scholarly journals Deep prediction of investor interest: A supervised clustering approach

2021 ◽  
Vol 8 (3-4) ◽  
pp. 77-89
Author(s):  
Baptiste Barreau ◽  
Laurent Carlier ◽  
Damien Challet
Keyword(s):  
Deep Learning ◽  
Stock Market ◽  
Real World ◽  
Real Data ◽  
Time Frame ◽  
Superior Performance ◽  
Supervised Clustering ◽  
Clustering Approach ◽  
Spanish Stock Market

We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clustering and modelling at the same time. We first verify its superior performance on a synthetic scenario inspired by real data and then apply it to two real-world databases, a publicly available dataset about the position of investors in Spanish stock market and proprietary data from BNP Paribas Corporate and Institutional Banking.1,2

scholarly journals Depth Data Denoising in Optical Laser Based Sensors for Metal Sheet Flatness Measurement: A Deep Learning Approach

Sensors ◽  
2021 ◽  
Vol 21 (21) ◽  
pp. 7024
Author(s):  
Marcos Alonso ◽  
Daniel Maestro ◽  
Alberto Izaguirre ◽  
Imanol Andonegui ◽  
Manuel Graña
Keyword(s):  
Deep Learning ◽  
Optical Sensors ◽  
Optical Measurement ◽  
Image Data ◽  
Real Data ◽  
Noise Removal ◽  
Metal Sheet ◽  
Superior Performance ◽  
Range Image ◽  
Range Images

Surface flatness assessment is necessary for quality control of metal sheets manufactured from steel coils by roll leveling and cutting. Mechanical-contact-based flatness sensors are being replaced by modern laser-based optical sensors that deliver accurate and dense reconstruction of metal sheet surfaces for flatness index computation. However, the surface range images captured by these optical sensors are corrupted by very specific kinds of noise due to vibrations caused by mechanical processes like degreasing, cleaning, polishing, shearing, and transporting roll systems. Therefore, high-quality flatness optical measurement systems strongly depend on the quality of image denoising methods applied to extract the true surface height image. This paper presents a deep learning architecture for removing these specific kinds of noise from the range images obtained by a laser based range sensor installed in a rolling and shearing line, in order to allow accurate flatness measurements from the clean range images. The proposed convolutional blind residual denoising network (CBRDNet) is composed of a noise estimation module and a noise removal module implemented by specific adaptation of semantic convolutional neural networks. The CBRDNet is validated on both synthetic and real noisy range image data that exhibit the most critical kinds of noise that arise throughout the metal sheet production process. Real data were obtained from a single laser line triangulation flatness sensor installed in a roll leveling and cut to length line. Computational experiments over both synthetic and real datasets clearly demonstrate that CBRDNet achieves superior performance in comparison to traditional 1D and 2D filtering methods, and state-of-the-art CNN-based denoising techniques. The experimental validation results show a reduction in error than can be up to 15% relative to solutions based on traditional 1D and 2D filtering methods and between 10% and 3% relative to the other deep learning denoising architectures recently reported in the literature.

scholarly journals Forecasting Corporate Failure in the Chinese Energy Sector: A Novel Integrated Model of Deep Learning and Support Vector Machine

Energies ◽  
2019 ◽  
Vol 12 (12) ◽  
pp. 2251 ◽  
Author(s):  
Wei Xu ◽  
Yuchen Pan ◽  
Wenting Chen ◽  
Hongyong Fu
Keyword(s):  
Support Vector Machine ◽  
Deep Learning ◽  
Numerical Data ◽  
Real Data ◽  
Integrated Model ◽  
Energy Sector ◽  
Superior Performance ◽  
Support Vector ◽  
Corporate Failure ◽  
Textual Data

Accurate forecasts of corporate failure in the Chinese energy sector are drivers for both operational excellence in the national energy systems and sustainable investment of the energy sector. This paper proposes a novel integrated model (NIM) for corporate failure forecasting in the Chinese energy sector by considering textual data and numerical data simultaneously. Given the feature of textual data and numerical data, convolutional neural network oriented deep learning (CNN-DL) and support vector machine (SVM) are employed as the base classifiers to forecast using textual data and numerical data, respectively. Subsequently, soft set (SS) theory is applied to integrate outputs of CNN-DL and SVM. Hence, NIM inherits advantages and avoids disadvantages of CNN-DL, SVM, and SS. It is able to improve the forecasting performance by taking full use of textual data and numerical data. For verification, NIM is applied to the real data of Chinese listed energy firms. Empirical results indicate that, compared with benchmarks, NIM demonstrates superior performance of corporate failure forecasting in the Chinese energy sector.

