scholarly journals GMDH-type Neural Networks for Predicting Financial Time Series: A Study of Informational Efficiency of Stock Markets

2021 ◽  
Author(s):  
L Jakaite ◽  
M Ciemny ◽  
S Selitskiy ◽  
Vitaly Schetinin
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Deep Learning ◽  
Prediction Models ◽  
Network Models ◽  
Efficient Market Hypothesis ◽  
Group Method ◽  
Informational Efficiency ◽  
Prediction Errors ◽  
Neural Network Models

Abstract A theory of Efficient Market Hypothesis (EMH) has been introduced by Fama to analyse financial markets. In particular the EMH theory has been proven in real cases under different conditions, including financial crises and frauds. The EMH assumes to examine the prediction accuracy of models designed on retrospective data. Such prediction models could be designed in different ways that motivated us to explore Machine Learning (ML) methods known for building models providing a high prediction performance. In this study we propose a ``deep'' learning method for building high-performance prediction models. The proposed method is based on the Group Method of Data Handling (GMDH) that is the deep learning paradigm capable of building multilayer neural-network models of a near-optimal complexity on given data. We show that the developed GMDH-type neural network has outperformed the models built by the conventional ML methods on the Warsaw Stock Exchange data. It is important that the complexity of the designed GMDH-type neural-networks is defined by the number of layers and connections between neurons. The performances of models were compared in terms of the prediction errors. We report a significantly smaller prediction error of the proposed method than that of the conventional autoregressive and "shallow’’ neural-network models. This finally allows us to conclude that traders will be advantaged by the proposed method.

scholarly journals Weather Nowcasting Using Deep Learning Techniques

2021 ◽  
Author(s):  
Makhamisa Senekane ◽  
Mhlambululi Mafu ◽  
Molibeli Benedict Taele
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Deep Learning ◽  
Recurrent Neural Networks ◽  
Weather Forecasting ◽  
Network Models ◽  
Short Term ◽  
Neural Network Models ◽  
Precipitation Forecasting ◽  
Learning Techniques

Weather variations play a significant role in peoples’ short-term, medium-term or long-term planning. Therefore, understanding of weather patterns has become very important in decision making. Short-term weather forecasting (nowcasting) involves the prediction of weather over a short period of time; typically few hours. Different techniques have been proposed for short-term weather forecasting. Traditional techniques used for nowcasting are highly parametric, and hence complex. Recently, there has been a shift towards the use of artificial intelligence techniques for weather nowcasting. These include the use of machine learning techniques such as artificial neural networks. In this chapter, we report the use of deep learning techniques for weather nowcasting. Deep learning techniques were tested on meteorological data. Three deep learning techniques, namely multilayer perceptron, Elman recurrent neural networks and Jordan recurrent neural networks, were used in this work. Multilayer perceptron models achieved 91 and 75% accuracies for sunshine forecasting and precipitation forecasting respectively, Elman recurrent neural network models achieved accuracies of 96 and 97% for sunshine and precipitation forecasting respectively, while Jordan recurrent neural network models achieved accuracies of 97 and 97% for sunshine and precipitation nowcasting respectively. The results obtained underline the utility of using deep learning for weather nowcasting.

Data processing using deep learning of the generative-adversarial neural network (GAN)

2021 ◽  
Author(s):  
V.Y. Ilichev ◽  
I.V. Chukhraev
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Neural Networks ◽  
Deep Learning ◽  
Effective Means ◽  
Network Models ◽  
Neural Network Models ◽  
High Quality ◽  
Python Language ◽  
And Training

