Search Results - subject:"Pattern Recognition"

Analysing Economic Data with Self-Organizing Maps - A Geometric Neural Network Approach

Lars Edler - 2007

Self-Organizing Maps (SOM) are a special form of Neural Networks that use unsupervised learning and auto-classification of data. Therefore, SOM is a very flexible algorithm which is in particular well-suited to identify unexpected structures in complex (and multidimensional) data sets. We use...

Persistent link: https://www.econbiz.de/10009428986

Can the Content of Public News be used to Forecast Abnormal Stock Market Behaviour?

Robertson, Calum S.; Geva, Shlomo; Wolff, Rodney C. - 2007

A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider how the content of market-related news articles contributes to such information. Specifically, we mine news articles...

Persistent link: https://www.econbiz.de/10009437638

News Aware Volatility Forecasting: Is the Content of News Important?

Robertson, Calum S.; Geva, Shlomo; Wolff, Rodney C. - 2007

The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely disregard the arrival of asset specific news (i.e.,...

Persistent link: https://www.econbiz.de/10009437639

Estimating the market share attraction model using support vector regressions

Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, … - 2007

estimation. 24 References Burges, C. J. C. (1998). A tutorial on support vector machines for pattern recognition. Data Mining …

Persistent link: https://www.econbiz.de/10003414382

SVM-maj : a majorization approach to linear support vector machines with different hinge

Groenen, Patrick J. F. (contributor); … - 2007

machines for pattern recognition. Knowledge Discovery and Data Mining, 2, 121{167. Chang, C.-C., & Lin, C.-J. (2006). LIBSVM: a …

Persistent link: https://www.econbiz.de/10003754030

Estimating probabilities of default with support vector machines

Härdle, Wolfgang (contributor); Moro, Rouslan (contributor) - 2007

This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to underlying statistical models and represent the results of...

Persistent link: https://www.econbiz.de/10003633940

The default risk of firms examined with Smooth Support Vector Machines;

Härdle, Wolfgang; Lee, Yuh-Jye; Schäfer, Dorothea; … - 2007

. J. C. (1998), ‘A tutorial on support vector machines for pattern recognition’, Data Mining and Knowledge Discovery 2 …

Persistent link: https://www.econbiz.de/10003618781

An information criterion for variable selection in support vector machines

Claeskens, Gerda (contributor); … - 2007

ICA feature space modiflcation. Pattern Recognition, 37, 1117{1129. Guyon, I., Weston, J., Barnhill, S. and Vapnik, V …

Persistent link: https://www.econbiz.de/10003621816

Financial Time Series Analysis using Pattern Recognition Methods

Zeng, Zhanggui - 2006

This thesis is based on research on financial time series analysis using pattern recognition methods. The first part of … this research focuses on univariate time series analysis using different pattern recognition methods. First, probabilities … series analysis using pattern recognition. A systematic method is proposed to find the independent variables of a group of …

Persistent link: https://www.econbiz.de/10009480080

Credit-Scoring Methods (in English)

Vojtek, Martin; Koèenda, Evžen - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 3-4, pp. 152-167

pattern recognition. The methods reviewed have potential for application in post-transition countries. …

Persistent link: https://www.econbiz.de/10005698618