1. A novel approach for panel data: An ensemble of weighted functional margin SVM models
- Author
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Sureyya Ozogur-Akyuz, Birsen Eygi Erdogan, and Pinar Karadayi Atas
- Subjects
Generalized linear model ,Information Systems and Management ,Computer science ,02 engineering and technology ,Logistic regression ,Theoretical Computer Science ,Artificial Intelligence ,Margin (machine learning) ,0202 electrical engineering, electronic engineering, information engineering ,Pruning (decision trees) ,business.industry ,05 social sciences ,050301 education ,Pattern recognition ,Ensemble learning ,Computer Science Applications ,Support vector machine ,ComputingMethodologies_PATTERNRECOGNITION ,Control and Systems Engineering ,Margin classifier ,Benchmark (computing) ,020201 artificial intelligence & image processing ,Artificial intelligence ,business ,0503 education ,Software ,Panel data - Abstract
Ensemble machine learning methods are frequently used for classification problems and it is known that they may boost the prediction accuracy. Support Vector Machines are widely used as base classifiers during the construction of different types of ensembles. In this study, we have constructed a weighted functional margin classifier ensemble on panel financial ratios to discriminate between solid and unhealthy banks for Turkish commercial bank case. We proposed a novel ensemble generation method enhanced by a pruning strategy to increase the prediction performance and developed a novel aggregation approach for ensemble learning by using the idea of weighted sums. The prediction performances are compared with a panel logistic regression which is considered a benchmark method for panel data. The results show that the proposed ensemble method is more successful than the straight SVM and the classical generalized linear model approach.
- Published
- 2021