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Wyświetlanie 1-4 z 4
Tytuł:
Spectral Mapping Using Kernel Principal Components Regression for Voice Conversion
Autorzy:
Song, P.
Zhao, L.
Bao, Y.
Powiązania:
https://bibliotekanauki.pl/articles/177529.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
spectral mapping
overfitting
oversmoothing
discontinuity
kernel principal component regression
Opis:
The Gaussian mixture model (GMM) method is popular and efficient for voice conversion (VC), but it is often subject to overfitting. In this paper, the principal component regression (PCR) method is adopted for the spectral mapping between source speech and target speech, and the numbers of principal components are adjusted properly to prevent the overfitting. Then, in order to better model the nonlinear relationships between the source speech and target speech, the kernel principal component regression (KPCR) method is also proposed. Moreover, a KPCR combined with GMM method is further proposed to improve the accuracy of conversion. In addition, the discontinuity and oversmoothing problems of the traditional GMM method are also addressed. On the one hand, in order to solve the discontinuity problem, the adaptive median filter is adopted to smooth the posterior probabilities. On the other hand, the two mixture components with higher posterior probabilities for each frame are chosen for VC to reduce the oversmoothing problem. Finally, the objective and subjective experiments are carried out, and the results demonstrate that the proposed approach shows greatly better performance than the GMM method. In the objective tests, the proposed method shows lower cepstral distances and higher identification rates than the GMM method. While in the subjective tests, the proposed method obtains higher scores of preference and perceptual quality.
Źródło:
Archives of Acoustics; 2013, 38, 1; 39-45
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
Autorzy:
Ślepaczuk, Robert
Zenkova, Maryna
Powiązania:
https://bibliotekanauki.pl/articles/1356913.pdf
Data publikacji:
2019-08-07
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
Machine learning
support vector machines
investment algorithm
algorithmic trading
strategy
optimization
cross-validation
overfitting
cryptocurrency market
technical analysis
meta parameters
Opis:
This study investigates the profitability of an algorithmic trading strategy based on training SVM model to identify cryptocurrencies with high or low predicted returns. A tail set is defined to be a group of coins whose volatility-adjusted returns are in the highest or the lowest quintile. Each cryptocurrency is represented by a set of six technical features. SVM is trained on historical tail sets and tested on the current data. The classifier is chosen to be a nonlinear support vector machine. The portfolio is formed by ranking coins using the SVM output. The highest ranked coins are used for long positions to be included in the portfolio for one reallocation period. The following metrics were used to estimate the portfolio profitability: %ARC (the annualized rate of change), %ASD (the annualized standard deviation of daily returns), MDD (the maximum drawdown coefficient), IR1, IR2 (the information ratio coefficients). The performance of the SVM portfolio is compared to the performance of the four benchmark strategies based on the values of the information ratio coefficient IR1, which quantifies the risk-weighted gain. The question of how sensitive the portfolio performance is to the parameters set in the SVM model is also addressed in this study.
Źródło:
Central European Economic Journal; 2018, 5, 52; 186 - 205
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency
Autorzy:
Ryś, Przemysław
Ślepaczuk, Robert
Powiązania:
https://bibliotekanauki.pl/articles/1356900.pdf
Data publikacji:
2019-08-09
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
Algorithmic trading
investment strategy
machine learning
optimization
differential evolutionary method
cross-validation
overfitting
Opis:
The main aim of this paper was to formulate and analyse the machine learning methods, fitted to the strategy parameters optimization specificity. The most important problems are the sensitivity of a strategy performance to little parameter changes and numerous local extrema distributed over the solution space in an irregular way. The methods were designed for the purpose of significant shortening of the computation time, without a substantial loss of strategy quality. The efficiency of methods was compared for three different pairs of assets in case of moving averages crossover system. The problem was presented for three sets of two assets’ portfolios. In the first case, a strategy was trading on the SPX and DAX index futures; in the second, on the AAPL and MSFT stocks; and finally, in the third case, on the HGF and CBF commodities futures. The methods operated on the in-sample data, containing 16 years of daily prices between 1998 and 2013 and was validated on the out-of-sample period between 2014 and 2017. The major hypothesis verified in this paper is that machine learning methods select strategies with evaluation criterion near the highest one, but in significantly lower execution time than the brute force method (Exhaustive Search).
Źródło:
Central European Economic Journal; 2018, 5, 52; 206 - 229
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Kinetics of flotation. Order of process, rate constant distribution and ultimate recovery
Autorzy:
Bu, X.
Xie, G.
Peng, Y.
Ge, L.
Ni, C.
Powiązania:
https://bibliotekanauki.pl/articles/110034.pdf
Data publikacji:
2017
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
kinetic mode
kinetic order
rate constant distribution
ultimate recovery
overfitting
Opis:
Kinetic models can be used to characterize the flotation process. In this paper, three primary parameters, namely, distribution of flotation rate constant f(K), order of flotation process n and ultimate recovery R∞ are presented to perform analysis of flotation kinetics. The flotation rate constant f(K) is a function of both the size and hydrophobicity of particles. Though the more commonly used distributions are Delta function as well as Rectangular, Kelsall and Gamma models, there is no agreement in the literature as to which distribution function better characterize the floatability distribution. The first-order models can be used to describe most mineral flotation processes, while there is also evidence that the non-integral-order equation is capable of representing the kinetic characteristics of the batch flotation process. The order is lower than 1 in the initial moments of the flotation process. The solution of ultimate recovery calculated by the least squares method is greater than 100% (R∞ >100%). An empirical model was proposed to avoid the improper phenomenon in the solution of ultimate recovery, which can improve the availability and validity of kinetic models. Finally, more attention should be paid to the overfitting resulting from the increase in the number of parameters in the statistical analysis of kinetic models.
Źródło:
Physicochemical Problems of Mineral Processing; 2017, 53, 1; 342-365
1643-1049
2084-4735
Pojawia się w:
Physicochemical Problems of Mineral Processing
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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