Search results for: Quantum Support Vector Machines
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2734

Search results for: Quantum Support Vector Machines

2734 Boosting Method for Automated Feature Space Discovery in Supervised Quantum Machine Learning Models

Authors: Vladimir Rastunkov, Jae-Eun Park, Abhijit Mitra, Brian Quanz, Steve Wood, Christopher Codella, Heather Higgins, Joseph Broz

Abstract:

Quantum Support Vector Machines (QSVM) have become an important tool in research and applications of quantum kernel methods. In this work we propose a boosting approach for building ensembles of QSVM models and assess performance improvement across multiple datasets. This approach is derived from the best ensemble building practices that worked well in traditional machine learning and thus should push the limits of quantum model performance even further. We find that in some cases, a single QSVM model with tuned hyperparameters is sufficient to simulate the data, while in others - an ensemble of QSVMs that are forced to do exploration of the feature space via proposed method is beneficial.

Keywords: QSVM, Quantum Support Vector Machines, quantum kernel, boosting, ensemble.

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2733 An ensemble of Weighted Support Vector Machines for Ordinal Regression

Authors: Willem Waegeman, Luc Boullart

Abstract:

Instead of traditional (nominal) classification we investigate the subject of ordinal classification or ranking. An enhanced method based on an ensemble of Support Vector Machines (SVM-s) is proposed. Each binary classifier is trained with specific weights for each object in the training data set. Experiments on benchmark datasets and synthetic data indicate that the performance of our approach is comparable to state of the art kernel methods for ordinal regression. The ensemble method, which is straightforward to implement, provides a very good sensitivity-specificity trade-off for the highest and lowest rank.

Keywords: Ordinal regression, support vector machines, ensemblelearning.

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2732 Shift Invariant Support Vector Machines Face Recognition System

Authors: J. Ruiz-Pinales, J. J. Acosta-Reyes, A. Salazar-Garibay, R. Jaime-Rivas

Abstract:

In this paper, we present a new method for incorporating global shift invariance in support vector machines. Unlike other approaches which incorporate a feature extraction stage, we first scale the image and then classify it by using the modified support vector machines classifier. Shift invariance is achieved by replacing dot products between patterns used by the SVM classifier with the maximum cross-correlation value between them. Unlike the normal approach, in which the patterns are treated as vectors, in our approach the patterns are treated as matrices (or images). Crosscorrelation is computed by using computationally efficient techniques such as the fast Fourier transform. The method has been tested on the ORL face database. The tests indicate that this method can improve the recognition rate of an SVM classifier.

Keywords: Face recognition, support vector machines, shiftinvariance, image registration.

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2731 Eclectic Rule-Extraction from Support Vector Machines

Authors: Nahla Barakat, Joachim Diederich

Abstract:

Support vector machines (SVMs) have shown superior performance compared to other machine learning techniques, especially in classification problems. Yet one limitation of SVMs is the lack of an explanation capability which is crucial in some applications, e.g. in the medical and security domains. In this paper, a novel approach for eclectic rule-extraction from support vector machines is presented. This approach utilizes the knowledge acquired by the SVM and represented in its support vectors as well as the parameters associated with them. The approach includes three stages; training, propositional rule-extraction and rule quality evaluation. Results from four different experiments have demonstrated the value of the approach for extracting comprehensible rules of high accuracy and fidelity.

Keywords: Data mining, hybrid rule-extraction algorithms, medical diagnosis, SVMs

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2730 Annual Power Load Forecasting Using Support Vector Regression Machines: A Study on Guangdong Province of China 1985-2008

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

Abstract:

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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2729 Support Vector Machines Approach for Detecting the Mean Shifts in Hotelling-s T2 Control Chart with Sensitizing Rules

Authors: Tai-Yue Wang, Hui-Min Chiang, Su-Ni Hsieh, Yu-Min Chiang

Abstract:

In many industries, control charts is one of the most frequently used tools for quality management. Hotelling-s T2 is used widely in multivariate control chart. However, it has little defect when detecting small or medium process shifts. The use of supplementary sensitizing rules can improve the performance of detection. This study applied sensitizing rules for Hotelling-s T2 control chart to improve the performance of detection. Support vector machines (SVM) classifier to identify the characteristic or group of characteristics that are responsible for the signal and to classify the magnitude of the mean shifts. The experimental results demonstrate that the support vector machines (SVM) classifier can effectively identify the characteristic or group of characteristics that caused the process mean shifts and the magnitude of the shifts.

