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- W2022206191 abstract "Support vector regression provides an alternative to the neural networks in modeling non-linear real-world patterns. Rough values, with a lower and upper bound, are needed whenever the variables under consideration cannot be represented by a single value. This paper describes two approaches for the modeling of rough values with support vector regression (SVR). One approach, by attempting to ensure that the predicted high value is not greater than the upper bound and that the predicted low value is not less than the lower bound, is conservative in nature. On the contrary, we also propose an aggressive approach seeking a predicted high which is not less than the upper bound and a predicted low which is not greater than the lower bound. The proposal is shown to use ϵ -insensitivity to provide a more flexible version of lower and upper possibilistic regression models. The usefulness of our work is realized by modeling the rough pattern of a stock market index, and can be taken advantage of by conservative and aggressive traders." @default.
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- W2022206191 date "2011-09-01" @default.
- W2022206191 modified "2023-10-18" @default.
- W2022206191 title "Conservative and aggressive rough SVR modeling" @default.
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- W2022206191 doi "https://doi.org/10.1016/j.tcs.2011.05.042" @default.
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