Presentation 2003/9/8
Time Series Data Pattern Classification using Fuzzy Membership Functions and Support Vector Machines : KOSPI 200 : Korea Composite Stock Price Index 200
Sooyong Lee, Euree Paik, Yillbyng Lee,
PDF Download Page PDF download Page Link
Abstract(in Japanese) (See Japanese page)
Abstract(in English) SVM (Support Vector Machine) is a binary classifier proposed by Vapnik. SVM has proven performance in various application fields by minimizing misclassification based on mathematical theories. Recently, FSVM that applies Fuzzy membership function to SVM has been proposed. In this study, it is proven that FSVM (polynomial kernel) has reduced learning time better than SVM when fuzzy membership functions of FSVM have been expanded from 2-dimension to bigger than 3 dimension.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Fuzzy membership function / SVM / Fuzzy Support Vector Machine / KOSPI 200 / Pattern Classification / Stock Index prediction / Learning Time Reduction
Paper # AI2003-50
Date of Issue

Conference Information
Committee AI
Conference Date 2003/9/8(1days)
Place (in Japanese) (See Japanese page)
Place (in English)
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair
Vice Chair
Secretary
Assistant

Paper Information
Registration To Artificial Intelligence and Knowledge-Based Processing (AI)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Time Series Data Pattern Classification using Fuzzy Membership Functions and Support Vector Machines : KOSPI 200 : Korea Composite Stock Price Index 200
Sub Title (in English)
Keyword(1) Fuzzy membership function
Keyword(2) SVM
Keyword(3) Fuzzy Support Vector Machine
Keyword(4) KOSPI 200
Keyword(5) Pattern Classification
Keyword(6) Stock Index prediction
Keyword(7) Learning Time Reduction
1st Author's Name Sooyong Lee
1st Author's Affiliation Dept. of Computer Science, Yonsei University()
2nd Author's Name Euree Paik
2nd Author's Affiliation Dept. of Economics, London School of Economics and Political Science:Division of and Information Engineering, and of BERC, Yonsei University
3rd Author's Name Yillbyng Lee
3rd Author's Affiliation Dept. of Economics, London School of Economics and Political Science:Division of and Information Engineering, and of BERC, Yonsei University
Date 2003/9/8
Paper # AI2003-50
Volume (vol) vol.103
Number (no) 305
Page pp.pp.-
#Pages 3
Date of Issue