Heterogeneous ensemble of specialised models - a case study in stock market recommendations

Michał Kozielski; Katarzyna Dusza; Józef Flakus; Krzysztof Kozłowski; Sebastian Musiał; Bartłomiej Szwej

doi:10.1007/978-3-319-60438-1_71

Heterogeneous ensemble of specialised models - a case study in stock market recommendations

Michał Kozielski
, Katarzyna Dusza
, Józef Flakus
, Krzysztof Kozłowski
, Sebastian Musiał
, Bartłomiej Szwej

Department of Computer Networks and Systems (RAU/RAU9)

Silesian University of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

The paper presents an approach to the task of a data mining competition “Trading Based on Recommendations”. The approach is based on a heterogeneous ensemble of classification models, where each model was created independently by different participant of the competition. Each base-model is presented in the paper and a concept, and results of the overall solution are discussed.

Original language	English
Title of host publication	Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings
Editors	Marzena Kryszkiewicz, Henryk Rybinski, Zbigniew W. Ras, Dominik Slezak, Andrzej Skowron, Annalisa Appice, Andrzej Skowron
Publisher	Springer Verlag
Pages	728-734
Number of pages	7
ISBN (Print)	9783319604374
DOIs	https://doi.org/10.1007/978-3-319-60438-1_71
Publication status	Published - 2017
Event	23rd International Symposium on Methodologies for Intelligent Systems, ISMIS 2017 - Warsaw, Poland Duration: 26 Jun 2017 → 29 Jun 2017

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	10352 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	23rd International Symposium on Methodologies for Intelligent Systems, ISMIS 2017
Country/Territory	Poland
City	Warsaw
Period	26/06/17 → 29/06/17

Keywords

Classification
Ensemble learning
Heterogeneous ensemble

ASJC Scopus subject areas

Theoretical Computer Science
General Computer Science

Access to Document

10.1007/978-3-319-60438-1_71

Cite this

Kozielski, M., Dusza, K., Flakus, J., Kozłowski, K., Musiał, S., & Szwej, B. (2017). Heterogeneous ensemble of specialised models - a case study in stock market recommendations. In M. Kryszkiewicz, H. Rybinski, Z. W. Ras, D. Slezak, A. Skowron, A. Appice, & A. Skowron (Eds.), Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings (pp. 728-734). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 10352 LNAI). Springer Verlag. https://doi.org/10.1007/978-3-319-60438-1_71

Kozielski, Michał ; Dusza, Katarzyna ; Flakus, Józef et al. / Heterogeneous ensemble of specialised models - a case study in stock market recommendations. Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings. editor / Marzena Kryszkiewicz ; Henryk Rybinski ; Zbigniew W. Ras ; Dominik Slezak ; Andrzej Skowron ; Annalisa Appice ; Andrzej Skowron. Springer Verlag, 2017. pp. 728-734 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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abstract = "The paper presents an approach to the task of a data mining competition “Trading Based on Recommendations”. The approach is based on a heterogeneous ensemble of classification models, where each model was created independently by different participant of the competition. Each base-model is presented in the paper and a concept, and results of the overall solution are discussed.",

keywords = "Classification, Ensemble learning, Heterogeneous ensemble",

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note = "Publisher Copyright: {\textcopyright} Springer International Publishing AG 2017.; 23rd International Symposium on Methodologies for Intelligent Systems, ISMIS 2017 ; Conference date: 26-06-2017 Through 29-06-2017",

year = "2017",

doi = "10.1007/978-3-319-60438-1\_71",

language = "English",

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editor = "Marzena Kryszkiewicz and Henryk Rybinski and Ras, \{Zbigniew W.\} and Dominik Slezak and Andrzej Skowron and Annalisa Appice and Andrzej Skowron",

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Kozielski, M, Dusza, K, Flakus, J, Kozłowski, K, Musiał, S & Szwej, B 2017, Heterogeneous ensemble of specialised models - a case study in stock market recommendations. in M Kryszkiewicz, H Rybinski, ZW Ras, D Slezak, A Skowron, A Appice & A Skowron (eds), Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 10352 LNAI, Springer Verlag, pp. 728-734, 23rd International Symposium on Methodologies for Intelligent Systems, ISMIS 2017, Warsaw, Poland, 26/06/17. https://doi.org/10.1007/978-3-319-60438-1_71

Heterogeneous ensemble of specialised models - a case study in stock market recommendations. / Kozielski, Michał; Dusza, Katarzyna; Flakus, Józef et al.
Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings. ed. / Marzena Kryszkiewicz; Henryk Rybinski; Zbigniew W. Ras; Dominik Slezak; Andrzej Skowron; Annalisa Appice; Andrzej Skowron. Springer Verlag, 2017. p. 728-734 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 10352 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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T1 - Heterogeneous ensemble of specialised models - a case study in stock market recommendations

AU - Kozielski, Michał

AU - Dusza, Katarzyna

AU - Flakus, Józef

AU - Kozłowski, Krzysztof

AU - Musiał, Sebastian

AU - Szwej, Bartłomiej

N1 - Publisher Copyright: © Springer International Publishing AG 2017.

PY - 2017

Y1 - 2017

N2 - The paper presents an approach to the task of a data mining competition “Trading Based on Recommendations”. The approach is based on a heterogeneous ensemble of classification models, where each model was created independently by different participant of the competition. Each base-model is presented in the paper and a concept, and results of the overall solution are discussed.

AB - The paper presents an approach to the task of a data mining competition “Trading Based on Recommendations”. The approach is based on a heterogeneous ensemble of classification models, where each model was created independently by different participant of the competition. Each base-model is presented in the paper and a concept, and results of the overall solution are discussed.

KW - Classification

KW - Ensemble learning

KW - Heterogeneous ensemble

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SN - 9783319604374

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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BT - Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings

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A2 - Skowron, Andrzej

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PB - Springer Verlag

T2 - 23rd International Symposium on Methodologies for Intelligent Systems, ISMIS 2017

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ER -

Kozielski M, Dusza K, Flakus J, Kozłowski K, Musiał S, Szwej B. Heterogeneous ensemble of specialised models - a case study in stock market recommendations. In Kryszkiewicz M, Rybinski H, Ras ZW, Slezak D, Skowron A, Appice A, Skowron A, editors, Foundations of Intelligent Systems - 23rd International Symposium, ISMIS 2017, Proceedings. Springer Verlag. 2017. p. 728-734. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-319-60438-1_71

Heterogeneous ensemble of specialised models - a case study in stock market recommendations

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Keywords

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