Universal Algorithm for Trading in Stock Market Based on the Method of Calibration
We present a universal method for algorithmic trading in Stock Market which performs asymptotically at least as well as any stationary trading strategy that computes the investment at each step using continuous function of the side information. In the process of the game, a trader makes decisions using predictions computed by a randomized well-calibrated algorithm. We use Dawid's notion of calibration with more general checking rules and some modication of Kakade and Foster's randomized rounding algorithm for computing the well-calibrated forecasts. The method of randomized calibration is combined with Vovk's
method of defensive forecasting in RKHS. Unlike in statistical theory, no stochastic assumptions are made about the stock prices.
In this paper, we analyze a new approach for demand prediction in retail. One of the signicant gaps in demand prediction by machine learning methods is the unaccounted sales data censorship. Econometric approaches to modeling censored demand are used to obtain consistent and unbiased estimates of parameters. These approaches can also be transferred to different classes of machine learning models to reduce the prediction error of sales volume. In this study we build two ensemble models to predict demand with and without demand censorship, aggregating predictions for machine learning methods such as Linear regression, Ridge regression, LASSO and Random forest. Having estimated the predictive properties of both models, we test the best predictive power of the models with accounting for the censored nature of demand.
This book constitutes the proceedings of the 23rd International Symposium on Foundations of Intelligent Systems, ISMIS 2017, held in Warsaw, Poland, in June 2017. The 56 regular and 15 short papers presented in this volume were carefully reviewed and selected from 118 submissions. The papers include both theoretical and practical aspects of machine learning, data mining methods, deep learning, bioinformatics and health informatics, intelligent information systems, knowledge-based systems, mining temporal, spatial and spatio-temporal data, text and Web mining. In addition, four special sessions were organized; namely, Special Session on Big Data Analytics and Stream Data Mining, Special Session on Granular and Soft Clustering for Data Science, Special Session on Knowledge Discovery with Formal Concept Analysis and Related Formalisms, and Special Session devoted to ISMIS 2017 Data Mining Competition on Trading Based on Recommendations, which was launched as a part of the conference.
This work is devoted to the study of applicability of modern methods of machine learning to the task of automatic classification of scientific articles and abstracts. For this purpose, the study of such models of machine learning as artificial neural networks, random forest, logistic regression, and support vector machine (with taking into account such a feature of scientific texts as a large number of terms specific for various categories) was carried out. Separately, the stages of data collection and extraction of text characteristics are considered. The results of research are used in development of a decision support system for assignment of scientific texts to the code of the department or abstract journal of All-Russian Institute of Scientific and Technical Information of Russian Academy of Sciences.
One of the main objectives of strategic management is the development and selection of strategies to achieve the desired results. The main goal of this paper is the analysis of the main domains or areas of machine learning application to support the process of strategic planning and decision making. The scientific methodology of the research studies is methods and procedures of modeling and intelligent analysis. This is theoretical and empirical paper in equal measure. This paper deals with the issues of machine learning implementation and how intellectual models and systems can be used to support the process of strategic planning in the context of theory of economic growth and development. At the preprocessing stage on the basis of a modeled base of examples of strategy options, the use of clustering methods for forming groups of similar parameters that influence the choice of strategies and groups of similar enterprise objects, each of which has a certain type of strategy, are demonstrated. On the next step the selection of ranked characteristics that affect the choice of strategy is made. At the stage of solving the problem of choosing strategies, neural network and neuro-fuzzy approaches are used. The advantage of this hybrid method is based on the fact that the hybrid technology can combine the advantages of neural networks as well as the advantages of fuzzy logic.
In the process of developing an information system for logistics transportation, there is a need to determine the initial rating of the new carrier within the parent company. The presence of the rating helps to more accurately carry out the formation of orders and build forecasts of its interaction with the parent company in the future
In this paper, we describe a deep-learning system for emotion detection in textual conversations that participated in SemEval-2019 Task 3 “EmoContext”. We designed a specific architecture of bidirectional LSTM which allows not only to learn semantic and sentiment feature representation, but also to capture user-specific conversation features. To fine-tune word embeddings using distant supervision we additionally collected a significant amount of emotional texts. The system achieved 72.59% micro-average F1 score for emotion classes on the test dataset, thereby significantly outperforming the officially-released baseline. Word embeddings and the source code were released for the research community.
This two-volume set LNCS 10305 and LNCS 10306 constitutes the refereed proceedings of the 15th International Work-Conference on Artificial Neural Networks, IWANN 2019, held at Gran Canaria, Spain, in June 2019. The 150 revised full papers presented in this two-volume set were carefully reviewed and selected from 210 submissions. The papers are organized in topical sections on machine learning in weather observation and forecasting; computational intelligence methods for time series; human activity recognition; new and future tendencies in brain-computer interface systems; random-weights neural networks; pattern recognition; deep learning and natural language processing; software testing and intelligent systems; data-driven intelligent transportation systems; deep learning models in healthcare and biomedicine; deep learning beyond convolution; artificial neural network for biomedical image processing; machine learning in vision and robotics; system identification, process control, and manufacturing; image and signal processing; soft computing; mathematics for neural networks; internet modeling, communication and networking; expert systems; evolutionary and genetic algorithms; advances in computational intelligence; computational biology and bioinformatics.
This volume is the supplementary volume of the 14th International Conference on Formal Concept Analysis (ICFCA 2017), held from June 13th to 16th 2017, at IRISA, Rennes. The ICFCA conference series is one of the major venues for researches from the field of Formal Concept Analysis and related areas to present and discuss their recent work with colleagues from all over the world. Since it has been started in 2003 in Darmstadt, the ICFCA conference series had been held in Europe, Australia, America, and Africa.
The field of Formal Concept Analysis (FCA) originated in the 1980s in Darmstadt as a subfield of mathematical order theory, with prior developments in other research groups. Its original motivation was to consider complete lattices as lattices of concepts, drawing motivation from philosophy and mathematics alike. FCA has since then devel- oped into a wide research area with applications much beyond its original motivation, for example in logic, data mining, learning, and psychology.
The FCA community is mourning the passing of Rudolf Wille on January 22nd 2017 in Bickenbach, Germany. As one of the leading researchers throughout the history of FCA, he was responsible for inventing and shaping many of the fundamental notions of this area. Indeed, the publication of his article ”Restructuring Lattice Theory: An Approach Based on Hierarchies of Concepts” is seen by many as the starting point of Formal Concept Analysis as an independent direction of research. He was head of the FCA research group in Darmstadt from 1983 until his retirement in 2003, and remained an active researcher and contributor thereafter. In 2003, he was among the founding members of the ICFCA conference series.
For this supplementary volume, 13 papers were chosen to be published: four papers judged mature enough to be discussed at the conference and nine papers presented in the demonstration and poster session.