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Author: Sabu M. Thampi
Publisher: Springer Nature
ISBN: 9813361735
Category : Technology & Engineering
Languages : en
Pages : 340
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Book Description
This book constitutes thoroughly refereed post-conference proceedings of the International Applied Soft Computing and Communication Networks (ACN 2020) held in VIT, Chennai, India, during October 14–17, 2020. The research papers presented were carefully reviewed and selected from several initial submissions. The book is directed to the researchers and scientists engaged in various fields of intelligent systems.
Author: Sabu M. Thampi
Publisher: Springer Nature
ISBN: 9813361735
Category : Technology & Engineering
Languages : en
Pages : 340
Get Book Here
Book Description
This book constitutes thoroughly refereed post-conference proceedings of the International Applied Soft Computing and Communication Networks (ACN 2020) held in VIT, Chennai, India, during October 14–17, 2020. The research papers presented were carefully reviewed and selected from several initial submissions. The book is directed to the researchers and scientists engaged in various fields of intelligent systems.
Author: Jacek M. Zurada
Publisher: Brooks/Cole
ISBN: 9780534954604
Category : Neural networks (Computer science)
Languages : en
Pages : 0
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Book Description
Author: Irshad Ahmad Ansari
Publisher:
ISBN: 9780750337359
Category : Data encryption (Computer science)
Languages : en
Pages : 0
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Book Description
Modern internet-enabled devices and fast communication technologies have ushered in a revolution in sharing of digital images and video. This may be for social reasons or for commercial and industrial applications. Attackers can steal this data or manipulate it for their own uses, causing financial and emotional damage to the owners. This drives the need for advanced security solutions and the need to continuously develop and maintain security measures in an ever-evolving battle against fraud and malicious intent. There are various techniques employed in protecting digital media and information, such as digital watermarking, cryptography, stenography, data encryption, and more. In addition, sharing platforms and connected nodes themselves may be open to vulnerabilities and can suffer from security breaches. This book reviews present state-of-the-art research related to the security of digital imagery and video, including developments in machine learning applications. It is particularly suited for those that bridge the academic world and industry, allowing readers to understand the security concerns in the multimedia domain by reviewing present and evolving security solutions, their limitations, and future research directions.
Author: David M. Skapura
Publisher: Addison-Wesley Professional
ISBN: 9780201539219
Category : Computers
Languages : en
Pages : 308
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Book Description
Organized by application areas, rather than by specific network architectures or learning algorithms, Building Neural Networks shows why certain networks are more suitable than others for solving specific kinds of problems. Skapura also reviews principles of neural information processing and furnishes an operations summary of the most popular neural-network processing models.
Author: Ann Macintosh
Publisher: Springer Science & Business Media
ISBN: 1846282241
Category : Computers
Languages : en
Pages : 223
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Book Description
The papers in this volume are the refereed application papers presented at AI-2005, the Twenty-fifth SGAI International Conference on Innovative Techniques and Applications of Artificial Intelligence, held in Cambridge in December 2005. The papers present new and innovative developments in the field, divided into sections on Synthesis and Prediction, Scheduling and Search, Diagnosis and Monitoring, Classification and Design, and Analysis and Evaluation. This is the thirteenth volume in the Applications and Innovations series. The series serves as a key reference on the use of AI Technology to enable organisations to solve complex problems and gain significant business benefits. The Technical Stream papers are published as a companion volume under the title Research and Development in Intelligent Systems XXII.
Author: Lokesh Badolia
Publisher: Educreation Publishing
ISBN:
Category : Self-Help
Languages : en
Pages : 63
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Book Description
This book is well-researched by the author, in which he has shared the experience and knowledge of some very much experienced and renowned entities from stock market. We want that everybody should have the knowledge regarding the different aspects of stock market, which would encourage people to invest and earn without any fear. This book is just a step forward toward the knowledge of market.
Author: Joish Bosco
Publisher: GRIN Verlag
ISBN: 3668800456
Category : Computers
Languages : en
Pages : 82
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Book Description
Project Report from the year 2018 in the subject Computer Science - Technical Computer Science, , course: Computer Science, language: English, abstract: Modeling and Forecasting of the financial market have been an attractive topic to scholars and researchers from various academic fields. The financial market is an abstract concept where financial commodities such as stocks, bonds, and precious metals transactions happen between buyers and sellers. In the present scenario of the financial market world, especially in the stock market, forecasting the trend or the price of stocks using machine learning techniques and artificial neural networks are the most attractive issue to be investigated. As Giles explained, financial forecasting is an instance of signal processing problem which is difficult because of high noise, small sample size, non-stationary, and non-linearity. The noisy characteristics mean the incomplete information gap between past stock trading price and volume with a future price. The stock market is sensitive with the political and macroeconomic environment. However, these two kinds of information are too complex and unstable to gather. The above information that cannot be included in features are considered as noise. The sample size of financial data is determined by real-world transaction records. On one hand, a larger sample size refers a longer period of transaction records; on the other hand, large sample size increases the uncertainty of financial environment during the 2 sample period. In this project, we use stock data instead of daily data in order to reduce the probability of uncertain noise, and relatively increase the sample size within a certain period of time. By non-stationarity, one means that the distribution of stock data is various during time changing. Non-linearity implies that feature correlation of different individual stocks is various. Efficient Market Hypothesis was developed by Burton G. Malkiel in 1991.
Author: Josh Patterson
Publisher: "O'Reilly Media, Inc."
ISBN: 1491914211
Category : Computers
Languages : en
Pages : 550
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Book Description
Although interest in machine learning has reached a high point, lofty expectations often scuttle projects before they get very far. How can machine learning—especially deep neural networks—make a real difference in your organization? This hands-on guide not only provides the most practical information available on the subject, but also helps you get started building efficient deep learning networks. Authors Adam Gibson and Josh Patterson provide theory on deep learning before introducing their open-source Deeplearning4j (DL4J) library for developing production-class workflows. Through real-world examples, you’ll learn methods and strategies for training deep network architectures and running deep learning workflows on Spark and Hadoop with DL4J. Dive into machine learning concepts in general, as well as deep learning in particular Understand how deep networks evolved from neural network fundamentals Explore the major deep network architectures, including Convolutional and Recurrent Learn how to map specific deep networks to the right problem Walk through the fundamentals of tuning general neural networks and specific deep network architectures Use vectorization techniques for different data types with DataVec, DL4J’s workflow tool Learn how to use DL4J natively on Spark and Hadoop
Author: Wayne Ferson
Publisher: MIT Press
ISBN: 0262039370
Category : Business & Economics
Languages : en
Pages : 497
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Book Description
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author: Robert R. Trippi
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 872
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Book Description
This completely updated version of the classic first edition offers a wealth of new material reflecting the latest developments in teh field. For investment professionals seeking to maximize this exciting new technology, this handbook is the definitive information source.
