Enhancing Forex Rates Prediction with Machine Learning on EUR to USD with Moving Average Methods and Financial Factors

Author(s):  
Orawan Chantarakasemchit ◽  
Siranee Nuchitprasitchai
Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3678
Author(s):  
Dongwon Lee ◽  
Minji Choi ◽  
Joohyun Lee

In this paper, we propose a prediction algorithm, the combination of Long Short-Term Memory (LSTM) and attention model, based on machine learning models to predict the vision coordinates when watching 360-degree videos in a Virtual Reality (VR) or Augmented Reality (AR) system. Predicting the vision coordinates while video streaming is important when the network condition is degraded. However, the traditional prediction models such as Moving Average (MA) and Autoregression Moving Average (ARMA) are linear so they cannot consider the nonlinear relationship. Therefore, machine learning models based on deep learning are recently used for nonlinear predictions. We use the Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) neural network methods, originated in Recurrent Neural Networks (RNN), and predict the head position in the 360-degree videos. Therefore, we adopt the attention model to LSTM to make more accurate results. We also compare the performance of the proposed model with the other machine learning models such as Multi-Layer Perceptron (MLP) and RNN using the root mean squared error (RMSE) of predicted and real coordinates. We demonstrate that our model can predict the vision coordinates more accurately than the other models in various videos.


2020 ◽  
Vol 5 (19) ◽  
pp. 104-122
Author(s):  
Azzan Amin ◽  
Haslina Arshad ◽  
Ummul Hanan Mohamad

Data visualization is viewed as a significant element in data analysis and communication. As the data engagement becomes more and more complex, visual presentation of data does help users understand the data. So far, two-dimensional (2D) data visuals are often used for the data visualization process, but the lack of depth dimension leads to inefficient and limited understanding of the data. Therefore, the effectiveness of augmented reality (AR) in data visualization was studied through the development of an AR Data Visualization application using E-commerce data. Machine learning models are also involved in the development of this AR application for the provision of data using predictive analysis functions. To provide quality E-commerce data and an optimal machine learning model, the data science process is carried out using the python programming language. The E-commerce data selected for this study is open data taken through the Kaggle Website. This database has 9994 data numbers and 21 attributes. This AR data visualization application will make it easier for users to understand the E-commerce data in-depth through the use of AR technology and be able to visualize the forecasts for sales profit based on the algorithm model "Auto-Regressive Integrated Moving Average" (ARIMA).


2020 ◽  
Vol 17 (4) ◽  
pp. 44-60
Author(s):  
Alberto Antonio Agudelo Aguirre ◽  
Ricardo Alfredo Rojas Medina ◽  
Néstor Darío Duque Méndez

The implementation of tools such as Genetic Algorithms has not been exploited for asset price prediction despite their power, robustness, and potential application in the stock market. This paper aims to fill the gap existing in the literature on the use of Genetic Algorithms for predicting asset pricing of investment strategies into stock markets and investigate its advantages over its peers Buy & Hold and traditional technical analysis. The Genetic Algorithms strategy applied to the MACD was carried out in two different validation periods and sought to optimize the parameters that generate the buy-sell signals. The performance between the machine learning-based approach, technical analysis with the MACD and B&H was compared. The results suggest that it is possible to find optimal values of the technical indicator parameters that result in a higher return on investment through Genetic Algorithms, beating the traditional technical analysis and B&H by around 4%. This study offers a new insight for practitioners, traders, and finance researchers to take advantage of Genetic Algorithms for trading rules application in forecasting financial asset returns under a more efficient and robust methodology based on historical data analysis.


2021 ◽  
Vol 13 (19) ◽  
pp. 10720
Author(s):  
Muhammad Ali Musarat ◽  
Wesam Salah Alaloul ◽  
Muhammad Babar Ali Rabbani ◽  
Mujahid Ali ◽  
Muhammad Altaf ◽  
...  

