This paper examines the determinants of herding at both stock and individual investor levels and studies the portfolio performance of herd vs. non-herd portfolios using machinelearning algo-rithms. The disposition ef...
详细信息
This paper examines the determinants of herding at both stock and individual investor levels and studies the portfolio performance of herd vs. non-herd portfolios using machinelearning algo-rithms. The disposition effect and the attention effect seem to explain herding behavior at the stock level. At the individual investor level, the cumulative number of buys and portfolio values reduce the prediction of herding behavior, while high values of portfolio return lead to a small increase in herding. Individuals who herd do not outperform either market or non-herd portfolios, suggesting that herding is a behavioral bias. Thus, such behavior seems to destabilize stock markets, creating temporary discrepancies in stock prices followed by reversals back to funda-mentals. The most predictive factor in the performance tests of individual portfolios is the market risk premium and using equally-weighted factors rather than value-weighted factors seem to provide more consistent results in the portfolio performance analyses.
The article presents a way of using machine learning algorithms to recognize objects in images. To implement this task, an artificial neural network was used, which has a high adaptability and allows work with a very ...
详细信息
ISBN:
(纸本)9781510636729
The article presents a way of using machine learning algorithms to recognize objects in images. To implement this task, an artificial neural network was used, which has a high adaptability and allows work with a very large set of input data. The neural network was described using a program written in the MATLAB simulation environment. The basic problem faced by the designer of objects recognition is to collect a sufficient training set of images to achieve the high probability of correct recognition. The set of learning patterns in the artificial neural networks may contain from several dozen thousands to one million training samples. In this article at the beginning the neural network was pre-trained trained based on the images included in the publicly available CIFAR 100 database, which are characterized by a small size of 32x32 pixels. It contains 70 000 images assigned to 10 basic categories. Then the author's database, consisting from 1000 pedestrians, cars and road signs was used. The article contains a description of applied algorithm, method of supervised learning and correction of weight coefficients, selection of activation function and operation on max pooling filter. The results of proposed solution are presented in the form of screenshots from calculations and in figures depicting results of recognized objects. Attention was also paid to the impact of used database for learning the network on the speed of calculations and recognition efficiency. The proper selection of number and types of layers, number of neurons, activation function and the value of the learning factor is very important in designing the neural network in application to objects recognition contained in the images. The problems occurring in the process of learning the neural networks and suggestions for their further improvement are also presented.
This research is one of the first to predict the academic performance of middle- and high-school students using machine learning algorithms (MLAs) based on numerous socio-demographic (such as age, gender, obesity, ave...
详细信息
Alzheimer disease is the one amongst neurodegenerative disorders. Though the symptoms are benign initially, they become more severe over time. Alzheimer's disease is a prevalent sort of dementia. This disease is c...
详细信息
ISBN:
(数字)9781728151977
ISBN:
(纸本)9781728151977;9781728151960
Alzheimer disease is the one amongst neurodegenerative disorders. Though the symptoms are benign initially, they become more severe over time. Alzheimer's disease is a prevalent sort of dementia. This disease is challenging one because there is no treatment for the disease. Diagnosis of the disease is done but that too at the later stage only. Thus if the disease is predicted earlier, the progression or the symptoms of the disease can be slow down. This paper uses machine learning algorithms to predict the Alzheimer disease using psychological parameters like age, number of visit, MMSE and education.
machinelearning, a subfield of artificial intelligence, has been widely used to automate tasks usually performed by humans. Some applications of these techniques are understanding network traffic behavior, predicting...
详细信息
ISBN:
(数字)9783030623623
ISBN:
(纸本)9783030623616;9783030623623
machinelearning, a subfield of artificial intelligence, has been widely used to automate tasks usually performed by humans. Some applications of these techniques are understanding network traffic behavior, predicting it, classifying it, fixing its faults, identifying malware applications, and preventing deliberate attacks. The goal of this work is to use machine learning algorithms to classify, in separate procedures, the errors of the network, their causes, and possible fixes. Our application case considers the WiBACK wireless system, from which we also obtained the data logs used to produce this paper. WiBACK is a collection of software and hardware with auto-configuration and self-management capabilities, designed to reduce CAPEX and OPEX costs. A principal components analysis is performed, followed by the application of decision trees, k nearest neighbors, and support vector machines. A comparison between the results obtained by the algorithms trained with the original data sets, balanced data sets, and the principal components data is performed. We achieve weighted F1-score between 0.93 and 0.99 with the balanced data, 0.88 and 0.96 with the original unbalanced data, and 0.81 and 0.89 with the Principal Components Analysis.
machinelearning (ML) algorithms have been regaining momentum thanks to their ability to analyze substantial and complex data, supporting artificial intelligence decisions in cloud computing but also in near-sensor co...
