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Full-Text Articles in Physical Sciences and Mathematics
Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai
Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai
Electronic Theses and Dissertations
Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These developments include theory of time delay embedding and phase space reconstruction of dynamical systems from a scalar time series. In this thesis, a time delay embedding approach for predicting intraday stock or stock index movement is developed. The approach combines methods of nonlinear time series analysis with those of causality testing, theory of dynamical systems and machine learning (artificial …
Application Of Machine Learning To Mapping And Simulating Gene Regulatory Networks, Hien-Haw Liow
Application Of Machine Learning To Mapping And Simulating Gene Regulatory Networks, Hien-Haw Liow
Arts & Sciences Electronic Theses and Dissertations
This dissertation explores, proposes, and examines methods of applying modernmachine learning and Bayesian statistics in the quantitative and qualitative modeling of gene regulatory networks using high-throughput gene expression data. A semi-parametric Bayesian model based on random forest is developed to infer quantitative aspects of gene regulation relations; a parametric model is developed to predict geneexpression levels solely from genotype information. Simulation of network behavior is shown to complement regression analysis greatly in capturing the dynamics of gene regulatory networks. Finally, as an application and extension of novel approaches in gene expression analysis, new methods of discovering topological structure of gene …