FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W830498306> ?p ?o ?g. }

• W830498306 endingPage "58" @default.
• W830498306 startingPage "47" @default.
• W830498306 abstract "Stocks, indexes, commodities, and precious metals price prediction is a difficult task where many approaches are used: traditional technical analysis, econometric time series or modern data mining techniques. One particular data mining technique - linear classifier is described in this article. Prediction based on linear classifier is done using current market state, which can be described by various data sets (attributes, features). The simplest form of this model could use data from yesterday's price movement. Advanced models are using more historical price movements. Very advanced models include various historical price movements for indexes from other countries and other instruments like currencies, com- modities, etc. Using more features requires extended time to estimate model parameters. We build the linear classifier models by the minimisation of a convex and piecewise-linear func- tion which is very efficient comparing to other functions. Computational costs for building the model are similar to linear programming. We also use feature selection method called RLS. Those techniques allow us to explore data with many features. Four scenarios are con- sidered, in each scenario a different amount of market data is used to create a model. In the simplest scenario only one day's change in price is taken, in the most complicated one 421 historical prices of 43 different instruments are taken. Best results were achieved by using middle range of 52 attributes. In this scenario, the model was right 53.19% times. Meaning the directions of daily change in S&P500 index (up or down) were predicted correctly. This doesn't seem a lot, but if those predictions would have been used for investing, they could produce a total profit of 77% in the tested time period from November 2008 to March 2011 (2 years 4 months), or an average of 28% per year." @default.
• W830498306 created "2016-06-24" @default.
• W830498306 creator A5006928880 @default.
• W830498306 date "2011-01-01" @default.
• W830498306 modified "2023-09-24" @default.
• W830498306 title "FORECASTING STOCK INDEX MOVEMENT DIRECTION WITH CPL LINEAR CLASSIFIER" @default.
• W830498306 cites W1483736078 @default.
• W830498306 cites W1526146785 @default.
• W830498306 cites W1554663460 @default.
• W830498306 cites W1589922412 @default.
• W830498306 cites W1969423031 @default.
• W830498306 cites W1979575715 @default.
• W830498306 cites W1983220355 @default.
• W830498306 cites W1999996900 @default.
• W830498306 cites W2012079387 @default.
• W830498306 cites W2032170121 @default.
• W830498306 cites W2032771991 @default.
• W830498306 cites W2044503966 @default.
• W830498306 cites W2087327261 @default.
• W830498306 cites W2115002964 @default.
• W830498306 cites W2119821739 @default.
• W830498306 cites W2132178275 @default.
• W830498306 cites W2170395999 @default.
• W830498306 cites W2799061466 @default.
• W830498306 cites W3146166473 @default.
• W830498306 cites W93851859 @default.
• W830498306 hasPublicationYear "2011" @default.
• W830498306 type Work @default.
• W830498306 sameAs 830498306 @default.
• W830498306 citedByCount "0" @default.
• W830498306 crossrefType "journal-article" @default.
• W830498306 hasAuthorship W830498306A5006928880 @default.
• W830498306 hasConcept C11413529 @default.
• W830498306 hasConcept C119857082 @default.
• W830498306 hasConcept C124101348 @default.
• W830498306 hasConcept C149782125 @default.
• W830498306 hasConcept C154945302 @default.
• W830498306 hasConcept C163175372 @default.
• W830498306 hasConcept C33923547 @default.
• W830498306 hasConcept C41008148 @default.
• W830498306 hasConcept C41045048 @default.
• W830498306 hasConcept C95623464 @default.
• W830498306 hasConceptScore W830498306C11413529 @default.
• W830498306 hasConceptScore W830498306C119857082 @default.
• W830498306 hasConceptScore W830498306C124101348 @default.
• W830498306 hasConceptScore W830498306C149782125 @default.
• W830498306 hasConceptScore W830498306C154945302 @default.
• W830498306 hasConceptScore W830498306C163175372 @default.
• W830498306 hasConceptScore W830498306C33923547 @default.
• W830498306 hasConceptScore W830498306C41008148 @default.
• W830498306 hasConceptScore W830498306C41045048 @default.
• W830498306 hasConceptScore W830498306C95623464 @default.
• W830498306 hasLocation W8304983061 @default.
• W830498306 hasOpenAccess W830498306 @default.
• W830498306 hasPrimaryLocation W8304983061 @default.
• W830498306 hasRelatedWork W129439822 @default.
• W830498306 hasRelatedWork W2028827524 @default.
• W830498306 hasRelatedWork W2336259170 @default.
• W830498306 hasRelatedWork W2513948427 @default.
• W830498306 hasRelatedWork W271422426 @default.
• W830498306 hasRelatedWork W2749359965 @default.
• W830498306 hasRelatedWork W2784062061 @default.
• W830498306 hasRelatedWork W2803256480 @default.
• W830498306 hasRelatedWork W2885450080 @default.
• W830498306 hasRelatedWork W2890816772 @default.
• W830498306 hasRelatedWork W2923741627 @default.
• W830498306 hasRelatedWork W2982226724 @default.
• W830498306 hasRelatedWork W3005374665 @default.
• W830498306 hasRelatedWork W3037105245 @default.
• W830498306 hasRelatedWork W3088639933 @default.
• W830498306 hasRelatedWork W3117094861 @default.
• W830498306 hasRelatedWork W3121418755 @default.
• W830498306 hasRelatedWork W3144813758 @default.
• W830498306 hasRelatedWork W3203544503 @default.
• W830498306 hasRelatedWork W1596924018 @default.
• W830498306 isParatext "false" @default.
• W830498306 isRetracted "false" @default.
• W830498306 magId "830498306" @default.
• W830498306 workType "article" @default.