scholarly journals Analysis of Capital Flow in Commodity Futures Market Based on SVM

2018 ◽  
Vol 10 (8) ◽  
pp. 28
Author(s):  
Zi-ang Lin ◽  
Shaozhen Chen ◽  
Hongtao Liang ◽  
Hong Zhang
Keyword(s):  
Time Window ◽  
Principal Component ◽  
Futures Market ◽  
Capital Flow ◽  
Kernel Functions ◽  
Commodity Futures ◽  
Futures Contracts ◽  
Support Vector ◽  
Analysis Method

Commodity futures are futures contracts based on the physical commodities. Unlike commodity stocks, which must be “bought first and then sold”, commodity futures can also be “sold first and then bought”. Therefore, it is not possible to directly use the formula of capital flow in the stock market to characterize the capital flow in futures contracts. In this paper, the principal component analysis method is used to construct the principal component factors based on the K-line basic market data and one based on the K-line index data. Then the factors mentioned above are cross-validated using the Holdout verification form to generate the training set and test of the support vector machine. Then, this paper applies genetic algorithm to optimize the penalty parameters and kernel functions of SVM, and obtains the parameters with the highest accuracy of classification and prediction of capital flow. Finally, this paper uses the traversal algorithm to find the time window with the highest accuracy of the SVM classification to predict the capital flow. The research results of this paper show that the SVM-based classification of capital flow in commodity futures market is highly accurate.

IMPLEMENTATION OF SUPPORT VECTOR MACHINES FOR CLASSIFICATION OF CLINICAL DATASETS

2010 ◽  
Vol 07 (04) ◽  
pp. 347-356
Author(s):  
E. SIVASANKAR ◽  
R. S. RAJESH
Keyword(s):  
Feature Extraction ◽  
Dimensional Space ◽  
Principal Component ◽  
Kernel Functions ◽  
Support Vector ◽  
Optimal Hyperplane ◽  
Higher Dimensional ◽  
Vector Machines ◽  
Map Data

In this paper, Principal Component Analysis is used for feature extraction, and a statistical learning based Support Vector Machine is designed for functional classification of clinical data. Appendicitis data collected from BHEL Hospital, Trichy is taken and classified under three classes. Feature extraction transforms the data in the high-dimensional space to a space of fewer dimensions. The classification is done by constructing an optimal hyperplane that separates the members from the nonmembers of the class. For linearly nonseparable data, Kernel functions are used to map data to a higher dimensional space and there the optimal hyperplane is found. This paper works with different SVMs based on radial basis and polynomial kernels, and their performances are compared.

scholarly journals Nonlinear Classification of EEG recordings from patients with Alzheimer’s Disease using Gaussian Process Latent Variable Model

2020 ◽  
Author(s):  
S. Rajintha. A. S. Gunawardena ◽  
Fei He ◽  
Ptolemaios Sarrigiannis ◽  
Daniel J. Blackburn
Keyword(s):  
Alzheimer’S Disease ◽  
Alzheimer's Disease ◽  
Gaussian Process ◽  
Manifold Learning ◽  
Latent Variable ◽  
Time Window ◽  
Support Vector ◽  
Nonlinear Dimensionality Reduction ◽  
Variable Model

AbstractIn this work, nonlinear temporal features from multi-channel EEGs are used for the classification of Alzheimer’s disease patients from healthy individuals. This was achieved by temporal manifold learning using Gaussian Process Latent Variable Models (GPLVM) as a nonlinear dimensionality reduction technique. Classification of the extracted features was undertaken using a nonlinear Support Vector Machine. Comparisons were made against the linear counterpart, Principle Component Analysis while exploring the effect of the time window or EEG epoch length used. It was demonstrated that temporal manifold learning using GPLVM is better in extracting features that attain high separability and prediction accuracy. This work aims to set the significance of using GPLVM temporal manifold learning for EEG feature extraction in the classification of Alzheimer’s disease.

Classification in GIS Using Support Vector Machines

2010 ◽  
pp. 106-112 ◽  
Author(s):  
Alina Lazar ◽  
Bradley A. Shellito
Keyword(s):  
Support Vector Machines ◽  
Urban Development ◽  
Rural Areas ◽  
Urban Areas ◽  
Kernel Functions ◽  
Support Vector ◽  
Future Trends ◽  
Error Signal ◽  
Vector Machines

Support Vector Machines (SVM) are powerful tools for classification of data. This article describes the functionality of SVM including their design and operation. SVM have been shown to provide high classification accuracies and have good generalization capabilities. SVM can classify linearly separable data as well as nonlinearly separable data through the use of the kernel function. The advantages of using SVM are discussed along with the standard types of kernel functions. Furthermore, the effectiveness of applying SVM to large, spatial datasets derived from Geographic Information Systems (GIS) is also described. Future trends and applications are also discussed – the described extracted dataset contains seven independent variables related to urban development plus a class label which denotes the urban areas versus the rural areas. This large dataset, with over a million instances really proves the generalization capabilities of the SVM methods. Also, the spatial property allows experts to analyze the error signal.

