基于贝叶斯分类的选股方法

本文使用"事件研究"方法分析了证券分析师推荐股票的总体特征,试图找出符合这些特征的股票而获得超额回报,并应用基本贝叶斯分类方法进行选股。经对上证A股的所选股票的收益率统计分析,通过合理地选取贝叶斯分类器参数可以获得较好回报。结果表明了这种方法是有实际意义和效果的。     

用朴素贝叶斯分类法选股

在分类方法中使用朴素贝叶斯法来超越市场指数.在给定上海证券交易所中所有交易的股票的基本会计和价格信息的情况下,我们试图使用朴素贝叶斯法来辨识那些超越市场指数而可望获得额外回报的股票.由朴素贝叶斯法选择的股票所组成的同等权重证券组合一年半内总共获得21%的回报,明显优于基于市场指数的-9%的回报.同时给出一个新的进行分类可靠性权衡的视角,朴素贝叶斯法的输出结果被排级,这样被用来进行类别确定的股票就可固定为占股票总数25%的股票.     

IPO市场有望多元化

IPO市场上技术类股票占统治地位的局面可能会有所松动。在排队IPO的公司中,人们将会发现有越来越多工业企业的身影。当然,这一变化并不明显。今年上半年,在总共246种上市股票中,大约142种即58％是技术类股票。而在目前等待上市的206个IPO股票中,技术和非技术类的股票各占一半。虽然这不至于使人们的态度发生转变,但至少显示出变化在实实在在地发生,表明IPO市场趋向成熟健全。对于一些人来说,这些新上市发售的股票可以说正逢其时。整个IPO市场严重偏向技术类、缺乏多元化同样风险很大。今年上半年,虽然互联网公司吸引了投资者的全力关注,但技术领域之外的股票也获得了一些良好的回报。一个引人注目的上市股票是证券机构高盛集团公司,该公司以58美元发售6000万股,自从上市来已获28％升幅。就在最近,YankeeCandle Corp。以18美元的价格发售1250万股股票。上市之后的表现出乎华尔街人     

基于粒子群的加权朴素贝叶斯入侵检测模型

针对传统朴素贝叶斯算法对高维复杂的入侵行为检测效率低下的状况,提出一种基于粒子群的加权朴素贝叶斯入侵检测模型。模型首先用粗糙集理论对样本属性特征集进行约简,再利用改进的粒子群算法优化加权朴素贝叶斯算法的属性权值,获得属性权值的最优解,用获得的最优解构造贝叶斯分类器完成检测。其中,改进的粒子群是采用权衡因子方法更新其速度和位置公式,避免产生局部最优。两种算法的结合,既能解决传统朴素贝叶斯算法的特征项冗余问题,同时也可以优化特征项间的强独立性问题。通过实验证实了该模型的实效性,提高了检测率。     

上证A股收益率分布特征的挖掘分析

基于上证A股的每日、周、月行情数据建立数据库系统,采用统计方法进行数据挖掘研究,挖掘研究不同时间范围、时间刻度和股票行业对股票收益率分布的影响. 从单只股票截面,对股票收益率密度分布进行正态性检验,分析其分布特征与股票流通市值、股票行业类别以及所研究的时间刻度（日、周、月）的关系. 从单位时间截面,对股票集合的收益率均值和波动率的相关统计特征进行分析,研究结果表明,股票集合的收益率均值的方差远大于单只股票截面的收益率均值的方差,这是因为股票之间的相关性远大于时间之间的相关性;另外,股票集合的波动率还具有长期记忆性的特征.     

基于卷积特征和贝叶斯分类器的人脸识别

为解决传统人脸识别算法特征提取困难的问题,提出了基于卷积特征和贝叶斯分类器的人脸识别方法,利用卷积神经网络提取人脸特征,通过主成分分析法对特征降维,最后利用贝叶斯分类器进行判别分类,在ORL（olivetti research laboratory）人脸库上进行实验,获得了99.00%的识别准确率。实验结果表明,卷积神经网络提取的人脸图像特征具有很强的辨识度,与PCA（principal component analysis）和贝叶斯分类器结合之后可有效提高人脸识别的准确率。     

机载光电系统目标威胁估计的模糊贝叶斯网络方法

针对机载光电传感器系统所能够提供的目标特征信息,提出利用模糊贝叶斯网络理论建立目标威胁估计模型来辅助决策者进行威胁判断.模型首先研究了机载光电传感器所能提供的目标特征及其对威胁程度的影响;然后选取合适的特征值并利用模糊理论方法对其进行模糊划分,从而建立了目标威胁估计的模糊贝叶斯网络模型,最后通过贝叶斯网络推理算法获得目...     