Investigation of Timing Anomalies in the Russian Stock Market in the Post-Crisis Period

2019 ◽  
Vol 12 (3) ◽  
pp. 37-47
Author(s):  
I. Ya. Lukasevich
Keyword(s):  
Stock Market ◽  
Information Technologies ◽  
Real Data ◽  
Weak Form ◽  
Fair Value ◽  
Presidential Decree ◽  
Day Of The Week ◽  
Russian Stock Market ◽  
Economic Growth Rates ◽  
Global And Local

The implementation of the May presidential decree aimed at Russia’s joining the top five global economies and achieving economic growth rates above the world’s average while maintaining macroeconomic stability requires a highly developed and efficient stock market ensuring the accumulation of capital and its deployment in the most promising and productive sectors of the economy.The subject of the research is timing anomalies in the Russian stock market in 2012–2018. The relevance of the research is due to the information inefficiency of the Russian stock market and its imperfections leading to significant price deviations from the «fair» value of assets and depriving investors of the opportunity to form various strategies for deriving additional revenues not related to fundamental economic factors and objective processes occurring in the global and local economies and the economy of an individual business entity. Based on the trend analysis of the Broad Market USD Index (RUBMI), the paper demonstrates a methodology for simulating the analysis of price anomalies on large arrays of real data using statistical data processing methods and modern information technologies. The paper concludes that though the Russian stock market lacks even the weak form of efficiency, such well-known timing anomalies as the “day-of-the-week” effect and the “month” effect have not been observed in the recent years. Therefore, investors could not use these anomalies to derive regular revenues above the market average.

A Survey of Network Embedding for Drug Analysis and Prediction

2020 ◽  
Vol 21 ◽  
Author(s):  
Zhixian Liu ◽  
Qingfeng Chen ◽  
Wei Lan ◽  
Jiahai Liang ◽  
Yiping Pheobe Chen ◽  
...  
Keyword(s):  
Deep Learning ◽  
Protein Function ◽  
Dimensional Space ◽  
Auxiliary Information ◽  
Matrix Decomposition ◽  
Drug Analysis ◽  
Machine Learning Algorithms ◽  
Superior Performance ◽  
Network Embedding ◽  
Similarity Estimation

: Traditional network-based computational methods have shown good results in drug analysis and prediction. However, these methods are time consuming and lack universality, and it is difficult to exploit the auxiliary information of nodes and edges. Network embedding provides a promising way for alleviating the above problems by transforming network into a low-dimensional space while preserving network structure and auxiliary information. This thus facilitates the application of machine learning algorithms for subsequent processing. Network embedding has been introduced into drug analysis and prediction in the last few years, and has shown superior performance over traditional methods. However, there is no systematic review of this issue. This article offers a comprehensive survey of the primary network embedding methods and their applications in drug analysis and prediction. The network embedding technologies applied in homogeneous network and heterogeneous network are investigated and compared, including matrix decomposition, random walk, and deep learning. Especially, the Graph neural network (GNN) methods in deep learning are highlighted. Further, the applications of network embedding in drug similarity estimation, drug-target interaction prediction, adverse drug reactions prediction, protein function and therapeutic peptides prediction are discussed. Several future potential research directions are also discussed.

Share Market Data Prediction Strategies using Deep Learning Algorithm

2019 ◽  
Vol 13 ◽  
Author(s):  
A John. ◽  
D. Praveen Dominic ◽  
M. Adimoolam ◽  
N. M. Balamurugan
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Stock Market ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Market Price ◽  
Stochastic Gradient ◽  
Stochastic Gradient Descent ◽  
Mining Machine ◽  
Gradient Descent Algorithm

Background:: Predictive analytics has a multiplicity of statistical schemes from predictive modelling, data mining, machine learning. It scrutinizes present and chronological data to make predictions about expectations or if not unexplained measures. Most predictive models are used for business analytics to overcome loses and profit gaining. Predictive analytics is used to exploit the pattern in old and historical data. Objective: People used to follow some strategies for predicting stock value to invest in the more profit-gaining stocks and those strategies to search the stock market prices which are incorporated in some intelligent methods and tools. Such strategies will increase the investor’s profits and also minimize their risks. So prediction plays a vital role in stock market gaining and is also a very intricate and challenging process. Method: The proposed optimized strategies are the Deep Neural Network with Stochastic Gradient for stock prediction. The Neural Network is trained using Back-propagation neural networks algorithm and stochastic gradient descent algorithm as optimal strategies. Results: The experiment is conducted for stock market price prediction using python language with the visual package. In this experiment RELIANCE.NS, TATAMOTORS.NS, and TATAGLOBAL.NS dataset are taken as input dataset and it is downloaded from National Stock Exchange site. The artificial neural network component including Deep Learning model is most effective for more than 100,000 data points to train this model. This proposed model is developed on daily prices of stock market price to understand how to build model with better performance than existing national exchange method.

