scholarly journals Performance Analysis of Statistical and Supervised Learning Techniques in Stock Data Mining

Data ◽  
2018 ◽  
Vol 3 (4) ◽  
pp. 54 ◽  
Author(s):  
Manik Sharma ◽  
Samriti Sharma ◽  
Gurvinder Singh

Nowadays, overwhelming stock data is available, which areonly of use if it is properly examined and mined. In this paper, the last twelve years of ICICI Bank’s stock data have been extensively examined using statistical and supervised learning techniques. This study may be of great interest for those who wish to mine or study the stock data of banks or any financial organization. Different statistical measures have been computed to explore the nature, range, distribution, and deviation of data. The different descriptive statistical measures assist in finding different valuable metrics such as mean, variance, skewness, kurtosis, p-value, a-squared, and 95% confidence mean interval level of ICICI Bank’s stock data. Moreover, daily percentage changes occurring over the last 12 years have also been recorded and examined. Additionally, the intraday stock status has been mined using ten different classifiers. The performance of different classifiers has been evaluated on the basis of various parameters such as accuracy, misclassification rate, precision, recall, specificity, and sensitivity. Based upon different parameters, the predictive results obtained using logistic regression are more acceptable than the outcomes of other classifiers, whereas naïve Bayes, C4.5, random forest, linear discriminant, and cubic support vector machine (SVM) merely act as a random guessing machine. The outstanding performance of logistic regression has been validated using TOPSIS (technique for order preference by similarity to ideal solution) and WSA (weighted sum approach).

2020 ◽  
Vol 32 (2) ◽  
Author(s):  
Oluwafemi Oriola ◽  
Eduan Kotzé

Semi-supervised learning is a potential solution for improving training data in low-resourced abusive language detection contexts such as South African abusive language detection on Twitter. However, the existing semi-supervised learning methods have been skewed towards small amounts of labelled data, with small feature space. This paper, therefore, presents a semi-supervised learning technique that improves the distribution of training data by assigning labels to unlabelled data based on the majority voting over different feature sets of labelled and unlabelled data clusters. The technique is applied to South African English corpora consisting of labelled and unlabelled abusive tweets. The proposed technique is compared with state-of-the-art self-learning and active learning techniques based on syntactic and semantic features. The performance of these techniques with Logistic Regression, Support Vector Machine and Neural Networks are evaluated. The proposed technique, with accuracy and F1-score of 0.97 and 0.95, respectively, outperforms existing semi-supervised learning techniques. The learning curves show that the training data was used more efficiently by the proposed technique compared to existing techniques. Overall, n-gram syntactic features with a Logistic Regression classifier records the highest performance. The paper concludes that the proposed semi-supervised learning technique effectively detected implicit and explicit South African abusive language on Twitter.


2020 ◽  
Author(s):  
Abdulhameed Ado Osi ◽  
Hussaini Garba Dikko ◽  
Mannir Abdu ◽  
Auwalu Ibrahim ◽  
Lawan Adamu Isma'il ◽  
...  

COVID-19 is an infectious disease discovered after the outbreak began in Wuhan, China, in December 2019. COVID-19 is still becoming an increasing global threat to public health. The virus has been escalated to many countries across the globe. This paper analyzed and compared the performance of three different supervised machine learning techniques; Linear Discriminant Analysis (LDA), Random Forest (RF), and Support Vector Machine (SVM) on COVID-19 dataset. The best level of accuracy between these three algorithms was determined by comparison of some metrics for assessing predictive performance such as accuracy, sensitivity, specificity, F-score, Kappa index, and ROC. From the analysis results, RF was found to be the best algorithm with 100% prediction accuracy in comparison with LDA and SVM with 95.2% and 90.9% respectively. Our analysis shows that out of these three classification models RF predicts COVID-19 patient's survival outcome with the highest accuracy. Chi-square test reveals that all the seven features except sex were significantly correlated with the COVID-19 patient's outcome (P-value < 0.005). Therefore, RF was recommended for COVID-19 patient outcome prediction that will help in early identification of possible sensitive cases for quick provision of quality health care, support and supervision.


Proceedings ◽  
2020 ◽  
Vol 54 (1) ◽  
pp. 53
Author(s):  
Francisco Laport ◽  
Paula M. Castro ◽  
Adriana Dapena ◽  
Francisco J. Vazquez-Araujo ◽  
Daniel Iglesia

A comparison of different machine learning techniques for eye state identification through Electroencephalography (EEG) signals is presented in this paper. (1) Background: We extend our previous work by studying several techniques for the extraction of the features corresponding to the mental states of open and closed eyes and their subsequent classification; (2) Methods: A prototype developed by the authors is used to capture the brain signals. We consider the Discrete Fourier Transform (DFT) and the Discrete Wavelet Transform (DWT) for feature extraction; Linear Discriminant Analysis (LDA) and Support Vector Machine (SVM) for state classification; and Independent Component Analysis (ICA) for preprocessing the data; (3) Results: The results obtained from some subjects show the good performance of the proposed methods; and (4) Conclusion: The combination of several techniques allows us to obtain a high accuracy of eye identification.


