A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper simulates LR fuzzy intervals with interval-valued cores.
Fuzzy eIX method evolves classifiers for online data streams.
Enhanced fuzzy system predicts chaotic time series with improved accuracy.
Proposes new random models for fuzzy clustering similarity measures.
In this paper, we have tried to apply the concepts of fuzzy sets to Lie groups and its relative concepts. First, we define a fuzzy submanifold after reviewing fuzzy manifold definition. In main section, we defined the Lie group and some its relative concepts such as fuzzy transformation group,…
Unified probabilistic foundation for fuzzy simplicial sets in dimensionality reduction.
In this paper we use fuzzy systems theory to convert the technical trading rules commonly used by stock practitioners into excess demand functions which are then used to drive the price dynamics. The technical trading rules are recorded in natural languages where fuzzy words and vague expressions abound. In Part I of t…
Improved stock index analysis using fuzzy parameters and machine learning.
A deep convolutional fuzzy system (DCFS) on a high-dimensional input space is a multi-layer connection of many low-dimensional fuzzy systems, where the input variables to the low-dimensional fuzzy systems are selected through a moving window across the input spaces of the layers. To design the DCFS based on input-outpu…
In regression problems, the use of TSK fuzzy systems is widely extended due to the precision of the obtained models. Moreover, the use of simple linear TSK models is a good choice in many real problems due to the easy understanding of the relationship between the output and input variables. In this paper we present FRU…
Takagi-Sugeno-Kang (TSK) fuzzy systems are very useful machine learning models for regression problems. However, to our knowledge, there has not existed an efficient and effective training algorithm that ensures their generalization performance, and also enables them to deal with big data. Inspired by the connections b…
A novel fuzzy clustering method for multivariate time series.
Improved TSK fuzzy regression models with MBGD-RDA and rule pruning.
In the study of investment problem, aside from the investment risk the background risk appears. Both the investment risk and the background risk are probabilistically described by random variables. This paper starts from the hypothesis that the two types of risk can be represented both probabilistically (by random vari…
Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.
In the present paper, a fuzzy logic based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model for the estimation of financial time series. Empirical tests on fuzzy regression, wavelet decomposition as well as the new hybrid model are conducted on the well known index fin…
This paper introduces a novel real-time Fuzzy Supervised Learning with Binary Meta-Feature (FSL-BM) for big data classification task. The study of real-time algorithms addresses several major concerns, which are namely: accuracy, memory consumption, and ability to stretch assumptions and time complexity. Attaining a fa…
Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the excellent learning performance of support vector machine, the technology has becom…
A fuzzy expert system selects stocks for BSE using AI techniques.
A new adaptive binarization technique using fuzzy integrals improves image quality.
In a recent paper [1] we introduced the Fuzzy Bayesian Learning (FBL) paradigm where expert opinions can be encoded in the form of fuzzy rule bases and the hyper-parameters of the fuzzy sets can be learned from data using a Bayesian approach. The present paper extends this work for selecting the most appropriate rule b…
Paper investigates differentiable fuzzy implications and their suitability for learning.
SESSC clusters fuzzy rules for TSK classifiers, improving performance with label info.
Improves k-NN for monotonic data with robustness against noise.
Introduces fuzzy layers to enhance deep learning performance.
SFBoW provides sentence embeddings with predefined dimensions.
A new fuzzy clustering method using hyperbolic smoothing for large datasets.
FCM clustering adapts to persistence diagrams for topological data analysis.
A new fuzzy time series method for non-stationary data.
Develops a new fuzzy model using QPs and ewl2 regularization to improve local region behavior.
This paper introduces the concept of kernels on fuzzy sets as a similarity measure for -valued functions, a.k.a. \emph{membership functions of fuzzy sets}. We defined the following classes of kernels: the cross product, the intersection, the non-singleton and the distance-based kernels on fuzzy sets. Applicabili…
KEEL improves causal discovery with fuzzy knowledge and complex data.
Collimated streams of particles produced in high energy physics experiments are organized using clustering algorithms to form jets. To construct jets, the experimental collaborations based at the Large Hadron Collider (LHC) primarily use agglomerative hierarchical clustering schemes known as sequential recombination. W…
Optimized fuzzy entropy framework improves feature selection and classification performance.
Mobile app development in recent years has resulted in new products and features to improve human life. Mobile telematics is one such development that encompasses multidisciplinary fields for transportation safety. The application of mobile telematics has been explored in many areas, such as insurance and road safety. …
Measuring the similarity of two files is an important task in malware analysis, with fuzzy hash functions being a popular approach. Traditional fuzzy hash functions are data agnostic: they do not learn from a particular dataset how to determine similarity; their behavior is fixed across all datasets. In this paper, we …
A new hybrid fuzzy-crisp clustering algorithm addresses imbalanced cluster sizes.
Proposes a new gauge theory for fuzzy geometries using finite-dimensional algebras.
The superior interpretability and uncertainty modeling ability of Takagi-Sugeno-Kang fuzzy system (TSK FS) make it possible to describe complex nonlinear systems intuitively and efficiently. However, classical TSK FS usually adopts the whole feature space of the data for model construction, which can result in lengthy …
Fuzzy systems have achieved great success in numerous applications. However, there are still many challenges in designing an optimal fuzzy system, e.g., how to efficiently optimize its parameters, how to balance the trade-off between cooperations and competitions among the rules, how to overcome the curse of dimensiona…
We present a new distributed fuzzy partitioning method to reduce the complexity of multi-way fuzzy decision trees in Big Data classification problems. The proposed algorithm builds a fixed number of fuzzy sets for all variables and adjusts their shape and position to the real distribution of training data. A two-step p…
New validity index for fuzzy-possibilistic c-means clustering.
New model predicts dynamic volatility in uncertain financial markets.
EGFC learns from streaming data to classify power quality disturbances.
General fuzzy min-max (GFMM) neural network is a generalization of fuzzy neural networks formed by hyperbox fuzzy sets for classification and clustering problems. Two principle algorithms are deployed to train this type of neural network, i.e., incremental learning and agglomerative learning. This paper presents a comp…
The main objective is to present a some variant of the Black - Litterman model. We consider the canonical case when priori return is determined by means such excess return from the CAPM market portfolio which is derived using reverse optimization method. Then the a priori return is at risk quantified uncertainty. On th…
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.
In this paper, a similarity-driven cluster merging method is proposed for unsuper-vised fuzzy clustering. The cluster merging method is used to resolve the problem of cluster validation. Starting with an overspecified number of clusters in the data, pairs of similar clusters are merged based on the proposed similarity-…