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A proposal of structural mixture distribution model. its application and basic analysis-

Research Project

Project/Area Number 21500146
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Intelligent informatics
Research InstitutionKeio University

Principal Investigator

SAKURAI Akito  慶應義塾大学, 理工学部, 教授 (00303339)

Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2011: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2009: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywords知的システムアーキテクチャ / 人工知能 / 機械学習 / モデル平均 / VC次元
Research Abstract

For the structural mixture model as a learning model, new methods to estimate mixture coefficients were proposed. It outperformed or was equivalent in performance to existing methods on real datasets evaluation. On price formation in financial markets which are considered efficient, existence of an element model was indicated by simulation trading in the market.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (11 results)

All 2011

All Presentation (9 results) Book (2 results)

  • [Presentation] Prediction of Foreign Exchange Market States with Support Vector Machine2011

    • Author(s)
      Kei Shioda, Deng Shangkun, and Sakurai Akito
    • Organizer
      The Tenth International Conference on Machine Learning and Applications 2011
    • Place of Presentation
      Honolulu, Hawaii
    • Year and Date
      2011-12-20
    • Related Report
      2011 Final Research Report
  • [Presentation] Prediction of Foreign Exchange Market States with Support Vector Machine2011

    • Author(s)
      K.Shioda, S.Deng, A.Sakurai
    • Organizer
      IEEE International Conference on Machine Learning and Applications 2011
    • Place of Presentation
      Honolulu, Hawaii
    • Year and Date
      2011-12-20
    • Related Report
      2011 Annual Research Report
  • [Presentation] Multiple Kernel Learning on Time Series Data and Social Networks for Stock Price Prediction2011

    • Author(s)
      Deng Shangkun and Sakurai Akito
    • Organizer
      ICMLA 2011 Special Session on Learning on the Web
    • Place of Presentation
      Honolulu, Hawaii
    • Year and Date
      2011-12-19
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Combining Technical Analysis with Sentiment Analysis for Stock Price Prediction2011

    • Author(s)
      Deng Shangkun and Sakurai Akito
    • Organizer
      International Conference on Social Computing and its Applicaitons(SAC 2011)
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2011-12-13
    • Related Report
      2011 Final Research Report
  • [Presentation] Combining Technical Analysis with Sentiment Analysis for Stock Price Prediction2011

    • Author(s)
      S.Deng, A.Sakurai
    • Organizer
      International Conference on Social Computing and its Applications (SAC 2011)
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2011-12-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] Manifold-Regularized Minimax Probability Machine2011

    • Author(s)
      K Yoshiyama and A Sakurai
    • Organizer
      IAPR Workshop on Partially Supervised Learning(PSL 2011)
    • Place of Presentation
      Universitat Ulm, Germany
    • Year and Date
      2011-09-16
    • Related Report
      2011 Final Research Report
  • [Presentation] Manifold-Regularized Minimax Probability Machine2011

    • Author(s)
      K Yoshiyama, A.Sakurai
    • Organizer
      IAPR Workshop on Partially Supervised Learning (PSL 2011)
    • Place of Presentation
      Universitat Ulm, Germany
    • Year and Date
      2011-09-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] Combining Multiple Kernel Learning and Genetic Algorithm for Forecasting Short Time Foreign Exchange Rate2011

    • Author(s)
      Deng Shangkun and Sakurai Akito
    • Organizer
      The Eleventh IASTED International Conference on Artificial Intelligence and Applications AIA 2011
    • Place of Presentation
      Innsbruck, Austria
    • Year and Date
      2011-02-15
    • Related Report
      2011 Final Research Report
  • [Presentation] Combining Multiple Kernel Learning and Genetic Algorithm for Forecasting Short Time Foreign Exchange Rate2011

    • Author(s)
      Deng Shangkun, Sakurai Akito
    • Organizer
      The Eleventh IASTED International Conference on Artificial Intelligence and Applications
    • Place of Presentation
      Innsbruck, Austria
    • Year and Date
      2011-02-15
    • Related Report
      2010 Annual Research Report
  • [Book] Self-Organization and Aggregation of Undisclosed Knowledge. In Self Organizing Maps-Applications and Novel Algorithm Design2011

    • Author(s)
      K Ishikawa, Y Shinozawa, and A Sakurai
    • Publisher
      INTECH
    • Related Report
      2011 Final Research Report
  • [Book] Self Organizing Maps-Applications and Novel Algorithm Design (Chap.9)2011

    • Author(s)
      Ishikawa, Shinozawa, Sakurai
    • Total Pages
      30
    • Publisher
      INTECH International
    • Related Report
      2010 Annual Research Report

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Published: 2009-04-01   Modified: 2016-04-21  

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