The water level in a river defines the nature of flow and is fundamental to flood analysis. Extreme fluctuation in water levels in rivers, such as floods and droughts, are catastrophic in every manner; therefore, forecasting at an early stage would prevent possible disasters and relief efforts could be set up on time. This study aims to digitally model the water level in the Kabul River to prevent and alleviate the effects of any change in water level in this river downstream. This study used a machine learning tool known as the automatic autoregressive integrated moving average for statistical methodological analysis for forecasting the river flow. Based on the hydrological data collected from the water level of Kabul River in Swat, the water levels from 2011–2030 were forecasted, which were based on the lowest value of Akaike Information Criterion as 9.216. It was concluded that the water flow started to increase from the year 2011 till it reached its peak value in the year 2019–2020, and then the water level will maintain its maximum level to 250 cumecs and minimum level to 10 cumecs till 2030. The need for this research is justified as it could prove helpful in establishing guidelines for hydrological designers, the planning and management of water, hydropower engineering projects, as an indicator for weather prediction, and for the people who are greatly dependent on the Kabul River for their survival.


Mathematics ◽  
2020 ◽  
Vol 8 (12) ◽  
pp. 2205
Author(s):  
Luis Alfonso Menéndez García ◽  
Fernando Sánchez Lasheras ◽  
Paulino José García Nieto ◽  
Laura Álvarez de Prado ◽  
Antonio Bernardo Sánchez

Benzene is a pollutant which is very harmful to our health, so models are necessary to predict its concentration and relationship with other air pollutants. The data collected by eight stations in Madrid (Spain) over nine years were analyzed using the following regression-based machine learning models: multivariate linear regression (MLR), multivariate adaptive regression splines (MARS), multilayer perceptron neural network (MLP), support vector machines (SVM), autoregressive integrated moving-average (ARIMA) and vector autoregressive moving-average (VARMA) models. Benzene concentration predictions were made from the concentration of four environmental pollutants: nitrogen dioxide (NO2), nitrogen oxides (NOx), particulate matter (PM10) and toluene (C7H8), and the performance measures of the model were studied from the proposed models. In general, regression-based machine learning models are more effective at predicting than time series models.


2020 ◽  
Author(s):  
Richard Boynton ◽  
Homayon Aryan ◽  
Walker Simon ◽  
Michael Balikhin

<p>This research develops forecast models of the spatiotemporal evolution of emissions throughout the inner magnetosphere between L=2-6 and at all MLT. The system identification, or machine learning, technique based on Nonlinear AutoRegressive Moving Average eXogenous (NARMAX) models is employed to deduce the forecasting models of the lower band chorus, Hiss, and magnetosonic waves using solar wind and geomagnetic indices as inputs. It is difficult to develop machine leaning based spatiotemporal models of the waves in the inner magnetosphere as the data is sparse and machine learning techniques require large amounts of data to deduce a model. To solve this problem, the spatial co-ordinates at the time of the measurements are included as inputs to the model along with time lags of the solar wind and geomagnetic indices, while the measurement of the waves by the Van Allen Probes are used as the output to train the models. The estimates of the resultant models are compared with separate data to the training data to assess the performance of the models. The models are then used to reconstruct the spatiotemporal waves over the inner magnetosphere, as the waves respond to changes in the solar wind and geomagnetic indices.  </p>


2018 ◽  
Author(s):  
Peter D. Nooteboom ◽  
Qing Yi Feng ◽  
Cristóbal López ◽  
Emilio Hernández-García ◽  
Henk A. Dijkstra

Abstract. The skill of current predictions of the warm phase of the El Niño Southern Oscillation (ENSO) reduces significantly beyond a lag of six months. In this paper, we aim to increase this prediction skill at lags up to one year. The new method to do so combines a classical Autoregressive Integrated Moving Average technique with a modern machine learning approach (through an Artificial Neural Network). The attributes in such a neural network are derived from topological properties of Climate Networks and are tested on both a Zebiak–Cane-type model and observations. For predictions up to six months ahead, the results of the hybrid model give a better skill than the CFSv2 ensemble prediction by the National Centers for Environmental Prediction (NCEP). Moreover, results for a twelve-month lead time prediction have a similar skill as the shorter lead time predictions.


