scholarly journals Money Neutrality, Monetary Aggregates and Machine Learning

Algorithms ◽  
2019 ◽  
Vol 12 (7) ◽  
pp. 137 ◽  
Author(s):  
Periklis Gogas ◽  
Theophilos Papadimitriou ◽  
Emmanouil Sofianos

The issue of whether or not money affects real economic activity (money neutrality) has attracted significant empirical attention over the last five decades. If money is neutral even in the short-run, then monetary policy is ineffective and its role limited. If money matters, it will be able to forecast real economic activity. In this study, we test the traditional simple sum monetary aggregates that are commonly used by central banks all over the world and also the theoretically correct Divisia monetary aggregates proposed by the Barnett Critique (Chrystal and MacDonald, 1994; Belongia and Ireland, 2014), both in three levels of aggregation: M1, M2, and M3. We use them to directionally forecast the Eurocoin index: A monthly index that measures the growth rate of the euro area GDP. The data span from January 2001 to June 2018. The forecasting methodology we employ is support vector machines (SVM) from the area of machine learning. The empirical results show that: (a) The Divisia monetary aggregates outperform the simple sum ones and (b) both monetary aggregates can directionally forecast the Eurocoin index reaching the highest accuracy of 82.05% providing evidence against money neutrality even in the short term.

Author(s):  
Ahmed Hassan Mohammed Hassan ◽  
◽  
Arfan Ali Mohammed Qasem ◽  
Walaa Faisal Mohammed Abdalla ◽  
Omer H. Elhassan

Day by day, the accumulative incidence of COVID-19 is rapidly increasing. After the spread of the Corona epidemic and the death of more than a million people around the world countries, scientists and researchers have tended to conduct research and take advantage of modern technologies to learn machine to help the world to get rid of the Coronavirus (COVID-19) epidemic. To track and predict the disease Machine Learning (ML) can be deployed very effectively. ML techniques have been anticipated in areas that need to identify dangerous negative factors and define their priorities. The significance of a proposed system is to find the predict the number of people infected with COVID19 using ML. Four standard models anticipate COVID-19 prediction, which are Neural Network (NN), Support Vector Machines (SVM), Bayesian Network (BN) and Polynomial Regression (PR). The data utilized to test these models content of number of deaths, newly infected cases, and recoveries in the next 20 days. Five measures parameters were used to evaluate the performance of each model, namely root mean squared error (RMSE), mean squared error (MAE), mean absolute error (MSE), Explained Variance score and r2 score (R2). The significance and value of proposed system auspicious mechanism to anticipate these models for the current cenario of the COVID-19 epidemic. The results showed NN outperformed the other models, while in the available dataset the SVM performs poorly in all the prediction. Reference to our results showed that injuries will increase slightly in the coming days. Also, we find that the results give rise to hope due to the low death rate. For future perspective, case explanation and data amalgamation must be kept up persistently.


2022 ◽  
Vol 2161 (1) ◽  
pp. 012019
Author(s):  
Rencita Maria Colaco ◽  
Shreya ◽  
N V Subba Reddy ◽  
U Dinesh Acharya

Abstract Global terror that has shaken the world named, COVID-19 virus has taken away huge number of lives. According to the research there are lot of recovery cases also. Most important thing to survive from this disease is having good immunity. Everyone does not have same level of immunity. One main factor on which immunity depends is having a healthy diet. If the routine of having healthy diet is maintained, then the immunity to fight against this virus increases. It is much required that people need to be informed about having an healthy diet. Using the dataset of healthy dietary and using various machine learning algorithms we can determine what type of diet one person needs to have. By using algorithms like Random Forest, KNN, logistic regression and Support Vector Machines we can determine the type of diet and probability of recovery. The dataset required for analysis needs to have all the information regarding the diet. Based on the dataset the prediction is taken place by using Decision Tree algorithm. This method of finding the appropriate diet of a particular person based on amount of Sugar level, Blood Pressure and BMI can be the most useful research in this pandemic time.


