and tailored composition. Collections of representative varieties are a valuable resource for compiling broad breeding germplasms that can satisfy these diverse needs.</p> <p>Results</p> <p>Here we show that the untargeted high-coverage metabolomic characterization of such core collections is a powerful approach for studying the molecular backgrounds of quality traits and for constructing predictive metabolome-trait models. We profiled the metabolic composition of kernels from field-grown plants of the rice diversity research set using 4 complementary analytical platforms. We found that the metabolite profiles were correlated with both the overall population structure and fine-grained genetic diversity. Multivariate regression analysis showed that 10 of the 17 studied quality traits could be predicted from the metabolic composition independently of the population structure. Furthermore, the model of amylose ratio could be validated using external varieties grown in an independent experiment.</p> <p>Conclusions</p> <p>Our results demonstrate the utility of metabolomics for linking traits with quantitative molecular data. This opens up new opportunities for trait prediction and construction of tailored germplasms to support modern plant breeding.</p

Spaced seeds improve k-mer-based metagenomic classification

Metagenomics is a powerful approach to study genetic content of environmental samples that has been strongly promoted by NGS technologies. To cope with massive data involved in modern metagenomic projects, recent tools [4, 39] rely on the analysis of k-mers shared between the read to be classified and sampled reference genomes. Within this general framework, we show in this work that spaced seeds provide a significant improvement of classification accuracy as opposed to traditional contiguous k-mers. We support this thesis through a series a different computational experiments, including simulations of large-scale metagenomic projects. Scripts and programs used in this study, as well as supplementary material, are available from http://github.com/gregorykucherov/spaced-seeds-for-metagenomics.Comment: 23 page

Hybrid ACO and SVM algorithm for pattern classification

Ant Colony Optimization (ACO) is a metaheuristic algorithm that can be used to solve a variety of combinatorial optimization problems. A new direction for ACO is to optimize continuous and mixed (discrete and continuous) variables. Support Vector Machine (SVM) is a pattern classification approach originated from statistical approaches. However, SVM suffers two main problems which include feature subset selection and parameter tuning. Most approaches related to tuning SVM parameters discretize the continuous value of the parameters which will give a negative effect on the classification performance. This study presents four algorithms for tuning the SVM parameters and selecting feature subset which improved SVM classification accuracy with smaller size of feature subset. This is achieved by performing the SVM parameters’ tuning and feature subset selection processes simultaneously. Hybridization algorithms between ACO and SVM techniques were proposed. The first two algorithms, ACOR-SVM and IACOR-SVM, tune the SVM parameters while the second two algorithms, ACOMV-R-SVM and IACOMV-R-SVM, tune the SVM parameters and select the feature subset simultaneously. Ten benchmark datasets from University of California, Irvine, were used in the experiments to validate the performance of the proposed algorithms. Experimental results obtained from the proposed algorithms are better when compared with other approaches in terms of classification accuracy and size of the feature subset. The average classification accuracies for the ACOR-SVM, IACOR-SVM, ACOMV-R and IACOMV-R algorithms are 94.73%, 95.86%, 97.37% and 98.1% respectively. The average size of feature subset is eight for the ACOR-SVM and IACOR-SVM algorithms and four for the ACOMV-R and IACOMV-R algorithms. This study contributes to a new direction for ACO that can deal with continuous and mixed-variable ACO