Showing 1 - 10 of 116
In this paper, we investigate the forecasting ability of the yield curve in terms of the U.S. real GDP cycle. More specifically, within a Machine Learning framework, we use data from a variety of short (treasury bills) and long term interest rates (bonds) for the period from 1976:Q3 to 2011:Q4...
Persistent link: https://www.econbiz.de/10011242009
accelerometer data collected from three cities in Japan. The classifiers used were support vector machines (SVM), adaptive boosting …
Persistent link: https://www.econbiz.de/10011155171
Support Vector Machine (SVM) and a logistic regression (Logit). Among different financial ratios suggested as predictors of … accuracy the SVM has a lower model risk than the Logit on average and displays a more robust performance. This result holds …
Persistent link: https://www.econbiz.de/10009021755
Decision making usually involves uncertainty and risk. Understanding which parts of the human brain are activated during decisions under risk and which neural processes underly (risky) investment decisions are important goals in neuroeconomics. Here, we reanalyze functional magnetic resonance...
Persistent link: https://www.econbiz.de/10009364994
As a machine intelligence paradigm, the support vector machines (SVMs) have tremendous potential for helping people to classify text document into a fixed number of predefined categories. The purpose of this paper is to discuss a new method of feature selection combined with principal component...
Persistent link: https://www.econbiz.de/10009352810
presents the use of support vector machine (SVM) algorithm for fault diagnosis through discrete wavelet features extracted from … computed for different types of classifiers such as artificial neural network (ANN), support vector machine (SVM) and J48 …
Persistent link: https://www.econbiz.de/10009352827
taking the advantage of both SVM and BP networks and avoiding their defects. An actual instance addressed in the paper shows …
Persistent link: https://www.econbiz.de/10008755327
We propose a support vector machine (SVM)-based structural model to forecast the collapse of banking institutions in … procedure. We train an SVM model to classify banks as solvent and insolvent. The resulting model exhibits significant ability in …
Persistent link: https://www.econbiz.de/10010691732
Natural gas prices show a non-linear, non-stationary, and time variant behaviour. In this study, we build a regression function for daily natural gas prices using ε-SVR and v-SVR and experiment with different kernels. We compare the proposed methods with artificial neural networks, RBF networks...
Persistent link: https://www.econbiz.de/10010691805
Vector Machines (SVM) for financial data. The financial series are fitted into a family of Asymmetric Power ARCH (APARCH … inefficient when the data distribution shows departure from normality, so the current paper utilizes the nonparametric-based SVM … method and shows that it is more efficient than the QML under the skewed Student’s t-distributed error. As the SVM is a …
Persistent link: https://www.econbiz.de/10010734779