Keywords: Hotelling's T2 control chart, Neural networks, Sensitizing rules, Support vector machines.

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2728 Modeling Oxygen-transfer by Multiple Plunging Jets using Support Vector Machines and Gaussian Process Regression Techniques

Authors: Surinder Deswal

Abstract:

The paper investigates the potential of support vector machines and Gaussian process based regression approaches to model the oxygen–transfer capacity from experimental data of multiple plunging jets oxygenation systems. The results suggest the utility of both the modeling techniques in the prediction of the overall volumetric oxygen transfer coefficient (KLa) from operational parameters of multiple plunging jets oxygenation system. The correlation coefficient root mean square error and coefficient of determination values of 0.971, 0.002 and 0.945 respectively were achieved by support vector machine in comparison to values of 0.960, 0.002 and 0.920 respectively achieved by Gaussian process regression. Further, the performances of both these regression approaches in predicting the overall volumetric oxygen transfer coefficient was compared with the empirical relationship for multiple plunging jets. A comparison of results suggests that support vector machines approach works well in comparison to both empirical relationship and Gaussian process approaches, and could successfully be employed in modeling oxygen-transfer.

Keywords: Oxygen-transfer, multiple plunging jets, support vector machines, Gaussian process.

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2727 Glass Bottle Inspector Based on Machine Vision

Authors: Huanjun Liu, Yaonan Wang, Feng Duan

Abstract:

This text studies glass bottle intelligent inspector based machine vision instead of manual inspection. The system structure is illustrated in detail in this paper. The text presents the method based on watershed transform methods to segment the possible defective regions and extract features of bottle wall by rules. Then wavelet transform are used to exact features of bottle finish from images. After extracting features, the fuzzy support vector machine ensemble is putted forward as classifier. For ensuring that the fuzzy support vector machines have good classification ability, the GA based ensemble method is used to combining the several fuzzy support vector machines. The experiments demonstrate that using this inspector to inspect glass bottles, the accuracy rate may reach above 97.5%.

Keywords: Intelligent Inspection, Support Vector Machines, Ensemble Methods, watershed transform, Wavelet Transform

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2726 Resolving Dependency Ambiguity of Subordinate Clauses using Support Vector Machines

Authors: Sang-Soo Kim, Seong-Bae Park, Sang-Jo Lee

Abstract:

In this paper, we propose a method of resolving dependency ambiguities of Korean subordinate clauses based on Support Vector Machines (SVMs). Dependency analysis of clauses is well known to be one of the most difficult tasks in parsing sentences, especially in Korean. In order to solve this problem, we assume that the dependency relation of Korean subordinate clauses is the dependency relation among verb phrase, verb and endings in the clauses. As a result, this problem is represented as a binary classification task. In order to apply SVMs to this problem, we selected two kinds of features: static and dynamic features. The experimental results on STEP2000 corpus show that our system achieves the accuracy of 73.5%.

Keywords: Dependency analysis, subordinate clauses, binaryclassification, support vector machines.

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2725 Road Accidents Bigdata Mining and Visualization Using Support Vector Machines

Authors: Usha Lokala, Srinivas Nowduri, Prabhakar K. Sharma

Abstract:

Useful information has been extracted from the road accident data in United Kingdom (UK), using data analytics method, for avoiding possible accidents in rural and urban areas. This analysis make use of several methodologies such as data integration, support vector machines (SVM), correlation machines and multinomial goodness. The entire datasets have been imported from the traffic department of UK with due permission. The information extracted from these huge datasets forms a basis for several predictions, which in turn avoid unnecessary memory lapses. Since data is expected to grow continuously over a period of time, this work primarily proposes a new framework model which can be trained and adapt itself to new data and make accurate predictions. This work also throws some light on use of SVM’s methodology for text classifiers from the obtained traffic data. Finally, it emphasizes the uniqueness and adaptability of SVMs methodology appropriate for this kind of research work.

Keywords: Road accident, machine learning, support vector machines.

