Sökning: "Swedish text financial datasets"

Hittade 2 uppsatser innehållade orden Swedish text financial datasets.

  1. 1. Optimising Machine Learning Models for Imbalanced Swedish Text Financial Datasets: A Study on Receipt Classification : Exploring Balancing Methods, Naive Bayes Algorithms, and Performance Tradeoffs

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Författare :Li Ang Hu; Long Ma; [2023]
    Nyckelord :Imbalanced datasets; Swedish text financial datasets; Accuracy; Matthews correlation coefficient; Recall; Multinomial Naive Bayes; SMOTE; TomekLinks; Performance optimization;

    Sammanfattning : This thesis investigates imbalanced Swedish text financial datasets, specifically receipt classification using machine learning models. The study explores the effectiveness of under-sampling and over-sampling methods for Naive Bayes algorithms, collaborating with Fortnox for a controlled experiment. LÄS MER

  3. 2. Predicting the Movement Direction of OMXS30 Stock Index Using XGBoost and Sentiment Analysis

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Podasca Elena; [2021]
    Nyckelord :Machine learning; XGBoost; Sentiment analysis; Stock market prediction; OMXS30;

    Sammanfattning : Background. Stock market prediction is an active yet challenging research area. A lot of effort has been put in by both academia and practitioners to produce accurate stock market predictions models, in the attempt to maximize investment objectives. Tree-based ensemble machine learning methods such as XGBoost have proven successful in practice. LÄS MER