2021 ◽  
Author(s):  
Hua-Liang Wei ◽  
Stephen A Billings

Since the outbreak of COVID-19, an astronomical number of publications on the pandemic dynamics appeared in the literature, of which many use the susceptible infected removed (SIR) and susceptible exposed infected removed (SEIR) models, or their variants, to simulate and study the spread of the coronavirus. SIR and SEIR are continuous-time models which are a class of initial value problems (IVPs) of ordinary differential equations (ODEs). Discrete-time models such as regression and machine learning have also been applied to analyze COVID-19 pandemic data (e.g. predicting infection cases), but most of these methods use simplified models involving a small number of input variables pre-selected based on a priori knowledge, or use very complicated models (e.g. deep learning), purely focusing on certain prediction purposes and paying little attention to the model interpretability. There have been relatively fewer studies focusing on the investigations of the inherent time-lagged or time-delayed relationships e.g. between the reproduction number (R number), infection cases, and deaths, analyzing the pandemic spread from a systems thinking and dynamic perspective. The present study, for the first time, proposes using systems engineering and system identification approach to build transparent, interpretable, parsimonious and simulatable (TIPS) dynamic machine learning models, establishing links between the R number, the infection cases and deaths caused by COVID-19. The TIPS models are developed based on the well-known NARMAX (Nonlinear AutoRegressive Moving Average with eXogenous inputs) model, which can help better understand the COVID-19 pandemic dynamics. A case study on the UK COVID-19 data is carried out, and new findings are detailed. The proposed method and the associated new findings are useful for better understanding the spread dynamics of the COVID-19 pandemic.


2020 ◽  
Author(s):  
Roseline Oluwaseun Ogundokun ◽  
Joseph Bamidele Awotunde

ABSTRACTBackgroundCoronavirus was detected in December 2019 in a bulk seafood shop in Wuhan, China. The original incident of COVID-19 pandemic in India was conveyed on 30th January 2020 instigating from the nation called china. As of 25th April 2020, the Ministry of Health and Family Welfare has established a total of 24, 942 incidents, 5, 210 recuperation including 1 relocation, and 779 demises in the republic.ObjectiveThe objective of the paper is to formulate a simple average aggregated machine learning method to predict the number, size, and length of COVID-19 cases extent and wind-up period crosswise India.MethodThis study examined the datasets via the Autoregressive Integrated Moving Average Model (ARIMA). The study also built a simple mean aggregated method established on the performance of 3 regression techniques such as Support Vector Regression (SVR, NN, and LR), Neural Network, and Linear Regression.ResultThe results showed that COVID-19 disease can correctly be predicted. The result of the prediction shows that COVID-19 ailment could be conveyed through water and air ecological variables and so preventives measures such as social distancing, wearing of mask and hand gloves, staying at home can help to avert the circulation of the sickness thereby resulting in reduced active cases and even mortality.ConclusionIt was established that the projected method outperformed when likened to previously obtainable practical models on the bases of prediction precision. Hence, putting in place the preventive measures can effectively manage the spread of COVID-19, and also the death rate will be reduced and eventually be over in India and other nations.


Author(s):  
Mirza O. Beg ◽  
Mubashar Nazar Awan ◽  
Syed Shahzaib Ali

Stock markets and relevant entities generate enormous amounts of data on a daily basis and are accessible from various channels such as stock exchange, economic reviews, and employer monetary reports. In recent times, machine learning techniques have proven to be very helpful in making better trading decisions. Machine learning algorithms use complex logic to observe and learn the behavior of stocks using historical data which can be used to predict future movements of the stock. Technical indicators such as rolling mean, momentum, and exponential moving average are calculated to convert the data into meaningful information. Furthermore, this information can be used to build machine learning prediction models that learn different patterns in the data and make future predictions for accurate financial forecasting. Additional factors that are being used for stock prediction include social media influences and daily news on trading stocks. Considering these qualitative and quantitative features at the same time result in improved prediction models.


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