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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: 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: Meenakshi Tripathi
Publisher: Springer Nature
ISBN: 3030671879
Category : Computers
Languages : en
Pages : 376
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Book Description
This proceedings book includes the results from the International Conference on Deep Learning, Artificial Intelligence and Robotics, held in Malaviya National Institute of Technology, Jawahar Lal Nehru Marg, Malaviya Nagar, Jaipur, Rajasthan, 302017. The scope of this conference includes all subareas of AI, with broad coverage of traditional topics like robotics, statistical learning and deep learning techniques. However, the organizing committee expressly encouraged work on the applications of DL and AI in the important fields of computer/electronics/electrical/mechanical/chemical/textile engineering, health care and agriculture, business and social media and other relevant domains. The conference welcomed papers on the following (but not limited to) research topics: · Deep Learning: Applications of deep learning in various engineering streams, neural information processing systems, training schemes, GPU computation and paradigms, human–computer interaction, genetic algorithm, reinforcement learning, natural language processing, social computing, user customization, embedded computation, automotive design and bioinformatics · Artificial Intelligence: Automatic control, natural language processing, data mining and machine learning tools, fuzzy logic, heuristic optimization techniques (membrane-based separation, wastewater treatment, process control, etc.) and soft computing · Robotics: Automation and advanced control-based applications in engineering, neural networks on low powered devices, human–robot interaction and communication, cognitive, developmental and evolutionary robotics, fault diagnosis, virtual reality, space and underwater robotics, simulation and modelling, bio-inspired robotics, cable robots, cognitive robotics, collaborative robotics, collective and social robots and humanoid robots It was a collaborative platform for academic experts, researchers and corporate professionals for interacting their research in various domain of engineering like robotics, data acquisition, human–computer interaction, genetic algorithm, sentiment analysis as well as usage of AI and advanced computation in various industrial challenges based applications such as user customization, augmented reality, voice assistants, reactor design, product formulation/synthesis, embedded system design, membrane-based separation for protecting environment along with wastewater treatment, rheological properties estimation for Newtonian and non-Newtonian fluids used in micro-processing industries and fault detection.
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: 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: Srikanta Patnaik
Publisher: Springer Nature
ISBN: 9811552436
Category : Technology & Engineering
Languages : en
Pages : 853
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Book Description
This book gathers selected high-quality papers presented at the International Conference on Machine Learning and Computational Intelligence (ICMLCI-2019), jointly organized by Kunming University of Science and Technology and the Interscience Research Network, Bhubaneswar, India, from April 6 to 7, 2019. Addressing virtually all aspects of intelligent systems, soft computing and machine learning, the topics covered include: prediction; data mining; information retrieval; game playing; robotics; learning methods; pattern visualization; automated knowledge acquisition; fuzzy, stochastic and probabilistic computing; neural computing; big data; social networks and applications of soft computing in various areas.
Author: John Macintyre
Publisher: Springer
ISBN: 3030202577
Category : Computers
Languages : en
Pages : 554
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Book Description
This book constitutes the refereed proceedings of the 19th International Conference on Engineering Applications of Neural Networks, EANN 2019, held in Xersonisos, Crete, Greece, in May 2019. The 35 revised full papers and 5 revised short papers presented were carefully reviewed and selected from 72 submissions. The papers are organized in topical sections on AI in energy management - industrial applications; biomedical - bioinformatics modeling; classification - learning; deep learning; deep learning - convolutional ANN; fuzzy - vulnerability - navigation modeling; machine learning modeling - optimization; ML - DL financial modeling; security - anomaly detection; 1st PEINT workshop.
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: Alex Graves
Publisher: Springer
ISBN: 3642247970
Category : Technology & Engineering
Languages : en
Pages : 148
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Book Description
Supervised sequence labelling is a vital area of machine learning, encompassing tasks such as speech, handwriting and gesture recognition, protein secondary structure prediction and part-of-speech tagging. Recurrent neural networks are powerful sequence learning tools—robust to input noise and distortion, able to exploit long-range contextual information—that would seem ideally suited to such problems. However their role in large-scale sequence labelling systems has so far been auxiliary. The goal of this book is a complete framework for classifying and transcribing sequential data with recurrent neural networks only. Three main innovations are introduced in order to realise this goal. Firstly, the connectionist temporal classification output layer allows the framework to be trained with unsegmented target sequences, such as phoneme-level speech transcriptions; this is in contrast to previous connectionist approaches, which were dependent on error-prone prior segmentation. Secondly, multidimensional recurrent neural networks extend the framework in a natural way to data with more than one spatio-temporal dimension, such as images and videos. Thirdly, the use of hierarchical subsampling makes it feasible to apply the framework to very large or high resolution sequences, such as raw audio or video. Experimental validation is provided by state-of-the-art results in speech and handwriting recognition.
Author: Filippo Maria Bianchi
Publisher: Springer
ISBN: 3319703382
Category : Computers
Languages : en
Pages : 74
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Book Description
The key component in forecasting demand and consumption of resources in a supply network is an accurate prediction of real-valued time series. Indeed, both service interruptions and resource waste can be reduced with the implementation of an effective forecasting system. Significant research has thus been devoted to the design and development of methodologies for short term load forecasting over the past decades. A class of mathematical models, called Recurrent Neural Networks, are nowadays gaining renewed interest among researchers and they are replacing many practical implementations of the forecasting systems, previously based on static methods. Despite the undeniable expressive power of these architectures, their recurrent nature complicates their understanding and poses challenges in the training procedures. Recently, new important families of recurrent architectures have emerged and their applicability in the context of load forecasting has not been investigated completely yet. This work performs a comparative study on the problem of Short-Term Load Forecast, by using different classes of state-of-the-art Recurrent Neural Networks. The authors test the reviewed models first on controlled synthetic tasks and then on different real datasets, covering important practical cases of study. The text also provides a general overview of the most important architectures and defines guidelines for configuring the recurrent networks to predict real-valued time series.
Author: G. Peter Zhang
Publisher: IGI Global
ISBN: 1591401771
Category : Business & Economics
Languages : en
Pages : 305
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Book Description
Forecasting is one of the most important activities that form the basis for strategic, tactical, and operational decisions in all business organizations. Recently, neural networks have emerged as an important tool for business forecasting. Neural Networks in Business Forecasting provides researchers and practitioners with some recent advances in applying neural networks to business forecasting. A number of case studies demonstrating the innovative or successful applications of neural networks to many areas of business as well as methods to improve neural network forecasting performance are presented.
