Search results for: MNIST dataset

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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Authors: Yi-Fan Zhu, Wei Zhang, Xuan Zhou, Qun Li, Yong-Lin Lei

Abstract:

The quick training algorithms and accurate solution procedure for incremental learning aim at improving the efficiency of training of SVR, whereas there are some disadvantages for them, i.e. the nonconvergence of the formers for changeable training set and the inefficiency of the latter for a massive dataset. In order to handle the problems, a new training algorithm for a changeable training set, named Approximation Incremental Training Algorithm (AITA), was proposed. This paper explored the reason of nonconvergence theoretically and discussed the realization of AITA, and finally demonstrated the benefits of AITA both on precision and efficiency.

Keywords: support vector regression, incremental learning, changeable training set, quick training algorithm, accurate solutionprocedure

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Authors: Nebi Gedik

Abstract:

Electroencephalography (EEG) investigations of the brain computer interfaces are based on the electrical signals resulting from neural activities in the brain. In this paper, it is offered a method for classifying motor imagery EEG signals. The suggested method classifies EEG signals into two classes using the wave atom transform, and the transform coefficients are assessed, creating the feature set. Classification is done with SVM and k-NN algorithms with and without feature selection. For feature selection t-test approaches are utilized. A test of the approach is performed on the BCI competition III dataset IIIa.

Keywords: motor imagery, EEG, wave atom transform, SVM, k-NN, t-test

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Authors: Mohammad Darzi, Ali AsgharLiaei, Mahdi Hosseini, HabibollahAsghari

Abstract:

This article addresses feature selection for breast cancer diagnosis. The present process contains a wrapper approach based on Genetic Algorithm (GA) and case-based reasoning (CBR). GA is used for searching the problem space to find all of the possible subsets of features and CBR is employed to estimate the evaluation result of each subset. The results of experiment show that the proposed model is comparable to the other models on Wisconsin breast cancer (WDBC) dataset.

Keywords: Case-based reasoning; Breast cancer diagnosis; Genetic algorithm; Wrapper feature selection

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Authors: Xiuqin Ma, Hongwu Qin

Abstract:

A new efficient normal parameter reduction algorithm of soft set in decision making was proposed. However, up to the present, few documents have focused on real-life applications of this algorithm. Accordingly, we apply a New Efficient Normal Parameter Reduction algorithm into real-life datasets of online shopping, such as Blackberry Mobile Phone Dataset. Experimental results show that this algorithm is not only suitable but feasible for dealing with the online shopping.

Keywords: Normal parameter reduction, Online shopping, Parameter reduction, Soft sets.

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Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou

Abstract:

We present a multiple equation time series approach for the short-term load forecasting applied to the electrical power load consumption for the whole Quebec province, in Canada. More precisely, we take into account three meteorological variables — temperature, cloudiness and wind speed —, and we use meteorological measurements taken at different locations on the territory. Our final model shows an average MAPE score of 1.79% over an 8-years dataset.

Keywords: Short-term load forecasting, special days, time series, multiple equations, parallelization, clustering.

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Authors: Abdel Rodríguez, Isis Bonet, Ricardo Grau, María M. García

Abstract:

In this paper we designed and implemented a new ensemble of classifiers based on a sequence of classifiers which were specialized in regions of the training dataset where errors of its trained homologous are concentrated. In order to separate this regions, and to determine the aptitude of each classifier to properly respond to a new case, it was used another set of classifiers built hierarchically. We explored a selection based variant to combine the base classifiers. We validated this model with different base classifiers using 37 training datasets. It was carried out a statistical comparison of these models with the well known Bagging and Boosting, obtaining significantly superior results with the hierarchical ensemble using Multilayer Perceptron as base classifier. Therefore, we demonstrated the efficacy of the proposed ensemble, as well as its applicability to general problems.

