scholarly journals Modeling US Dollar and Nigerian Naira Exchange Rates During COVID-19 Pandemic Period: Identification of a High-performance Model for New Applications

2021 ◽  
Vol 2 (1) ◽  
pp. 40-52
Author(s):  
Chukwudi Paul Obite ◽  
Ugochinyere Ihuoma Nwosu ◽  
Desmond Chekwube Bartholomew
Keyword(s):  
Neural Network ◽  
Exchange Rate ◽  
Random Forest ◽  
Exchange Rates ◽  
High Performance ◽  
Performance Model ◽  
Training Set ◽  
Test Set ◽  
The Neural Network ◽  
Us Dollar

This study modeled the US Dollar and Nigerian Naira exchange rates during COVID-19 pandemic period using a classical statistical method – Autoregressive Integrated Moving Average (ARIMA) – and two machine learning methods – Artificial Neural Network (ANN) and Random Forest (RF). The data were divided into two sets namely: the training set and the test set. The training set was used to obtain the parameters of the model, and the performance of the estimated model was validated on the test set that served as new data. Though the ARIMA and random forest performed slightly better than the neural network in the training set, their performance in the test set was poor. The neural network with 5 nodes in the input layer, 5 nodes in the hidden layer and 1 node in the output layer (ANN (5,5,1)) performed better on the new data set (test set) and is chosen as the best model to forecast for future USD to NGN exchange rate. The information from the high-performance model (ANN (5, 5, 1)) for modeling the USD to NGN exchange rate will assist econometric trading of the currencies and offer both speculative and precautionary assistance to individuals, households, firms and nations who use the currencies locally and for international trade.

scholarly journals Quickpropagation Architecture Optimization Based on Input Pattern for Exchange Rate Prediction from Rupiah to US Dollar

2018 ◽  
Vol 5 (2) ◽  
pp. 171-184
Author(s):  
Harits Farras Zulkarnaen ◽  
Sukmawati Nur Endah
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Network Architecture ◽  
Input Pattern ◽  
Neural Network Models ◽  
Input Layer ◽  
Us Dollar ◽  
Artificial Neural

Money exchange between countries was done by using exchange rates. One of the examples was the exchange between Rupiah and US Dollar. Exchange rates prediction to US Dollar was an attempt to assist all related economic actors to avoid losses during the process of decision making. The prediction could be done by using artificial neural network method. Quickpropagation was one of artificial neural network models considered suitable for prediction. Quickpropagation network architecture consisted of input layer, hidden layer, and output layer. The input layer of quickpropagation architecture could be determined by using autoregression (AR) for the input pattern. In this research, the authors aim to optimize the quickpropagation network architecture method using Nguyen-Widrow weight initialization to predict the Rupiah exchange rate to US Dollar. The research data were the exchange rate from the BI website from May 2017 to July 2017 with a total of 57 data. The test was performed by using K-Fold Cross Validation with k = 11 values for data without AR and k = 8 for AR data. The results show that quickpropagation method using AR has better performance than quickpropagation method without AR in terms of MSE training and testing. The best parameters are in alpha 0,6 and hidden neuron 5, with MSE training value 0,03272 and MSE testing 0,02873 for selling rate and at alpha 0,9 and hidden neuron 5, with MSE training value 0,03297 and MSE testing 0,02828 for buying rate with maximal epoch 100.000 and target error 0,05.

scholarly journals Using Deep Neural Network to Diagnose Thyroid Nodules on Ultrasound in Patients With Hashimoto’s Thyroiditis

2021 ◽  
Vol 11 ◽  
Author(s):  
Yiqing Hou ◽  
Chao Chen ◽  
Lu Zhang ◽  
Wei Zhou ◽  
Qinyang Lu ◽  
...  
Keyword(s):  
Neural Network ◽  
Hashimoto’S Thyroiditis ◽  
High Performance ◽  
Deep Neural Network ◽  
Thyroid Nodules ◽  
Hashimoto's Thyroiditis ◽  
Training Set ◽  
Test Set ◽  
The One ◽  
Benign Nodules