The article is devoted to the consideration of one of the areas of application of modern and promising computer technology – machine learning. This direction is based on the creation of models consisting of neural networks and their deep learning. At present, there is a need to generate new, not yet existing, images of objects of different types. Most often, text files or images act as such objects. To achieve a high quality of results, a generation method based on the adversarial work of two neural networks (generator and discriminator) was once worked out. This class of neural network models is distinguished by the complexity of topography, since it is necessary to correctly organize the structure of neural layers in order to achieve maximum accuracy and minimal error. The described program is created using the Python language and special libraries that extend the set of commands for performing additional functions: working with neural networks Keras (main library), integrating with the operating system Os, outputting graphs Matplotlib, working with data arrays Numpy and others. A description is given of the type and features of each neural layer, as well as the use of library connection functions, input of initial data, compilation and training of the obtained model. Next, the implementation of the procedure for outputting the results of evaluating the errors of the generator and discriminator and the accuracy achieved by the model depending on the number of cycles (eras) of its training is considered. Based on the results of the work, conclusions were drawn and recommendations were made for the use and development of the considered methodology for creating and training generative and adversarial neural networks. Studies have demonstrated the procedure for operating with comparatively simple and accessible, but effective means of a universal Python language with the Keras library to create and teach a complex neural network model. In fact, it has been proved that the use of this method allows to achieve high-quality results of machine learning, previously achievable only when using special software systems for working with neural networks.

scholarly journals Exploring Methods for Predicting Important Utterances Contributing to Meeting Summarization

2019 ◽  
Vol 3 (3) ◽  
pp. 50
Author(s):  
Nihei ◽  
Nakano
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Deep Neural Network ◽  
User Study ◽  
Prediction Models ◽  
Network Models ◽  
Feature Model ◽  
Feature Models ◽  
Neural Network Models ◽  
F Measure

Meeting minutes are useful, but creating meeting summaries are a time consuming task. Aiming at supporting such task, this paper proposes prediction models for important utterances that should be included in the meeting summary by using multimodal and multiparty features. We will tackle this issue from two approaches: Handcrafted feature models and deep neural network models. The best handcrafted feature model achieved 0.707 in F-measure, and the best deep-learning based verbal and nonverbal model (V-NV model) achieved 0.827 in F-measure. Based on the V-NV model, we implemented a meeting browser, and conducted a user study. The results showed that the proposed meeting browser better contributes to the understanding of the content of the discussion and the participant roles in the discussion than the conventional text-based browser.

scholarly journals Deep Learning-Based Energy Disaggregation and On/Off Detection of Household Appliances

2021 ◽  
Vol 15 (3) ◽  
pp. 1-21
Author(s):  
Jie Jiang ◽  
Qiuqiang Kong ◽  
Mark D. Plumbley ◽  
Nigel Gilbert ◽  
Mark Hoogendoorn ◽  
...  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Deep Learning ◽  
Energy Consumption ◽  
Network Models ◽  
Binary Classifier ◽  
Neural Network Models ◽  
Learning Methods ◽  
Target Values ◽  
Energy Disaggregation

Energy disaggregation, a.k.a. Non-Intrusive Load Monitoring, aims to separate the energy consumption of individual appliances from the readings of a mains power meter measuring the total energy consumption of, e.g., a whole house. Energy consumption of individual appliances can be useful in many applications, e.g., providing appliance-level feedback to the end users to help them understand their energy consumption and ultimately save energy. Recently, with the availability of large-scale energy consumption datasets, various neural network models such as convolutional neural networks and recurrent neural networks have been investigated to solve the energy disaggregation problem. Neural network models can learn complex patterns from large amounts of data and have been shown to outperform the traditional machine learning methods such as variants of hidden Markov models. However, current neural network methods for energy disaggregation are either computational expensive or are not capable of handling long-term dependencies. In this article, we investigate the application of the recently developed WaveNet models for the task of energy disaggregation. Based on a real-world energy dataset collected from 20 households over 2 years, we show that WaveNet models outperforms the state-of-the-art deep learning methods proposed in the literature for energy disaggregation in terms of both error measures and computational cost. On the basis of energy disaggregation, we then investigate the performance of two deep-learning based frameworks for the task of on/off detection which aims at estimating whether an appliance is in operation or not. The first framework obtains the on/off states of an appliance by binarising the predictions of a regression model trained for energy disaggregation, while the second framework obtains the on/off states of an appliance by directly training a binary classifier with binarised energy readings of the appliance serving as the target values. Based on the same dataset, we show that for the task of on/off detection the second framework, i.e., directly training a binary classifier, achieves better performance in terms of F1 score.

