scholarly journals Predicting the Link between Stock Prices and Indices with Machine Learning in R Programming Language

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Mengya Cao
Keyword(s):  
Machine Learning ◽  
Computer Science ◽  
Stock Prices ◽  
Machine Learning Algorithms ◽  
Experimental Results ◽  
Lasso Regression ◽  
Trend Prediction ◽  
Price Trend ◽  
Depth Analysis ◽  
Selling Strategies

This paper provides an in-depth analysis machine study of the relationship between stock prices and indices through machine learning algorithms. Stock prices are difficult to predict by a single financial formula because there are too many factors that can affect stock prices. With the development of computer science, the author now uses many computer science techniques to make more accurate predictions of stock prices. In this project, the author uses machine learning in R Studio to predict the prices of 35 stocks traded on the New York Stock Exchange and to study the interaction between the prices of four indices in different countries. Further, it is proposed to find the link between stocks and indices in different countries and then use the predictions to optimize the portfolio of these stocks. To complete this project, the author used Linear Regression, LASSO, Regression Trees, Bagging, Random Forest, and Boosted Trees to perform the analysis. The experimental results show that the MRDL deep multiple regression model proposed in this paper predicts the closing price trend of stocks with a mean square error interval [0.0043, 0.0821]. Additionally, 80% of the proposed DMISV, KDJSV, MACDV, and DKB stock buying and selling strategies have a return greater than 10%. The experimental results validate the effectiveness of the proposed buying and selling strategies and stock price trend prediction methods in this paper. Compared with other algorithms, the accuracy of the algorithm in this study is increased by 15%, and the efficiency of prediction is increased by 25%.

Evaluation of Pattern Based Customized Approach for Stock Market Trend Prediction With Big Data and Machine Learning Techniques

2019 ◽  
Vol 6 (3) ◽  
pp. 1-15 ◽  
Author(s):  
Jai Prakash Verma ◽  
Sudeep Tanwar ◽  
Sanjay Garg ◽  
Ishit Gandhi ◽  
Nikita H. Bachani
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Stock Prices ◽  
Time Window ◽  
Stock Exchange ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Trend Prediction ◽  
Stock Market Forecasting ◽  
Learning Techniques

The stock market is very volatile and non-stationary and generates huge volumes of data in every second. In this article, the existing machine learning algorithms are analyzed for stock market forecasting and also a new pattern-finding algorithm for forecasting stock trend is developed. Three approaches can be used to solve the problem: fundamental analysis, technical analysis, and the machine learning. Experimental analysis done in this article shows that the machine learning could be useful for investors to make profitable decisions. In order to conduct these processes, a real-time dataset has been obtained from the Indian stock market. This article learns the model from Indian National Stock Exchange (NSE) data obtained from Yahoo API to forecast stock prices and targets to make a profit over time. In this article, two separate algorithms and methodologies are analyzed to forecast stock market trends and iteratively improve the model to achieve higher accuracy. Results are showing that the proposed pattern-based customized algorithm is more accurate (10 to 15%) as compared to other two machine learning techniques, which are also increased as the time window increases.

Introduction and Implementation of Machine Learning Algorithms in R

2019 ◽  
pp. 126-147
Author(s):  
S. R. Mani Sekhar ◽  
G. M. Siddesh
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Support Vector Machine ◽  
Discriminant Analysis ◽  
Computer Science ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Linear Discriminant ◽  
The Given

Machine learning is one of the important areas in the field of computer science. It helps to provide an optimized solution for the real-world problems by using past knowledge or previous experience data. There are different types of machine learning algorithms present in computer science. This chapter provides the overview of some selected machine learning algorithms such as linear regression, linear discriminant analysis, support vector machine, naive Bayes classifier, neural networks, and decision trees. Each of these methods is illustrated in detail with an example and R code, which in turn assists the reader to generate their own solutions for the given problems.

