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

Can we use Threshold Auto-regressive Regression (TAR) for continuous inputs and binary output?

Can we use Threshold Auto-regressive Regression (TAR) for continuous inputs and binary output? Is it appropriate for classification modeling? Output is is one if D(t) - D(t-1) is positive and...

01 February 2016 2,425 1 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

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

Binary Logistic Generalized Linear Mixed model in SPSS. Is it doable?

I want to analyses the proportion of swimming sperm of three species of fish in two salinities. To analyse the proportion of swimming sperm in a Generalized Linear Model, I would use a Binary...

03 March 2021 2,297 3 View

What test should i use in comparing the correlation between categorical and continuous variables?

Dear all, I have the variable (Surgery duration) represented by values in minutes and the variable (preoperative neuropraxia cases) represented as (Yes/No) values. I want to compare these two...

03 March 2021 5,427 5 View

Logistical regression using SPSS for a dichotomous dependent variable, with an independent variable of 1, 2, 5 and 10 seconds?

I have an experiment with 28 participants The independent variable is the times 1, 2, 5, and 10 used as the cross hairs during a task These 4 times were tested using 4 different blocks, each...

03 March 2021 9,692 2 View

How to find the mean, SD and CI in SPSS?

Hi, I hope that someone can help me with this task: I have 5 groups of participants which are numbered in SPSS from 1 to 5 (according to their group number) and are all under the variable group....

03 March 2021 506 3 View

What degree of missing data in a particular case/participant results in Expectation-Maximisation no longer working?

I'm dealing with a mediation model and am using the PROCESS module in SPSS. Due to SPSS and PROCESS being limited in the imputation methods - being unable to handle multiple imputation - the other...

02 March 2021 4,362 1 View

Do I need to do linear regression before running mediation analysis using PROCESS MACRO by Hayes ?

I just wanted to check if I need to run a linear regression separately if I am using PROCESS MACRO to run mediation analysis. Thank you.

02 March 2021 4,359 3 View

How to code open-ended questions in SPSS?

Hello all, In SPSS I am going to code 2 open-ended questions. I have already read all the answers and I made a list of the most important categories to which I can code the answers. This question...

02 March 2021 1,757 4 View

How to repeat an operation on an atom selection for multiple times in PyMol?

Hi, I am trying to construct a multi-layer fibril structure from a single layer in PyMol by translating the layer along the fibril axis. For now, I am able to use the Translate command in PyMol...

02 March 2021 4,569 4 View

What analysis to choose with a large neste dataset and clearly skewed or kurtotic distributions?

Hello! I have a dataset of n=3000 nested within 8 countries with approximately 200 or 400 responses in each country. I originally planned to perform multilevel modelling with 4 dependent variables...

02 March 2021 6,865 1 View

The procedure compute?

02 March 2021 5,204 3 View