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.
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…
This paper solves a coinsurance problem using fuzzy numbers and expected utility operators.
Improved TSK fuzzy regression models with MBGD-RDA and rule pruning.
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-…
Enhanced fuzzy system predicts chaotic time series with improved accuracy.
Cluster analysis is widely used in the areas of machine learning and data mining. Fuzzy clustering is a particular method that considers that a data point can belong to more than one cluster. Fuzzy clustering helps obtain flexible clusters, as needed in such applications as text categorization. The performance of a clu…
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.
SESSC clusters fuzzy rules for TSK classifiers, improving performance with label info.
New cluster validity index detects optimal number of clusters and secondary options.
The fuzzy ROC extends Receiver Operating Curve (ROC) visualization to the situation where some data points, falling in an indeterminacy region, are not classified. It addresses two challenges: definition of sensitivity and specificity bounds under indeterminacy; and visual summarization of the large number of possibili…
In this paper two portfolio choice models are studied: a purely possibilistic model, in which the return of a risky asset is a fuzzy number, and a mixed model in which a probabilistic background risk is added. For the two models an approximate formula of the optimal allocation is computed, with respect to the possibili…
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 …
CAF-HFCM automatically forms a cluster hierarchy and optimizes the number of clusters without trial-and-validation.
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,…
The future value of a security is described as a random variable. Distribution of this random variable is the formal image of risk uncertainty. On the other side, any present value is defined as a value equivalent to the given future value. This equivalence relationship is a subjective. Thus follows, that present value…
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 new model for detecting overlapping communities in weighted networks.
Fuzzy eIX method evolves classifiers for online data streams.
Fuzzy clustering with similarity queries improves efficiency and accuracy.
Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.
Paper defines kernels for fuzzy sets, useful in machine learning.
Interpretability has always been a major concern for fuzzy rule-based classifiers. The usage of human-readable models allows them to explain the reasoning behind their predictions and decisions. However, when it comes to Big Data classification problems, fuzzy rule-based classifiers have not been able to maintain the g…
A new adaptive binarization technique using fuzzy integrals improves image quality.
Paper investigates differentiable fuzzy implications and their suitability for 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…
The majority of medical documents and electronic health records (EHRs) are in text format that poses a challenge for data processing and finding relevant documents. Looking for ways to automatically retrieve the enormous amount of health and medical knowledge has always been an intriguing topic. Powerful methods have b…
A new fuzzy clustering method using hyperbolic smoothing for large datasets.
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…
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…
Unified probabilistic foundation for fuzzy simplicial sets in dimensionality reduction.
Fuzzy clustering reduces text data dimensions effectively.
TSK-Streams learns fuzzy rules from data streams.
Proposes new random models for fuzzy clustering similarity measures.
Paper proposes a faster method for fuzzy neural networks by removing unsuitable hyperboxes.
Optimized fuzzy entropy framework improves feature selection and classification performance.
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 …
Study compares GFMM neural networks for pattern classification.
A new hybrid fuzzy-crisp clustering algorithm addresses imbalanced cluster sizes.
A novel fuzzy clustering method for multivariate time series.
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…
In this paper, we propose a new fuzzy clustering algorithm based on the mode-seeking framework. Given a dataset in , we define regions of high density that we call cluster cores. We then consider a random walk on a neighborhood graph built on top of our data points which is designed to be attracted by hig…
Improved stock index analysis using fuzzy parameters and machine learning.
Introduces fuzzy layers to enhance deep learning performance.
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…
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.
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…