2019 ◽  
Vol 12 (4) ◽  
pp. 185-193
Author(s):  
Amirhossein Rezaei

The security challenge on IoT (Internet of Things) is one of the hottest and most pertinent topics at the moment especially the several security challenges. The Botnet is one of the security challenges that most impact for several purposes. The network of private computers infected by malicious software and controlled as a group without the knowledge of owners and each of them running one or more bots is called Botnets. Normally, it is used for sending spam, stealing data, and performing DDoS attacks. One of the techniques that been used for detecting the Botnet is the Supervised Learning method. This study will examine several Supervised Learning methods such as; Linear Regression, Logistic Regression, Decision Tree, Naive Bayes, k- Nearest Neighbors, Random Forest, Gradient Boosting Machines, and Support Vector Machine for identifying the Botnet in IoT with the aim of finding which Supervised Learning technique can achieve the highest accuracy and fastest detection as well as with minimizing the dependent variable.


Water ◽  
2021 ◽  
Vol 13 (17) ◽  
pp. 2451
Author(s):  
Mohammad Zounemat-Kermani ◽  
Behrooz Keshtegar ◽  
Ozgur Kisi ◽  
Miklas Scholz

This paper evaluates six soft computational models along with three statistical data-driven models for the prediction of pan evaporation (EP). Accordingly, improved kriging—as a novel statistical model—is proposed for accurate predictions of EP for two meteorological stations in Turkey. In the standard kriging model, the input data nonlinearity effects are increased by using a nonlinear map and transferring input data from a polynomial to an exponential basic function. The accuracy, precision, and over/under prediction tendencies of the response surface method, kriging, improved kriging, multilayer perceptron neural network using the Levenberg–Marquardt (MLP-LM) as well as a conjugate gradient (MLP-CG), radial basis function neural network (RBFNN), multivariate adaptive regression spline (MARS), M5Tree and support vector regression (SVR) were compared. Overall, all the applied models were highly capable of predicting monthly EP in both stations with a mean absolute error (MAE) < 0.77 mm and a Willmott index (d) > 0.95. Considering periodicity as an input parameter, the MLP-LM provided better results than the other methods among the soft computing models (MAE = 0.492 mm and d = 0.981). However, the improved kriging method surpassed all the other models based on the statistical measures (MAE = 0.471 mm and d = 0.983). Finally, the outcomes of the Mann–Whitney test indicated that the applied soft computational models do not have significant superiority over the statistical ones (p-value > 0.65 at α = 0.01 and α = 0.05).


2018 ◽  
Author(s):  
Sandip S Panesar ◽  
Rhett N D’Souza ◽  
Fang-Cheng Yeh ◽  
Juan C Fernandez-Miranda

AbstractBackgroundMachine learning (ML) is the application of specialized algorithms to datasets for trend delineation, categorization or prediction. ML techniques have been traditionally applied to large, highly-dimensional databases. Gliomas are a heterogeneous group of primary brain tumors, traditionally graded using histopathological features. Recently the World Health Organization proposed a novel grading system for gliomas incorporating molecular characteristics. We aimed to study whether ML could achieve accurate prognostication of 2-year mortality in a small, highly-dimensional database of glioma patients.MethodsWe applied three machine learning techniques: artificial neural networks (ANN), decision trees (DT), support vector machine (SVM), and classical logistic regression (LR) to a dataset consisting of 76 glioma patients of all grades. We compared the effect of applying the algorithms to the raw database, versus a database where only statistically significant features were included into the algorithmic inputs (feature selection).ResultsRaw input consisted of 21 variables, and achieved performance of (accuracy/AUC): 70.7%/0.70 for ANN, 68%/0.72 for SVM, 66.7%/0.64 for LR and 65%/0.70 for DT. Feature selected input consisted of 14 variables and achieved performance of 73.4%/0.75 for ANN, 73.3%/0.74 for SVM, 69.3%/0.73 for LR and 65.2%/0.63 for DT.ConclusionsWe demonstrate that these techniques can also be applied to small, yet highly-dimensional datasets. Our ML techniques achieved reasonable performance compared to similar studies in the literature. Though local databases may be small versus larger cancer repositories, we demonstrate that ML techniques can still be applied to their analysis, though traditional statistical methods are of similar benefit.


2016 ◽  
Author(s):  
Simon Ruske ◽  
David O. Topping ◽  
Virginia E. Foot ◽  
Paul H. Kaye ◽  
Warren R. Stanley ◽  
...  

