scholarly journals Forecasting stock price movement: new evidence from a novel hybrid deep learning model

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yang Zhao ◽  
Zhonglu Chen
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Hybrid Model ◽  
Stock Price ◽  
Linear Time ◽  
Price Movement ◽  
Content Type ◽  
Non Linear ◽  
New Evidence ◽  
Deep Learning Model

PurposeThis study explores whether a new machine learning method can more accurately predict the movement of stock prices.Design/methodology/approachThis study presents a novel hybrid deep learning model, Residual-CNN-Seq2Seq (RCSNet), to predict the trend of stock price movement. RCSNet integrates the autoregressive integrated moving average (ARIMA) model, convolutional neural network (CNN) and the sequence-to-sequence (Seq2Seq) long–short-term memory (LSTM) model.FindingsThe hybrid model is able to forecast both linear and non-linear time-series component of stock dataset. CNN and Seq2Seq LSTMs can be effectively combined for dynamic modeling of short- and long-term-dependent patterns in non-linear time series forecast. Experimental results show that the proposed model outperforms baseline models on S&P 500 index stock dataset from January 2000 to August 2016.Originality/valueThis study develops the RCSNet hybrid model to tackle the challenge by combining both linear and non-linear models. New evidence has been obtained in predicting the movement of stock market prices.

scholarly journals Mathematical model for implementing Non Linear Time Series Forecasting using Deep Learning

2020 ◽  
Vol 981 ◽  
pp. 022021
Author(s):  
Imran Qureshi ◽  
Burhanuddin Mohammad ◽  
Mohammed Abdul Habeeb ◽  
Mohammed Ali Shaik
Keyword(s):  
Mathematical Model ◽  
Time Series ◽  
Deep Learning ◽  
Linear Time ◽  
Time Series Forecasting ◽  
Non Linear

Nonlinear Time Series Analysis with R

2018 ◽  
Author(s):  
Ray Huffaker ◽  
Marco Bittelli ◽  
Rodolfo Rosa
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Particle Physics ◽  
Linear Time ◽  
Nonlinear Time Series ◽  
Nonlinear Time Series Analysis ◽  
Series Analysis ◽  
Linear Behavior ◽  
Non Linear ◽  
Scientific Principles

In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic processes was not necessarily representing the nature of the processes under investigation and, when other tools were used, deterministic features emerged. Non Linear Time Series Analysis (NLTS) allows researchers to test whether observed volatility conceals systematic non linear behavior, and to rigorously characterize governing dynamics. Behavioral patterns detected by non linear time series analysis, along with scientific principles and other expert information, guide the specification of mechanistic models that serve to explain real-world behavior rather than merely reproducing it. Often there is a misconception regarding the complexity of the level of mathematics needed to understand and utilize the tools of NLTS (for instance Chaos theory). However, mathematics used in NLTS is much simpler than many other subjects of science, such as mathematical topology, relativity or particle physics. For this reason, the tools of NLTS have been confined and utilized mostly in the fields of mathematics and physics. However, many natural phenomena investigated I many fields have been revealing deterministic non linear structures. In this book we aim at presenting the theory and the empirical of NLTS to a broader audience, to make this very powerful area of science available to many scientific areas. This book targets students and professionals in physics, engineering, biology, agriculture, economy and social sciences as a textbook in Nonlinear Time Series Analysis (NLTS) using the R computer language.

scholarly journals Hybrid forecasting model for non-linear time series

2020 ◽  
Author(s):  
E. Priyadarshini ◽  
G. Raj Gayathri ◽  
M. Vidhya ◽  
A. Govindarajan ◽  
Samuel Chakkravarthi
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Forecasting Model ◽  
Non Linear ◽  
Hybrid Forecasting

scholarly journals Aggregating Time Series and Tabular Data in Deep Learning Model for University Students’ GPA Prediction

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Harjanto Prabowo ◽  
Alam A. Hidayat ◽  
Tjeng Wawan Cenggoro ◽  
Reza Rahutomo ◽  
Kartika Purwandari ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
University Students ◽  
Learning Model ◽  
Tabular Data ◽  
Deep Learning Model

