Fundamental Factor Models Using Machine Learning

2018 ◽  
Author(s):  
Seisuke Sugitomo ◽  
Minami Shotaro
Keyword(s):  
Machine Learning ◽  
Factor Models ◽  
Fundamental Factor

scholarly journals Fundamental Factor Models Using Machine Learning

2018 ◽  
Vol 08 (01) ◽  
pp. 111-118 ◽  
Author(s):  
Seisuke Sugitomo ◽  
Shotaro Minami
Keyword(s):  
Machine Learning ◽  
Factor Models ◽  
Fundamental Factor

scholarly journals Inversion of Chlorophyll-a Concentration in Donghu Lake Based on Machine Learning Algorithm

Water ◽  
2021 ◽  
Vol 13 (9) ◽  
pp. 1179
Author(s):  
Xiaodong Tang ◽  
Mutao Huang
Keyword(s):  
Machine Learning ◽  
Chlorophyll A ◽  
Learning Algorithm ◽  
Factor Models ◽  
Machine Learning Algorithm ◽  
Single Factor ◽  
Chlorophyll A Concentration ◽  
Donghu Lake ◽  
Svm Model ◽  
Better Than

Machine learning algorithm, as an important method for numerical modeling, has been widely used for chlorophyll-a concentration inversion modeling. In this work, a variety of models were built by applying five kinds of datasets and adopting back propagation neural network (BPNN), extreme learning machine (ELM), support vector machine (SVM). The results revealed that modeling with multi-factor datasets has the possibility to improve the accuracy of inversion model, and seven band combinations are better than seven single bands when modeling, Besides, SVM is more suitable than BPNN and ELM for chlorophyll-a concentration inversion modeling of Donghu Lake. The SVM model based on seven three-band combination dataset (SVM3) is the best inversion one among all multi-factor models that the mean relative error (MRE), mean absolute error (MAE), root mean square error (RMSE) of the SVM model based on single-factor dataset (SF-SVM) are 30.82%, 9.44 μg/L and 12.66 μg/L, respectively. SF-SVM performs best in single-factor models, MRE, MAE, RMSE of SF-SVM are 28.63%, 13.69 μg/L and 16.49 μg/L, respectively. In addition, the simulation effect of SVM3 is better than that of SF-SVM. On the whole, an effective model for retrieving chlorophyll-a concentration has been built based on machine learning algorithm, and our work provides a reliable basis and promotion for exploring accurate and applicable chlorophyll-a inversion model.

scholarly journals Overview of Machine Learning for Stock Selection Based on Multi-Factor Models

2020 ◽  
Vol 214 ◽  
pp. 02047
Author(s):  
Haoxuan Li ◽  
Xueyan Zhang ◽  
Ziyan Li ◽  
Chunyuan Zheng
Keyword(s):  
Machine Learning ◽  
Statistical Methods ◽  
Learning Algorithm ◽  
Empirical Studies ◽  
Learning Algorithms ◽  
Factor Models ◽  
Machine Learning Algorithms ◽  
Machine Learning Algorithm ◽  
Stock Selection

In recent years, many scholars have used different methods to predict and select stocks. Empirical studies have shown that in multi-factor models, machine learning algorithms perform better on stock selection than traditional statistical methods. This article selects six classic machine learning algorithms, and takes the CSI 500 component stocks as an example, using 19 factors to select stocks. In this article, we introduce four of these algorithms in detail and apply them to select stocks. Finally, we back-test six machine learning algorithms, list the data, analyze the performance of each algorithm, and put forward some ideas on the direction of machine learning algorithm improvement.

Procedure for combining field measurements and machine learning to quantify impact of different track parameters on ride quality of railway tracks

2021 ◽  
pp. 095440972110026
Author(s):  
Alireza Roghani ◽  
Raman Pall ◽  
Elton Toma
Keyword(s):  
Machine Learning ◽  
Statistical Model ◽  
Field Measurements ◽  
Weather Conditions ◽  
Machine Learning Techniques ◽  
Ride Quality ◽  
Fundamental Factor ◽  
Learning Techniques ◽  
Train Speed ◽  
The Impact

Ride quality in terms of vibration is a fundamental factor affecting passengers’ satisfaction. Every year, passenger carriers invest significantly in various aspects of their system, including track and infrastructure, to improve ride quality. The assessment of ride quality and understanding the extent of the impact of different parameters on its magnitude is essential for railway operators to make informed decisions regarding capital expenditures. This paper presents a methodology for using machine learning techniques to find the correlation between various parameters (including train speed, weather conditions, presence of track features, and composition of the track substructure) and ride quality (quantified using measurements from accelerometers mounted on a rail car). The statistical model was developed using field measurements collected over a 50 km section of VIA Rail’s track in Canada. This paper describes the collected field data, the development of the statistical model, and discusses the importance of each parameter on the accuracy of the model.

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