A Compact Evolutionary Interval-Valued Fuzzy Rule-Based Classification System for the Modeling and Prediction of Real-World Financial Applications With Imbalanced Data

作者: Jose Antonio Sanz , Dario Bernardo , Francisco Herrera , Humberto Bustince , Hani Hagras

DOI: 10.1109/TFUZZ.2014.2336263

关键词: Evolutionary algorithmOversamplingFinanceData miningArtificial intelligenceFuzzy ruleData modelingPreprocessorMachine learningInterpretabilityFuzzy logicMathematicsDecision tree

摘要: … portfolio, bankruptcy prediction, and security management [13]. The main challenge faced in these works when working with real-world data is the high level of data imbalance. Most of …

参考文章(65)
Pedro Melo-Pinto, Carlos Lopez-Molina, Daniel Paternain, Miguel Pagola, Aranzazu Jurio, Interval-valued restricted equivalence functions applied on Clustering Techniques european society for fuzzy logic and technology conference. pp. 831- 836 ,(2009)
Enzo Giacomini, Neural Networks in Quantitative Finance Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät. ,(2003) , 10.18452/14034
Zijiang Yang, Guojun Gan, Application of Fuzzy Classification in Bankruptcy Prediction Lecture Notes in Computer Science. pp. 921- 928 ,(2008) , 10.1007/978-3-540-87442-3_113
David G. Stork, Richard O. Duda, Peter E. Hart, Pattern Classification (2nd ed.) ,(1999)
Edward P.K. Tsang, Alma Lilia Garcia-Almanza, Forecasting stock prices using Genetic Programming and Chance Discovery Research Papers in Economics. ,(2006)
Václav Snášel, Pavel Krömer, Jan Platoš, Ajith Abraham, The Evolution of Fuzzy Classifier for Data Mining with Applications Lecture Notes in Computer Science. pp. 349- 358 ,(2010) , 10.1007/978-3-642-17298-4_36
Janez Demšar, Statistical Comparisons of Classifiers over Multiple Data Sets Journal of Machine Learning Research. ,vol. 7, pp. 1- 30 ,(2006)
Larry J. Eshelman, J. David Schaffer, Real-Coded Genetic Algorithms and Interval-Schemata foundations of genetic algorithms. ,vol. 2, pp. 187- 202 ,(1993) , 10.1016/B978-0-08-094832-4.50018-0