How can I set buy and sell price for calculating profit of my automatic stock trading system (out of sample profit calculation)?

'm testing my automatic trading system in stock market (data mining system). I'm modeling day by day for 30-days and calculate profit in every step. Suppose that my system predicts tomorrow close...

04 May 2016 4,987 6 View

Low performance of SVM (and neural network) in out-of-sample data with high test accuracy of 10-fold cross validation in a financial time series

I'm using SVM and (neural network) for a time series prediction data-set in MATLAB R2016a with 800 samples. Currently I'm using 10-fold cross validation and grid search to find best SVM...

04 May 2016 8,616 4 View

Unbalanced sensitivity and specificity with high total accuracy in a binary classification case

I'm using MATLAB R2016a for binary classification (time series prediction) of a financial case. I have a good total accuracy (70~75%) but specificity is about 90% and sensitivity is about 60% and...

04 May 2016 6,480 2 View

What are appropriate feature selection techniques for binary features?

Suppose that we have binary features (+1 and -1 or 0 and 1). We have some well-knows feature selection techniques like Information Gain, t-test, f-test, Symmetrical uncertainty, Correlation-based...

01 February 2016 3,635 2 View

How implement sampling methods (for unbalanced data) in k fold cross-validation?

Suppose that we have a unbalanced data-set for a binary classification problem and we want use 10-fold cross validation for training and testing fitted model. * Is this correct that we only use...

01 February 2016 8,246 3 View

What is the minimum sample size for Factor Analysis?

What is minimum sample size required for using Factor Analysis? I have a data-set with 22 cases and 12 features. Is this sufficient? (I can't increase number of cases in my research, it is...

06 July 2015 1,159 2 View

One of the independet variables of logistic regression is fraction of other two inputs. Is this true?

Suppose that I have a logistic regression with continues independent variables a,b,c. In my logistic regression, c is equals to a/b. Is this true to have variable c in logistic regression? These...

05 June 2015 4,336 3 View

Logistic regression coefficients and exp(coefficients) meaning and relationship?

05 June 2015 9,469 3 View

Which features are most relevant to each class in neural network (MLP) binary classification?

I designed a neural network for binary classification in MATLAB R2015a. Now I want these results: * What are differences between two classes? How system detects a sample is from class 1 or 2? For...

05 June 2015 6,105 5 View

How do I use principal component analysis (PCA) for mixed data?

I have a data-set about cities features like population, poverty, economic position, income etc. population, poverty and economic position are continues but poverty is based on a scoring. We have...

04 May 2015 6,339 8 View

Resistor definition in Piezoelectric bimorph with ANSYS workbench

Hello, good day! I am trying to simulate similar bimorph piezoelectric harvester with below commands. However, the output power doesn't change with resistor value. Please help to find the reason. ET,10,CIRCU94,0 !SET UP RESISTOR R,1,100000 !RESISTANCE VALUE TYPE,10 !SET ELEMENT TYPE E,1,2 !CREATE RESISTOR BETWEEN NODES 1 AND 2 Thanks in advance Regards,

02 March 2021 0 0 View

Timeout error!! Processor in the loop (PIL) using STM32F4 Matlab 2018a?

Dear Researchers I am trying to perform a PIL simulation using STM32F4 Discovery board and comunication serial USB TO TTL. During simulation I receive the following timeout error: An error...

01 March 2021 2,327 1 View

Which is suitable for use with Python? MySQL or SQL Server?

Which is suitable for use with Python? MySQL or SQL Server? What is your suggestion?

01 March 2021 3,422 3 View

How to define tie constraint between rigid body and another part in dynamic explicit model of Abaqus?

Hi dear researchers I connected a rigid body into the part of my structure by tie constraint and then I added displacement to rigid body, in static general step every thing is fine and these two...

28 February 2021 3,442 2 View

How to eliminate Steady state error from Reinforcement learning genetic algorithm code?

The following code (see 1st 2 images attached) is used to produce PID controller values that are designed to control the system (G). The code finds the PID controller values (noted as k) by using...

28 February 2021 6,560 14 View

How to prevent ANFIS Model from negative prediction values in MATLAB?

I have input and output data set for "ANFIS modeling in MATLAB", and I am getting some negative predicted values of output in testing. However, the predicted values of output in training are...

28 February 2021 3,459 3 View

How to plot the probability paper of Gumbel distribution using R programing?

In R-studio, there are many commands of Gumbel package. Arguments are also different. I`m asking about the alpha parameter of the Copula which must be greater than 1. If this is the one used to...

25 February 2021 5,229 3 View

How does an AC-DC power supply Flyback Converter Based USB Charger Model using Matlab/Simulink looks like?

I am required to learn about Flyback converters and I got stuck not knowing to full design of the power supply flyback converter Based USB Charger Model using Simulink, especially the design model...

25 February 2021 5,435 2 View

Please. Could you help be in implementing Fractal Discrete Cosine Transform algorithm in Matlab?

I do need the Matlab code of Fractal Discrete Cosine Transform (FDCT). Can anyone who has already implement this code, help me with the implementation of this transform?

24 February 2021 5,602 2 View

D2D implementation in Matlab in Vienna LTE software?

Hi Hope you are well. Can you please share your code for D2D implementation in Matlab. I want to implement D2D in Matlab based Vienna simulator and struggling to deploy D2D. Thanks

24 February 2021 9,378 3 View