scholarly journals Deep convolutional neural networks for cardiovascular vulnerable plaque detection

2019 ◽  
Vol 277 ◽  
pp. 02024 ◽  
Author(s):  
Lincan Li ◽  
Tong Jia ◽  
Tianqi Meng ◽  
Yizhe Liu
Keyword(s):  
Neural Networks ◽  
Deep Learning ◽  
Convolutional Neural Networks ◽  
Vulnerable Plaque ◽  
Recall Rate ◽  
Superior Performance ◽  
Learning Approaches ◽  
Deep Convolutional Neural Networks ◽  
Vulnerable Plaques ◽  
Plaque Detection

In this paper, an accurate two-stage deep learning method is proposed to detect vulnerable plaques in ultrasonic images of cardiovascular. Firstly, a Fully Convonutional Neural Network (FCN) named U-Net is used to segment the original Intravascular Optical Coherence Tomography (IVOCT) cardiovascular images. We experiment on different threshold values to find the best threshold for removing noise and background in the original images. Secondly, a modified Faster RCNN is adopted to do precise detection. The modified Faster R-CNN utilize six-scale anchors (122,162,322,642,1282,2562) instead of the conventional one scale or three scale approaches. First, we present three problems in cardiovascular vulnerable plaque diagnosis, then we demonstrate how our method solve these problems. The proposed method in this paper apply deep convolutional neural networks to the whole diagnostic procedure. Test results show the Recall rate, Precision rate, IoU (Intersection-over-Union) rate and Total score are 0.94, 0.885, 0.913 and 0.913 respectively, higher than the 1st team of CCCV2017 Cardiovascular OCT Vulnerable Plaque Detection Challenge. AP of the designed Faster RCNN is 83.4%, higher than conventional approaches which use one-scale or three-scale anchors. These results demonstrate the superior performance of our proposed method and the power of deep learning approaches in diagnose cardiovascular vulnerable plaques.

scholarly journals A New Extension of Thinning-Based Integer-Valued Autoregressive Models for Count Data

Entropy ◽  
2020 ◽  
Vol 23 (1) ◽  
pp. 62
Author(s):  
Zhengwei Liu ◽  
Fukang Zhu
Keyword(s):  
Likelihood Estimation ◽  
Real Data ◽  
Autoregressive Models ◽  
Superior Performance ◽  
Data Sets ◽  
Binomial Thinning ◽  
Free Case ◽  
Two Parameters ◽  
Conditional Maximum ◽  
Thinning Operator

The thinning operators play an important role in the analysis of integer-valued autoregressive models, and the most widely used is the binomial thinning. Inspired by the theory about extended Pascal triangles, a new thinning operator named extended binomial is introduced, which is a general case of the binomial thinning. Compared to the binomial thinning operator, the extended binomial thinning operator has two parameters and is more flexible in modeling. Based on the proposed operator, a new integer-valued autoregressive model is introduced, which can accurately and flexibly capture the dispersed features of counting time series. Two-step conditional least squares (CLS) estimation is investigated for the innovation-free case and the conditional maximum likelihood estimation is also discussed. We have also obtained the asymptotic property of the two-step CLS estimator. Finally, three overdispersed or underdispersed real data sets are considered to illustrate a superior performance of the proposed model.

scholarly journals Deep Learning for Transient Image Reconstruction from ToF Data

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 1962
Author(s):  
Enrico Buratto ◽  
Adriano Simonetto ◽  
Gianluca Agresti ◽  
Henrik Schäfer ◽  
Pietro Zanuttigh
Keyword(s):  
Deep Learning ◽  
State Of The Art ◽  
Light Response ◽  
Real Data ◽  
Depth Image ◽  
Learning Approach ◽  
Multiple Reflections ◽  
Noisy Input ◽  
Novel Approach ◽  
Incoming Light

In this work, we propose a novel approach for correcting multi-path interference (MPI) in Time-of-Flight (ToF) cameras by estimating the direct and global components of the incoming light. MPI is an error source linked to the multiple reflections of light inside a scene; each sensor pixel receives information coming from different light paths which generally leads to an overestimation of the depth. We introduce a novel deep learning approach, which estimates the structure of the time-dependent scene impulse response and from it recovers a depth image with a reduced amount of MPI. The model consists of two main blocks: a predictive model that learns a compact encoded representation of the backscattering vector from the noisy input data and a fixed backscattering model which translates the encoded representation into the high dimensional light response. Experimental results on real data show the effectiveness of the proposed approach, which reaches state-of-the-art performances.

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