基于朴素贝叶斯模型的新闻故事分割方法

提出一种基于朴素贝叶斯模型的新闻视频故事分割方法。通过对新闻视频进行镜头检测,获得候选故事边界点,从候选边界点周围镜头提取多模态中级特征,形成属性集合作为输入,应用朴素贝叶斯模型对候选边界点进行分类后对结果进行后处理,得到新闻故事。实验结果表明,该方法获得了较高的查准率和查全率,对不同类型的新闻节目有良好的适应性。     

经理股票期权制度ESO存在的合理性

近来在美国发生了一系列的公司财务欺诈丑闻,尽管这被认为与经理股票期权制度（ESO）有一定的关系,但不能因此而否认ESO作为一种良好的薪酬激励制度存在的合理性。 之所以说ESO与财务欺诈丑闻有一定关系,原因在于:为了获得股票期权的利益回报;企业管理层不惜采取财务造假的方法保持帐面赢利水平,以维持本企业股票价格的高位,从而引发了安然、世界通讯和施乐等公司造假丑闻,使得华尔街因此     

基于高斯混合模型的遥感影像连续型朴素贝叶斯网络分类器

提出了一种新的嵌入高斯混合模型(GMM,Gaussian Mixture Model)遥感影像朴素贝叶斯网络模型GMM-NBC(GMMbased Na ve Bayesian Classifier)。针对连续型朴素贝叶斯网络分类器中假设地物服从单一高斯分布的缺点,该方法将地物在特征空间的分布用高斯混合模型来模拟,用改进EM算法自动获取高斯混合模型的参数;高斯混合模型整体作为一个子节点嵌入朴素贝叶斯网络中,将其输出作为节点(特征)的中间类后验概率,在朴素贝叶斯网络的框架下进行融合获得最终的类后验概率。对多光谱和高光谱数据的分类实验结果表明,该方法较传统贝叶斯分类器分类效果要好,且有较强的鲁棒性。     

A Study of AdaBoost with Naive Bayesian Classifiers: Weakness and Improvement

This article investigates boosting naive Bayesian classification. It first shows that boosting does not improve the accuracy of the naive Bayesian classifier as much as we expected in a set of natural domains. By analyzing the reason for boosting's weakness, we propose to introduce tree structures into naive Bayesian classification to improve the performance of boosting when working with naive Bayesian classification. The experimental results show that although introducing tree structures into naive Bayesian classification increases the average error of the naive Bayesian classification for individual models, boosting naive Bayesian classifiers with tree structures can achieve significantly lower average error than both the naive Bayesian classifier and boosting the naive Bayesian classifier, providing a method of successfully applying the boosting technique to naive Bayesian classification. A bias and variance analysis confirms our expectation that the naive Bayesian classifier is a stable classifier with low variance and high bias. We show that the boosted naive Bayesian classifier has a strong bias on a linear form, exactly the same as its base learner. Introducing tree structures reduces the bias and increases the variance, and this allows boosting to gain advantage.     

Bayesian network classifiers for mineral potential mapping

In this paper, we describe three Bayesian classifiers for mineral potential mapping: (a) a naive Bayesian classifier that assumes complete conditional independence of input predictor patterns, (b) an augmented naive Bayesian classifier that recognizes and accounts for conditional dependencies amongst input predictor patterns and (c) a selective naive classifier that uses only conditionally independent predictor patterns. We also describe methods for training the classifiers, which involves determining dependencies amongst predictor patterns and estimating conditional probability of each predictor pattern given the target deposit-type. The output of a trained classifier determines the extent to which an input feature vector belongs to either the mineralized class or the barren class and can be mapped to generate a favorability map. The procedures are demonstrated by an application to base metal potential mapping in the proterozoic Aravalli Province (western India). The results indicate that although the naive Bayesian classifier performs well and shows significant tolerance for the violation of the conditional independence assumption, the augmented naive Bayesian classifier performs better and exhibits finer generalization capability. The results also indicate that the rejection of conditionally dependent predictor patterns degrades the performance of a naive classifier.     