What is Machine Learning? A Primer for the Epidemiologist

2019 ◽  
Author(s):  
Qifang Bi ◽  
Katherine E Goodman ◽  
Joshua Kaminsky ◽  
Justin Lessler
Keyword(s):  
Machine Learning ◽  
Big Data ◽  
Computer Science ◽  
Research Methods ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Epidemiologic Research ◽  
Learning Techniques ◽  
Applications Of Machine Learning

Abstract Machine learning is a branch of computer science that has the potential to transform epidemiologic sciences. Amid a growing focus on “Big Data,” it offers epidemiologists new tools to tackle problems for which classical methods are not well-suited. In order to critically evaluate the value of integrating machine learning algorithms and existing methods, however, it is essential to address language and technical barriers between the two fields that can make it difficult for epidemiologists to read and assess machine learning studies. Here, we provide an overview of the concepts and terminology used in machine learning literature, which encompasses a diverse set of tools with goals ranging from prediction to classification to clustering. We provide a brief introduction to 5 common machine learning algorithms and 4 ensemble-based approaches. We then summarize epidemiologic applications of machine learning techniques in the published literature. We recommend approaches to incorporate machine learning in epidemiologic research and discuss opportunities and challenges for integrating machine learning and existing epidemiologic research methods.

scholarly journals Economy-on-demand and the fairness of algorithms

2019 ◽  
Vol 10 (1) ◽  
pp. 3-16
Author(s):  
Claudia Schubert ◽  
Marc-Thorsten Hütt
Keyword(s):  
Machine Learning ◽  
Computer Science ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Rule Based ◽  
Legal Standards ◽  
On Demand ◽  
Legal Enforcement ◽  
Digital Agency

Algorithms are the key instrument for the economy-on-demand using platforms for its clients, workers and self-employed. An effective legal enforcement must not be limited to the control of the outcome of the algorithm but should also focus on the algorithm itself. This article assesses the present capacities of computer science to control and certify rule-based and data-centric (machine learning) algorithms. It discusses the legal instruments for the control of algorithms and their enforcement and institutional pre-conditions. It favours a digital agency that concentrates expertise and bureaucracy for the certification and official calibration of algorithms and promotes an international approach to the regulation of legal standards.

scholarly journals Computer Science in Sport – Research and Practice: A book review

2016 ◽  
Vol 15 (1) ◽  
pp. 59-63
Author(s):  
Morgan Stuart
Keyword(s):  
Machine Learning ◽  
Computer Science ◽  
Machine Learning Algorithms ◽  
Sensor Technology ◽  
Sports Analytics ◽  
Research And Practice ◽  
Sports Science ◽  
Technology Changes ◽  
Comprehensive Text ◽  
Systematic Understanding

Abstract Sports informatics and computer science in sport are perhaps the most exciting and fast-moving disciplines across all of sports science. The tremendous parallel growth in digital technology, non-invasive sensor devices, computer vision and machine learning have empowered sports analytics in ways perhaps never seen before. This growth provides great challenges for new entrants and seasoned veterans of sports analytics alike. Keeping pace with new technological innovations requires a thorough and systematic understanding of many diverse topics from computer programming, to database design, machine learning algorithms and sensor technology. Nevertheless, as quickly as the state of the art technology changes, the foundation skills and knowledge about computer science in sport are lasting. Furthermore, resources for students and practitioners across this range of areas are scarce, and the new-release textbook Computer Science in Sport: Research and Practice edited by Professor Arnold Baca, provides much of the foundation knowledge required for working in sports informatics. This is certainly a comprehensive text that will be a valuable resource for many readers.

scholarly journals Measurement of Ethical Issues in Software Products

2020 ◽  
Author(s):  
Francesco Di Tria
Keyword(s):  
Artificial Intelligence ◽  
Machine Learning ◽  
Computer Science ◽  
Ethical Issues ◽  
Research Field ◽  
Machine Learning Algorithms ◽  
Software Products ◽  
Ethics Research ◽  
Software Product ◽  
Formal Requirements

