scholarly journals Using company-specific headlines and convolutional neural networks to predict stock fluctuations

Author(s):  
Jonathan Readshaw ◽  
Stefano Giani

AbstractThis work presents a convolutional neural network for the prediction of next-day stock fluctuations using company-specific news headlines. Experiments to evaluate model performance using various configurations of word embeddings and convolutional filter widths are reported. The total number of convolutional filters used is far fewer than is common, reducing the dimensionality of the task without loss of accuracy. Furthermore, multiple hidden layers with decreasing dimensionality are employed. A classification accuracy of 61.7% is achieved using pre-learned embeddings, that are fine-tuned during training to represent the specific context of this task. Multiple filter widths are also implemented to detect different length phrases that are key for classification. Trading simulations are conducted using the presented classification results. Initial investments are more than tripled over an 838-day testing period using the optimal classification configuration and a simple trading strategy. Two novel methods are presented to reduce the risk of the trading simulations. Adjustment of the sigmoid class threshold and re-labelling headlines using multiple classes form the basis of these methods. A combination of these approaches is found to be more than double the Average Trade Profit achieved during baseline simulations.

2020 ◽  
Vol 12 (11) ◽  
pp. 1780 ◽  
Author(s):  
Yao Liu ◽  
Lianru Gao ◽  
Chenchao Xiao ◽  
Ying Qu ◽  
Ke Zheng ◽  
...  

Convolutional neural networks (CNNs) have been widely applied in hyperspectral imagery (HSI) classification. However, their classification performance might be limited by the scarcity of labeled data to be used for training and validation. In this paper, we propose a novel lightweight shuffled group convolutional neural network (abbreviated as SG-CNN) to achieve efficient training with a limited training dataset in HSI classification. SG-CNN consists of SG conv units that employ conventional and atrous convolution in different groups, followed by channel shuffle operation and shortcut connection. In this way, SG-CNNs have less trainable parameters, whilst they can still be accurately and efficiently trained with fewer labeled samples. Transfer learning between different HSI datasets is also applied on the SG-CNN to further improve the classification accuracy. To evaluate the effectiveness of SG-CNNs for HSI classification, experiments have been conducted on three public HSI datasets pretrained on HSIs from different sensors. SG-CNNs with different levels of complexity were tested, and their classification results were compared with fine-tuned ShuffleNet2, ResNeXt, and their original counterparts. The experimental results demonstrate that SG-CNNs can achieve competitive classification performance when the amount of labeled data for training is poor, as well as efficiently providing satisfying classification results.


2020 ◽  
Vol 36 (5) ◽  
pp. 743-749
Author(s):  
Xingwang Li ◽  
Xiaofei Fan ◽  
Lili Zhao ◽  
Sheng Huang ◽  
Yi He ◽  
...  

HighlightsThis study revealed the feasibility of to classify pepper seed varieties using multispectral imaging combined with one-dimensional convolutional neural network (1D-CNN).Convolutional neural networks were adopted to develop models for prediction of seed varieties, and the performance was compared with KNN and SVM.In this experiment, the classification effect of the SVM classification model is the best, but the 1D-CNN classification model is relatively easy to implement.Abstract. When non-seed materials are mixed in seeds or seed varieties of low value are mixed in high value varieties, it will cause losses to growers or businesses. Thus, the successful discrimination of seed varieties is critical for improvement of seed ralue. In recent years, convolutional neural networks (CNNs) have been used in classification of seed varieties. The feasibility of using multispectral imaging combined with one-dimensional convolutional neural network (1D-CNN) to classify pepper seed varieties was studied. The total number of three varieties of samples was 1472, and the average spectral curve between 365nm and 970nm of the three varieties was studied. The data were analyzed using full bands of the spectrum or the feature bands selected by successive projection algorithm (SPA). SPA extracted 9 feature bands from 19 bands (430, 450, 470, 490, 515, 570, 660, 780, and 880 nm). The classification accuracy of the three classification models developed with full band using K nearest neighbors (KNN), support vector machine (SVM), and 1D-CNN were 85.81%, 97.70%, and 90.50%, respectively. With full bands, SVM and 1D-CNN performed significantly better than KNN, and SVM performed slightly better than 1D-CNN. With feature bands, the testing accuracies of SVM and 1D-CNN were 97.30% and 92.6%, respectively. Although the classification accuracy of 1D-CNN was not the highest, the ease of operation made it the most feasible method for pepper seed variety prediction. Keywords: Multispectral imaging, One-dimensional convolutional neural network, Pepper seed, Variety classification.


