scholarly journals Numerical Optimization to AI, and Back

Author(s):  
Sathya N. Ravi

The impact of numerical optimization on modern data analysis has been quite significant. Today, these methods lie at the heart of most statistical machine learning applications in domains spanning genomics, finance and medicine. The expanding scope of these applications (and the complexity of the associated data) has continued to raise the expectations of various criteria associated with the underlying algorithms. Broadly speaking, my research work can be classified into two AI categories: Optimization in ML (Opt-ML) and Optimization in CV (Opt-CV).

Mathematics ◽  
2021 ◽  
Vol 9 (24) ◽  
pp. 3319
Author(s):  
Varun Dogra ◽  
Aman Singh ◽  
Sahil Verma ◽  
Abdullah Alharbi ◽  
Wael Alosaimi

Machine learning has grown in popularity in recent years as a method for evaluating financial text data, with promising results in stock price projection from financial news. Various research has looked at the relationship between news events and stock prices, but there is little evidence on how different sentiments (negative, neutral, and positive) of such events impact the performance of stocks or indices in comparison to benchmark indices. The goal of this paper is to analyze how a specific banking news event (such as a fraud or a bank merger) and other co-related news events (such as government policies or national elections), as well as the framing of both the news event and news-event sentiment, impair the formation of the respective bank’s stock and the banking index, i.e., Bank Nifty, in Indian stock markets over time. The task is achieved through three phases. In the first phase, we extract the banking and other co-related news events from the pool of financial news. The news events are further categorized into negative, positive, and neutral sentiments in the second phase. This study covers the third phase of our research work, where we analyze the impact of news events concerning sentiments or linguistics in the price movement of the respective bank’s stock, identified or recognized from these news events, against benchmark index Bank Nifty and the banking index against benchmark index Nifty50 for the short to long term. For the short term, we analyzed the movement of banking stock or index to benchmark index in terms of CARs (cumulative abnormal returns) surrounding the publication day (termed as D) of the news event in the event windows of (−1,D), (D,1), (−1,1), (D,5), (−5,−1), and (−5,5). For the long term, we analyzed the movement of banking stock or index to benchmark index in the event windows of (D,30), (−30,−1), (−30,30), (D,60), (−60,−1), and (−60,60). We explore the deep learning model, bidirectional encoder representations from transformers, and statistical method CAPM for this research.


Author(s):  
Cerene Mariam Abraham ◽  
Mannathazhathu Sudheep Elayidom ◽  
Thankappan Santhanakrishnan

Background: Machine learning is one of the most popular research areas today. It relates closely to the field of data mining, which extracts information and trends from large datasets. Aims: The objective of this paper is to (a) illustrate big data analytics for the Indian derivative market and (b) identify trends in the data. Methods: Based on input from experts in the equity domain, the data are verified statistically using data mining techniques. Specifically, ten years of daily derivative data is used for training and testing purposes. The methods that are adopted for this research work include model generation using ARIMA, Hadoop framework which comprises mapping and reducing for big data analysis. Results: The results of this work are the observation of a trend that indicates the rise and fall of price in derivatives , generation of time-series similarity graph and plotting of frequency of temporal data. Conclusion: Big data analytics is an underexplored topic in the Indian derivative market and the results from this paper can be used by investors to earn both short-term and long-term benefits.


Energies ◽  
2021 ◽  
Vol 14 (10) ◽  
pp. 2775
Author(s):  
Florian Marcel Nuţă ◽  
Alina Cristina Nuţă ◽  
Cristina Gabriela Zamfir ◽  
Stefan-Mihai Petrea ◽  
Dan Munteanu ◽  
...  

The work at hand assesses several driving factors of carbon emissions in terms of urbanization and energy-related parameters on a panel of emerging European economies, between 1990 and 2015. The use of machine learning algorithms and panel data analysis offered the possibility to determine the importance of the input variables by applying three algorithms (Random forest, XGBoost, and AdaBoost) and then by modeling the urbanization and the impact of energy intensity on the carbon emissions. The empirical results confirm the relationship between urbanization and energy intensity on CO2 emissions. The findings emphasize that separate components of energy consumption affect carbon emissions and, therefore, a transition toward renewable sources for energy needs is desirable. The models from the current study confirm previous studies’ observations made for other countries and regions. Urbanization, as a process, has an influence on the carbon emissions more than the actual urban regions do, confirming that all the activities carried out as urbanization efforts are more harmful than the resulted urban area. It is proper to say that the urban areas tend to embrace modern, more green technologies but the road to achieve environmentally friendly urban areas is accompanied by less environmentally friendly industries (such as the cement industry) and a high consumption of nonrenewable energy.


