Statistics, Optimization & Information Computing最新文献_第3页

Forecasting International Stock Market Trends: XGBoost, LSTM, LSTM-XGBoost, and Backtesting XGBoost Models 预测国际股市趋势：XGBoost、LSTM、LSTM-XGBoost 和 XGBoost 模型回测

Statistics, Optimization & Information Computing Pub Date : 2023-11-03 DOI: 10.19139/soic-2310-5070-1822

Hassan Oukhouya, Hamza Kadiri, Khalid El Himdi, Raby Guerbaz

引用次数: 0

Equilibrium stacks for a non-cooperative game defined on a product of staircase-function continuous and finite strategy spaces 定义在阶梯函数连续和有限策略空间乘积上的非合作博弈的均衡堆栈

Statistics, Optimization & Information Computing Pub Date : 2023-10-27 DOI: 10.19139/soic-2310-5070-1356

Vadim Romanuke

{"title":"Equilibrium stacks for a non-cooperative game defined on a product of staircase-function continuous and finite strategy spaces","authors":"Vadim Romanuke","doi":"10.19139/soic-2310-5070-1356","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-1356","url":null,"abstract":"A method of finite uniform approximation of 3-person games played with staircase-function strategies is presented. A continuous staircase 3-person game is approximated to a staircase trimatrix game by sampling the player’s pure strategy value set. The set is sampled uniformly so that the resulting staircase trimatrix game is cubic. An equilibrium of the staircase trimatrix game is obtained by stacking the equilibria of the subinterval trimatrix games, each defined on an interval where the pure strategy value is constant. The stack is an approximate solution to the initial staircase game. The (weak) consistency, equivalent to the approximate solution acceptability, is studied by how much the players’ payoff and equilibrium strategy change as the sampling density minimally increases. The consistency includes the payoff, equilibrium strategy support cardinality, equilibrium strategy sampling density, and support probability consistency. The most important parts are the payoff consistency and equilibrium strategy support cardinality (weak) consistency, which are checked in the quickest and easiest way. However, it is practically reasonable to consider a relaxed payoff consistency, by which the player’s payoff change in an appropriate approximation may grow at most by epsilon as the sampling density minimally increases. The weak consistency itself is a relaxation to the consistency, where the minimal decrement of the sampling density is ignored. An example is presented to show how the approximation is fulfilled for a case of when every subinterval trimatrix game has pure strategy equilibria.","PeriodicalId":131002,"journal":{"name":"Statistics, Optimization & Information Computing","volume":"39 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139312376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Hybrid GA–DeepAutoencoder–KNN Model for Employee Turnover Prediction 用于预测员工流失率的混合 GA-DeepAutoencoder-KNN 模型

Statistics, Optimization & Information Computing Pub Date : 2023-10-27 DOI: 10.19139/soic-2310-5070-1799

Chin Siang Lim, Esraa Faisal Malik, K. W. Khaw, Alhamzah Alnoor, Xinying Chew, Zhi Lin Chong, Mariam Al Akasheh

{"title":"Hybrid GA–DeepAutoencoder–KNN Model for Employee Turnover Prediction","authors":"Chin Siang Lim, Esraa Faisal Malik, K. W. Khaw, Alhamzah Alnoor, Xinying Chew, Zhi Lin Chong, Mariam Al Akasheh","doi":"10.19139/soic-2310-5070-1799","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-1799","url":null,"abstract":"Organizations strive to retain their top talent and maintain workforce stability by predicting employee turnover and implementing preventive measures. Employee turnover prediction is a critical task, and accurate prediction models can help organizations take proactive measures to retain employees and reduce turnover rates. Therefore, in this study, we propose a hybrid genetic algorithm–autoencoder–k-nearest neighbor (GA–DeepAutoencoder–KNN) model to predict employee turnover. The proposed model combines a genetic algorithm, an autoencoder, and the KNN model to enhance prediction accuracy. The proposed model was evaluated and compared experimentally with the conventional DeepAutoencoder–KNN and k-nearest neighbor models. The results demonstrate that the GA–DeepAutoencoder–KNN model achieved a significantly higher accuracy score (90.95%) compared to the conventional models (86.48% and 88.37% accuracy, respectively). Our findings are expected to assist HR teams identify at-risk employees and implement targeted retention strategies to improve the retention rate of valuable employees. The proposed model can be applied to various industries and organizations, making it a valuable tool for HR professionals to improve workforce stability and productivity.","PeriodicalId":131002,"journal":{"name":"Statistics, Optimization & Information Computing","volume":"135 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139312735","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Complexity Analysis of an Interior-point Algorithm for CQP Based on a New Parametric Kernel Function 基于新参数核函数的 CQP 内部点算法的复杂性分析

Statistics, Optimization & Information Computing Pub Date : 2023-09-04 DOI: 10.19139/soic-2310-5070-1761

Randa Chalekh, E. A. Djeffal

引用次数: 0

Identifying the Neurocognitive Difference Between Two Groups Using Supervised Learning 利用监督学习识别两组人的神经认知差异