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2724 Intrusion Detection Using a New Particle Swarm Method and Support Vector Machines

Authors: Essam Al Daoud

Abstract:

Intrusion detection is a mechanism used to protect a system and analyse and predict the behaviours of system users. An ideal intrusion detection system is hard to achieve due to nonlinearity, and irrelevant or redundant features. This study introduces a new anomaly-based intrusion detection model. The suggested model is based on particle swarm optimisation and nonlinear, multi-class and multi-kernel support vector machines. Particle swarm optimisation is used for feature selection by applying a new formula to update the position and the velocity of a particle; the support vector machine is used as a classifier. The proposed model is tested and compared with the other methods using the KDD CUP 1999 dataset. The results indicate that this new method achieves better accuracy rates than previous methods.

Keywords: Feature selection, Intrusion detection, Support vector machine, Particle swarm.

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2723 Artificial Neural Networks and Multi-Class Support Vector Machines for Classifying Magnetic Measurements in Tokamak Reactors

Authors: A. Greco, N. Mammone, F.C. Morabito, M.Versaci

Abstract:

This paper is mainly concerned with the application of a novel technique of data interpretation for classifying measurements of plasma columns in Tokamak reactors for nuclear fusion applications. The proposed method exploits several concepts derived from soft computing theory. In particular, Artificial Neural Networks and Multi-Class Support Vector Machines have been exploited to classify magnetic variables useful to determine shape and position of the plasma with a reduced computational complexity. The proposed technique is used to analyze simulated databases of plasma equilibria based on ITER geometry configuration. As well as demonstrating the successful recovery of scalar equilibrium parameters, we show that the technique can yield practical advantages compared with earlier methods.

Keywords: Tokamak, Classification, Artificial Neural Network, Support Vector Machines.

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2722 One-Class Support Vector Machines for Protein-Protein Interactions Prediction

Authors: Hany Alashwal, Safaai Deris, Razib M. Othman

Abstract:

Predicting protein-protein interactions represent a key step in understanding proteins functions. This is due to the fact that proteins usually work in context of other proteins and rarely function alone. Machine learning techniques have been applied to predict protein-protein interactions. However, most of these techniques address this problem as a binary classification problem. Although it is easy to get a dataset of interacting proteins as positive examples, there are no experimentally confirmed non-interacting proteins to be considered as negative examples. Therefore, in this paper we solve this problem as a one-class classification problem using one-class support vector machines (SVM). Using only positive examples (interacting protein pairs) in training phase, the one-class SVM achieves accuracy of about 80%. These results imply that protein-protein interaction can be predicted using one-class classifier with comparable accuracy to the binary classifiers that use artificially constructed negative examples.

Keywords: Bioinformatics, Protein-protein interactions, One-Class Support Vector Machines

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2721 Comparison of Domain and Hydrophobicity Features for the Prediction of Protein-Protein Interactions using Support Vector Machines

Authors: Hany Alashwal, Safaai Deris, Razib M. Othman

Abstract:

The protein domain structure has been widely used as the most informative sequence feature to computationally predict protein-protein interactions. However, in a recent study, a research group has reported a very high accuracy of 94% using hydrophobicity feature. Therefore, in this study we compare and verify the usefulness of protein domain structure and hydrophobicity properties as the sequence features. Using the Support Vector Machines (SVM) as the learning system, our results indicate that both features achieved accuracy of nearly 80%. Furthermore, domains structure had receiver operating characteristic (ROC) score of 0.8480 with running time of 34 seconds, while hydrophobicity had ROC score of 0.8159 with running time of 20,571 seconds (5.7 hours). These results indicate that protein-protein interaction can be predicted from domain structure with reliable accuracy and acceptable running time.

Keywords: Bioinformatics, protein-protein interactions, support vector machines, protein features.

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2720 Addressing Scalability Issues of Named Entity Recognition Using Multi-Class Support Vector Machines

Authors: Mona Soliman Habib

Abstract:

This paper explores the scalability issues associated with solving the Named Entity Recognition (NER) problem using Support Vector Machines (SVM) and high-dimensional features. The performance results of a set of experiments conducted using binary and multi-class SVM with increasing training data sizes are examined. The NER domain chosen for these experiments is the biomedical publications domain, especially selected due to its importance and inherent challenges. A simple machine learning approach is used that eliminates prior language knowledge such as part-of-speech or noun phrase tagging thereby allowing for its applicability across languages. No domain-specific knowledge is included. The accuracy measures achieved are comparable to those obtained using more complex approaches, which constitutes a motivation to investigate ways to improve the scalability of multiclass SVM in order to make the solution more practical and useable. Improving training time of multi-class SVM would make support vector machines a more viable and practical machine learning solution for real-world problems with large datasets. An initial prototype results in great improvement of the training time at the expense of memory requirements.

