scholarly journals Analysis and implementation of realtime stock prediction using reinforcement frameworks

2021 ◽  
Vol 2089 (1) ◽  
pp. 012045
Author(s):  
DrYVS Sai Pragathi ◽  
M V S Phani Narasimham ◽  
B V Ramana Murthy

Abstract Real time stock prediction is interesting research topic due to the risk involved with volatile scenarios. Modelling of the stocks by reducing the overestimation in ANN model, due to rapid fluctuations in the market guide fund managers risky decisions while building stock portfolio. This paper builds real time framework for stock prediction using deep reinforcement learning to buy, sell or hold the stocks. This paper models the transformed stock tick data and technical indicators using Transformed Deep-Q Learning. Our framework is cost reduced and transaction time optimized to get real time stock prediction using GPU and Memory containers. Stock predictor is architected using GRPC based clean architecture which has the benefits of easy updates, addition of new services with reduced integration costs. Data archive features of the cloud will give benefit of reduced cost of the new stock predictor framework.

Author(s):  
Paul Oehlmann ◽  
Paul Osswald ◽  
Juan Camilo Blanco ◽  
Martin Friedrich ◽  
Dominik Rietzel ◽  
...  

AbstractWith industries pushing towards digitalized production, adaption to expectations and increasing requirements for modern applications, has brought additive manufacturing (AM) to the forefront of Industry 4.0. In fact, AM is a main accelerator for digital production with its possibilities in structural design, such as topology optimization, production flexibility, customization, product development, to name a few. Fused Filament Fabrication (FFF) is a widespread and practical tool for rapid prototyping that also demonstrates the importance of AM technologies through its accessibility to the general public by creating cost effective desktop solutions. An increasing integration of systems in an intelligent production environment also enables the generation of large-scale data to be used for process monitoring and process control. Deep learning as a form of artificial intelligence (AI) and more specifically, a method of machine learning (ML) is ideal for handling big data. This study uses a trained artificial neural network (ANN) model as a digital shadow to predict the force within the nozzle of an FFF printer using filament speed and nozzle temperatures as input data. After the ANN model was tested using data from a theoretical model it was implemented to predict the behavior using real-time printer data. For this purpose, an FFF printer was equipped with sensors that collect real time printer data during the printing process. The ANN model reflected the kinematics of melting and flow predicted by models currently available for various speeds of printing. The model allows for a deeper understanding of the influencing process parameters which ultimately results in the determination of the optimum combination of process speed and print quality.


2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Suppawong Tuarob ◽  
Poom Wettayakorn ◽  
Ponpat Phetchai ◽  
Siripong Traivijitkhun ◽  
Sunghoon Lim ◽  
...  

AbstractThe explosion of online information with the recent advent of digital technology in information processing, information storing, information sharing, natural language processing, and text mining techniques has enabled stock investors to uncover market movement and volatility from heterogeneous content. For example, a typical stock market investor reads the news, explores market sentiment, and analyzes technical details in order to make a sound decision prior to purchasing or selling a particular company’s stock. However, capturing a dynamic stock market trend is challenging owing to high fluctuation and the non-stationary nature of the stock market. Although existing studies have attempted to enhance stock prediction, few have provided a complete decision-support system for investors to retrieve real-time data from multiple sources and extract insightful information for sound decision-making. To address the above challenge, we propose a unified solution for data collection, analysis, and visualization in real-time stock market prediction to retrieve and process relevant financial data from news articles, social media, and company technical information. We aim to provide not only useful information for stock investors but also meaningful visualization that enables investors to effectively interpret storyline events affecting stock prices. Specifically, we utilize an ensemble stacking of diversified machine-learning-based estimators and innovative contextual feature engineering to predict the next day’s stock prices. Experiment results show that our proposed stock forecasting method outperforms a traditional baseline with an average mean absolute percentage error of 0.93. Our findings confirm that leveraging an ensemble scheme of machine learning methods with contextual information improves stock prediction performance. Finally, our study could be further extended to a wide variety of innovative financial applications that seek to incorporate external insight from contextual information such as large-scale online news articles and social media data.