Abstract. Characterisation of bio-aerosols has important implications within Environment and Public Health sectors. Recent developments in Ultra-Violet Light Induced Fluorescence (UV-LIF) detectors such as the Wideband Integrated bio-aerosol Spectrometer (WIBS) and the newly introduced Multiparameter bio-aerosol Spectrometer (MBS) has allowed for the real time collection of fluorescence, size and morphology measurements for the purpose of discriminating between bacteria, fungal Spores and pollen. This new generation of instruments has enabled ever larger data sets to be compiled with the aim of studying more complex environments. In real world data sets, particularly those from an urban environment, the population may be dominated by non-biological fluorescent interferents bringing into question the accuracy of measurements of quantities such as concentrations. It is therefore imperative that we validate the performance of different algorithms which can be used for the task of classification. For unsupervised learning we test Hierarchical Agglomerative Clustering with various different linkages. For supervised learning, ten methods were tested; including decision trees, ensemble methods: Random Forests, Gradient Boosting and AdaBoost; two implementations for support vector machines: libsvm and liblinear; Gaussian methods: Gaussian naïve Bayesian, quadratic and linear discriminant analysis and finally the k-nearest neighbours algorithm. The methods were applied to two different data sets measured using a new Multiparameter bio-aerosol Spectrometer which provides multichannel UV-LIF fluorescence signatures for single airborne biological particles. Clustering, in general performs slightly worse than the supervised learning methods correctly classifying, at best, only 72.7 and 91.1 percent for the two data sets respectively. For supervised learning the gradient boosting algorithm was found to be the most effective, on average correctly classifying 88.1 and 97.8 percent of the testing data respectively across the two data sets.


2021 ◽  
Vol 6 (2) ◽  
pp. 120-129
Author(s):  
Nadhif Ikbar Wibowo ◽  
Tri Andika Maulana ◽  
Hamzah Muhammad ◽  
Nur Aini Rakhmawati

Public responses, posted on Twitter reacting to the Tokopedia data leak incident, were used as a data set to compare the performance of three different classifiers, trained using supervised learning modeling, to classify sentiment on the text. All tweets were classified into either positive, negative, or neutral classes. This study compares the performance of Random Forest, Support-Vector Machine, and Logistic Regression classifier. Data was scraped automatically and used to evaluate several models; the SVM-based model has the highest f1-score 0.503583. SVM is the best performing classifier.


2020 ◽  
Vol 43 (2) ◽  
pp. 233-249
Author(s):  
Adolphus Wagala ◽  
Graciela González-Farías ◽  
Rogelio Ramos ◽  
Oscar Dalmau

This study involves the implentation of the extensions of the partial least squares generalized linear regression (PLSGLR) by combining  it with logistic regression and  linear  discriminant analysis,  to  get a  partial least  squares generalized linear  regression-logistic regression model (PLSGLR-log),  and a partial least squares generalized linear regression-linear discriminant analysis model (PLSGLRDA). A comparative  study  of  the obtained  classifiers with   the   classical  methodologies like  the k-nearest  neighbours (KNN), linear   discriminant  analysis  (LDA),   partial  least  squares discriminant analysis (PLSDA),  ridge  partial least squares (RPLS), and  support vector machines(SVM)  is  then  carried  out.    Furthermore,  a  new  methodology known as kernel multilogit algorithm (KMA) is also implemented and its performance compared with those of the other classifiers. The KMA emerged as the best classifier based  on the lowest  classification error  rates  compared to  the  others  when  applied   to  the  types   of data   are considered;  the  un- preprocessed and preprocessed.


2021 ◽  
Vol 6 (4) ◽  
pp. 295-306
Author(s):  
Ananda B. W. Manage ◽  
Ram C. Kafle ◽  
Danush K. Wijekularathna

In cricket, all-rounders play an important role. A good all-rounder should be able to contribute to the team by both bat and ball as needed. However, these players still have their dominant role by which we categorize them as batting all-rounders or bowling all-rounders. Current practice is to do so by mostly subjective methods. In this study, the authors have explored different machine learning techniques to classify all-rounders into bowling all-rounders or batting all-rounders based on their observed performance statistics. In particular, logistic regression, linear discriminant function, quadratic discriminant function, naïve Bayes, support vector machine, and random forest classification methods were explored. Evaluation of the performance of the classification methods was done using the metrics accuracy and area under the ROC curve. While all the six methods performed well, logistic regression, linear discriminant function, quadratic discriminant function, and support vector machine showed outstanding performance suggesting that these methods can be used to develop an automated classification rule to classify all-rounders in cricket. Given the rising popularity of cricket, and the increasing revenue generated by the sport, the use of such a prediction tool could be of tremendous benefit to decision-makers in cricket.


Sign in / Sign up

Export Citation Format

Share Document