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Financial Applications of Classification and Regression Trees

Andriyashin, Anton - 2005

This study gives an outline of modern theory of classification and regression trees (CART) and shows the advantages of … CART applications in finance. Practical issues regarding CART applications and core implementation are presented. The … second part of the work is mainly concentrated on DAX30 market simulation results and shows how a CART-based business …

Persistent link: https://www.econbiz.de/10009467192

Classification and Regression Trees(CART) Theory and Applications

Timofeev, Roman - 2004

This master thesis is devoted to Classification and Regression Trees (CART). CART is classification method which uses …. Second part of the paper answers the questions why should we use or should not use the CART method. Advantages and weaknesses … of the method are discussed and tested in detail. In the last part, CART is applied to real data, using the statistical …

Persistent link: https://www.econbiz.de/10009467244

The use of ZIP and CART to model cryptosporidiosis in relation to climatic variables

Hu, Wenbiao; Mengersen, Kerrie; Fu, Shiu-Yun; Tong, Shilu - 2010

using time series zero-inflated Poisson (ZIP) and classification and regression tree (CART) models. Data on weather … Meteorology, Queensland Department of Health, and Australian Bureau of Statistics, respectively. Both time series ZIP and CART …) and cryptosporidiosis disease. The time series CART models indicated that, when weekly maximum temperature exceeded 31?C …

Persistent link: https://www.econbiz.de/10009483517

Nonparametric discriminant analysis for face recognition

Li, Zhifeng; Lin, Dahua; Tang, Xiaoou - 2008

In this paper, we develop a new framework for face recognition based on nonparametric discriminant analysis (NDA) and multi-classifier integration. Traditional LDA-based methods suffer a fundamental limitation originating from the parametric nature of scatter matrices, which are based on the...

Persistent link: https://www.econbiz.de/10009433068

Model selection and error estimation

Bartlett, P. L.; Boucheron, S.; Lugosi, G. - 2002

We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate...

Persistent link: https://www.econbiz.de/10009438376

The application of chemometrics derived pattern recognition methods to futures market analysis

Yu, Tao - 2009

Cycle-theory-based market analysis is the main focus of this thesis, in which I try to find systematic methods to recognize and utilize market patterns, especially cyclic ones, to obtain a correct understanding of market movements. The KNN algorithm, a pattern recognition method extensively used...

Persistent link: https://www.econbiz.de/10009460820

Adaptive expert decision making: Skilled chessplayers search more and deeper

Campitelli, G; Gobet, F - 2004

Previous research has suggested that depth of search in chess does not increase much as a function of skill. We submitted players to a problem-solving task with complex positions. We found a strong skill effect in depth of search, rate of search, and number of nodes generated. At the level of...

Persistent link: https://www.econbiz.de/10009465481

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 of basic patterns are used to represent the features...

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

Artificial neural network vs linear discriminant analysis in credit ratings forecast: A comparative study of prediction performances

Kumar, Kuldeep; Bhattacharya, Sukanto - 2006

Purpose – The purpose of this paper is to perform a comparative study of prediction performances of an artificial neutral network (ANN) model against a linear prediction model like a linear discriminant analysis (LDA) with regards to forecasting corporate credit ratings from financial...

Persistent link: https://www.econbiz.de/10009441722

An Adaptive Orthogonal-Series Estimator for Probability Density Functions

Anderson, G. Leigh; de Figueiredo, Rui J.P.; Anderson, … - 1978

Tech Report

Persistent link: https://www.econbiz.de/10009441932