2018 ◽  
Vol 8 (1) ◽  
pp. 15 ◽  
Author(s):  
Ruoxin Zhu ◽  
Diao Lin ◽  
Michael Jendryke ◽  
Chenyu Zuo ◽  
Linfang Ding ◽  
...  

Studying the impact of social events is important for the sustainable development of society. Given the growing popularity of social media applications, social sensing networks with users acting as smart social sensors provide a unique channel for understanding social events. Current research on social events through geo-tagged social media is mainly focused on the extraction of information about when, where, and what happened, i.e., event detection. There is a trend towards the machine learning of more complex events from even larger input data. This research work will undoubtedly lead to a better understanding of big geo-data. In this study, however, we start from known or detected events, raising further questions on how they happened, how they affect people’s lives, and for how long. By combining machine learning, natural language processing, and visualization methods in a generic analytical framework, we attempt to interpret the impact of known social events from the dimensions of time, space, and semantics based on geo-tagged social media data. The whole analysis process consists of four parts: (1) preprocessing; (2) extraction of event-related information; (3) analysis of event impact; and (4) visualization. We conducted a case study on the “2014 Shanghai Stampede” event on the basis of Chinese Sina Weibo data. The results are visualized in various ways, thus ensuring the feasibility and effectiveness of our proposed framework. Both the methods and the case study can serve as decision references for situational awareness and city management.


Author(s):  
Sean Kross ◽  
Roger D Peng ◽  
Brian S Caffo ◽  
Ira Gooding ◽  
Jeffrey T Leek

Over the last three decades data has become ubiquitous and cheap. This transition has accelerated over the last five years and training in statistics, machine learning, and data analysis have struggled to keep up. In April 2014 we launched a program of nine courses, the Johns Hopkins Data Science Specialization, which has now had more than 4 million enrollments over the past three years. Here the program is described and compared to both standard and more recently developed data science curricula. We show that novel pedagogical and administrative decisions introduced in our program are now standard in online data science programs. The impact of the Data Science Specialization on data science education in the US is also discussed. Finally we conclude with some thoughts about the future of data science education in a data democratized world.


2020 ◽  
Author(s):  
Vajira Thambawita ◽  
Steven Hicks ◽  
Hanna Borgli ◽  
Svein Arne Pettersen ◽  
Håkon Kvale Stensland ◽  
...  

In this paper, we present PMData: a dataset that combines traditional lifelogging data with sports-activity data. Our dataset enables the development of novel data analysis and machine-learning applications where, for instance, additional sports data is used to predict and analyze everyday developments, like a person's weight and sleep patterns; and applications where traditional lifelog data is used in a sports context to predict athletes' performance. \datasetname combines input from Fitbit Versa 2 smartwatch wristbands, the PMSys sports logging smartphone application, and Google forms. Logging data has been collected from 16 persons for five months. Our initial experiments show that novel analyses are possible, but there is still room for improvement.


Author(s):  
J. Li ◽  
F. Biljecki

Abstract. With the fast expansion and controversial impacts of short-term rental platforms such as Airbnb, many cities have called for regulating this new business model. This research aims to establish an approach to understand the impact of Airbnb (and similar services) through big data analysis and provide insights potentially useful for its regulation. The paper reveals how Airbnb is influencing Beijing’s neighbourhood housing prices through machine learning and GIS. Machine learning models are developed to analyse the relationship between Airbnb activities in a neighbourhood and prevailing housing prices. The model of the best fit is then used to analyse the neighbourhood price sensitivity in view of increasing Airbnb activities. The results show that the sensitivity is variable: there are neighbourhoods that are likely to be more price sensitive to Airbnb activities, but also neighbourhoods that are likely to be price robust. Finally, the paper gives policy recommendations for regulating short-term rental businesses based on neighbourhood’s price sensitivity.


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