Based on fuzzy one-class support vector machine (SVM) and least squares (LS) oneclass SVM, we propose an LS fuzzy one-class SVM to deal with the class imbalanced problem. The LS fuzzy one-class SVM applies a fuzzy membership to each sample and attempts to solve the modified primal problem. Hence, we just need to solve a system of linear equations as opposed solving the quadratic programming pro...

In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require t...

Least squares support vector machines (LS-SVMs), a nonlinear kemel based machine was introduced to investigate the prospects of application of this approach in modelling water vapor and carbon dioxide fluxes above a summer maize field using the dataset obtained in the North China Plain with eddy covariance technique. The performances of the LS-SVMs were compared to the corresponding models obta...

Aiming at the parameter optimization of least square support vector machine (LS-SVM), an improved quantum-behaved particle swarm optimization (IQPSO) algorithm for LS-SVM parameter selection was proposed. Based on QPSO, the algorithm optimizes particle initializing positions and improves solving speed and precision by sampling and linearizing methods. IQPSO LSSVM model was test by test function...

Ability to predict direction of stock/index price accurately is crucial for market dealers or investors to maximize their profits. Data mining techniques have been successfully shown to generate high forecasting accuracy of stock price movement. Nowadays, in stead of a single method, traders need to use various forecasting techniques to gain multiple signals and more information about the futur...

Clusters of Microcalcifications (MCCs) are most frequent symptoms of Ductal Carcinoma in Situ (DCIS) recognized by mammography. Least-Square Support Vector Machine (LS-SVM) is a variant of the standard SVM. In the paper, LS-SVM is proposed as a classifier for classifying MCCs as benign or malignant based on relevant extracted features from enhanced mammogram. To establish the credibility of LS-...

Neural networks play an important role in system modelling. This is especially true if model building is mainly based on observed data. Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they automatically answer certain crucial questions involved by neural network construction. They derive an ‘optimal’ network structure and answer...

Support Vector Machines is a powerful methodology for solving problems in nonlinear classification, function estimation and density estimation which has also led recently to many new developments in kernel based learning in general. In these methods one solves convex optimization problems, typically quadratic programs. We focus on Least Squares Support Vector Machines which are reformulations t...