Stock intelligent investment strategy based on support vector machine parameter optimization algorithm

Stock trend forecasting is one of the important issues in stock market research. However, forecasting stock trend remains a challenge because of its irregular characteristic in the stock indices distribution, which changes over time. Support Vector Machine (SVM) produces a fairly good result in stock trend forecasting, but the performance of SVM can be affected by the high dimensional input features and noisy data. This paper hybridizes the Particle Swarm Optimization (PSO) algorithm to generate the optimum features set prior to facilitate SVM learning. The SVM algorithm uses the Radial Basis Function (RBF) kernel function and optimization of the gamma and large margin parameters are done using the PSO algorithm. The proposed algorithm was tested on a pre-sampled 17 years record of daily Kuala Lumpur Composite Index (KLCI) data. The PSOSVM approach is applied to eliminate unnecessary or insignificant features, and effectively determine the parameter values, in turn improving the overall prediction results. The optimized feature space of technical indicators of the algorithm is proven by the experimental results showing that PSOSVM has outperformed SVM technique significantly.

Long-term prediction model of rockburst in underground openings using heuristic algorithms and support vector machines

Automatic recognition of skin symptom plays an importance role in the skin diagnosis and treatment. Feature selection is to increase the classification performance of skin symptom. In this paper, the effects of feature selection on the classification of 4-class skin symptoms (chloasma, blackhead, freckled and comedone) are analyzed. Support vector machine (SVM) is employed to construct classifier, the parameters setting is very crucial to the learning results and generalization ability of SVM, and many irrelevant and redundant features degrade the performance of classification, furthermore, the choice of SVM parameters is influenced by the feature subset taken into account and vice versa. So a joint optimization method for selecting features and SVM parameters is proposed. Genetic algorithms, which have a lot of improvements about fitness, crossover and mutation in comparison with simple genetic algorithms, is to achieve a balance between the classification accuracy and the size of the feature subsets selected and have a fast convergence rate. Furthermore, ‘one-against-one’ approach is used to solve multi-class classification problems and a comparison of the model performances is made among the results of the joint optimization and the single optimization of features or SVM parameters in the experiments. The simulation result shows that our approach can find subsets of features for 4-class skin symptoms classification with higher average cross validation accuracy and a higher rate of convergence compared with single optimization of features or SVM parameters.

This paper proposes a hybrid Electroencephalogram (EEG) classification approach based on grey wolf optimizer (GWO) enhanced support vector machines (SVMs) called GWO-SVM approach for automatic seizure detection. In order to decompose EEG into five sub-band components, the discrete wavelet transform (DWT) was utilized to extracted features set. Then, this features are used to train the SVM with radial basis function (RBF) kernel function. Further, GWO was used for selecting the significant feature subset and the optimal parameters of SVM in order to obtain a successful EEG classification. The experimental results proved that the proposed GWO-SVM approach, able to detect epileptic and could thus further enhance the diagnosis of epilepsy with accuracy 100%. Furthermore, the proposed approach has been compared with genetic algorithm (GA) with support vector machines (GA-SVMs) and SVM using RBF kernel function. The computational results reveal that GWO-SVM approach achieved better classification accuracy outperforms both GA-SVM and typical SVMs.

There are usually a small amount and short sequence of prototype monitoring data on structural behavior during dangerous dam reinforcement. According to above data characteristics, some methods, such as support vector machine, particle swarm optimization, genetic algorithm, rough set, are combined to build the real-time monitoring model of safety status during structural reinforcement of dangerous dam. Firstly, the construction principle on standard support vector machine-based monitoring model of safety status is demonstrated. To improve the modeling accuracy and efficiency, particle swarm optimization and genetic algorithm are introduced to implement the support vector machine parameters optimization. Secondly, the ability on data mining in rough set is developed to determine the input vector of support vector machine. An approach is presented to obtain the simplified non-linear mapping relationship between dam behavior (effect-quantity) and its cause (influence-quantity). An index and its calculating formula are proposed to measure the influence-quantity importance. A real-time monitoring model based on rough set-support vector machine is established to describe reasonably the working mechanism during dangerous dam reinforcement. Lastly, the fitting and prediction capability of above monitoring model is demonstrated with an actual case.