Ethics is a research field that is obtaining more and more attention in Computer Science due to the proliferation of artificial intelligence software, machine learning algorithms, robot agents (like chatbot), and so on. Indeed, ethics research has produced till now a set of guidelines, such as ethical codes, to be followed by people involved in Computer Science. However, a little effort has been spent for producing formal requirements to be included in the design process of software able to act ethically with users. In the paper, we investigate those issues that make a software product ethical and propose a set of metrics devoted to quantitatively evaluate if a software product can be considered ethical or not.

scholarly journals PROUD-MAL: static analysis-based progressive framework for deep unsupervised malware classification of windows portable executable

2021 ◽  
Author(s):  
Syed Khurram Jah Rizvi ◽  
Warda Aslam ◽  
Muhammad Shahzad ◽  
Shahzad Saleem ◽  
Muhammad Moazam Fraz
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Static Analysis ◽  
Deep Neural Network ◽  
Early Stage ◽  
Malware Detection ◽  
Machine Learning Algorithms ◽  
Organizational Network ◽  
Depth Analysis ◽  
Feature Attention

AbstractEnterprises are striving to remain protected against malware-based cyber-attacks on their infrastructure, facilities, networks and systems. Static analysis is an effective approach to detect the malware, i.e., malicious Portable Executable (PE). It performs an in-depth analysis of PE files without executing, which is highly useful to minimize the risk of malicious PE contaminating the system. Yet, instant detection using static analysis has become very difficult due to the exponential rise in volume and variety of malware. The compelling need of early stage detection of malware-based attacks significantly motivates research inclination towards automated malware detection. The recent machine learning aided malware detection approaches using static analysis are mostly supervised. Supervised malware detection using static analysis requires manual labelling and human feedback; therefore, it is less effective in rapidly evolutionary and dynamic threat space. To this end, we propose a progressive deep unsupervised framework with feature attention block for static analysis-based malware detection (PROUD-MAL). The framework is based on cascading blocks of unsupervised clustering and features attention-based deep neural network. The proposed deep neural network embedded with feature attention block is trained on the pseudo labels. To evaluate the proposed unsupervised framework, we collected a real-time malware dataset by deploying low and high interaction honeypots on an enterprise organizational network. Moreover, endpoint security solution is also deployed on an enterprise organizational network to collect malware samples. After post processing and cleaning, the novel dataset consists of 15,457 PE samples comprising 8775 malicious and 6681 benign ones. The proposed PROUD-MAL framework achieved an accuracy of more than 98.09% with better quantitative performance in standard evaluation parameters on collected dataset and outperformed other conventional machine learning algorithms. The implementation and dataset are available at https://bit.ly/35Sne3a.

scholarly journals Automatic solution for solar cell photo-current prediction using machine learning

2021 ◽  
Vol 297 ◽  
pp. 01029
Author(s):  
Mohammed Azza ◽  
Jabran Daaif ◽  
Adnane Aouidate ◽  
El Hadi Chahid ◽  
Said Belaaouad
Keyword(s):  
Machine Learning ◽  
Solar Cell ◽  
Linear Regression ◽  
Prediction Model ◽  
Learning Algorithm ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Prediction Methods ◽  
Lasso Regression ◽  
Photo Current

In this paper, we discuss the prediction of future solar cell photo-current generated by the machine learning algorithm. For the selection of prediction methods, we compared and explored different prediction methods. Precision, MSE and MAE were used as models due to its adaptable and probabilistic methodology on model selection. This study uses machine learning algorithms as a research method that develops models for predicting solar cell photo-current. We create an electric current prediction model. In view of the models of machine learning algorithms for example, linear regression, Lasso regression, K Nearest Neighbors, decision tree and random forest, watch their order precision execution. In this point, we recommend a solar cell photocurrent prediction model for better information based on resistance assessment. These reviews show that the linear regression algorithm, given the precision, reliably outperforms alternative models in performing the solar cell photo-current prediction Iph

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