scholarly journals Long Short-Term Memory Network for Predicting Exchange Rate of the Ghanaian Cedi

FinTech ◽  
2021 ◽  
Vol 1 (1) ◽  
pp. 25-43
Author(s):  
Adebayo Felix Adekoya ◽  
Isaac Kofi Nti ◽  
Benjamin Asubam Weyori
Keyword(s):  
Exchange Rate ◽  
Short Term Memory ◽  
Strategic Decision ◽  
Google Trends ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Search Queries ◽  
Study Results ◽  
Long Short Term Memory

An accurate prediction of the Exchange Rate (ER) serves as the basis for effective financial management, monetary policies, and long-term strategic decision making worldwide. A stable and competitive ER enables economic diversification. Economists, researchers, and investors have conducted several studies to predict trends and facts that influence the ER’s rise or fall. This paper used the Long Short-Term Memory Networks (LSTM) framework to predict the weekly exchange rate of one Ghanaian Cedis (GH₵) to three different currencies (United States Dollar, British Pound, and Euro), using Google Trends and historical macroeconomic data. We fused past exchange rates, fundamental macroeconomic variables, commodity prices (cocoa, gold, and crude oil) and public search queries (Google Trends) as input parameters. An empirical analysis using publicly available ER data from the Bank of Ghana (BoG) from January 2004 to October 2019 showed satisfactory results. We observed that the proposed LSTM model outperformed the Support Vector Regressor (SVR) and Back-propagation Neural Network (BPNN) models in accuracy and closeness metrics. That is, our LSTM model obtained (MAE = 0.033, MSE = 0.0035, RMSE = 0.0551, R2 = 0.9983, RMSLE = 0.0129 and MAPE = 0.0121) compared with SVR (MAE = 0.05, MAE = 0.005, RMSE = 0.0683, R2 = 0.9973, RMSLE = 0.0191 and MAPE = 0.0241) and BPNN (MAE = 0.04, MAE = 0.0056, RMSE = 0.0688, R2 = 0.9974, RMSLE = 0.0172 and MAPE = 0.0168). Moreover, we observed a strong positive correction (0.98–0.99) between Google Trends on the currency of focus and its exchange rate to the Ghanaian cedis. The study results show the importance of incorporating public search queries from search engines to predict the ER accurately.

A semiautomatic annotation approach for sentiment analysis

2021 ◽  
pp. 016555152110065
Author(s):  
Rahma Alahmary ◽  
Hmood Al-Dossari
Keyword(s):  
Deep Learning ◽  
Sentiment Analysis ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Annotation Process ◽  
Learning Classifiers ◽  
Long Short Term Memory

Sentiment analysis (SA) aims to extract users’ opinions automatically from their posts and comments. Almost all prior works have used machine learning algorithms. Recently, SA research has shown promising performance in using the deep learning approach. However, deep learning is greedy and requires large datasets to learn, so it takes more time for data annotation. In this research, we proposed a semiautomatic approach using Naïve Bayes (NB) to annotate a new dataset in order to reduce the human effort and time spent on the annotation process. We created a dataset for the purpose of training and testing the classifier by collecting Saudi dialect tweets. The dataset produced from the semiautomatic model was then used to train and test deep learning classifiers to perform Saudi dialect SA. The accuracy achieved by the NB classifier was 83%. The trained semiautomatic model was used to annotate the new dataset before it was fed into the deep learning classifiers. The three deep learning classifiers tested in this research were convolutional neural network (CNN), long short-term memory (LSTM) and bidirectional long short-term memory (Bi-LSTM). Support vector machine (SVM) was used as the baseline for comparison. Overall, the performance of the deep learning classifiers exceeded that of SVM. The results showed that CNN reported the highest performance. On one hand, the performance of Bi-LSTM was higher than that of LSTM and SVM, and, on the other hand, the performance of LSTM was higher than that of SVM. The proposed semiautomatic annotation approach is usable and promising to increase speed and save time and effort in the annotation process.