Modeling and parameter optimization for the design of vibrating screens

Particle Swarm Optimization algorithm (PSO), when applied to problems with continuous variables, presents results with better quality at a lower computational cost when compared to the Genetic Algorithm (GA). Thus, the PSO becomes a very useful method to be applied with investment strategies used to optimize profit from operations made in the stock market, since investors seek quick and profitable results for their decision making. In this context, the Symbolic Aggregate Approximation (SAX) and Piecewise Aggregate Approximation (PAA) are time series representation techniques that, when used with optimization algorithms like PSO or GA, can help investors discover hidden and relevant patterns in financial time series data. The SAX uses discrete variables to represent their values, whereas PAA uses continuous values. Thus, this paper proposes the PAA-PSO technique, which combines the PAA with the optimization of PSO for discovery of patterns that will be used with a formulated investment strategy in order to maximize the profit from operations made in the stock market. Experiments that compare the proposed method to the results of the SAX-GA technique, which combines the techniques of SAX and GA in their investment strategy, are reported.

Indonesia holds vast tourism potential, including Nusa Penida, Bali, renowned for its natural beauty. However, the adoption of modern technology to support tourism promotion and management remains limited. This study aims to compare the performance of Support Vector Machine (SVM) with Radial Basis Function (RBF) kernel and Random Forest algorithms in classifying images of three main tourist attractions in Nusa Penida: Angel’s Billabong, Broken Beach, and Kelingking Beach. The dataset consists of 450 images processed using the Histogram of Oriented Gradients (HOG) method for feature extraction. Two data split scenarios (80:20 and 70:30) were applied to evaluate the algorithms based on accuracy, precision, recall, and F1-score metrics. The experimental results revealed that SVM with RBF kernel outperformed Random Forest in all scenarios, achieving the best results in the 70% training and 30% testing data split with an accuracy of 0.967, precision of 0.969, recall of 0.967, and F1-score of 0.967. While Random Forest demonstrated stable performance, it remained inferior to SVM with RBF kernel. This study concludes that SVM with RBF kernel is superior for image classification tasks, offering opportunities for implementing artificial intelligence technologies to advance the tourism sector in Indonesia.

In this article we describe a novel Adaptive particle swarm optimization (APSO) algorithm based on population diversity information. It is presented to solve the precocious convergence problem of particle swarm optimization algorithm. The APSO algorithm uses the information of the population diversity to adjust nonlinearly inertia weight. Velocity mutation factor and position interchange factor are both introduced and the global performance is clearly improved. The APSO algorithm is applied to optimization of parameters in the optimal model based on support vector machine (SVM). SVM is a popular classification method with many diverse applications. A novel Adaptive particle swarm optimization (APSO) based approach for parameter determination and feature selection of the SVM, termed APSO+SVM is developed. The illustrating example shows that the classification accuracy of APSO+SVM is higher than other traditional methods of classification, so using APSO+SVM method to classify is feasible and effective.

Support vector machine is a machine learning method. It takes on the good generalization ability and prediction accuracy. But the parameters of SVM model seriously affect the generalization ability and prediction accuracy of SVM model on the great extent. So an improved particle swarm optimization (PSO) algorithm based on chaotic search is introduced into the SVM model in propose a novel data classification (AMPSVM) method for processing the complex data. The first, the ergodicity, stochastic property, and regularity of chaos is used to chaotically search the current best individual, which randomly replaces the selected individual in the population in order to speed up evolution, improve the searching ability, convergence speed and accuracy. Then the improved PSO algorithm is used to select and optimize the parameters of the SVM (AMPSVM) model in order to improve the learning performance and generalization ability of the SVM model. In order to verify the effectiveness of the AMPSVM method, UCI data is selected in here. The experiment results show that the proposed AMPSVM method takes on the strong generalization ability, best sensitivity and higher classification accuracy.

