• Title/Summary/Keyword: MRMR

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A MA-plot-based Feature Selection by MRMR in SVM-RFE in RNA-Sequencing Data

  • Kim, Chayoung
    • The Journal of Korean Institute of Information Technology
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    • v.16 no.12
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    • pp.25-30
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    • 2018
  • It is extremely lacking and urgently required that the method of constructing the Gene Regulatory Network (GRN) from RNA-Sequencing data (RNA-Seq) because of Big-Data and GRN in Big-Data has obtained substantial observation as the interactions among relevant featured genes and their regulations. We propose newly the computational comparative feature patterns selection method by implementing a minimum-redundancy maximum-relevancy (MRMR) filter the support vector machine-recursive feature elimination (SVM-RFE) with Intensity-dependent normalization (DEGSEQ) as a preprocessor for emphasizing equal preciseness in RNA-seq in Big-Data. We found out the proposed algorithm might be more scalable and convenient because of all libraries in R package and be more improved in terms of the time consuming in Big-Data and minimum-redundancy maximum-relevancy of a set of feature patterns at the same time.

Stock Trading Model using Portfolio Optimization and Forecasting Stock Price Movement (포트폴리오 최적화와 주가예측을 이용한 투자 모형)

  • Park, Kanghee;Shin, Hyunjung
    • Journal of Korean Institute of Industrial Engineers
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    • v.39 no.6
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    • pp.535-545
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    • 2013
  • The goal of stock investment is earning high rate or return with stability. To accomplish this goal, using a portfolio that distributes stocks with high rate of return with less variability and a stock price prediction model with high accuracy is required. In this paper, three methods are suggested to require these conditions. First of all, in portfolio re-balance part, Max-Return and Min-Risk (MRMR) model is suggested to earn the largest rate of return with stability. Secondly, Entering/Leaving Rule (E/L) is suggested to upgrade portfolio when particular stock's rate of return is low. Finally, to use outstanding stock price prediction model, a model based on Semi-Supervised Learning (SSL) which was suggested in last research was applied. The suggested methods were validated and applied on stocks which are listed in KOSPI200 from January 2007 to August 2008.