Categorizing Natural Language-Based Customer Satisfaction: An Implementation Method Using Support Vector Machine and Long Short-Term Memory Neural Network

2021 ◽  
Vol 13 (4) ◽  
Author(s):  
Ralph Sherwin A. Corpuz ◽  
Keyword(s):  
Neural Network ◽  
Support Vector Machine ◽  
Natural Language ◽  
Text Categorization ◽  
Short Term Memory ◽  
Support Vector ◽  
Feature Engineering ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Analyzing natural language-based Customer Satisfaction (CS) is a tedious process. This issue is practically true if one is to manually categorize large datasets. Fortunately, the advent of supervised machine learning techniques has paved the way toward the design of efficient categorization systems used for CS. This paper presents the feasibility of designing a text categorization model using two popular and robust algorithms – the Support Vector Machine (SVM) and Long Short-Term Memory (LSTM) Neural Network, in order to automatically categorize complaints, suggestions, feedbacks, and commendations. The study found that, in terms of training accuracy, SVM has best rating of 98.63% while LSTM has best rating of 99.32%. Such results mean that both SVM and LSTM algorithms are at par with each other in terms of training accuracy, but SVM is significantly faster than LSTM by approximately 35.47s. The training performance results of both algorithms are attributed on the limitations of the dataset size, high-dimensionality of both English and Tagalog languages, and applicability of the feature engineering techniques used. Interestingly, based on the results of actual implementation, both algorithms are found to be 100% effective in accurately predicting the correct CS categories. Hence, the extent of preference between the two algorithms boils down on the available dataset and the skill in optimizing these algorithms through feature engineering techniques and in implementing them toward actual text categorization applications.

scholarly journals An Improved Long Short-Term Memory Model for Dam Displacement Prediction

2019 ◽  
Vol 2019 ◽  
pp. 1-14 ◽  
Author(s):  
Jun Zhang ◽  
Xiyao Cao ◽  
Jiemin Xie ◽  
Pangao Kou
Keyword(s):  
Short Term Memory ◽  
Water Pressure ◽  
Extreme Temperature ◽  
Regression Tree ◽  
Support Vector ◽  
Temperature Structure ◽  
Short Term ◽  
Boosted Regression Tree ◽  
Term Memory ◽  
Long Short Term Memory

Displacement plays a vital role in dam safety monitoring data, which adequately responds to security risks such as the flood water pressure, extreme temperature, structure deterioration, and bottom bedrock damage. To make accurate predictions, former researchers established various models. However, these models’ input variables cannot efficiently reflect the delays between the external environment and displacement. Therefore, a long short-term memory (LSTM) model is proposed to make full use of the historical data to reflect the delays. Furthermore, the LSTM model is improved to optimize the performance by making variables more physically reasonable. Finally, a real-world radial displacement dataset is used to compare the performance of LSTM models, multiple linear regression (MLR), multilayer perceptron (MLP) neural networks, support vector machine (SVM), and boosted regression tree (BRT). The results indicate that (1) the LSTM models can efficiently reflect the delays and make the variables selection more convenient and (2) the improved LSTM model achieves the best performance by optimizing the input form and network structure based on a clearer physical meaning.

scholarly journals Analysis of Public Opinion Sentiment on Instagram regarding Covid-19 with SVM

2021 ◽  
Vol 1 (1) ◽  
pp. 67
Author(s):  
Iin Kurniasari ◽  
Kusrini Kusrini ◽  
Hanif Al Fatta
Keyword(s):  
Support Vector Machine ◽  
Public Opinion ◽  
Short Term Memory ◽  
Support Vector ◽  
Response Ratio ◽  
Short Term ◽  
Term Memory ◽  
Social Distancing ◽  
Word Level ◽  
Long Short Term Memory

Perkembangan teknologi dewasa ini mendorong masyarakat untuk selalu tanggap teknologi, terlebih di era pandemi covid-19 yang selalu mengedepankan social distancing. Media sosial digunakan sebagai suatu alat untuk menyampaikan opini masyarakat kepada khalayak. Dalam penelitian ini, penulis melakukan penelitian tentang opini masyaraat pada media sosial instagram dengan mengguakan Support Vector Machine. Setelah dilakukan uji akurasi dan presisi ternyata SVM belum sesuai digunakan sebagai algoritma yang dapat menangkap urutan karena susunan kata yang dibolak-balik meskipun maknanya berbeda tetap bermakna sama oleh mesin SVM, hal ini dibuktikan juga dengan jumlah akurasi yang kecil.yaitu 59%. Sehingga diperlukan langkah untuk bisa diteliti dengan algoritma lain misalnya algoritma HRRN (Highest Response Ratio Next) atau LSTM (Long Short-Term Memory) yang memperhatikan urutan dan proses dengan rasio respon paling tinggi. Jika berdasarkan pendekatan ekstraksi fitur SVM dengan pendekatan count vector, tf-idf word level, tf-idf ngram level dan tf-idf char level. Dalam skenario ini nilai akurasi tertinggi terdapat pada perhitungan dengan menggunakan ekstraksi fitur count vector dan tf-idf ngram level.

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