279,055 research outputs found
Finding kernel function for stock market prediction with support vector regression
Stock market prediction is one of the fascinating issues of stock market research. Accurate stock prediction becomes the biggest challenge in investment industry because the distribution of stock data is changing over the time. Time series forcasting, Neural Network (NN) and Support Vector Machine (SVM) are once commonly used for prediction on stock price. In this study, the data mining operation called time series forecasting is implemented. The large amount of stock data collected from Kuala Lumpur Stock Exchange is used for the experiment to test the validity of SVMs regression. SVM is a new machine learning technique with principle of structural minimization risk, which have greater generalization ability and proved success in time series prediction. Two kernel functions namely Radial Basis Function and polynomial are compared for finding the accurate prediction values. Besides that, backpropagation neural network are also used to compare the predictions performance. Several experiments are conducted and some analyses on the experimental results are done. The results show that SVM with polynomial kernels provide a promising alternative tool in KLSE stock market prediction
Network Model Selection for Task-Focused Attributed Network Inference
Networks are models representing relationships between entities. Often these
relationships are explicitly given, or we must learn a representation which
generalizes and predicts observed behavior in underlying individual data (e.g.
attributes or labels). Whether given or inferred, choosing the best
representation affects subsequent tasks and questions on the network. This work
focuses on model selection to evaluate network representations from data,
focusing on fundamental predictive tasks on networks. We present a modular
methodology using general, interpretable network models, task neighborhood
functions found across domains, and several criteria for robust model
selection. We demonstrate our methodology on three online user activity
datasets and show that network model selection for the appropriate network task
vs. an alternate task increases performance by an order of magnitude in our
experiments
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