Sensors ◽  
2019 ◽  
Vol 19 (19) ◽  
pp. 4065 ◽  
Author(s):  
Zhu ◽  
Zhou ◽  
Zhang ◽  
Bao ◽  
Wu ◽  
...  

Soybean variety is connected to stress resistance ability, as well as nutritional and commercial value. Near-infrared hyperspectral imaging was applied to classify three varieties of soybeans (Zhonghuang37, Zhonghuang41, and Zhonghuang55). Pixel-wise spectra were extracted and preprocessed, and average spectra were also obtained. Convolutional neural networks (CNN) using the average spectra and pixel-wise spectra of different numbers of soybeans were built. Pixel-wise CNN models obtained good performance predicting pixel-wise spectra and average spectra. With the increase of soybean numbers, performances were improved, with the classification accuracy of each variety over 90%. Traditionally, the number of samples used for modeling is large. It is time-consuming and requires labor to obtain hyperspectral data from large batches of samples. To explore the possibility of achieving decent identification results with few samples, a majority vote was also applied to the pixel-wise CNN models to identify a single soybean variety. Prediction maps were obtained to present the classification results intuitively. Models using pixel-wise spectra of 60 soybeans showed equivalent performance to those using the average spectra of 810 soybeans, illustrating the possibility of discriminating soybean varieties using few samples by acquiring pixel-wise spectra.


2021 ◽  
Vol 10 (6) ◽  
pp. 3377-3384
Author(s):  
Zainab Fouad ◽  
Marco Alfonse ◽  
Mohamed Roushdy ◽  
Abdel-Badeeh M. Salem

Deep neural networks have accomplished enormous progress in tackling many problems. More specifically, convolutional neural network (CNN) is a category of deep networks that have been a dominant technique in computer vision tasks. Despite that these deep neural networks are highly effective; the ideal structure is still an issue that needs a lot of investigation. Deep Convolutional Neural Network model is usually designed manually by trials and repeated tests which enormously constrain its application. Many hyper-parameters of the CNN can affect the model performance. These parameters are depth of the network, numbers of convolutional layers, and numbers of kernels with their sizes. Therefore, it may be a huge challenge to design an appropriate CNN model that uses optimized hyper-parameters and reduces the reliance on manual involvement and domain expertise. In this paper, a design architecture method for CNNs is proposed by utilization of particle swarm optimization (PSO) algorithm to learn the optimal CNN hyper-parameters values. In the experiment, we used Modified National Institute of Standards and Technology (MNIST) database of handwritten digit recognition. The experiments showed that our proposed approach can find an architecture that is competitive to the state-of-the-art models with a testing error of 0.87%.


2021 ◽  
Vol 17 (12) ◽  
pp. e1009706
Author(s):  
Ralph Simon ◽  
Karol Bakunowski ◽  
Angel Eduardo Reyes-Vasques ◽  
Marco Tschapka ◽  
Mirjam Knörnschild ◽  
...  

Bat-pollinated flowers have to attract their pollinators in absence of light and therefore some species developed specialized echoic floral parts. These parts are usually concave shaped and act like acoustic retroreflectors making the flowers acoustically conspicuous to the bats. Acoustic plant specializations only have been described for two bat-pollinated species in the Neotropics and one other bat-dependent plant in South East Asia. However, it remains unclear whether other bat-pollinated plant species also show acoustic adaptations. Moreover, acoustic traits have never been compared between bat-pollinated flowers and flowers belonging to other pollination syndromes. To investigate acoustic traits of bat-pollinated flowers we recorded a dataset of 32320 flower echoes, collected from 168 individual flowers belonging to 12 different species. 6 of these species were pollinated by bats and 6 species were pollinated by insects or hummingbirds. We analyzed the spectral target strength of the flowers and trained a convolutional neural network (CNN) on the spectrograms of the flower echoes. We found that bat-pollinated flowers have a significantly higher echo target strength, independent of their size, and differ in their morphology, specifically in the lower variance of their morphological features. We found that a good classification accuracy by our CNN (up to 84%) can be achieved with only one echo/spectrogram to classify the 12 different plant species, both bat-pollinated and otherwise, with bat-pollinated flowers being easier to classify. The higher classification performance of bat-pollinated flowers can be explained by the lower variance of their morphology.