Keywords: classifiers, delegation, ensemble

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Authors: Taiwo. M. Akinmuyisitan, John Cosmas

Abstract:

This paper practically demonstrates the theories and concepts of an Advanced Convolutional Neural Network in the design and development of a scalable artificial intelligence model for the detection of criminal masterminds. The technique uses machine vision algorithms to compute the facial characteristics of suspects and classify actors as criminal or non-criminal faces. The paper proceeds further to compare the results of the error accuracy of two popular custom convolutional pre-trained networks, VGG16 and Resnet50. The result shows that VGG16 is probably more efficient than ResNet50 for the dataset we used.

Keywords: Artificial intelligence, convolutional neural networks, Resnet50, VGG16.

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Authors: Ahmet Ay, Hakan Acet, Ceyhun Can Özcan

Abstract:

Economic freedoms, most emphasized issue in the recent years, are considered to affect economic growth and performance via institutional structure. In this context, a model that includes Turkey and Middle East Countries, and where the effects of economic freedom on growth are examined, was formed. For the groups of countries determined, in the study carried out by using the dataset belonging the period of 2004 - 2009, between economic freedoms and growth, a negative relationship was observed as group. In the sense of individual effects, it was identified that there was a positive relationship in terms of some Middle East Countries and Turkey.

Keywords: Economic Freedoms, Economic Growth, Freedoms.

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Authors: Jaedo Kim, Youngjoon Han, Hernsoo Hahn

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The purpose of this paper is to detect human in images. This paper proposes a method for extracting human body feature descriptors consisting of projected edge component series. The feature descriptor can express appearances and shapes of human with local and global distribution of edges. Our method evaluated with a linear SVM classifier on Daimler-Chrysler pedestrian dataset, and test with various sub-region size. The result shows that the accuracy level of proposed method similar to Histogram of Oriented Gradients(HOG) feature descriptor and feature extraction process is simple and faster than existing methods.

Keywords: Human detection, Projected edge descriptor, Linear SVM, Local appearance feature

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Authors: Zhiyong Li, Zhigang Chen, Chao Fu, Shipeng Zhang

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Load forecasting has always been the essential part of an efficient power system operation and planning. A novel approach based on support vector machines is proposed in this paper for annual power load forecasting. Different kernel functions are selected to construct a combinatorial algorithm. The performance of the new model is evaluated with a real-world dataset, and compared with two neural networks and some traditional forecasting techniques. The results show that the proposed method exhibits superior performance.

Keywords: combinatorial algorithm, data mining, load forecasting, support vector machines

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Authors: O. Kadri, M. D. Mouss, L.H. Mouss, F. Merah

Abstract:

This paper proposes a novel hybrid algorithm for feature selection based on a binary ant colony and SVM. The final subset selection is attained through the elimination of the features that produce noise or, are strictly correlated with other already selected features. Our algorithm can improve classification accuracy with a small and appropriate feature subset. Proposed algorithm is easily implemented and because of use of a simple filter in that, its computational complexity is very low. The performance of the proposed algorithm is evaluated through a real Rotary Cement kiln dataset. The results show that our algorithm outperforms existing algorithms.

Keywords: Binary Ant Colony algorithm, Support VectorMachine, feature selection, classification.

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Authors: S. G. Ponnambalam, Low Seng Kiat

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In this paper, a particle swarm optimization (PSO) algorithm is proposed to solve machine loading problem in flexible manufacturing system (FMS), with bicriterion objectives of minimizing system unbalance and maximizing system throughput in the occurrence of technological constraints such as available machining time and tool slots. A mathematical model is used to select machines, assign operations and the required tools. The performance of the PSO is tested by using 10 sample dataset and the results are compared with the heuristics reported in the literature. The results support that the proposed PSO is comparable with the algorithms reported in the literature.

Keywords: Machine loading problem, FMS, Particle Swarm Optimization.

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Authors: Shah Rizam M. S. B., Farah Yasmin A.R., Ahmad Ihsan M. Y., Shazana K.

