Eghbal Rahimikia

11 Questions 9 Answers 0 Followers

Questions related from Eghbal Rahimikia

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...

05 May 2016 5,027 6 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...

05 May 2016 6,520 2 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...

05 May 2016 8,658 4 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...

02 February 2016 2,468 1 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...

02 February 2016 8,319 3 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...

02 February 2016 3,700 2 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...

07 July 2015 1,214 2 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...

06 June 2015 6,166 5 View

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

Suppose that we have this output for Logistic Regression: Coef EXP(Coef)X1 2.45 11.67X2 0.40 1.449X3 -4.1401 0.0159 Here X3 has highest...

06 June 2015 9,557 3 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...

06 June 2015 4,381 3 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...

05 May 2015 6,446 8 View