A Comparative Study on the Use of Classification Algorithms in Financial Forecasting

Financial forecasting is a vital area in computational finance, where several studies have taken place over the years. One way of viewing financial forecasting is as a classification problem, where the goal is to find a model that represents the predictive relationships between predictor attribute values and class attribute values. In this paper we present a comparative study between two bio-inspired classification algorithms, a genetic programming algorithm especially designed for financial forecasting, and an ant colony optimization one, which is designed for classification problems. In addition, we compare the above algorithms with two other state-of-the-art classification algorithms, namely C4.5 and RIPPER. Results show that the ant colony optimization classification algorithm is very successful, significantly outperforming all other algorithms in the given classification problems, which provides insights for improving the design of specific financial forecasting algorithms

A hyperbolic Lindstedt-poincaré method for homoclinic motion of a kind of strongly nonlinear autonomous oscillators

A hyperbolic Lindstedt-Poincaré method is presented to determine the homoclinic solutions of a kind of nonlinear oscillators, in which critical value of the homoclinic bifurcation parameter can be determined. The generalized Liénard oscillator is studied in detail, and the present method's predictions are compared with those of Runge- Kutta method to illustrate its accuracy. © 2009 The Chinese Society of Theoretical and Applied Mechanics and Springer-verlag GmbH.postprin

DLC2 modulates angiogenic responses in vascular endothelial cells by regulating cell attachment and migration.

Deleted in liver cancer 1 (DLC1) is a RhoGTPase activation protein-containing tumor suppressor that associates with various types of cancer. Although DLC2 shares a similar domain structure with that of DLC1, the function of DLC2 is not well characterized. Here, we describe the expression and ablation of DLC2 in mice using a reporter-knockout approach. DLC2 is expressed in several tissues and in endothelial cells (ECs) of blood vessels. Although ECs and blood vessels show no histological abnormalities and mice appear overall healthy, DLC2-mutant mice display enhanced angiogenic responses induced by matrigel and by tumor cells. Silencing of DLC2 in human ECs has reduced cell attachment, increased migration, and tube formation. These changes are rescued by silencing of RhoA, suggesting that the process is RhoA pathway dependent. These results indicate that DLC2 is not required for mouse development and normal vessel formation, but may protect mouse from unwanted angiogenesis induced by, for example, tumor cells