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We carry on a long term analysis for Bitcoin price, which is currently among the most renowned crypto assets available on markets other than Forex. In the last decade Bitcoin has been under spotlights among traders all world wide, both because of its nature of pseudo–currency and for the high volatility its price has frequently experienced. Considering that Bitcoin price has earned over five orders of magnitude since 2009, the interest of investors has been increasingly motivated by the necessity of accurately predicting its value, not to mention that a comparative analysis with other assets as silver and gold has been under investigation, too. This paper reports two approaches for a long term Bitcoin price prediction. The first one follows more standard paradigms from regression and least squares frameworks. Our main contribution in this regard fosters conclusions which are able to justify the cyclic performance of Bitcoin price, in terms of its Stock–to–Flow. Our second approach is definitely novel in the literature, and indicates guidelines for long term forecasts of Bitcoin price based on Machine Learning (ML) methods, with a specific reference to Support Vector Machines (SVMs). Both these approaches are inherently data–driven, and the second one does not require any of the assumptions typically needed by solvers for classic regression problems. [ABSTRACT FROM AUTHOR]

This study utilizes classification models to provide a robust algorithm for imbalanced data where the minority class is of the interest, that is, in the context of default payments. In developing an integrated predictive accuracy algorithm, this study proposes machine learning classifiers and applies DNN, SVM, KNN, and ANN. The proposed algorithm utilizes a 30,000 imbalanced dataset to improve the accuracy of the prediction of default payments by implementing oversampling and undersampling strategies, such as synthetic minority oversampling technique (SMOTE), SVM SMOTE, random undersampling, and ALL-KNN. The results indicate that the SVM under the ALL-KNN sampling technique is able to achieve an accuracy of 98.6%, with the lowest cross entropy loss measurement of 0.028. Through the accurate implementation of the neural networks and neurons used in the proposed algorithm, this paper presents better insights into the functioning of the neural networks when used in conjunction with the resampling techniques. Using the methodology and algorithm presented in this study, credit risk assessments can be more accurately predicted in practical applications where most of the clients are categorized as non-default payments. [ABSTRACT FROM AUTHOR]

Support vector machine (SVM) is one of the most important class of machine learning models and algorithms, and has been successfully applied in various fields. Nonlinear optimization plays a crucial role in SVM methodology, both in defining the machine learning models and in designing convergent and efficient algorithms for large-scale training problems. In this paper we present the convex programming problems underlying SVM focusing on supervised binary classification. We analyze the most important and used optimization methods for SVM training problems, and we discuss how the properties of these problems can be incorporated in designing useful algorithms. [ABSTRACT FROM AUTHOR]

Twin support vector machine (TSVM) is an effective machine learning tool for classification problems. However, TSVM classifier works on empirical risk principle only and also while training, each sample contributes equally, even if it is a noise or an outlier. It does not incorporate the uncertainties associated with data into modeling and hence its generalization ability declines. To address these issues, intuitionistic fuzzy regularized least square twin support vector machine having intuitionistic fuzzy network has been proposed in this paper. The non-parallel classifiers are obtained by solving two systems of linear equations only rather than the solution of two quadratic programming problems as in TSVM, which leads to speed up the training process. Moreover, the method follows both structural risk and empirical risk minimization principles. In order to de-escalate the effect of pollutant patterns, their contribution of the patterns into learning the decision function has been made according to their importance in the classification. The significance of the training patterns is measured in terms of intuitionistic fuzzy numbers based on their geometrical locations and surroundings. The method is further extended to find non-parallel decision planes in the feature space using nonlinear kernel function, which also gives rise to the solution of two systems of linear equations. To show the efficacy of the proposed method, computer simulations on fourteen standard and six big UCI datasets using linear and Gaussian kernels are performed and their results have been compared with well-established methods in the literature. The experimental results are represented in terms of accuracy, computational time, F-measure, sensitivity and specificity rates. The outcomes demonstrate that the proposed method outperforms the existing methods and is also feasible for big datasets. The comparison and statistical inferences using two non-parametric: Friedman and Nemenyi tests, conclude that the proposed approach is fast and yields better generalization. [ABSTRACT FROM AUTHOR]