Keywords: Named entity recognition, support vector machines, language independence, bioinformatics.

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2719 Feature Subset Selection approach based on Maximizing Margin of Support Vector Classifier

Authors: Khin May Win, Nan Sai Moon Kham

Abstract:

Identification of cancer genes that might anticipate the clinical behaviors from different types of cancer disease is challenging due to the huge number of genes and small number of patients samples. The new method is being proposed based on supervised learning of classification like support vector machines (SVMs).A new solution is described by the introduction of the Maximized Margin (MM) in the subset criterion, which permits to get near the least generalization error rate. In class prediction problem, gene selection is essential to improve the accuracy and to identify genes for cancer disease. The performance of the new method was evaluated with real-world data experiment. It can give the better accuracy for classification.

Keywords: Microarray data, feature selection, recursive featureelimination, support vector machines.

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2718 On Speeding Up Support Vector Machines: Proximity Graphs Versus Random Sampling for Pre-Selection Condensation

Authors: Xiaohua Liu, Juan F. Beltran, Nishant Mohanchandra, Godfried T. Toussaint

Abstract:

Support vector machines (SVMs) are considered to be the best machine learning algorithms for minimizing the predictive probability of misclassification. However, their drawback is that for large data sets the computation of the optimal decision boundary is a time consuming function of the size of the training set. Hence several methods have been proposed to speed up the SVM algorithm. Here three methods used to speed up the computation of the SVM classifiers are compared experimentally using a musical genre classification problem. The simplest method pre-selects a random sample of the data before the application of the SVM algorithm. Two additional methods use proximity graphs to pre-select data that are near the decision boundary. One uses k-Nearest Neighbor graphs and the other Relative Neighborhood Graphs to accomplish the task.

Keywords: Machine learning, data mining, support vector machines, proximity graphs, relative-neighborhood graphs, k-nearestneighbor graphs, random sampling, training data condensation.

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2717 A Hybrid GMM/SVM System for Text Independent Speaker Identification

Authors: Rafik Djemili, Mouldi Bedda, Hocine Bourouba

Abstract:

This paper proposes a novel approach that combines statistical models and support vector machines. A hybrid scheme which appropriately incorporates the advantages of both the generative and discriminant model paradigms is described and evaluated. Support vector machines (SVMs) are trained to divide the whole speakers' space into small subsets of speakers within a hierarchical tree structure. During testing a speech token is assigned to its corresponding group and evaluation using gaussian mixture models (GMMs) is then processed. Experimental results show that the proposed method can significantly improve the performance of text independent speaker identification task. We report improvements of up to 50% reduction in identification error rate compared to the baseline statistical model.

Keywords: Speaker identification, Gaussian mixture model (GMM), support vector machine (SVM), hybrid GMM/SVM.

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2716 Enhanced Performance for Support Vector Machines as Multiclass Classifiers in Steel Surface Defect Detection

Authors: Ehsan Amid, Sina Rezaei Aghdam, Hamidreza Amindavar

Abstract:

Steel surface defect detection is essentially one of pattern recognition problems. Support Vector Machines (SVMs) are known as one of the most proper classifiers in this application. In this paper, we introduce a more accurate classification method by using SVMs as our final classifier of the inspection system. In this scheme, multiclass classification task is performed based on the "one-againstone" method and different kernels are utilized for each pair of the classes in multiclass classification of the different defects. In the proposed system, a decision tree is employed in the first stage for two-class classification of the steel surfaces to "defect" and "non-defect", in order to decrease the time complexity. Based on the experimental results, generated from over one thousand images, the proposed multiclass classification scheme is more accurate than the conventional methods and the overall system yields a sufficient performance which can meet the requirements in steel manufacturing.

Keywords: Steel Surface Defect Detection, Support Vector Machines, Kernel Methods.

