European exchange trading funds trading with locally weighted support vector regression

In this paper, two different Locally Weighted Support Vector Regression (wSVR) algorithms are generated and applied to the task of forecasting and trading five European Exchange Traded Funds. The trading application covers the recent European Monetary Union debt crisis. The performance of the proposed models is benchmarked against traditional Support Vector Regression (SVR) models. The Radial Basis Function, the Wavelet and the Mahalanobis kernel are explored and tested as SVR kernels. Finally, a novel statistical SVR input selection procedure is introduced based on a principal component analysis and the Hansen, Lunde, and Nason (2011) model confidence test. The results demonstrate the superiority of the wSVR models over the traditional SVRs and of the v-SVR over the ε-SVR algorithms. We note that the performance of all models varies and considerably deteriorates in the peak of the debt crisis. In terms of the kernels, our results do not confirm the belief that the Radial Basis Function is the optimum choice for financial series

A multimodal neuroimaging classifier for alcohol dependence

With progress in magnetic resonance imaging technology and a broader dissemination of state-of-the-art imaging facilities, the acquisition of multiple neuroimaging modalities is becoming increasingly feasible. One particular hope associated with multimodal neuroimaging is the development of reliable data-driven diagnostic classifiers for psychiatric disorders, yet previous studies have often failed to find a benefit of combining multiple modalities. As a psychiatric disorder with established neurobiological effects at several levels of description, alcohol dependence is particularly well-suited for multimodal classification. To this aim, we developed a multimodal classification scheme and applied it to a rich neuroimaging battery (structural, functional task-based and functional resting-state data) collected in a matched sample of alcohol-dependent patients (N = 119) and controls (N = 97). We found that our classification scheme yielded 79.3% diagnostic accuracy, which outperformed the strongest individual modality - grey-matter density - by 2.7%. We found that this moderate benefit of multimodal classification depended on a number of critical design choices: a procedure to select optimal modality-specific classifiers, a fine-grained ensemble prediction based on cross-modal weight matrices and continuous classifier decision values. We conclude that the combination of multiple neuroimaging modalities is able to moderately improve the accuracy of machine-learning-based diagnostic classification in alcohol dependence

A multimodal neuroimaging classifier for alcohol dependence

With progress in magnetic resonance imaging technology and a broader dissemination of state-of-the-art imaging facilities, the acquisition of multiple neuroimaging modalities is becoming increasingly feasible. One particular hope associated with multimodal neuroimaging is the development of reliable data-driven diagnostic classifiers for psychiatric disorders, yet previous studies have often failed to find a benefit of combining multiple modalities. As a psychiatric disorder with established neurobiological effects at several levels of description, alcohol dependence is particularly well-suited for multimodal classification. To this aim, we developed a multimodal classification scheme and applied it to a rich neuroimaging battery (structural, functional task-based and functional resting-state data) collected in a matched sample of alcohol-dependent patients (N = 119) and controls (N = 97). We found that our classification scheme yielded 79.3% diagnostic accuracy, which outperformed the strongest individual modality - grey-matter density - by 2.7%. We found that this moderate benefit of multimodal classification depended on a number of critical design choices: a procedure to select optimal modality-specific classifiers, a fine-grained ensemble prediction based on cross-modal weight matrices and continuous classifier decision values. We conclude that the combination of multiple neuroimaging modalities is able to moderately improve the accuracy of machine-learning-based diagnostic classification in alcohol dependence

Distributed Control of Spatially Reversible Interconnected Systems with Boundary Conditions

We present a class of spatially interconnected systems with boundary conditions that have close links with their spatially invariant extensions. In particular, well-posedness, stability, and performance of the extension imply the same characteristics for the actual, finite extent system. In turn, existing synthesis methods for control of spatially invariant systems can be extended to this class. The relation between the two kinds of systems is proved using ideas based on the "method of images" of partial differential equations theory and uses symmetry properties of the interconnection as a key tool