Plant Methods ◽  
2021 ◽  
Vol 17 (1) ◽  
Author(s):  
Xihuizi Liang

Abstract Background Cotton diceases seriously affect the yield and quality of cotton. The type of pest or disease suffered by cotton can be determined by the disease spots on the cotton leaves. This paper presents a few-shot learning framework that can be used for cotton leaf disease spot classification task. This can be used in preventing and controlling cotton diseases timely. First, disease spots on cotton leaf’s disease images are segmented by different methods, compared by using support vector machine (SVM) method and threshold segmentation, and discussed the suitable one. Then, with segmented disease spot images as input, a disease spot dataset is established, and the cotton leaf disease spots were classified using a classical convolutional neural network classifier, the structure and framework of convolutional neural network had been designed. At last, the features of two different images are extracted by a parallel two-way convolutional neural network with weight sharing. Then, the network uses a loss function to learn the metric space, in which similar leaf samples are close to each other and different leaf samples are far away from each other. In summary, this work can be regarded as a significang reference and the benchmark comparison for the follow-up studies of few-shot learning tasks in the agricultural field. Results To achieve the classification of cotton leaf spots by small sample learning, a metric-based learning method was developed to extract cotton leaf spot features and classify the sick leaves. The threshold segmentation and SVM were compared in the extracting of leaf spot. The results showed that both of these two method can extract the leaf spot in a good performance, SVM expented more time, but the leaf spot which extracted from SVM was much more suitable for classifying, thus SVM method can retain much more information of leaf spot, such as color, shape, textures, ect, which can help classficating the leaf spot. In the process of leaf spot classification, the two-way parallel convolutional neural network was established for building the leaf spot feature extractor, and feature classifier is constructed. After establishing the metric space, KNN was used as the spot classifier, and for the construction of convolutional neural networks, commonly used models were selected for comparison, and a spatial structure optimizer (SSO) is introduced for local optimization of the model, include Vgg, DesenNet, and ResNet. Experimentally, it is demonstrated that the classification accuracy of DenseNet is the highest, compared to the other two networks, and the classification accuracy of S-DenseNet is 7.7% higher then DenseNet on average for different number of steps. Conclusions As the step increasing, the accuracy of DesenNet, and ResNet are all improved, and after using SSO, each of these neural networks can achieved better performance. But The extent of increase varies, DesenNet with SSO had been improved the most obviously.


2021 ◽  
Vol 2021 (11) ◽  
Author(s):  
I.F. Kupryashkin ◽  

The results of MSTAR objects ten-classes classification using a VGG-type deep convolutional neural network with eight convolutional layers are presented. The maximum accuracy achieved by the network was 97.91%. In addition, the results of the MobileNetV1, Xception, InceptionV3, ResNet50, InceptionResNetV2, DenseNet121 networks, prepared using the transfer learning technique, are presented. It is shown that in the problem under consideration, the use of the listed pretrained convolutional networks did not improve the classification accuracy, which ranged from 93.79% to 97.36%. It has been established that even visually unobservable local features of the terrain background near each type of object are capable of providing a classification accuracy of about 51% (and not the expected 10% for a ten-alternative classification) even in the absence of object and their shadows. The procedure for preparing training data is described, which ensures the elimination of the influence of the terrain background on the result of neural network classification.


2020 ◽  
Vol 10 (1) ◽  
Author(s):  
Young-Gon Kim ◽  
Sungchul Kim ◽  
Cristina Eunbee Cho ◽  
In Hye Song ◽  
Hee Jin Lee ◽  
...  