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2715 Using Support Vector Machine for Prediction Dynamic Voltage Collapse in an Actual Power System

Authors: Muhammad Nizam, Azah Mohamed, Majid Al-Dabbagh, Aini Hussain

Abstract:

This paper presents dynamic voltage collapse prediction on an actual power system using support vector machines. Dynamic voltage collapse prediction is first determined based on the PTSI calculated from information in dynamic simulation output. Simulations were carried out on a practical 87 bus test system by considering load increase as the contingency. The data collected from the time domain simulation is then used as input to the SVM in which support vector regression is used as a predictor to determine the dynamic voltage collapse indices of the power system. To reduce training time and improve accuracy of the SVM, the Kernel function type and Kernel parameter are considered. To verify the effectiveness of the proposed SVM method, its performance is compared with the multi layer perceptron neural network (MLPNN). Studies show that the SVM gives faster and more accurate results for dynamic voltage collapse prediction compared with the MLPNN.

Keywords: Dynamic voltage collapse, prediction, artificial neural network, support vector machines

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2714 A Comparison of Different Soft Computing Models for Credit Scoring

Authors: Nnamdi I. Nwulu, Shola G. Oroja

Abstract:

It has become crucial over the years for nations to improve their credit scoring methods and techniques in light of the increasing volatility of the global economy. Statistical methods or tools have been the favoured means for this; however artificial intelligence or soft computing based techniques are becoming increasingly preferred due to their proficient and precise nature and relative simplicity. This work presents a comparison between Support Vector Machines and Artificial Neural Networks two popular soft computing models when applied to credit scoring. Amidst the different criteria-s that can be used for comparisons; accuracy, computational complexity and processing times are the selected criteria used to evaluate both models. Furthermore the German credit scoring dataset which is a real world dataset is used to train and test both developed models. Experimental results obtained from our study suggest that although both soft computing models could be used with a high degree of accuracy, Artificial Neural Networks deliver better results than Support Vector Machines.

Keywords: Artificial Neural Networks, Credit Scoring, SoftComputing Models, Support Vector Machines.

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2713 Anomaly Detection with ANN and SVM for Telemedicine Networks

Authors: Edward Guillén, Jeisson Sánchez, Carlos Omar Ramos

Abstract:

In recent years, a wide variety of applications are developed with Support Vector Machines -SVM- methods and Artificial Neural Networks -ANN-. In general, these methods depend on intrusion knowledge databases such as KDD99, ISCX, and CAIDA among others. New classes of detectors are generated by machine learning techniques, trained and tested over network databases. Thereafter, detectors are employed to detect anomalies in network communication scenarios according to user’s connections behavior. The first detector based on training dataset is deployed in different real-world networks with mobile and non-mobile devices to analyze the performance and accuracy over static detection. The vulnerabilities are based on previous work in telemedicine apps that were developed on the research group. This paper presents the differences on detections results between some network scenarios by applying traditional detectors deployed with artificial neural networks and support vector machines.

Keywords: Anomaly detection, back-propagation neural networks, network intrusion detection systems, support vector machines.

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2712 A Cognitive Model of Character Recognition Using Support Vector Machines

Authors: K. Freedman

Abstract:

In the present study, a support vector machine (SVM) learning approach to character recognition is proposed. Simple feature detectors, similar to those found in the human visual system, were used in the SVM classifier. Alphabetic characters were rotated to 8 different angles and using the proposed cognitive model, all characters were recognized with 100% accuracy and specificity. These same results were found in psychiatric studies of human character recognition.

Keywords: Character recognition, cognitive model, support vector machine learning.

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2711 The Use Support Vector Machine and Back Propagation Neural Network for Prediction of Daily Tidal Levels along the Jeddah Coast, Saudi Arabia

Authors: E. A. Mlybari, M. S. Elbisy, A. H. Alshahri, O. M. Albarakati

Abstract:

Sea level rise threatens to increase the impact of future  storms and hurricanes on coastal communities. Accurate sea level  change prediction and supplement is an important task in determining  constructions and human activities in coastal and oceanic areas. In  this study, support vector machines (SVM) is proposed to predict  daily tidal levels along the Jeddah Coast, Saudi Arabia. The optimal  parameter values of kernel function are determined using a genetic  algorithm. The SVM results are compared with the field data and  with back propagation (BP). Among the models, the SVM is superior  to BPNN and has better generalization performance.