详细信息
ISBN:
(纸本)9781728160443
machinelearning (ML) algorithms have been regaining momentum thanks to their ability to analyze substantial and complex data, supporting artificial intelligence decisions in cloud computing but also in near-sensor computing in end-point devices. Both cloud and near-sensor computing are liable to radiation-induced soft errors, especially in automotive and aerospace safety-critical applications. In this regard, this paper contributes by comparing the accuracy of two prominent machine learning algorithms running on a low-power processor upset by radiation-induced soft errors. Both ML algorithms have been assessed with the help of a fault injection-based method able to natively emulate soft errors directly in a development board. In addition, neutron radiation test results suggest the most critical situations in which mitigation solutions should address.
Recognizing both literal and figurative meanings is crucial to understanding users' opinions on various topics or events in social media. Detecting the sarcastic posts on social media has received much attention r...
详细信息
Recognizing both literal and figurative meanings is crucial to understanding users' opinions on various topics or events in social media. Detecting the sarcastic posts on social media has received much attention recently, particularly because sarcastic comments in the form of tweets often include positive words that represent negative or undesirable characteristics. The Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement was used to understand the application of different machine learning algorithms for sarcasm detection in Twitter. Extensive database searching led to the inclusion of 31 studies classified into two groups: Adapted machine learning algorithms (AMLA) and Customized machine learning algorithms (CMLA). The review results revealed that Support Vector machine (SVM) was the best and the most commonly used AMLA for sarcasm detection in Twitter. In addition, combining Convolutional Neural Network (CNN) and SVM was found to offer a high prediction accuracy. Moreover, our result showed that using lexical, pragmatic, frequency, and part-of-speech tagging can contribute to the performance of SVM, whereas both lexical and personal features can enhance the performance of CNN-SVM. This work also addressed the main challenges faced by prior scholars when predicting sarcastic tweets. Such knowledge can be useful for future researchers or machinelearning developers to consider the major issues of classifying sarcastic posts in social media.
Hospital emergency departments (EDs) in vital locations face high patient demand during peak events such as the annual Islamic pilgrimage (the Hajj event) in Mecca, Saudi Arabia, the New Year celebration ceremony in N...
详细信息
ISBN:
(纸本)9781728162867
Hospital emergency departments (EDs) in vital locations face high patient demand during peak events such as the annual Islamic pilgrimage (the Hajj event) in Mecca, Saudi Arabia, the New Year celebration ceremony in New York, and the World Cup, etc. Variable patient arrival rates and hospital conditions, particularly the availability of beds for inpatients, impacts long waiting times and length of stay (LOS), causing pain and dissatisfaction to patients. Patient length of stay is chosen to be a measure of ED overcrowding as a compliance measure set by most hospitals. Clinicians need to get an opportunity to be proactive in ED overcrowding crises, specifically in the case of peak days. For this purpose, the research aims to build a model to forecast Hajj patient LOS, using machine learning algorithms through predictive input factors such as patient age, mode of arrival, and patient's type of condition in the ED. Therefore, using machine learning algorithms, such as artificial neural networks, linear and logistic regressions, to forecast ED LOS allows clinicians to prepare for high levels of congestion and provide insights to determine the LOS of patients during vital times.
This paper explores how issues around the opacity and fairness of machine learning algorithms may affect the legitimacy of their use in the context of public decision-making. It identifies shortcomings in current rese...
详细信息
ISBN:
(纸本)9781728171777
This paper explores how issues around the opacity and fairness of machine learning algorithms may affect the legitimacy of their use in the context of public decision-making. It identifies shortcomings in current research attempting to ground the justification of the decisions of machine learning algorithms on the general design of such models, as well as limitations of current research on algorithmic fairness. The paper concludes that even if challenges related to opacity and fairness cannot be completely overcome through technical means, the legitimacy of machine learning algorithms and their decisions can be enhanced through political processes based on the deliberative democratic paradigm.
In modern society, the rapid development of information technology makes a variety of electronic devices are widely used, and the electronic systems in these devices are often the key to the control system, and their ...
详细信息
暂无评论