Deep learning models for forecasting aviation demand time series

2021 ◽  
Author(s):  
Andreas Kanavos ◽  
Fotios Kounelis ◽  
Lazaros Iliadis ◽  
Christos Makris
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Learning Models

Corporation financial distress prediction with deep learning: analysis of public listed companies in Malaysia

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Zulkifli Halim ◽  
Shuhaida Mohamed Shuhidan ◽  
Zuraidah Mohd Sanusi
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Financial Distress ◽  
Time Series Data ◽  
Series Data ◽  
Learning Models ◽  
Content Type ◽  
Financial Distress Prediction ◽  
Distress Prediction ◽  
Gated Recurrent Unit

PurposeIn the previous study of financial distress prediction, deep learning techniques performed better than traditional techniques over time-series data. This study investigates the performance of deep learning models: recurrent neural network, long short-term memory and gated recurrent unit for the financial distress prediction among the Malaysian public listed corporation over the time-series data. This study also compares the performance of logistic regression, support vector machine, neural network, decision tree and the deep learning models on single-year data.Design/methodology/approachThe data used are the financial data of public listed companies that been classified as PN17 status (distress) and non-PN17 (not distress) in Malaysia. This study was conducted using machine learning library of Python programming language.FindingsThe findings indicate that all deep learning models used for this study achieved 90% accuracy and above with long short-term memory (LSTM) and gated recurrent unit (GRU) getting 93% accuracy. In addition, deep learning models consistently have good performance compared to the other models over single-year data. The results show LSTM and GRU getting 90% and recurrent neural network (RNN) 88% accuracy. The results also show that LSTM and GRU get better precision and recall compared to RNN. The findings of this study show that the deep learning approach will lead to better performance in financial distress prediction studies. To be added, time-series data should be highlighted in any financial distress prediction studies since it has a big impact on credit risk assessment.Research limitations/implicationsThe first limitation of this study is the hyperparameter tuning only applied for deep learning models. Secondly, the time-series data are only used for deep learning models since the other models optimally fit on single-year data.Practical implicationsThis study proposes recommendations that deep learning is a new approach that will lead to better performance in financial distress prediction studies. Besides that, time-series data should be highlighted in any financial distress prediction studies since the data have a big impact on the assessment of credit risk.Originality/valueTo the best of authors' knowledge, this article is the first study that uses the gated recurrent unit in financial distress prediction studies based on time-series data for Malaysian public listed companies. The findings of this study can help financial institutions/investors to find a better and accurate approach for credit risk assessment.

Scaling Deep Learning Models for Large Spatial Time-Series Forecasting

2019 ◽  
Author(s):  
Zainab Abbas ◽  
Jon Reginbald Ivarsson ◽  
Ahmad Al-Shishtawy ◽  
Vladimir Vlassov
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Forecasting ◽  
Learning Models

A Review of Deep Learning Models for Time Series Prediction

2019 ◽  
pp. 1-1 ◽  
Author(s):  
Zhongyang Han ◽  
Jun Zhao ◽  
Henry Leung ◽  
King Fai Ma ◽  
Wei Wang
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Prediction ◽  
Learning Models

scholarly journals US Dollar/Turkish Lira Exchange Rate Forecasting Model Based on Deep Learning Methodologies and Time Series Analysis

Symmetry ◽  
2020 ◽  
Vol 12 (9) ◽  
pp. 1553
Author(s):  
Harun Yasar ◽  
Zeynep Hilal Kilimci
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Exchange Rate ◽  
Time Series Analysis ◽  
Word Embedding ◽  
Learning Models ◽  
Exchange Rate Forecasting ◽  
Us Dollar ◽  
Turkish Lira ◽  
Embedding Methods

Exchange rate forecasting has been an important topic for investors, researchers, and analysts. In this study, financial sentiment analysis (FSA) and time series analysis (TSA) are proposed to form a predicting model for US Dollar/Turkish Lira exchange rate. For this purpose, the proposed hybrid model is constructed in three stages: obtaining and modeling text data for FSA, obtaining and modeling numerical data for TSA, and blending two models like a symmetry. To our knowledge, this is the first study in the literature that uses social media platforms as a source for FSA and blends them with TSA methods. To perform FSA, word embedding methods Word2vec, GloVe, fastText, and deep learning models such as CNN, RNN, LSTM are used. To the best of our knowledge, this study is the first attempt in terms of performing the FSA by using the combinations of deep learning models with word embedding methods for both Turkish and English texts. For TSA, simple exponential smoothing, Holt–Winters, Holt’s linear, and ARIMA models are employed. Finally, with the usage of the proposed model, any user who wants to make a US Dollar/Turkish Lira exchange rate forecast will be able to make a more consistent and strong exchange rate forecast.

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