AbstractFast and accurate confirmation of metastasis on the frozen tissue section of intraoperative sentinel lymph node biopsy is an essential tool for critical surgical decisions. However, accurate diagnosis by pathologists is difficult within the time limitations. Training a robust and accurate deep learning model is also difficult owing to the limited number of frozen datasets with high quality labels. To overcome these issues, we validated the effectiveness of transfer learning from CAMELYON16 to improve performance of the convolutional neural network (CNN)-based classification model on our frozen dataset (N = 297) from Asan Medical Center (AMC). Among the 297 whole slide images (WSIs), 157 and 40 WSIs were used to train deep learning models with different dataset ratios at 2, 4, 8, 20, 40, and 100%. The remaining, i.e., 100 WSIs, were used to validate model performance in terms of patch- and slide-level classification. An additional 228 WSIs from Seoul National University Bundang Hospital (SNUBH) were used as an external validation. Three initial weights, i.e., scratch-based (random initialization), ImageNet-based, and CAMELYON16-based models were used to validate their effectiveness in external validation. In the patch-level classification results on the AMC dataset, CAMELYON16-based models trained with a small dataset (up to 40%, i.e., 62 WSIs) showed a significantly higher area under the curve (AUC) of 0.929 than those of the scratch- and ImageNet-based models at 0.897 and 0.919, respectively, while CAMELYON16-based and ImageNet-based models trained with 100% of the training dataset showed comparable AUCs at 0.944 and 0.943, respectively. For the external validation, CAMELYON16-based models showed higher AUCs than those of the scratch- and ImageNet-based models. Model performance for slide feasibility of the transfer learning to enhance model performance was validated in the case of frozen section datasets with limited numbers.


2021 ◽  
Vol 11 (6) ◽  
pp. 2838
Author(s):  
Nikitha Johnsirani Venkatesan ◽  
Dong Ryeol Shin ◽  
Choon Sung Nam

In the pharmaceutical field, early detection of lung nodules is indispensable for increasing patient survival. We can enhance the quality of the medical images by intensifying the radiation dose. High radiation dose provokes cancer, which forces experts to use limited radiation. Using abrupt radiation generates noise in CT scans. We propose an optimal Convolutional Neural Network model in which Gaussian noise is removed for better classification and increased training accuracy. Experimental demonstration on the LUNA16 dataset of size 160 GB shows that our proposed method exhibit superior results. Classification accuracy, specificity, sensitivity, Precision, Recall, F1 measurement, and area under the ROC curve (AUC) of the model performance are taken as evaluation metrics. We conducted a performance comparison of our proposed model on numerous platforms, like Apache Spark, GPU, and CPU, to depreciate the training time without compromising the accuracy percentage. Our results show that Apache Spark, integrated with a deep learning framework, is suitable for parallel training computation with high accuracy.


Author(s):  
Wanli Wang ◽  
Botao Zhang ◽  
Kaiqi Wu ◽  
Sergey A Chepinskiy ◽  
Anton A Zhilenkov ◽  
...  

In this paper, a hybrid method based on deep learning is proposed to visually classify terrains encountered by mobile robots. Considering the limited computing resource on mobile robots and the requirement for high classification accuracy, the proposed hybrid method combines a convolutional neural network with a support vector machine to keep a high classification accuracy while improve work efficiency. The key idea is that the convolutional neural network is used to finish a multi-class classification and simultaneously the support vector machine is used to make a two-class classification. The two-class classification performed by the support vector machine is aimed at one kind of terrain that users are mostly concerned with. Results of the two classifications will be consolidated to get the final classification result. The convolutional neural network used in this method is modified for the on-board usage of mobile robots. In order to enhance efficiency, the convolutional neural network has a simple architecture. The convolutional neural network and the support vector machine are trained and tested by using RGB images of six kinds of common terrains. Experimental results demonstrate that this method can help robots classify terrains accurately and efficiently. Therefore, the proposed method has a significant potential for being applied to the on-board usage of mobile robots.


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