scholarly journals Detailed Analysis of Top 10 AI- Deep Learning Neural Networks in Intrusion Detection for Internet of Things

2021 ◽  
Author(s):  
Kanimozhi V ◽  
T. Prem Jacob
Keyword(s):  
Neural Network ◽  
Artificial Intelligence ◽  
Neural Networks ◽  
Deep Learning ◽  
Internet Of Things ◽  
Intrusion Detection ◽  
Anomaly Detection ◽  
Network Models ◽  
Learning Models ◽  
Neural Network Models

Abstract Although there exist various strategies for IoT Intrusion Detection, this research article sheds light on the aspect of how the application of top 10 Artificial Intelligence - Deep Learning Models can be useful for both supervised and unsupervised learning related to the IoT network traffic data. It pictures the detailed comparative analysis for IoT Anomaly Detection on sensible IoT gadgets that are instrumental in detecting IoT anomalies by the usage of the latest dataset IoT-23. Many strategies are being developed for securing the IoT networks, but still, development can be mandated. IoT security can be improved by the usage of various deep learning methods. This exploration has examined the top 10 deep-learning techniques, as the realistic IoT-23 dataset for improving the security execution of IoT network traffic. We built up various neural network models for identifying 5 kinds of IoT attack classes such as Mirai, Denial of Service (DoS), Scan, Man in the Middle attack (MITM-ARP), and Normal records. These attacks can be detected by using a "softmax" function of multiclass classification in deep-learning neural network models. This research was implemented in the Anaconda3 environment with different packages such as Pandas, NumPy, Scipy, Scikit-learn, TensorFlow 2.2, Matplotlib, and Seaborn. The utilization of AI-deep learning models embraced various domains like healthcare, banking and finance, findings and scientific researches, and the business organizations along with the concepts like the Internet of Things. We found that the top 10 deep-learning models are capable of increasing the accuracy; minimize the loss functions and the execution time for building that specific model. It contributes a major significance to IoT anomaly detection by using emerging technologies Artificial Intelligence and Deep Learning Neural Networks. Hence the alleviation of assaults that happen on an IoT organization will be effective. Among the top 10 neural networks, Convolutional neural networks, Multilayer perceptron, and Generative Adversarial Networks (GANs) output the highest accuracy scores of 0.996317, 0.996157, and 0.995829 with minimized loss function and less time pertain to the execution. This article added to completely grasp the quirks of irregularity identification of IoT anomalies. Henceforth, this research analysis depicts the implementations of the Top 10 AI-deep learning models, which come in handy that assist you to perceive different neural network models and IoT anomaly detection better.

scholarly journals Predicting Crime and Other Uses of Neural Networks in Police Decision Making

2021 ◽  
Vol 12 ◽  
Author(s):  
Steven Walczak
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Decision Making ◽  
Law Enforcement ◽  
Prediction Models ◽  
Network Models ◽  
Time Of Day ◽  
Neural Network Models ◽  
Police Decision Making ◽  
The Neural Network

Neural networks are a machine learning method that excel in solving classification and forecasting problems. They have also been shown to be a useful tool for working with big data oriented environments such as law enforcement. This article reviews and examines existing research on the utilization of neural networks for forecasting crime and other police decision making problem solving. Neural network models to predict specific types of crime using location and time information and to predict a crime’s location when given the crime and time of day are developed to demonstrate the application of neural networks to police decision making. The neural network crime prediction models utilize geo-spatiality to provide immediate information on crimes to enhance law enforcement decision making. The neural network models are able to predict the type of crime being committed 16.4% of the time for 27 different types of crime or 27.1% of the time when similar crimes are grouped into seven categories of crime. The location prediction neural networks are able to predict the zip code location or adjacent location 31.2% of the time.

