A novel two stage scheme utilizing the test set for model selection in text classification

Text classification is a natural application domain for semi-supervised learning, as labeling documents is expensive, but on the other hand usually an abundance of unlabeled documents is available. We describe a novel simple two stage scheme based on dagging which allows for utilizing the test set in model selection. The dagging ensemble can also be used by itself instead of the original classifier. We evaluate the performance of a meta classifier choosing between various base learners and their respective dagging ensembles. The selection process seems to perform robustly especially for small percentages of available labels for training

Ensemble Committees for Stock Return Classification and Prediction

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices with positive or negative returns, and to generate a preferred portfolio allocation on the basis of a learned model. Stocks are characterized by time series data sets consisting of technical variables that reflect market conditions in a previous time interval, which are utilized produce binary classification decisions in subsequent intervals. The learned model is constructed as a committee of random forest classifiers, a non-linear support vector machine classifier, a relevance vector machine classifier, and a constituent ensemble of k-nearest neighbors classifiers. The Global Industry Classification Standard (GICS) is used to explore the ensemble model's efficacy within the context of various fields of investment including Energy, Materials, Financials, and Information Technology. Data from 2006 to 2012, inclusive, are considered, which are chosen for providing a range of market circumstances for evaluating the model. The model is observed to achieve an accuracy of approximately 70% when predicting stock price returns three months in advance.Comment: 15 pages, 4 figures, Neukom Institute Computational Undergraduate Research prize - second plac