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Author: Joish Bosco
Publisher: GRIN Verlag
ISBN: 3668800456
Category : Computers
Languages : en
Pages : 76
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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 : 76
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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: IEEE Staff
Publisher:
ISBN: 9781538663745
Category :
Languages : en
Pages :
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Book Description
It includes Object oriented analysis, continuous process modelling and improvement, cost estimation and project planning and effectiveness of agile lean practices, Web Engineering, Quality Management, Managing Software Projects, Multimedia and Visual Software Engineering, Software Maintenance and Testing, Languages and Formal Methods, Web based Education Systems and Learning Applications, Software Engineering Decision Making This track focuses on Natural language processing, artificial intelligence, and computational linguistics with respect to the interactions between computers and human languages It includes Genetic Algorithms, Grammatical Evolution, Differential Evolution, Probabilistic Meta heuristic, Swarm Intelligence, Ant Colony Algorithms, Artificial Immune Systems, High Performance Computing and Computational Intelligence, Fuzzy Logic, Bayesian statistical methods, Neural Networks, Multi Agent Systems, Stochastic Optimization It also focuses on focuses on Cloud and its servi
Author: Josh Patterson
Publisher: "O'Reilly Media, Inc."
ISBN: 1491914211
Category : Computers
Languages : en
Pages : 532
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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: 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: Stefan Jansen
Publisher: Packt Publishing Ltd
ISBN: 1789342716
Category : Computers
Languages : en
Pages : 668
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Book Description
Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key FeaturesImplement machine learning algorithms to build, train, and validate algorithmic modelsCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisionsDevelop neural networks for algorithmic trading to perform time series forecasting and smart analyticsBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You'll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learnImplement machine learning techniques to solve investment and trading problemsLeverage market, fundamental, and alternative data to research alpha factorsDesign and fine-tune supervised, unsupervised, and reinforcement learning modelsOptimize portfolio risk and performance using pandas, NumPy, and scikit-learnIntegrate machine learning models into a live trading strategy on QuantopianEvaluate strategies using reliable backtesting methodologies for time seriesDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlowWork with reinforcement learning for trading strategies in the OpenAI GymWho this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.
Author: John Macintyre
Publisher: Springer
ISBN: 3030202577
Category : Computers
Languages : en
Pages : 546
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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: Paul M. Swamidass
Publisher: Springer Science & Business Media
ISBN: 0792386302
Category : Business & Economics
Languages : en
Pages : 833
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Book Description
Production and manufacturing management since the 1980s has absorbed in rapid succession several new production management concepts: manufacturing strategy, focused factory, just-in-time manufacturing, concurrent engineering, total quality management, supply chain management, flexible manufacturing systems, lean production, mass customization, and more. With the increasing globalization of manufacturing, the field will continue to expand. This encyclopedia's audience includes anyone concerned with manufacturing techniques, methods, and manufacturing decisions.
Author: Mahfuz Islam Khan Jabed
Publisher: Ocleno
ISBN:
Category : Business & Economics
Languages : en
Pages : 172
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Book Description
Predicting stock market prices is a challenging task in the financial sector, where the Efficient Market Hypothesis (EMH) posits the impossibility of accurate prediction due to the inherent uncertainty and complexity of stock price behaviour. However, introducing Machine Learning algorithms has shown the feasibility of stock market price forecasting. This study employs advanced Machine Learning models that can predict stock price movements with the right level of accuracy if the correct parameter tuning and appropriate predictor models are developed. In this research work, the LSTM model, which is a type of Recurrent Neural Network (RNN), time series forecasting Facebook Prophet algorithm and Random Forest Regressor model have been implemented on 10 Dhaka Stock Market (DSEbd) listed companies and six international giants for predicting the stock and forecasting the future price. The dataset of domestic companies is extracted from the graphical representation of the DSEbd website, and the international companies' dataset is imported from Yahoo Finance. In this experiment, Facebook Prophet demonstrates a long period of forecasting with reasonable accuracy, capturing daily, weekly, and yearly seasonality, including holiday effects for market trend analysis. Remarkably, the LSTM model exhibits significant accuracy, yielding the best results with evaluation metrics, including RMSE (0.35), MAPE (0.50%), and MAE (0.30). The experimental results underscore the efficiency of LSTM for future stock forecasting, observed over 15 days of upcoming market prices. A comparison of the results shows that the LSTM model efficiently forecasts the next day's closing price.
Author:
Publisher:
ISBN: 9781509003631
Category : Computer networks
Languages : en
Pages :
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Book Description