ObjectiveThe aim of this study is to develop a model using Deep Neural Network (DNN) to diagnose thyroid nodules in patients with Hashimoto’s Thyroiditis.MethodsIn this retrospective study, we included 2,932 patients with thyroid nodules who underwent thyroid ultrasonogram in our hospital from January 2017 to August 2019. 80% of them were included as training set and 20% as test set. Nodules suspected for malignancy underwent FNA or surgery for pathological results. Two DNN models were trained to diagnose thyroid nodules, and we chose the one with better performance. The features of nodules as well as parenchyma around nodules will be learned by the model to achieve better performance under diffused parenchyma. 10-fold cross-validation and an independent test set were used to evaluate the performance of the algorithm. The performance of the model was compared with that of the three groups of radiologists with clinical experience of <5 years, 5–10 years, >10 years respectively.ResultsIn total, 9,127 images were collected from 2,932 patients with 7,301 images for the training set and 1,806 for the test set. 56% of the patients enrolled had Hashimoto’s Thyroiditis. The model achieved an AUC of 0.924 for distinguishing malignant and benign nodules in the test set. It showed similar performance under diffused thyroid parenchyma and normal parenchyma with sensitivity of 0.881 versus 0.871 (p = 0.938) and specificity of 0.846 versus 0.822 (p = 0.178). In patients with HT, the model achieved an AUC of 0.924 to differentiate malignant and benign nodules which was significantly higher than that of the three groups of radiologists (AUC = 0.824, 0.857, 0.863 respectively, p < 0.05).ConclusionThe model showed high performance in diagnosing thyroid nodules under both normal and diffused parenchyma. In patients with Hashimoto’s Thyroiditis, the model showed a better performance compared to radiologists with various years of experience.

scholarly journals Exchange Rates and Monetary Fundamentals: What Do We Learn from Linear and Nonlinear Regressions?

2014 ◽  
Vol 2014 ◽  
pp. 1-14 ◽  
Author(s):  
Guangfeng Zhang
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Correction Model ◽  
Exchange Rate Dynamics ◽  
Long Run ◽  
Exchange Rate Movements ◽  
Short Run ◽  
Us Dollar ◽  
Linear And Nonlinear ◽  
Japanese Yen

This paper revisits the association between exchange rates and monetary fundamentals with the focus on both linear and nonlinear approaches. With the monthly data of Euro/US dollar and Japanese yen/US dollar, our linear analysis demonstrates the monetary model is a long-run description of exchange rate movements, and our nonlinear modelling suggests the error correction model describes the short-run adjustment of deviations of exchange rates, and monetary fundamentals are capable of explaining exchange rate dynamics under an unrestricted framework.

Study on Neural Networks Usage to Analyse Correlation between Spectrum of Vibration Acceleration Signal from Pin of Ball Mill and its Filling Level

2015 ◽  
Vol 770 ◽  
pp. 540-546 ◽  
Author(s):  
Yuri Eremenko ◽  
Dmitry Poleshchenko ◽  
Anton Glushchenko
Keyword(s):  
Neural Network ◽  
Ball Mill ◽  
Signal Amplitude ◽  
Signal Spectrum ◽  
Laboratory Model ◽  
Training Set ◽  
Vibration Acceleration ◽  
Acceleration Signal ◽  
The Neural Network ◽  
Trained Neural Network

The question about modern intelligent information processing methods usage for a ball mill filling level evaluation is considered. Vibration acceleration signal has been measured on a mill laboratory model for that purpose. It is made with accelerometer attached to a mill pin. The conclusion is made that mill filling level can not be measured with the help of such signal amplitude only. So this signal spectrum processed by a neural network is used. A training set for the neural network is formed with the help of spectral analysis methods. Trained neural network is able to find the correlation between mill pin vibration acceleration signal and mill filling level. Test set is formed from the data which is not included into the training set. This set is used in order to evaluate the network ability to evaluate the mill filling degree. The neural network guarantees no more than 7% error in the evaluation of mill filling level.