2020 ◽  
Vol 21 (4) ◽  
pp. 285-294
Author(s):  
Konstantinos Kokkinos ◽  
Eftihia Nathanail

AbstractLate research has established the critical environmental, health and social impacts of traffic in highly populated urban regions. Apart from traffic monitoring, textual analysis of geo-located social media responses can provide an intelligent means in detecting and classifying traffic related events. This paper deals with the content analysis of Twitter textual data using an ensemble of supervised and unsupervised Machine Learning methods in order to cluster and properly classify traffic related events. Voluminous textual data was gathered using innovative Twitter APIs and managed by Big Data cloud methodologies via an Apache Spark system. Events were detected using a traffic related typology and the clustering K-Means model, where related event classification was achieved applying Support Vector Machines (SVM), Convolutional Neural Networks (CNN) and Long Short Term Memory (LSTM) networks. We provide experimental results for 2-class and 3-class classification examples indicating that the ensemble performs with accuracy and F-score reaching 98.5%.


2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.


2019 ◽  
Vol 19 (25) ◽  
pp. 2301-2317 ◽  
Author(s):  
Ruirui Liang ◽  
Jiayang Xie ◽  
Chi Zhang ◽  
Mengying Zhang ◽  
Hai Huang ◽  
...  

In recent years, the successful implementation of human genome project has made people realize that genetic, environmental and lifestyle factors should be combined together to study cancer due to the complexity and various forms of the disease. The increasing availability and growth rate of ‘big data’ derived from various omics, opens a new window for study and therapy of cancer. In this paper, we will introduce the application of machine learning methods in handling cancer big data including the use of artificial neural networks, support vector machines, ensemble learning and naïve Bayes classifiers.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Tomoaki Mameno ◽  
Masahiro Wada ◽  
Kazunori Nozaki ◽  
Toshihito Takahashi ◽  
Yoshitaka Tsujioka ◽  
...  

AbstractThe purpose of this retrospective cohort study was to create a model for predicting the onset of peri-implantitis by using machine learning methods and to clarify interactions between risk indicators. This study evaluated 254 implants, 127 with and 127 without peri-implantitis, from among 1408 implants with at least 4 years in function. Demographic data and parameters known to be risk factors for the development of peri-implantitis were analyzed with three models: logistic regression, support vector machines, and random forests (RF). As the results, RF had the highest performance in predicting the onset of peri-implantitis (AUC: 0.71, accuracy: 0.70, precision: 0.72, recall: 0.66, and f1-score: 0.69). The factor that had the most influence on prediction was implant functional time, followed by oral hygiene. In addition, PCR of more than 50% to 60%, smoking more than 3 cigarettes/day, KMW less than 2 mm, and the presence of less than two occlusal supports tended to be associated with an increased risk of peri-implantitis. Moreover, these risk indicators were not independent and had complex effects on each other. The results of this study suggest that peri-implantitis onset was predicted in 70% of cases, by RF which allows consideration of nonlinear relational data with complex interactions.


2018 ◽  
Vol 7 (2.8) ◽  
pp. 684 ◽  
Author(s):  
V V. Ramalingam ◽  
Ayantan Dandapath ◽  
M Karthik Raja

Heart related diseases or Cardiovascular Diseases (CVDs) are the main reason for a huge number of death in the world over the last few decades and has emerged as the most life-threatening disease, not only in India but in the whole world. So, there is a need of reliable, accurate and feasible system to diagnose such diseases in time for proper treatment. Machine Learning algorithms and techniques have been applied to various medical datasets to automate the analysis of large and complex data. Many researchers, in recent times, have been using several machine learning techniques to help the health care industry and the professionals in the diagnosis of heart related diseases. This paper presents a survey of various models based on such algorithms and techniques andanalyze their performance. Models based on supervised learning algorithms such as Support Vector Machines (SVM), K-Nearest Neighbour (KNN), NaïveBayes, Decision Trees (DT), Random Forest (RF) and ensemble models are found very popular among the researchers.


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