Pure and Hybrid Deep Learning Models can Predict Pathologic Tumor Response to Neoadjuvant Therapy in Pancreatic Adenocarcinoma: A Pilot Study

2020 ◽  
pp. 000313482098255
Author(s):  
Michael D. Watson ◽  
Maria R. Baimas-George ◽  
Keith J. Murphy ◽  
Ryan C. Pickens ◽  
David A. Iannitti ◽  
...  
Keyword(s):  
Deep Learning ◽  
Neoadjuvant Therapy ◽  
Pancreatic Adenocarcinoma ◽  
Hybrid Model ◽  
Tumor Response ◽  
Tumor Regression ◽  
Area Under The Curve ◽  
Learning Model ◽  
Response To Therapy ◽  
Deep Learning Model

Background Neoadjuvant therapy may improve survival of patients with pancreatic adenocarcinoma; however, determining response to therapy is difficult. Artificial intelligence allows for novel analysis of images. We hypothesized that a deep learning model can predict tumor response to NAC. Methods Patients with pancreatic cancer receiving neoadjuvant therapy prior to pancreatoduodenectomy were identified between November 2009 and January 2018. The College of American Pathologists Tumor Regression Grades 0-2 were defined as pathologic response (PR) and grade 3 as no response (NR). Axial images from preoperative computed tomography scans were used to create a 5-layer convolutional neural network and LeNet deep learning model to predict PRs. The hybrid model incorporated decrease in carbohydrate antigen 19-9 (CA19-9) of 10%. Accuracy was determined by area under the curve. Results A total of 81 patients were included in the study. Patients were divided between PR (333 images) and NR (443 images). The pure model had an area under the curve (AUC) of .738 ( P < .001), whereas the hybrid model had an AUC of .785 ( P < .001). CA19-9 decrease alone was a poor predictor of response with an AUC of .564 ( P = .096). Conclusions A deep learning model can predict pathologic tumor response to neoadjuvant therapy for patients with pancreatic adenocarcinoma and the model is improved with the incorporation of decreases in serum CA19-9. Further model development is needed before clinical application.

scholarly journals Ensemble Empirical Mode Decomposition with Adaptive Noise with Convolution Based Gated Recurrent Neural Network: A New Deep Learning Model for South Asian High Intensity Forecasting

Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 931
Author(s):  
Kecheng Peng ◽  
Xiaoqun Cao ◽  
Bainian Liu ◽  
Yanan Guo ◽  
Wenlong Tian
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Deep Learning ◽  
South Asian ◽  
Recurrent Neural Network ◽  
Ensemble Empirical Mode Decomposition ◽  
South Asian High ◽  
Mode Decomposition ◽  
Adaptive Noise ◽  
Deep Learning Model

The intensity variation of the South Asian high (SAH) plays an important role in the formation and extinction of many kinds of mesoscale systems, including tropical cyclones, southwest vortices in the Asian summer monsoon (ASM) region, and the precipitation in the whole Asia Europe region, and the SAH has a vortex symmetrical structure; its dynamic field also has the symmetry form. Not enough previous studies focus on the variation of SAH daily intensity. The purpose of this study is to establish a day-to-day prediction model of the SAH intensity, which can accurately predict not only the interannual variation but also the day-to-day variation of the SAH. Focusing on the summer period when the SAH is the strongest, this paper selects the geopotential height data between 1948 and 2020 from NCEP to construct the SAH intensity datasets. Compared with the classical deep learning methods of various kinds of efficient time series prediction model, we ultimately combine the Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) method, which has the ability to deal with the nonlinear and unstable single system, with the Permutation Entropy (PE) method, which can extract the SAH intensity feature of IMF decomposed by CEEMDAN, and the Convolution-based Gated Recurrent Neural Network (ConvGRU) model is used to train, test, and predict the intensity of the SAH. The prediction results show that the combination of CEEMDAN and ConvGRU can have a higher accuracy and more stable prediction ability than the traditional deep learning model. After removing the redundant features in the time series, the prediction accuracy of the SAH intensity is higher than that of the classical model, which proves that the method has good applicability for the prediction of nonlinear systems in the atmosphere.

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