جستجوی مقالات مرتبط با کلیدواژه "ماشین بردار پشتیبان (svm)" در نشریات گروه "علوم انسانی"

In the current study, the risk of landslides in the Zamkan Watershed, located in Kermanshah Province, was evaluated. Two machine learning models, Support Vector Machine (SVM), and Logistic Regression, were used to prepare a landslide susceptibility map. Toward this, 13 informational layers including elevation, slope, aspect, Melton ruggedness number, terrain convexity, stream length, valley depth, topographic wetness index, precipitation, geological formations, distance from rivers, distance from roads, and vegetation cover were utilized as independent variables. Approximately 70% of the watershed's landslide pixels were used for model training, and 30% for model validation. Model validation was performed using ROC curves. The results indicated the higher performance and accuracy of the radial basis function (RBF) kernel of the SVM model for generating landslide hazard maps in the study area. The area under the curve (AUC) for the RBF kernel was approximately 0.951 for model training and 0.944 for model testing. The results suggest that slope with a coefficient of 0.28, precipitation with a coefficient of 0.27, lithology with a coefficient of 0.26, and elevation with a coefficient of 0.22 are the main controlling factors for landslides occurrence in the Zamkan Watershed. Both the SVM model and logistic regression confirmed the deterministic effects of selected factors on landslides. About 35% of the study area as classified as highly susceptible to landslides, primarily in the eastern half of the watershed. Factors such as high elevation, steep slopes, heavy precipitation, and the Kazhdomi Formation's composition were identified as key contributors to this susceptibility.

Investor's emotional tendencies indicate the margin of shareholder's optimism and pessimism towards a stock. Investors' emotions, under the influence of psychological phenomena, direct people's behavior and, in many cases, make people to deviate from the rational behavior. The purpose of this study is to use meta-innovative methods to predict the emotional tendencies of investors. In this study, using 97 financial ratios related to 176 companies listed on the Tehran Stock Exchange during the period between 2006 and 2018, investors' emotional tendencies have been predicted with the help of support vector machine (SVM) and decision tree (DT) techniques.To measure the emotional tendencies of investors, four indicators of relative strength, psychological line, trading volume and stock turnover adjustment rate have been applied. Finally, we have combined these indicators with the help of PCA method. Mean absolute error (MAE) and root mean square error (RMSE) values were used to compare predicting methods. The results of data analysis indicate that the prediction error of the support vector machine method is less than the decision tree.

Profit as one of the most important indicators of measuring the performance of the economic unit is one of the important accounting issues that has a high status due to the competitive environment and the importance of quick and proper decision making by managers. Therefore, it is important to analyze the index, factors affecting it and predict profitability. In this regard, the present study was conducted by selecting a sample of 124 observations for the period from 1387 to 1395, based on the basic information of the companies financial statements; the effect of 34 variables on the accuracy of predicting the profitability of the accepted companies by Tehran stock exchange, has been investigated. Tree C5 method was used to determine the significant variables in predicting profitability due to the high ease of understanding of the model. Finally, after determining the effective variables and identifying 8 variables, the accuracy of the predictions was measured using the neural network technique, the C5 decision tree and the backup vector machine (SVM), and the results from these three algorithms were compared. The results of the comparison show that using the c5 decision tree and the 8 variables have the best prediction with accuracy of 93.54%, and then the neural network model is 81.45% more accurate than the supported vector machine (69.35%) and has an error.

Fluctuations in crude oil prices in addition to affect the economy of the exporting countries, is one of the sources of disruption in oil-dependent economy. Always predict the price and volatility has been of the challenges facing traders in oil markets and price forecast is raised as an imperative and functional however, should be noted forecasts that will take place in more accurate and less error than the observed actual results. In order to predict the weekly price of Brent crude oil as an oil indicator given the difficulty of accurately identifying linear and nonlinear models in economic and financial time series from combining Autoregressive Integrated Moving Average models (ARIMA) by the assumption that the time series have a linear pattern and support vector machine (SVM) which has great potential in modeling nonlinear model is used to enhance the accuracy of prediction. Given two paired comparison performance criteria of root mean square error test (RMSE) and the mean absolute magnitude percentage error (MDAPE) which are resulting from the predicted values ​​and actual values ​​for each model, this indicates that in most cases the hybrid model provide smaller errors in predicting the future price of crude oil as compared to the individual applications of autoregressive integrated moving average models and the support vector machine.