Predicting High-frequency Stock Price Using Machine Learning Technique

2020 ◽  
Author(s):  
Hyunwoo Roh
2021 ◽  
Vol 18 (2(Suppl.)) ◽  
pp. 0947
Author(s):  
Armie E. Pakzad ◽  
Raine Mattheus Manuel ◽  
Jerrick Spencer Uy ◽  
Xavier Francis Asuncion ◽  
Joshua Vincent Ligayo ◽  
...  

Television white spaces (TVWSs) refer to the unused part of the spectrum under the very high frequency (VHF) and ultra-high frequency (UHF) bands. TVWS are frequencies under licenced primary users (PUs) that are not being used and are available for secondary users (SUs). There are several ways of implementing TVWS in communications, one of which is the use of TVWS database (TVWSDB). The primary purpose of TVWSDB is to protect PUs from interference with SUs. There are several geolocation databases available for this purpose. However, it is unclear if those databases have the prediction feature that gives TVWSDB the capability of decreasing the number of inquiries from SUs. With this in mind, the authors present a reinforcement learning-based TVWSDB. Reinforcement learning (RL) is a machine learning technique that focuses on what has been done based on mapping situations to actions to obtain the highest reward. The learning process was conducted by trying out the actions to gain the reward instead of being told what to do. The actions may directly affect the rewards and future rewards. Based on the results, this algorithm effectively searched the most optimal channel for the SUs in query with the minimum search duration. This paper presents the advantage of using a machine learning approach in TVWSDB with an accurate and faster-searching capability for the available TVWS channels intended for SUs.


Atmosphere ◽  
2020 ◽  
Vol 11 (1) ◽  
pp. 111 ◽  
Author(s):  
Chul-Min Ko ◽  
Yeong Yun Jeong ◽  
Young-Mi Lee ◽  
Byung-Sik Kim

This study aimed to enhance the accuracy of extreme rainfall forecast, using a machine learning technique for forecasting hydrological impact. In this study, machine learning with XGBoost technique was applied for correcting the quantitative precipitation forecast (QPF) provided by the Korea Meteorological Administration (KMA) to develop a hydrological quantitative precipitation forecast (HQPF) for flood inundation modeling. The performance of machine learning techniques for HQPF production was evaluated with a focus on two cases: one for heavy rainfall events in Seoul and the other for heavy rainfall accompanied by Typhoon Kong-rey (1825). This study calculated the well-known statistical metrics to compare the error derived from QPF-based rainfall and HQPF-based rainfall against the observational data from the four sites. For the heavy rainfall case in Seoul, the mean absolute errors (MAE) of the four sites, i.e., Nowon, Jungnang, Dobong, and Gangnam, were 18.6 mm/3 h, 19.4 mm/3 h, 48.7 mm/3 h, and 19.1 mm/3 h for QPF and 13.6 mm/3 h, 14.2 mm/3 h, 33.3 mm/3 h, and 12.0 mm/3 h for HQPF, respectively. These results clearly indicate that the machine learning technique is able to improve the forecasting performance for localized rainfall. In addition, the HQPF-based rainfall shows better performance in capturing the peak rainfall amount and spatial pattern. Therefore, it is considered that the HQPF can be helpful to improve the accuracy of intense rainfall forecast, which is subsequently beneficial for forecasting floods and their hydrological impacts.


Author(s):  
Fahad Taha AL-Dhief ◽  
Nurul Mu'azzah Abdul Latiff ◽  
Nik Noordini Nik Abd. Malik ◽  
Naseer Sabri ◽  
Marina Mat Baki ◽  
...  

2021 ◽  
Author(s):  
Alexandre Oliveira Marques ◽  
Aline Nonato Sousa ◽  
Veronica Pereira Bernardes ◽  
Camila Hipolito Bernardo ◽  
Danielle Monique Reis ◽  
...  

2021 ◽  
Vol 1088 (1) ◽  
pp. 012030
Author(s):  
Cep Lukman Rohmat ◽  
Saeful Anwar ◽  
Arif Rinaldi Dikananda ◽  
Irfan Ali ◽  
Ade Rinaldi Rizki

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