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Agriculture products are being more demanding in market today. To increase its productivity, automation to produce these products will be very helpful. The purpose of this work is to measure and determine the ripeness and quality of watermelon. The textures on watermelon skin will be captured using digital camera. These images will be filtered using image processing technique. All these information gathered will be trained using ANN to determine the watermelon ripeness accuracy. Initial results showed that the best model has produced percentage accuracy of 86.51%, when measured at 32 hidden units with a balanced percentage rate of training dataset.

Keywords: Artificial Neural Network (ANN), Digital ImageProcessing, YCbCr Colour Space, Watermelon Ripeness.

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Authors: Venus Marza, Amin Seyyedi, Luiz Fernando Capretz

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Software estimation accuracy is among the greatest challenges for software developers. This study aimed at building and evaluating a neuro-fuzzy model to estimate software projects development time. The forty-one modules developed from ten programs were used as dataset. Our proposed approach is compared with fuzzy logic and neural network model and Results show that the value of MMRE (Mean of Magnitude of Relative Error) applying neuro-fuzzy was substantially lower than MMRE applying fuzzy logic and neural network.

Keywords: Artificial Neural Network, Fuzzy Logic, Neuro-Fuzzy, Software Estimation

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Authors: Nebi Gedik

Abstract:

Regardless of age or gender, cardiovascular illnesses are a serious health concern because of things like poor eating habits, stress, a sedentary lifestyle, hard work schedules, alcohol use, and weight. It tends to happen suddenly and has a high rate of recurrence. Machine learning models can be implemented to assist healthcare systems in the accurate detection and diagnosis of cardiovascular disease (CVD) in patients. Improved heart failure prediction is one of the primary goals of researchers using the heart disease dataset. The purpose of this study is to identify the feature or features that offer the best classification prediction for CVD detection. The support vector machine classifier is used to compare each feature's performance. It has been determined which feature produces the best results.

Keywords: Cardiovascular disease, feature extraction, supervised learning, support vector machine.

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Authors: Sauravjyoti Sarmah, Rosy Das, Dhruba Kr. Bhattacharyya

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Clustering algorithms help to understand the hidden information present in datasets. A dataset may contain intrinsic and nested clusters, the detection of which is of utmost importance. This paper presents a Distributed Grid-based Density Clustering algorithm capable of identifying arbitrary shaped embedded clusters as well as multi-density clusters over large spatial datasets. For handling massive datasets, we implemented our method using a 'sharednothing' architecture where multiple computers are interconnected over a network. Experimental results are reported to establish the superiority of the technique in terms of scale-up, speedup as well as cluster quality.

Keywords: Clustering, Density-based, Grid-based, Adaptive Grid.

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Authors: Nebi Gedik

Abstract:

The goal of motor image brain computer interface research is to create a link between the central nervous system and a computer or device. The most important signal for brain-computer interface is the electroencephalogram. The aim of this research is to explore a set of effective features from EEG signals, separated into frequency bands, using wave atom sub-bands to discriminate right and left-hand motor imagery signals. Over the transform coefficients, feature vectors are constructed for each frequency range and each transform sub-band, and their classification performances are tested. The method is validated using EEG signals from the BCI competition III dataset IIIa and classifiers such as support vector machine and k-nearest neighbors.

Keywords: motor imagery, EEG, Wave atom transform sub-bands, SVM, k-NN

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Authors: Karolína Vozková, Matěj Kuc

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This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.

Keywords: Cooperative banks, performance, negative interest rates, risk management.

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Authors: Abdullah H. Özcan, Dilara Hisar, Yetkin Sayar, Cem Ünsalan

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In this study, an automated building and tree detection method is proposed using DSM data and true orthophoto image. A multiscale matched filtering is used on DSM data. Therefore, first watershed transform is applied. Then, Otsu’s thresholding method is used as an adaptive threshold to segment each watershed region. Detected objects are masked with NDVI to separate buildings and trees. The proposed method is able to detect buildings and trees without entering any elevation threshold. We tested our method on ISPRS semantic labeling dataset and obtained promising results.