Lazy Learning of Bayesian Rules

The naive Bayesian classifier provides a simple and effective approach to classifier learning, but its attribute independence assumption is often violated in the real world. A number of approaches have sought to alleviate this problem. A Bayesian tree learning algorithm builds a decision tree, and generates a local naive Bayesian classifier at each leaf. The tests leading to a leaf can alleviate attribute inter-dependencies for the local naive Bayesian classifier. However, Bayesian tree learning still suffers from the small disjunct problem of tree learning. While inferred Bayesian trees demonstrate low average prediction error rates, there is reason to believe that error rates will be higher for those leaves with few training examples. This paper proposes the application of lazy learning techniques to Bayesian tree induction and presents the resulting lazy Bayesian rule learning algorithm, called LBR. This algorithm can be justified by a variant of Bayes theorem which supports a weaker conditional attribute independence assumption than is required by naive Bayes. For each test example, it builds a most appropriate rule with a local naive Bayesian classifier as its consequent. It is demonstrated that the computational requirements of LBR are reasonable in a wide cross-section of natural domains. Experiments with these domains show that, on average, this new algorithm obtains lower error rates significantly more often than the reverse in comparison to a naive Bayesian classifier, C4.5, a Bayesian tree learning algorithm, a constructive Bayesian classifier that eliminates attributes and constructs new attributes using Cartesian products of existing nominal attributes, and a lazy decision tree learning algorithm. It also outperforms, although the result is not statistically significant, a selective naive Bayesian classifier.     

An extension of the naive Bayesian classifier

Our objective here is to provide an extension of the naive Bayesian classifier in a manner that gives us more parameters for matching data. We first describe the naive Bayesian classifier, and then discuss the ordered weighted averaging (OWA) aggregation operators. We introduce a new class of OWA operators which are based on a combining the OWA operators with t-norm’s operators. We show that the naive Bayesian classifier can seen as a special case of this. We use this to suggest an extended version of the naive Bayesian classifier which involves a weighted summation of products of the probabilities. An algorithm is suggested to obtain the weights associated with this extended naive Bayesian classifier.     

Bayesian Network Classifiers

Recent work in supervised learning has shown that a surprisingly simple Bayesian classifier with strong assumptions of independence among features, called naive Bayes, is competitive with state-of-the-art classifiers such as C4.5. This fact raises the question of whether a classifier with less restrictive assumptions can perform even better. In this paper we evaluate approaches for inducing classifiers from data, based on the theory of learning Bayesian networks. These networks are factored representations of probability distributions that generalize the naive Bayesian classifier and explicitly represent statements about independence. Among these approaches we single out a method we call Tree Augmented Naive Bayes (TAN), which outperforms naive Bayes, yet at the same time maintains the computational simplicity (no search involved) and robustness that characterize naive Bayes. We experimentally tested these approaches, using problems from the University of California at Irvine repository, and compared them to C4.5, naive Bayes, and wrapper methods for feature selection.     

基于贝叶斯网的分类器及其在CRM中的应用

基于贝叶斯网的分类器因其对不确定性问题有较强的处理能力，因此在CRM客户建模中有其独特的优势。在对朴素贝叶斯分类器、通用贝叶斯网分类器优缺点分析的基础上，引入增强型BN分类器和贝叶斯多网分类器，详细介绍了后者的算法，并将其应用到实际电信CRM客户．建模中，取得较好的效果。     

基于改进属性加权的朴素贝叶斯分类模型

构造了一种新的属性间相关性度量方法,提出了改进属性加权的朴素贝叶斯分类模型。经实验证明,提出的朴素贝叶斯分类模型明显优于张舜仲等人提出的分类模型。     

基于朴素贝叶斯分类器的硬件木马检测方法

在侧信道分析的基础上,针对芯片中存在的硬件木马,提出一种基于朴素贝叶斯分类器的硬件木马检测,该方法能够利用训练样本集构建分类器,分类器形成后便可将采集到的待测芯片功耗信息准确分类,从而实现硬件木马检测。实验结果表明,对于占电路资源1.49%和2.39%的两种木马,贝叶斯分类器的误判率仅为2.17%,验证了该方法的有效性和适用性。此外,在与欧氏距离判别法比较时,基于朴素贝叶斯分类器的方法表现出了更高的判别准确率,同时也具有从混杂芯片中识别出木马芯片与标准芯片的能力,这又是马氏距离判别法所不具备的。     

基于多重判别分析的朴素贝叶斯分类器

通过分析朴素贝叶斯分类器的分类原理,并结合多重判别分析的优点,提出了一种基于多重判别分析的朴素贝叶斯分类器DANB(Discriminant Analysis Naive Bayesian classifier).将该分类方法与朴素贝叶斯分类器(Naive Bayesian classifier, NB)和TAN分类器(Tree Augmented Naive Bayesian classifier)进行实验比较,实验结果表明在大多数数据集上,DANB分类器具有较高的分类正确率.