Deep Learning Quantitative Trading Models’ Performance Assessment: The Egyptian Exchange Stock Market as a Case Study

2021 ◽  
pp. 49-61
Author(s):  
Rasha Abdel Kawy ◽  
Walid M. Abdelmoez ◽  
Amin Shoukry
Keyword(s):  
Deep Learning ◽  
Stock Market ◽  
Performance Assessment

scholarly journals A deep learning-based approach for performance assessment and prediction: A case study of pulp and paper industries

2022 ◽  
Author(s):  
Sunil Kumar Jauhar ◽  
Praveen Vijaya Raj Pushpa Raj ◽  
Sachin Kamble ◽  
Saurabh Pratap ◽  
Shivam Gupta ◽  
...  
Keyword(s):  
Deep Learning ◽  
Performance Assessment ◽  
Pulp And Paper ◽  
Pulp And Paper Industries

Share Market Data Prediction Strategies using Deep Learning Algorithm

2019 ◽  
Vol 13 ◽  
Author(s):  
A John. ◽  
D. Praveen Dominic ◽  
M. Adimoolam ◽  
N. M. Balamurugan
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Stock Market ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Market Price ◽  
Stochastic Gradient ◽  
Stochastic Gradient Descent ◽  
Mining Machine ◽  
Gradient Descent Algorithm

Background:: Predictive analytics has a multiplicity of statistical schemes from predictive modelling, data mining, machine learning. It scrutinizes present and chronological data to make predictions about expectations or if not unexplained measures. Most predictive models are used for business analytics to overcome loses and profit gaining. Predictive analytics is used to exploit the pattern in old and historical data. Objective: People used to follow some strategies for predicting stock value to invest in the more profit-gaining stocks and those strategies to search the stock market prices which are incorporated in some intelligent methods and tools. Such strategies will increase the investor’s profits and also minimize their risks. So prediction plays a vital role in stock market gaining and is also a very intricate and challenging process. Method: The proposed optimized strategies are the Deep Neural Network with Stochastic Gradient for stock prediction. The Neural Network is trained using Back-propagation neural networks algorithm and stochastic gradient descent algorithm as optimal strategies. Results: The experiment is conducted for stock market price prediction using python language with the visual package. In this experiment RELIANCE.NS, TATAMOTORS.NS, and TATAGLOBAL.NS dataset are taken as input dataset and it is downloaded from National Stock Exchange site. The artificial neural network component including Deep Learning model is most effective for more than 100,000 data points to train this model. This proposed model is developed on daily prices of stock market price to understand how to build model with better performance than existing national exchange method.

Deep learning and complex network theory based analysis on socialized manufacturing resources utilisations and an application case study

2021 ◽  
pp. 1063293X2110031
Author(s):  
Maolin Yang ◽  
Auwal H Abubakar ◽  
Pingyu Jiang
Keyword(s):  
Deep Learning ◽  
Complex Network ◽  
Network Models ◽  
Neural Network Models ◽  
Complex Network Theory ◽  
New Type ◽  
Manufacturing Resource ◽  
Manufacturing Resources ◽  
Resource Characteristics

Social manufacturing is characterized by its capability of utilizing socialized manufacturing resources to achieve value adding. Recently, a new type of social manufacturing pattern emerges and shows potential for core factories to improve their limited manufacturing capabilities by utilizing the resources from outside socialized manufacturing resource communities. However, the core factories need to analyze the resource characteristics of the socialized resource communities before making operation plans, and this is challenging due to the unaffiliated and self-driven characteristics of the resource providers in socialized resource communities. In this paper, a deep learning and complex network based approach is established to address this challenge by using socialized designer community for demonstration. Firstly, convolutional neural network models are trained to identify the design resource characteristics of each socialized designer in designer community according to the interaction texts posted by the socialized designer on internet platforms. During the process, an iterative dataset labelling method is established to reduce the time cost for training set labelling. Secondly, complex networks are used to model the design resource characteristics of the community according to the resource characteristics of all the socialized designers in the community. Two real communities from RepRap 3D printer project are used as case study.

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