Keywords: Building detection, tree detection, matched filtering, multiscale, local maximum filtering, watershed segmentation.

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Authors: Ingrid Göpfert, Michael Stephan, Wanja Wellbrock, Malte Ackermann

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Empirical insights into the implementation of logistics competencies at the top management level are scarce. This paper addresses this issue with an explorative approach which is based on a dataset of 872 observations in the years 2000, 2004 and 2008 using quantitative content analysis from annual reports of the 500 publicly listed firms with the highest global research and development expenditures according to the British Department for Business Innovation and Skills. We find that logistics competencies are more pronounced in Asian companies than in their European or American counterparts. On an industrial level the results are quite mixed. Using partial point-biserial correlations we show that logistics competencies are positively related to financial performance.

Keywords: Logistics, supply chain management, content analysis, executive boards, multinational corporations.

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Authors: Nisar Ahmed Memon, Anwar Majid Mirza, S.A.M. Gilani

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Segmentation is an important step in medical image analysis and classification for radiological evaluation or computer aided diagnosis. This paper presents the problem of inaccurate lung segmentation as observed in algorithms presented by researchers working in the area of medical image analysis. The different lung segmentation techniques have been tested using the dataset of 19 patients consisting of a total of 917 images. We obtained datasets of 11 patients from Ackron University, USA and of 8 patients from AGA Khan Medical University, Pakistan. After testing the algorithms against datasets, the deficiencies of each algorithm have been highlighted.

Keywords: Computer Aided Diagnosis (CAD), MathematicalMorphology, Medical Image Analysis, Region Growing, Segmentation, Thresholding,

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Authors: Zeinab Zeinalpour-Tabrizi, Faeze Asdaghi, Mahmooh Fathy, Mohammad Reza Jahed-Motlagh

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Shot boundary detection is a fundamental step for the organization of large video data. In this paper, we propose a new method for video gradual shots detection and classification, using advantages of fractal analysis and AIS-based classifier. Proposed features are “vertical intercept" and “fractal dimension" of each frame of videos which are computed using Fourier transform coefficients. We also used a classifier based on Clonal Selection Algorithm. We have carried out our solution and assessed it according to the TRECVID2006 benchmark dataset.

Keywords: shot boundary detection, gradual shots, fractal analysis, artificial immune system, choose Clooney.

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Authors: Patrick M. Stanton, William R. McCumber

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Using a large dataset of more than 2,400 individual microfinance institutions (MFIs) from 120 countries from 1999 to 2016, this study finds that nearly half of the international MFIs operate as for-profit institutions. Formal institutions (business regulatory environment, property rights, social protection, and a developed financial sector) impact the likelihood of MFIs being for-profit across countries. Cultural differences across countries (power distance, individualism, masculinity, and indulgence) seem to be a factor in the legal status of the MFI (non-profit or for-profit). MFIs in countries with stronger formal institutions, a greater degree of power distance, and a higher degree of collectivism experience better financial and social performance.

Keywords: Hofstede cultural dimensions, international finance, microfinance institutions, non-profit.

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Authors: Alok Kumar Routa, Priya Ranjan Mohanty

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Complex seismic signatures are generated due to the complexity of the subsurface which is difficult to interpret. In the present study, an attempt has been made to model the complex subsurface using the Ray tracing modeling technique. Add to this, for the imaging of these geological features, Kirchhoff’s prestack depth migration is applied over the synthetic common shot gather dataset. It is found that the Kirchhoff’s migration technique in addition with the Ray tracing modeling concept has the flexibility towards the imaging of various complex geology which gives satisfactory results with proper delineation of the reflectors at their respective true depth position. The entire work has been carried out under the MATLAB environment.

Keywords: Kirchhoff’s migration, Prestack depth migration, Ray tracing modeling, Velocity model.