Experimental study on the factors affecting squeak noise occurrence in automotive suspension bushings

2021 ◽  
pp. 095440702110241
Author(s):  
Byunghyun Kang ◽  
Cheol Choi ◽  
Daeun Sung ◽  
Seongho Yoon ◽  
Byoung-Ho Choi
Keyword(s):  
Neural Network ◽  
Logistic Regression ◽  
Influencing Factors ◽  
Frictional Force ◽  
Prediction Models ◽  
Statistical Tests ◽  
Network Models ◽  
Multiple Logistic Regression ◽  
Neural Network Models ◽  
Automotive Suspension

In this study, friction tests are performed, via a custom-built friction tester, on specimens of natural rubber used in automotive suspension bushings. By analyzing the problematic suspension bushings, the eleven candidate factors that influence squeak noise are selected: surface lubrication, hardness, vulcanization condition, surface texture, additive content, sample thickness, thermal aging, temperature, surface moisture, friction speed, and normal force. Through friction tests, the changes are investigated in frictional force and squeak noise occurrence according to various levels of the influencing factors. The degree of correlation between frictional force and squeak noise occurrence with the factors is determined through statistical tests, and the relationship between frictional force and squeak noise occurrence based on the test results is discussed. Squeak noise prediction models are constructed by considering the interactions among the influencing factors through both multiple logistic regression and neural network analysis. The accuracies of the two prediction models are evaluated by comparing predicted and measured results. The accuracies of the multiple logistic regression and neural network models in predicting the occurrence of squeak noise are 88.2% and 87.2%, respectively.

scholarly journals Opening the black box of neural networks: methods for interpreting neural network models in clinical applications

2018 ◽  
Vol 6 (11) ◽  
pp. 216-216 ◽  
Author(s):  
Zhongheng Zhang ◽  
◽  
Marcus W. Beck ◽  
David A. Winkler ◽  
Bin Huang ◽  
...  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Network Models ◽  
Black Box ◽  
Clinical Applications ◽  
Neural Network Models

Feature extraction-based image steganalysis using deep learning

2021 ◽  
pp. 188-198
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Convolutional Neural Network ◽  
Secure Communication ◽  
Information Technologies ◽  
Network Models ◽  
Error Rates ◽  
Multimedia Data ◽  
Secret Message ◽  
Neural Network Models

The innovations in advanced information technologies has led to rapid delivery and sharing of multimedia data like images and videos. The digital steganography offers ability to secure communication and imperative for internet. The image steganography is essential to preserve confidential information of security applications. The secret image is embedded within pixels. The embedding of secret message is done by applied with S-UNIWARD and WOW steganography. Hidden messages are reveled using steganalysis. The exploration of research interests focused on conventional fields and recent technological fields of steganalysis. This paper devises Convolutional neural network models for steganalysis. Convolutional neural network (CNN) is one of the most frequently used deep learning techniques. The Convolutional neural network is used to extract spatio-temporal information or features and classification. We have compared steganalysis outcome with AlexNet and SRNeT with same dataset. The stegnalytic error rates are compared with different payloads.

scholarly journals Stock Market Prediction Using Artificial Neural Networks

2012 ◽  
Vol 6-7 ◽  
pp. 1055-1060 ◽  
Author(s):  
Yang Bing ◽  
Jian Kun Hao ◽  
Si Chang Zhang
Keyword(s):  
Neural Network ◽  
Prediction Models ◽  
Learning Algorithm ◽  
Stock Exchange ◽  
Back Propagation ◽  
Composite Index ◽  
Network Models ◽  
Back Propagation Neural Network ◽  
Neural Network Models ◽  
The Neural Network

In this study we apply back propagation Neural Network models to predict the daily Shanghai Stock Exchange Composite Index. The learning algorithm and gradient search technique are constructed in the models. We evaluate the prediction models and conclude that the Shanghai Stock Exchange Composite Index is predictable in the short term. Empirical study shows that the Neural Network models is successfully applied to predict the daily highest, lowest, and closing value of the Shanghai Stock Exchange Composite Index, but it can not predict the return rate of the Shanghai Stock Exchange Composite Index in short terms.

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