2015 ◽  
Vol 137 (6) ◽  
Author(s):  
Yanfang Wang ◽  
Saeed Salehi

Real-time drilling optimization improves drilling performance by providing early warnings in operation Mud hydraulics is a key aspect of drilling that can be optimized by access to real-time data. Different from the investigated references, reliable prediction of pump pressure provides an early warning of circulation problems, washout, lost circulation, underground blowout, and kicks. This will help the driller to make necessary corrections to mitigate potential problems. In this study, an artificial neural network (ANN) model to predict hydraulics was implemented through the fitting tool of matlab. Following the determination of the optimum model, the sensitivity analysis of input parameters on the created model was investigated by using forward regression method. Next, the remaining data from the selected well samples was applied for simulation to verify the quality of the developed model. The novelty is this paper is validation of computer models with actual field data collected from an operator in LA. The simulation result was promising as compared with collected field data. This model can accurately predict pump pressure versus depth in analogous formations. The result of this work shows the potential of the approach developed in this work based on NN models for predicting real-time drilling hydraulics.


Author(s):  
Wanli Zhang ◽  
Xiaoying Yang ◽  
Qixiang Song ◽  
Liang Zhao

To ensure the transmission quality of real-time communications on the road, the research of routing protocol is crucial to improve effectiveness of data transmission in Vehicular Ad Hoc Networks (VANETs). The existing work Q-Learning based routing algorithm, QLAODV, is studied and its problems, including slow convergence speed and low accuracy, are found. Hence, we propose a new routing algorithm FLHQRP by considering the characteristics of real-time communication in VANETs in the paper. The virtual grid is introduced to divide the vehicle network into clusters. The node’s centrality and mobility, and bandwidth efficiency are processed by the Fuzzy Logic system to select the most suitable cluster head (CH) with the stable communication links in the cluster. A new heuristic function is also proposed in FLHQRP algorithm. It takes cluster as the environment state of heuristic Q-learning, by considering the delay to guide the forwarding process of the CH. This can speed up the learning convergence, and reduce the impact of node density on the convergence speed and accuracy of Q-learning. The problem of QLAODV is solved in the proposed algorithm since the experimental results show that FLHQRP has many advantages on delivery rate, end-to-end delay, and average hops in different network scenarios.


2021 ◽  
Author(s):  
Ahmed Alghamdi ◽  
Olakunle Ayoola ◽  
Khalid Mulhem ◽  
Mutlaq Otaibi ◽  
Abdulazeez Abdulraheem

Abstract Chokes are an integral part of production systems and are crucial surface equipment that faces rough conditions such as high-pressure drops and erosion due to solids. Predicting choke health is usually achieved by analyzing the relationship of choke size, pressure, and flow rate. In large-scale fields, this process requires extensive-time and effort using the conventional techniques. This paper presents a real-time proactive approach to detect choke wear utilizing production data integrated with AI analytics. Flowing parameters data were collected for more than 30 gas wells. These wells are producing gas with slight solids production from a high-pressure high-temperature field. In addition, these wells are equipped with a multi-stage choke system. The approach of determining choke wear relies on training the AI model on a dataset constructed by comparison of the choke valve rate of change with respect to a smoother slope of the production rate. If the rate of change is not within a tolerated range of divergence, an abnormal choke behavior is detected. The data set was divided into 70% for training and 30% for testing. Artificial Neural Network (ANN) was trained on data that has the following inputs: gas specific gravity, upstream & downstream pressure and temperature, and choke size. This ANN model achieved a correlation coefficient above 0.9 with an excellent prediction on the data points exhibiting normal or abnormal choke behaviors. Piloting this application on large fields, where manual analysis is often impractical, saves a substantial man-hour and generates significant cost-avoidance. Areas for improvement in such an application depends on equipping the ANN network with long-term production profile prediction abilities, such as water production, and this analysis relies on having an accurate reading from the venturi meters, which is often the case in single-phase flow. The application of this AI-driven analytics provides tremendous improvement for remote offshore production operations surveillance. The novel approach presented in this paper capitalizes on the AI analytics for estimating proactively detecting choke health conditions. The advantages of such a model are that it harnesses AI analytics to help operators improve asset integrity and production monitoring compliance. In addition, this approach can be expanded to estimate sand production as choke wear is a strong function of sand production.