 

Keywords: Tides, Prediction, Support Vector Machines, Genetic Algorithm, Back-Propagation Neural Network, Risk, Hazards.

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2710 Transformer Top-Oil Temperature Modeling and Simulation

Authors: T. C. B. N. Assunção, J. L. Silvino, P. Resende

Abstract:

The winding hot-spot temperature is one of the most critical parameters that affect the useful life of the power transformers. The winding hot-spot temperature can be calculated as function of the top-oil temperature that can estimated by using the ambient temperature and transformer loading measured data. This paper proposes the estimation of the top-oil temperature by using a method based on Least Squares Support Vector Machines approach. The estimated top-oil temperature is compared with measured data of a power transformer in operation. The results are also compared with methods based on the IEEE Standard C57.91-1995/2000 and Artificial Neural Networks. It is shown that the Least Squares Support Vector Machines approach presents better performance than the methods based in the IEEE Standard C57.91-1995/2000 and artificial neural networks.

Keywords: Artificial Neural Networks, Hot-spot Temperature, Least Squares Support Vector, Top-oil Temperature.

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2709 Efficient Implementation of Serial and Parallel Support Vector Machine Training with a Multi-Parameter Kernel for Large-Scale Data Mining

Authors: Tatjana Eitrich, Bruno Lang

Abstract:

This work deals with aspects of support vector learning for large-scale data mining tasks. Based on a decomposition algorithm that can be run in serial and parallel mode we introduce a data transformation that allows for the usage of an expensive generalized kernel without additional costs. In order to speed up the decomposition algorithm we analyze the problem of working set selection for large data sets and analyze the influence of the working set sizes onto the scalability of the parallel decomposition scheme. Our modifications and settings lead to improvement of support vector learning performance and thus allow using extensive parameter search methods to optimize classification accuracy.

Keywords: Support Vector Machines, Shared Memory Parallel Computing, Large Data

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2708 Support Vector Machines For Understanding Lane Color and Sidewalks

Authors: Hoon Lee, Soonyoung Park, Kyoungho Choi

Abstract:

Understanding road features such as lanes, the color of lanes, and sidewalks in a live video captured from a moving vehicle is essential to build video-based navigation systems. In this paper, we present a novel idea to understand the road features using support vector machines. Various feature vectors including color components of road markings and the difference between two regions, i.e., chosen AOIs, and so on are fed into SVM, deciding colors of lanes and sidewalks robustly. Experimental results are provided to show the robustness of the proposed idea.

Keywords: video-based navigation system, lane detection, SVMs, autonomous vehicles

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2707 Entanglement-based Quantum Computing by Diagrams of States

Authors: Sara Felloni, Giuliano Strini

Abstract:

We explore entanglement in composite quantum systems and how its peculiar properties are exploited in quantum information and communication protocols by means of Diagrams of States, a novel method to graphically represent and analyze how quantum information is elaborated during computations performed by quantum circuits. We present quantum diagrams of states for Bell states generation, measurements and projections, for dense coding and quantum teleportation, for probabilistic quantum machines designed to perform approximate quantum cloning and universal NOT and, finally, for quantum privacy amplification based on entanglement purification. Diagrams of states prove to be a useful approach to analyze quantum computations, by offering an intuitive graphic representation of the processing of quantum information. They also help in conceiving novel quantum computations, from describing the desired information processing to deriving the final implementation by quantum gate arrays.

Keywords: Diagrams of states, entanglement, quantum circuits, quantum information.

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2706 A Hybrid Machine Learning System for Stock Market Forecasting

Authors: Rohit Choudhry, Kumkum Garg

Abstract:

In this paper, we propose a hybrid machine learning system based on Genetic Algorithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. The results show that the hybrid GA-SVM system outperforms the stand alone SVM system.

Keywords: Genetic Algorithms, Support Vector Machines, Stock Market Forecasting.

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2705 Multiclass Support Vector Machines with Simultaneous Multi-Factors Optimization for Corporate Credit Ratings

Authors: Hyunchul Ahn, William X. S. Wong

Abstract:

Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: Corporate credit rating prediction, feature selection, genetic algorithms, instance selection, multiclass support vector machines.

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