Image Normalization and Weighted Classification Using an Efficient Approach for SVM Classifiers

2020 ◽  
Vol 20 (04) ◽  
pp. 2050035
Author(s):  
Sumit Dhariwal ◽  
Sellappan Palaniappan
Keyword(s):  
Support Vector Machine ◽  
Image Classification ◽  
Error Rate ◽  
Kernel Functions ◽  
Support Vector ◽  
Image Normalization ◽  
Novel Approach ◽  
Low Levels ◽  
To Come

The content of massive image changing the brightest brightness is an impasse between most tests of sorted image realizations with low-resolution representation. I have done this research through image security, which will help curb crime in the coming days, and we propose a novel receipt for their strong and effective counterpart. Image classification using low levels of the image is a difficult method, so for this, I have adopted the method of automating the semantic image classification of this research and used it with different SVM classifiers, based on the normalized weighted feature support vector machine for semantic image classification. This is a novel approach given that weighted feature or normalized biased feature is applied and it is found that the normalized method is the best. It also uses normalized weighted features to compute kernel functions and train SVM. The trained SVM is then used to classify new images. During training and generalization, we displayed a decrease of identification error rate and there have been many benefits of using SVM with better performance in normalized image-cataloging systems. The importance of this technique and its role will be highlighted in the years to come.

Biomimetic Pattern Recognition for Classification of Proteomic Profile

2013 ◽  
Vol 791-793 ◽  
pp. 1961-1964
Author(s):  
Xiao Li Yang ◽  
Qiong He
Keyword(s):  
Pattern Recognition ◽  
Cancer Diagnosis ◽  
Principal Component ◽  
Classification Model ◽  
Support Vector ◽  
Discrete Wavelet ◽  
Proteomic Profile ◽  
Satisfactory Model ◽  
Over Time

We propose a biomimetic pattern recognition (BPR) approach for classification of proteomic profile. The proposed approach preprocess profile using iterative minimum in adaptive setting window (IMASW) method for baseline correction, discrete wavelet transform (DWT) for fitting and smoothing, and average total ion normalization (ATIN) for remove the influence of vary amount of sample and degradation over time. Then principal component analysis (PCA) and BPR build classification model. With an optimization of the parameters involved in the modeling, we obtain a satisfactory model for cancer diagnosis in three proteomic profile datasets. The predicted results show that BPR technique is more reliable and efficient than support vector machine (SVM) method.

scholarly journals A study on the early detection of colon cancer using the methods of wavelet feature extraction and SVM classifications of FTIR

2008 ◽  
Vol 22 (5) ◽  
pp. 397-404 ◽  
Author(s):  
Cun-Gui Cheng ◽  
Yu-Mei Tian ◽  
Wen-Ying Jin
Keyword(s):  
Colon Cancer ◽  
Feature Extraction ◽  
Early Detection ◽  
Kernel Functions ◽  
Early Carcinoma ◽  
Support Vector ◽  
Advanced Carcinoma ◽  
Sd Rats ◽  
Rbf Kernel

This paper introduces a new method for the early detection of colon cancer using a combination of feature extraction based on wavelets for Fourier Transform Infrared Spectroscopy (FTIR) and classification using the Support Vector Machine (SVM). The FTIR data collected from 36 normal SD rats, 60 1,2-DMH-induced SD rats, and 44 second generation rats of those induced rats was first preprocessed. Then, 12 feature variants were extracted using continuous wavelet analysis. The extracted feature variants were then inputted into the SVM for classification of normal, dysplasia, early carcinoma, and advanced carcinoma. Among the kernel functions the SVM used, the Poly and RBF kernels had the highest accuracy rates. The accuracy of the Poly kernel in normal, dysplasia, early carcinoma, and advanced carcinoma were 100, 97.5, 95% and 100% respectively. The accuracy of RBF kernel in normal, dysplasia, early carcinoma, and advanced carcinoma was 100, 95, 95% and 100% respectively. The results indicated that this method could effectively and easily diagnose colon cancer in its early stages.

Application of Visible-Near Infrared Spectra Technique Based on to the Non-Destructive Measurement of the Salmon Quality

2014 ◽  
Vol 926-930 ◽  
pp. 961-964
Author(s):  
Jiao Jiao Yin
Keyword(s):  
Infrared Spectra ◽  
Near Infrared ◽  
Principal Component ◽  
Support Vector ◽  
Analysis Method ◽  
Linear Discriminant ◽  
Near Infrared Spectra ◽  
Destructive Measurement ◽  
Non Destructive

Because the reflectivity of astaxanthin vary in different bands (mainly 400nm-600nm), so we use the visible-near infrared spectra technique to irradiate the salmon. Because in daily life, people grade the salmon flesh with a color card. In this paper, we first use principal component analysis to reduce the dimensionality of the spectral data of salmon, then use linear discriminant analysis method, least squares support vector machine classification method to distinguish the flesh quality. The correct classification rates are 60%and73.3%. The results show that we can use visible – near infrared spectra to distinguish the quality of the salmon which doesn’t be dissected.

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