Symmetry ◽  
2020 ◽  
Vol 12 (10) ◽  
pp. 1685 ◽  
Author(s):  
Chayoung Kim

Owing to the complexity involved in training an agent in a real-time environment, e.g., using the Internet of Things (IoT), reinforcement learning (RL) using a deep neural network, i.e., deep reinforcement learning (DRL) has been widely adopted on an online basis without prior knowledge and complicated reward functions. DRL can handle a symmetrical balance between bias and variance—this indicates that the RL agents are competently trained in real-world applications. The approach of the proposed model considers the combinations of basic RL algorithms with online and offline use based on the empirical balances of bias–variance. Therefore, we exploited the balance between the offline Monte Carlo (MC) technique and online temporal difference (TD) with on-policy (state-action–reward-state-action, Sarsa) and an off-policy (Q-learning) in terms of a DRL. The proposed balance of MC (offline) and TD (online) use, which is simple and applicable without a well-designed reward, is suitable for real-time online learning. We demonstrated that, for a simple control task, the balance between online and offline use without an on- and off-policy shows satisfactory results. However, in complex tasks, the results clearly indicate the effectiveness of the combined method in improving the convergence speed and performance in a deep Q-network.


2019 ◽  
Vol 59 (1) ◽  
pp. 319 ◽  
Author(s):  
Ruizhi Zhong ◽  
Raymond Johnson Jr ◽  
Zhongwei Chen ◽  
Nathaniel Chand

Currently, coal is identified using coring data or log interpretation. Coring is the most dependable methodology, but it is costly and its characterisation is expensive and time consuming. Logging methods are convenient, reliable, and reproducible, but can be subject to statistical and shouldering effects and often have operational difficulties in deviated or horizontal wells. Drilling data, which are routinely available, can potentially be used to identify coal sections in a machine learning environment when conventional wireline logs are not available. To achieve this, a four-layer artificial neural network (ANN) was used to identify coals in a well at Walloon Sub-Group, Surat Basin. The ANN model used drilling data and some logging-while-drilling (LWD) data. The inputs for the lithological model from high-frequency drilling data include weight on bit, rotary speed, torque, and rate of penetration. Inputs from LWD data include gamma ray and hole diameter. The criterion for coal identification is based on bulk density cutoff. The simulation results show that the ANN can deliver an overall accuracy of 96%. Due to the low net-to-gross ratio of coals within the Walloon sequence, a lower but reasonable F1 score of 0.78 is achievable for the coal sections. The proposed model can potentially be implemented in real-time to identify coal intervals without additional logs and aid validation of minimal log data.


2020 ◽  
Vol 10 (7) ◽  
pp. 2491
Author(s):  
Shengkai Chen ◽  
Shuliang Fang ◽  
Renzhong Tang

The cloud manufacturing platform needs to allocate the endlessly emerging tasks to the resources scattered in different places for processing. However, this real-time scheduling problem in the cloud environment is more complicated than that in a traditional workshop because constraints, such as type matching, task precedence, resource occupation, and logistics duration, need to be met, and the internal manufacturing plan of providers must also be considered. Since the platform aggregates massive manufacturing resources to serve large-scale manufacturing tasks, the space of feasible solutions is huge, resulting in many conventional search algorithms no longer being applicable. In this paper, we considered resource allocation as the key procedure for real-time scheduling, and an ANN (Artificial Neural Network) based model is established to predict the task completion status for resource allocation among candidates. The trained ANN model has high prediction accuracy, and the ANN-based scheduling approach performs better than the preferred method in terms of the optimization objectives, including total cost, service satisfaction, and make-span. In addition, the proposed approach has potential in the application for smart manufacturing or Industry 4.0 because of its high response performance and good scalability.


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