10 sai lầm khi xây dựng mô hình dự báo dữ liệu thời gian thực

Khi xây dựng mô hình dự báo chúng ta thường mắc phải các sai lầm sau: Nếu không kiểm tra cẩn thận các giả định – Không có khả năng hiểu được những lĩnh vực kinh doanh , và tất cả các giả định xung quanh một mô hình dự báo cụ thể có thể không dẫn đến kết quả …

Predicting Stock Market Returns

Predicting Stock Market Returns: R Code of Chapter 3 (right-click here to save the code in a local file) ################################################### ### The Available Data ################################################### library(DMwR) data(GSPC) ################################################### ### Handling time dependent data in R ################################################### library(xts) x1 <- xts(rnorm(100),seq(as.POSIXct(“2000-01-01″),len=100,by=”day”)) x1[1:5] x2 <- xts(rnorm(100),seq(as.POSIXct(“2000-01-01 13:00″),len=100,by=”min”)) x2[1:4] x3 <- xts(rnorm(3),as.Date(c(‘2005-01-01′,’2005-01-10′,’2005-01-12’))) x3 x1[as.POSIXct(“2000-01-04”)] x1[“2000-01-05”] x1[“20000105”] x1[“2000-04”] x1[“2000-03-27/”] x1[“2000-02-26/2000-03-03”] x1[“/20000103”] mts.vals <- matrix(round(rnorm(25),2),5,5) …

The evaluation of classification models for credit scoring

The evaluation of classification models for credit scoring The Contents 1 Introduction ——————————– ——————————– —————————– 1 2 Reasons of the model evaluation ——————————– ——————————– – 3 3 Criterions of the model evaluation ——————————– ——————————- 6 3.1 The classification accuracy ——————————– ——————————– —– 6 3.1.1 The estimation of true error rates ——————————– ————————- 6 3.1.2 Sampling of train and test data …

Filter- versus Wrapper-based Feature Selection For credit scoring

We address the problem of credit scoring as a classification and feature subset selection problem. Based on the current framework of sophisticated feature selection methods, we identify features that contain the most relevant information to distinguish good loan payers from bad loan payers. The feature selection methods are validated on several real world datasets with different types of classifiers. We …