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Authors: Carlos Huertas, Reyes Juarez-Ramirez

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Public health is one of the most critical issues today; therefore, there is great interest to improve technologies in the area of diseases detection. With machine learning and feature selection, it has been possible to aid the diagnosis of several diseases such as cancer. In this work, we present an extension to the Heat Map Based Feature Selection algorithm, this modification allows automatic threshold parameter selection that helps to improve the generalization performance of high dimensional data such as mass spectrometry. We have performed a comparison analysis using multiple cancer datasets and compare against the well known Recursive Feature Elimination algorithm and our original proposal, the results show improved classification performance that is very competitive against current techniques.

Keywords: Feature selection, mass spectrometry, biomarker discovery, cancer.

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Authors: Ayşe Coban, Orhan Coban, Haldun Soydal, Sükrü Sürücü

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While health is a source of prosperity for individuals, it is also one of the most important determinants of economic growth for a country. Health, by increasing the productivity of labor, contributes to economic growth. Therefore, countries should give the necessary emphasis to health services. The primary aim of this study is to analyze the changes occurring in health services in Turkey by examining the developments in the sector. In this scope, the second aim of the study is to reveal the place of health expenditures in the Turkish economy. As a result of the analysis in the dataset, in which the 1999-2013 periods is considered, it was determined that some increase in health expenditures took place and that the increase in the share of health expenditures in GDP was too small. Furthermore, analysis of the results points out that in financing health expenditures, the public sector is prominent compared to the private sector.

Keywords: Healthcare, health service, health expenditures, Turkey.

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Authors: Jang-Hee Yoo, Doosung Hwang, Jong-Wook Han, Ki-Young Moon

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The ability to recognize humans and their activities by computer vision is a very important task, with many potential application. Study of human motion analysis is related to several research areas of computer vision such as the motion capture, detection, tracking and segmentation of people. In this paper, we describe a segmentation method for extracting human body contour in modified HLS color space. To estimate a background, the modified HLS color space is proposed, and the background features are estimated by using the HLS color components. Here, the large amount of human dataset, which was collected from DV cameras, is pre-processed. The human body and its contour is successfully extracted from the image sequences.

Keywords: Background Subtraction, Human Silhouette Extraction, HLS Color Space, and Object Segmentation

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Authors: Surat Srinoy, Werasak Kurutach, Witcha Chimphlee, Siriporn Chimphlee

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One main drawback of intrusion detection system is the inability of detecting new attacks which do not have known signatures. In this paper we discuss an intrusion detection method that proposes independent component analysis (ICA) based feature selection heuristics and using rough fuzzy for clustering data. ICA is to separate these independent components (ICs) from the monitored variables. Rough set has to decrease the amount of data and get rid of redundancy and Fuzzy methods allow objects to belong to several clusters simultaneously, with different degrees of membership. Our approach allows us to recognize not only known attacks but also to detect activity that may be the result of a new, unknown attack. The experimental results on Knowledge Discovery and Data Mining- (KDDCup 1999) dataset.

Keywords: Network security, intrusion detection, rough set, ICA, anomaly detection, independent component analysis, rough fuzzy .

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Authors: F. Pagliara, F. Mauriello

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The objective of this paper is to investigate the relationship between the increase of accessibility brought by high speed rail (HSR) systems and the tourism market in Italy. The impacts of HSR projects on tourism can be quantified in different ways. In this manuscript, an empirical analysis has been carried out with the aid of a dataset containing information both on tourism and transport for 99 Italian provinces during the 2006-2016 period. Panel data regression models have been considered, since they allow modelling a wide variety of correlation patterns. Results show that HSR has an impact on the choice of a given destination for Italian tourists while the presence of a second level hub mainly affects foreign tourists. Attraction variables are also significant for both categories and the variables concerning security, such as number of crimes registered in a given destination, have a negative impact on the choice of a destination.

Keywords: Tourists, overnights, high speed rail, attractions, security.

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