Statistics, Optimization & Information Computing Pub Date : 2023-08-26 DOI: 10.19139/soic-2310-5070-1340

R. Rimal

引用次数: 0

Modified Generalized Linear Exponential Distribution: Properties and applications 修正的广义线性指数分布：性质与应用

Statistics, Optimization & Information Computing Pub Date : 2023-08-26 DOI: 10.19139/soic-2310-5070-1103

H. Radwan, Mohamed Mahmoud, Mohamed Ghazal

{"title":"Modified Generalized Linear Exponential Distribution: Properties and applications","authors":"H. Radwan, Mohamed Mahmoud, Mohamed Ghazal","doi":"10.19139/soic-2310-5070-1103","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-1103","url":null,"abstract":"In this paper, we propose a new four-parameter lifetime distribution called modified generalized linear exponential distribution. The proposed distribution is a modification of the generalized linear exponential distribution. Several important lifetime distributions in reliability engineering and survival analysis are considered as special sub-models including modified Weibull, Weibull, linear exponential and generalized linear exponential distributions, among others. We study the mathematical and statistical properties of the proposed distribution including moments, moment generating function, modes, and quantile. We then examine hazard rate, mean residual life, and variance residual life functions of the distribution. A significant property of the new distribution is that it can have a bathtub-shaped, which is very flexible for modeling reliability data.The four unknown parameters of the proposed model are estimated by the maximum likelihood. Finally, two practical real data sets are applied to show that the proposed distribution provides a superior fit than the other sub-models and some well-known distributions.","PeriodicalId":131002,"journal":{"name":"Statistics, Optimization & Information Computing","volume":"21 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139348945","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Solution of a model for pricing options with hedging strategy through Nonlinear Filters 通过非线性滤波器求解具有对冲策略的期权定价模型

Statistics, Optimization & Information Computing Pub Date : 2023-08-26 DOI: 10.19139/soic-2310-5070-1626

Luis Sanchez, Freddy Sanchez P, Freddy Sanchez A, Norma Bargary

引用次数: 0

Comparing the Accuracy of Classical and Machine Learning Methods in Time Series Forecasting: A Case Study of USA Inflation 比较经典方法和机器学习方法在时间序列预测中的准确性:以美国通货膨胀为例

Statistics, Optimization & Information Computing Pub Date : 2023-08-20 DOI: 10.19139/soic-2310-5070-1767

Youness Jouilil, M’barek Iaousse

引用次数: 0

A Modified Inexact SARAH Algorithm with Stabilized Barzilai-Borwein Step-Size in Machine learning 机器学习中使用稳定的 Barzilai-Borwein 步长的改进型非精确 SARAH 算法

Statistics, Optimization & Information Computing Pub Date : 2023-08-18 DOI: 10.19139/soic-2310-5070-1712

Fusheng Wang, Yi-ming Yang, Xiaotong Li, Ovanes Petrosian

引用次数: 0

Variational Bayesian Inference for Exponentiated Weibull Right Censored Survival Data 指数Weibull Right - censorship生存数据的变分贝叶斯推理

Statistics, Optimization & Information Computing Pub Date : 2023-08-07 DOI: 10.19139/soic-2310-5070-1295

Jibril Abubakar, Mohd Asrul Affendi Abdullah, O. Olaniran

{"title":"Variational Bayesian Inference for Exponentiated Weibull Right Censored Survival Data","authors":"Jibril Abubakar, Mohd Asrul Affendi Abdullah, O. Olaniran","doi":"10.19139/soic-2310-5070-1295","DOIUrl":"https://doi.org/10.19139/soic-2310-5070-1295","url":null,"abstract":"The exponential, Weibull, log-logistic and lognormal distributions represent the class of light and heavy-tailed distributions that are often used in modelling time-to-event data. The exponential distribution is often applied if the hazard is constant, while the log-logistic and lognormal distributions are mainly used for modelling unimodal hazard functions. The Weibull distribution is on the other hand well-known for modelling monotonic hazard rates. Recently, in practice, survival data often exhibit both monotone and non-monotone hazards. This gap has necessitated the introduction of Exponentiated Weibull Distribution (EWD) that can accommodate both monotonic and non-monotonic hazard functions. It also has the strength of adapting unimodal functions with bathtub shape. Estimating the parameter of EWD distribution poses another problem as the flexibility calls for the introduction of an additional parameter. Parameter estimation using the maximum likelihood approach has no closed-form solution, and thus, approximation techniques such as Newton-Raphson is often used. Therefore, in this paper, we introduce another estimation technique called Variational Bayesian (VB) approach. We considered the case of the accelerated failure time (AFT) regression model with covariates. The AFT model was developed using two comparative studies based on real-life and simulated data sets. The results from the experiments reveal that the Variational Bayesian (VB) approach is better than the competing Metropolis-Hasting Algorithm and the reference maximum likelihood estimates.","PeriodicalId":131002,"journal":{"name":"Statistics, Optimization & Information Computing","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134245764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Statistics, Optimization &amp; Information Computing最新文献

Statistics, Optimization & Information Computing最新文献