scholarly journals Correlation Analysis of Stocks and PMI Index Based on Logistic Regression Model

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Qiong Kang
Keyword(s):  
Logistic Regression ◽  
Correlation Analysis ◽  
Regression Model ◽  
Large Scale ◽  
Logistic Regression Model ◽  
Stochastic Gradient Descent ◽  
Gradient Descent Method ◽  
National Bureau ◽  
Analysis Model ◽  
Margin Distribution

In order to explore the correlation between stocks and the PMI index, based on the generalized logistic loss and margin distribution, this paper designs a margin distribution logistic regression model that is easy to optimize, has robustness, and generalization ability, and gives a multiclass margin distribution logistic regression framework. This framework can be used to perform two-classification, multiclassification, and feature selection tasks. Moreover, this paper gives a training algorithm for margin distribution logistic regression on large-scale data sets through the pairwise stochastic gradient descent method. In addition, this paper combines the logistic regression model to construct a correlation analysis model between stocks and PMI index and uses the PMI data of the National Bureau of Statistics as a sample to design experiments to verify the performance of the system model constructed in this paper. From the experimental analysis, it can be seen that the algorithm constructed in this paper has a certain effect, and the strong correlation between PMI and stocks has been further verified.

scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHI PEROLEHAN KREDIT OLEH PENGUSAHA MIKRO

2018 ◽  
Vol 4 (3) ◽  
Author(s):  
Abdul Azis Safii ◽  
Tri Suwarno
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Large Scale ◽  
Logistic Regression Model ◽  
Banking Sector ◽  
Binary Logistic Regression ◽  
Binary Logistic Regression Model ◽  
Access To Credit ◽  
The Poor ◽  
Micro Enterprises

Abstract: The number of micro-entrepreneurs and the dominant number of micro enterprises compared to medium and large-scale enterprises in Indonesia are not balanced by the provision of access to credit and venture capital for micro businesses. This resulted in a micro-sector sector identical to the poor being vulnerable to exploitation by moneylenders who exploit the difficulties of micro entrepreneurs accessing credit from the banking sector. This study examines the factors that determine the accessibility of credit by micro entrepreneur in Bojonegoro regency. A total sum of 270 micro entrepreneurs who have applied for banking loan were sampled from the study area. With an binary logistic regression model the research resulting that education, skill on entrepreneur, and monthly net profits generated by the microenterprise are significant in determining the accessibility of microcredit. Keywords: micro entrepreneur, microcredit, credit accessibility Abstrak: Perkembangan jumlah pengusaha mikro serta dominannya jumlah usaha mikro dibandingkan dengan usaha menengah dan usaha besar di Indonesia, tidak diimbingi dengan penyediaan akses kredit dan modal usaha bagi para pelaku usaha mikro. Hal tersebut mengakibatkan sektor usaha mikro yang identik dengan masyarakat miskin rentan dieksploitasi oleh rentenir yang memanfaatkan sulitnya para pengusaha mikro mengakses kredit dari sektor perbankan. Penelitian ini menggunakan data primer yang di ambil langsung dari pengusaha mikro dengan teknik kuesioner. Analisis data dengan metode binary logistic regression mendapatkan hasil variabel yang berpengaruh signifikan terhadap akses kredit para pengusaha mikro adalah variabel usia pengusaha, laba bersih usaha tiap bulan, dan jumlah karyawan yang di pekerjakan. Kata kunci : usaha mikro, microcredit, akses kredit

scholarly journals Robust logistic regression in the presence of high leverage points

2019 ◽  
Vol 11 (3) ◽  
Author(s):  
Mohammed A. Mohammed
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Gradient Descent ◽  
Logistic Regression Model ◽  
Stochastic Gradient Descent ◽  
Binary Response ◽  
Suggested Approach ◽  
Leverage Points ◽  
M Estimator ◽  
Minimum Volume Ellipsoid

In this article we conceder the logistic regression model with high leverage points. For the logistic regression model with a binary response, we suggested a new robust approach called robust logistic regression (RLR) based on the robust mahalanobis distance (RMD) which depends on the minimum volume ellipsoid (MVE) estimators. The RMD is computed by using the algorithm of stochastic gradient descent (SGD). In order to assist the new suggested approach we compare it with some existing method such as maximum likelihood estimator and robust M-estimator in logistic regression model. The simulation study points that the RLR has supreme performances throw some measurement comparison.

scholarly journals Work absence and multimorbidity in Portugal: results from the 1st National Health Examination Survey

2020 ◽  
Vol 30 (Supplement_5) ◽  
Author(s):  
J Matos ◽  
C Matias Dias ◽  
A Félix
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Chronic Diseases ◽  
National Health ◽  
Logistic Regression Model ◽  
Health Examination ◽  
Work Absence ◽  
Health Examination Survey ◽  
Absence From Work ◽  
The Impact

Abstract Background Studies on the impact of patients with multimorbidity in the absence of work indicate that the number and type of chronic diseases may increase absenteeism and that the risk of absence from work is higher in people with two or more chronic diseases. This study analyzed the association between multimorbidity and greater frequency and duration of work absence in the portuguese population between the ages of 25 and 65 during 2015. Methods This is an epidemiological, observational, cross-sectional study with an analytical component that has its source of information from the 1st National Health Examination Survey. The study analyzed univariate, bivariate and multivariate variables under study. A multivariate logistic regression model was constructed. Results The prevalence of absenteeism was 55,1%. Education showed an association with absence of work (p = 0,0157), as well as professional activity (p = 0,0086). It wasn't possible to verify association between the presence of chronic diseases (p = 0,9358) or the presence of multimorbidity (p = 0,4309) with absence of work. The prevalence of multimorbidity was 31,8%. There was association between age (p < 0,0001), education (p < 0,001) and yield (p = 0,0009) and multimorbidity. There is no increase in the number of days of absence from work due to the increase in the number of chronic diseases. In the optimized logistic regression model the only variables that demonstrated association with the variable labor absence were age (p = 0,0391) and education (0,0089). Conclusions The scientific evidence generated will contribute to the current discussion on the need for the health and social security system to develop policies to patients with multimorbidity. Key messages The prevalence of absenteeism and multimorbidity in Portugal was respectively 55,1% and 31,8%. In the optimized model age and education demonstrated association with the variable labor absence.

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