Abstract: A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market.
Abstract: The study of soil for agriculture purposes has
remained the main focus of research since the beginning of civilization as humans- food related requirements remained closely linked with the soil. The study of soil has generated an interest
among the researchers for very similar other reasons including transmission, reflection and refraction of signals for deploying
wireless underground sensor networks or for the monitoring of objects on (or in ) soil in the form of better understanding of soil
electromagnetic characteristics properties. The moisture content has
been very instrumental in such studies as it decides on the resistance of the soil, and hence the attenuation on signals traveling through soil
or the attenuation the signals may suffer upon their impact on soil. This work is related testing and characterizing a measurement circuit
meant for the detection of moisture level content in soil.
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.
Abstract: This paper presents the idea of a rough controller with application to control the overhead traveling crane system. The structure of such a controller is based on a suggested concept of a fuzzy logic controller. A measure of fuzziness in rough sets is introduced. A comparison between fuzzy logic controller and rough controller has been demonstrated. The results of a simulation comparing the performance of both controllers are shown. From these results we infer that the performance of the proposed rough controller is satisfactory.