An Empirical Analysis of FII Movement and Currency Value in India

2015 ◽  
pp. 207-217
Author(s):  
Saurabh Sen ◽  
Ruchi L. Sen
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Critical Role ◽  
Institutional Investment ◽  
Currency Futures ◽  
Overall Performance ◽  
Foreign Institutional Investors ◽  
Us Dollar ◽  
The Impact ◽  
The Relationship

India opened its stock market to foreign investors in September 1992 and has received portfolio investment from foreigners in the form of foreign institutional investment in equities and other markets including derivatives. It has emerged as one of the most influential groups to play a critical role in the overall performance of the Indian economy. The liberalization of FII flows into the Indian capital market since 1993 has had a significant impact on the economy. With increased volatility in exchange rate and to mitigate the risk arising out of excess volatility, currency futures were introduced in India in 2008, which is considered a second important structural change. This chapter examines the impact of the Foreign Institutional Investors (FIIs) on the exchange rate and analyzes the relationship between FII and Indian Rupee-US Dollar exchange rates.

scholarly journals Exploratory analysis on prediction of loan privilege for customers using random forest

2018 ◽  
Vol 7 (2.21) ◽  
pp. 339 ◽  
Author(s):  
K Ulaga Priya ◽  
S Pushpa ◽  
K Kalaivani ◽  
A Sartiha
Keyword(s):  
Machine Learning ◽  
Random Forest ◽  
Data Model ◽  
Model Evaluation ◽  
Banking Industry ◽  
Performance Parameters ◽  
Training Set ◽  
Test Set ◽  
Learning Technique ◽  
Analytical Processing

In Banking Industry loan Processing is a tedious task in identifying the default customers. Manual prediction of default customers might turn into a bad loan in future. Banks possess huge volume of behavioral data from which they are unable to make a judgement about prediction of loan defaulters. Modern techniques like Machine Learning will help to do analytical processing using Supervised Learning and Unsupervised Learning Technique. A data model for predicting default customers using Random forest Technique has been proposed. Data model Evaluation is done on training set and based on the performance parameters final prediction is done on the Test set. This is an evident that Random Forest technique will help the bank to predict the loan Defaulters with utmost accuracy.  

EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS

2005 ◽  
Vol 01 (01) ◽  
pp. 79-107 ◽  
Author(s):  
MAK KABOUDAN
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Exchange Rate ◽  
Random Walk ◽  
Genetic Programming ◽  
Exchange Rates ◽  
Us Dollar ◽  
Artificial Neural ◽  
Japanese Yen ◽  
The One

Applying genetic programming and artificial neural networks to raw as well as wavelet-transformed exchange rate data showed that genetic programming may have good extended forecasting abilities. Although it is well known that most predictions of exchange rates using many alternative techniques could not deliver better forecasts than the random walk model, in this paper employing natural computational strategies to forecast three different exchange rates produced two extended forecasts (that go beyond one-step-ahead) that are better than naïve random walk predictions. Sixteen-step-ahead forecasts obtained using genetic programming outperformed the one- and sixteen-step-ahead random walk US dollar/Taiwan dollar exchange rate predictions. Further, sixteen-step-ahead forecasts of the wavelet-transformed US dollar/Japanese Yen exchange rate also using genetic programming outperformed the sixteen-step-ahead random walk predictions of the exchange rate. However, random walk predictions of the US dollar/British pound exchange rate outperformed all forecasts obtained using genetic programming. Random walk predictions of the same three exchange rates employing raw and wavelet-transformed data also outperformed all forecasts obtained using artificial neural networks.

REPRESENTATION FOR DISPERSION FORMULA OF OPTICAL FIBER USING HYBRID TECHNIQUE

2008 ◽  
Vol 19 (02) ◽  
pp. 205-213 ◽  
Author(s):  
AMR RADI
Keyword(s):  
Neural Network ◽  
Refractive Index ◽  
Optical Fiber ◽  
Hybrid Technique ◽  
Training Set ◽  
Fiber System ◽  
Output Data ◽  
Input And Output ◽  
Dispersion Formula ◽  
The Neural Network

Genetic Algorithm (GA) has been used to find the optimal neural network (NN) solution (i.e., hybrid technique) which represents dispersion formula of optical fiber. An efficient NN has been designed by GA to simulate the dynamics of the optical fiber system which is nonlinear. Without any knowledge about the system, we have used the input and output data to build a prediction model by NN. The neural network has been trained to produce a function that describes nonlinear system which studies the dependence of the refractive index of the fiber core on the wavelength and temperature. The trained NN model shows a good performance in matching the trained distributions. The NN is then used to predict refractive index that is not presented in the training set. The predicted refractive index had been matched to the experimental data effectively.