Hippopotamus algorithm for optimal sizing of hybrid renewable energy system

Objective. The quantitative assessment of Parkinsonian tremor, e.g. (0, 1, 2, 3, 4) according to the Movement Disorder Society-Unified Parkinson’s Disease Rating Scale, is crucial for treating Parkinson’s disease. However, the tremor amplitude constantly fluctuates due to environmental and psychological effects on the patient. In clinical practice, clinicians assess the tremor severity for a short duration, whereas manual tremor labeling relies on the clinician’s physician experience. Therefore, automatic tremor quantification based on wearable inertial sensors and machine learning algorithms is affected by the manual labels of clinicians. In this study, an automatic modification method for the labels judged by clinicians is presented to improve Parkinsonian tremor quantitation. Approach. For the severe overlapping of dynamic feature range between different severities, an outlier modification algorithm (PCA-IQR) based on the combination of principal component analysis and interquartile range statistic rule is proposed to learn the blurred borders between different severity scores, thereby optimizing the labels. Afterward, according to the modified feature vectors, a support vector machine (SVM) with a radial basis function (RBF) kernel is proposed to classify the tremor severity. The classifier models of SVM with RBF kernel, k-nearest neighbors, and SVM with the linear kernel are compared. Main results. Experimental results show that the proposed method has high classification performance and excellent model generalization ability for tremor quantitation (accuracy: 97.93%, precision: 97.96%, sensitivity: 97.93%, F1-score: 97.94%). Significance. The proposed method may not only provide valuable assistance for clinicians to assess the tremor severity accurately, but also provides self-monitoring for patients at home and improve the assessment skills of clinicians.

Objective: Delirium is an important syndrome found in patients in the intensive care unit (ICU), however, it is usually under-recognized during treatment. This study was performed to investigate whether delirious patients can be successfully distinguished from non-delirious patients by using heart rate variability (HRV) and machine learning. Approach: Electrocardiography data of 140 patients was acquired during daily ICU care, and HRV data were analyzed. Delirium, including its type, severity, and etiologies, was evaluated daily by trained psychiatrists. HRV data and various machine learning algorithms including linear support vector machine (SVM), SVM with radial basis function (RBF) kernels, linear extreme learning machine (ELM), ELM with RBF kernels, linear discriminant analysis, and quadratic discriminant analysis were utilized to distinguish delirium patients from non-delirium patients. Main results: HRV data of 4797 ECGs were included, and 39 patients had delirium at least once during their ICU stay. The maximum classification accuracy was acquired using SVM with RBF kernels. Our prediction method based on HRV with machine learning was comparable to previous delirium prediction models using massive amounts of clinical information. Significance: Our results show that autonomic alterations could be a significant feature of patients with delirium in the ICU, suggesting the potential for the automatic prediction and early detection of delirium based on HRV with machine learning.

Supercapacitors present an attractive energy storage alternative for high‐performance applications due to their compact size and high‐power density. Therefore, the supercapacitors have broad prospects for the development in the field of electric vehicles and renewable energy. To describe the output characteristics of the supercapacitors with high accuracy for the simulation research and practical application, a dynamic modelling method is proposed for the supercapacitors based on support vector machine (SVM) and particle swarm optimisation (PSO) algorithm. In this study, the SVM is used to predict the output voltage of the supercapacitors with the key parameters (temperature, current and initial voltage). The PSO algorithm is adopted to optimise the parameters of the SVM to improve the performance of the dynamic modelling. An experimental platform is established, where an electric machine drive system powered by the supercapacitors is controlled to operate at frequent acceleration and deceleration modes, thus leading to the frequent charging and discharging of the supercapacitors. The experimental data is collected to validate the effectiveness of the proposed method. The results show that the proposed method can effectively predict the output voltage of the supercapacitors.

Land use/cover (LU/LC) classification provides proxies of the natural and social processes related to urban development, providing stakeholders with crucial information. Remotely sensed images combined with supervised classification are common to define land use, but high-performance classifiers remain difficult to achieve, due to the presence of model hyperparameters. Conventional approaches rely on manual adjustment, which is time consuming and often unsatisfying. Therefore, the goal of this study has been to optimize the parameters of the support vector machine (SVM) algorithm for the generation of land use/cover maps from Sentinel-2 satellite imagery in selected humid and arid (three study sites each) climatic regions of Iran. For supervised SVM classification, we optimized two important parameters (gamma in kernel function and penalty parameter) of the LU/LC classification. Using the radial basis function (RBF) of the SVM classification method, we examined seven values for both parameters ranging from 0.001 to 1000. For both climate types, the penalty parameters (PP) showed a direct relationship with overall accuracy (OA). Statistical results confirmed that in humid study regions, LU/LC maps produced with a penalty parameter >100 were more accurate. However, for regions with arid climates, LU/LC maps with a penalty parameter >0.1 were more accurate. Mapping accuracy for both climate types was sensitive to the penalty parameter. In contrast, variations of the gamma values in the kernel function had no effect on the accuracy of the LU/LC maps in either of the climate zones. These new findings on SVM image classification are directly applicable to LU/LC for planning and environmental and natural resource management.