scholarly journals Comparison of rule-based and neural network models for negation detection in radiology reports

2020 ◽  
pp. 1-22 ◽  
Author(s):  
D. Sykes ◽  
A. Grivas ◽  
C. Grover ◽  
R. Tobin ◽  
C. Sudlow ◽  
...  
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Language Processing ◽  
Network Models ◽  
Neural Network Models ◽  
Test Set ◽  
Rule Based ◽  
Radiology Reports ◽  
The Neural Network ◽  
Negation Detection

Abstract Using natural language processing, it is possible to extract structured information from raw text in the electronic health record (EHR) at reasonably high accuracy. However, the accurate distinction between negated and non-negated mentions of clinical terms remains a challenge. EHR text includes cases where diseases are stated not to be present or only hypothesised, meaning a disease can be mentioned in a report when it is not being reported as present. This makes tasks such as document classification and summarisation more difficult. We have developed the rule-based EdIE-R-Neg, part of an existing text mining pipeline called EdIE-R (Edinburgh Information Extraction for Radiology reports), developed to process brain imaging reports, (https://www.ltg.ed.ac.uk/software/edie-r/) and two machine learning approaches; one using a bidirectional long short-term memory network and another using a feedforward neural network. These were developed on data from the Edinburgh Stroke Study (ESS) and tested on data from routine reports from NHS Tayside (Tayside). Both datasets consist of written reports from medical scans. These models are compared with two existing rule-based models: pyConText (Harkema et al. 2009. Journal of Biomedical Informatics42(5), 839–851), a python implementation of a generalisation of NegEx, and NegBio (Peng et al. 2017. NegBio: A high-performance tool for negation and uncertainty detection in radiology reports. arXiv e-prints, p. arXiv:1712.05898), which identifies negation scopes through patterns applied to a syntactic representation of the sentence. On both the test set of the dataset from which our models were developed, as well as the largely similar Tayside test set, the neural network models and our custom-built rule-based system outperformed the existing methods. EdIE-R-Neg scored highest on F1 score, particularly on the test set of the Tayside dataset, from which no development data were used in these experiments, showing the power of custom-built rule-based systems for negation detection on datasets of this size. The performance gap of the machine learning models to EdIE-R-Neg on the Tayside test set was reduced through adding development Tayside data into the ESS training set, demonstrating the adaptability of the neural network models.

scholarly journals Radial Basis Function Artificial Neural Network for the Investigation of Thyroid Cytological Lesions

2020 ◽  
Vol 2020 ◽  
pp. 1-14
Author(s):  
Christos Fragopoulos ◽  
Abraham Pouliakis ◽  
Christos Meristoudis ◽  
Emmanouil Mastorakis ◽  
Niki Margari ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Radial Basis Function ◽  
Basis Function ◽  
Histological Evaluation ◽  
Image Analysis System ◽  
Training Set ◽  
Test Set ◽  
Radial Basis ◽  
Artificial Neural

Objective. This study investigates the potential of an artificial intelligence (AI) methodology, the radial basis function (RBF) artificial neural network (ANN), in the evaluation of thyroid lesions. Study Design. The study was performed on 447 patients who had both cytological and histological evaluation in agreement. Cytological specimens were prepared using liquid-based cytology, and the histological result was based on subsequent surgical samples. Each specimen was digitized; on these images, nuclear morphology features were measured by the use of an image analysis system. The extracted measurements (41,324 nuclei) were separated into two sets: the training set that was used to create the RBF ANN and the test set that was used to evaluate the RBF performance. The system aimed to predict the histological status as benign or malignant. Results. The RBF ANN obtained in the training set has sensitivity 82.5%, specificity 94.6%, and overall accuracy 90.3%, while in the test set, these indices were 81.4%, 90.0%, and 86.9%, respectively. Algorithm was used to classify patients on the basis of the RBF ANN, the overall sensitivity was 95.0%, the specificity was 95.5%, and no statistically significant difference was observed. Conclusion. AI techniques and especially ANNs, only in the recent years, have been studied extensively. The proposed approach is promising to avoid misdiagnoses and assists the everyday practice of the cytopathology. The major drawback in this approach is the automation of a procedure to accurately detect and measure cell nuclei from the digitized images.

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