scholarly journals Comparing Pure Stock Portfolio with Stock and Crypto-currency mixed Portfolio through LSTM to Compare & Analyze Investment Opportunities for Portfolio Performance Measurement

2021 ◽  
pp. 45-56
Keyword(s):  
Short Term Memory ◽  
Time Series Prediction ◽  
Relevant Information ◽  
Portfolio Performance ◽  
Short Term ◽  
Crypto Currency ◽  
Investment Opportunities ◽  
Non Linear ◽  
Long Short Term Memory ◽  
Stock Portfolio

LSTM (Long Short-Term Memory) has revolutionized the approach to time series prediction many folds due to its appropriate capability to forecast through Non-Linear forecasting methods. It’s observed that RNN has the capability to similarly think through given enough training in accordance to desired functionality models. Due to the Gated Structure referring to storing relevant information and forgetting the irrelevant information’s LSTM made revolutionary accomplishments towards non-linear forecasting that is dependent on human-like behavior. In this research, we have focused on making a comparison between two different portfolio’s which will depend upon LSTM’s future forecasting capability in terms of predicting the best possible output which gets illustrated through Portfolio Optimization principles

scholarly journals 2-D Convolutional Deep Neural Network for the Multivariate Prediction of Photovoltaic Time Series

Energies ◽  
2021 ◽  
Vol 14 (9) ◽  
pp. 2392
Author(s):  
Antonello Rosato ◽  
Rodolfo Araneo ◽  
Amedeo Andreotti ◽  
Federico Succetti ◽  
Massimo Panella
Keyword(s):  
Time Series ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Short Term ◽  
Neural Architecture ◽  
Network Layers ◽  
Learning Scheme ◽  
World Energy ◽  
Multivariate Prediction ◽  
Long Short Term Memory

Here, we propose a new deep learning scheme to solve the energy time series prediction problem. The model implementation is based on the use of Long Short-Term Memory networks and Convolutional Neural Networks. These techniques are combined in such a fashion that inter-dependencies among several different time series can be exploited and used for forecasting purposes by filtering and joining their samples. The resulting learning scheme can be summarized as a superposition of network layers, resulting in a stacked deep neural architecture. We proved the accuracy and robustness of the proposed approach by testing it on real-world energy problems.

scholarly journals A Review on Recent Advancements in FOREX Currency Prediction

Algorithms ◽  
2020 ◽  
Vol 13 (8) ◽  
pp. 186 ◽  
Author(s):  
Md. Saiful Islam ◽  
Emam Hossain ◽  
Abdur Rahman ◽  
Mohammad Shahadat Hossain ◽  
Karl Andersson
Keyword(s):  
Selection Criteria ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Optimization Techniques ◽  
Selection Algorithm ◽  
Relevant Research ◽  
Short Term ◽  
Different Types ◽  
Long Short Term Memory ◽  
Gated Recurrent Unit

In recent years, the foreign exchange (FOREX) market has attracted quite a lot of scrutiny from researchers all over the world. Due to its vulnerable characteristics, different types of research have been conducted to accomplish the task of predicting future FOREX currency prices accurately. In this research, we present a comprehensive review of the recent advancements of FOREX currency prediction approaches. Besides, we provide some information about the FOREX market and cryptocurrency market. We wanted to analyze the most recent works in this field and therefore considered only those papers which were published from 2017 to 2019. We used a keyword-based searching technique to filter out popular and relevant research. Moreover, we have applied a selection algorithm to determine which papers to include in this review. Based on our selection criteria, we have reviewed 39 research articles that were published on “Elsevier”, “Springer”, and “IEEE Xplore” that predicted future FOREX prices within the stipulated time. Our research shows that in recent years, researchers have been interested mostly in neural networks models, pattern-based approaches, and optimization techniques. Our review also shows that many deep learning algorithms, such as gated recurrent unit (GRU) and long short term memory (LSTM), have been fully explored and show huge potential in time series prediction.

scholarly journals Deep Learning with Long Short-Term Memory for Time Series Prediction

2019 ◽  
Vol 57 (6) ◽  
pp. 114-119 ◽  
Author(s):  
Yuxiu Hua ◽  
Zhifeng Zhao ◽  
Rongpeng Li ◽  
Xianfu Chen ◽  
Zhiming Liu ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

scholarly journals Using long short-term memory networks for river flow prediction

2020 ◽  
Vol 51 (6) ◽  
pp. 1358-1376
Author(s):  
Wei Xu ◽  
Yanan Jiang ◽  
Xiaoli Zhang ◽  
Yi Li ◽  
Run Zhang ◽  
...  
Keyword(s):  
River Flow ◽  
Short Term Memory ◽  
River Basins ◽  
Short Term ◽  
Term Memory ◽  
Learning Efficiency ◽  
Flow Prediction ◽  
Non Linear ◽  
Long Short Term Memory ◽  
The Impact

Abstract Deep learning has made significant advances in methodologies and practical applications in recent years. However, there is a lack of understanding on how the long short-term memory (LSTM) networks perform in river flow prediction. This paper assesses the performance of LSTM networks to understand the impact of network structures and parameters on river flow predictions. Two river basins with different characteristics, i.e., Hun river and Upper Yangtze river basins, are used as case studies for the 10-day average flow predictions and the daily flow predictions, respectively. The use of the fully connected layer with the activation function before the LSTM cell layer can substantially reduce learning efficiency. On the contrary, non-linear transformation following the LSTM cells is required to improve learning efficiency due to the different magnitudes of precipitation and flow. The batch size and the number of LSTM cells are sensitive parameters and should be carefully tuned to achieve a balance between learning efficiency and stability. Compared with several hydrological models, the LSTM network achieves good performance in terms of three evaluation criteria, i.e., coefficient of determination, Nash–Sutcliffe Efficiency and relative error, which demonstrates its powerful capacity in learning non-linear and complex processes in hydrological modelling.

scholarly journals Groundwater level forecasting with artificial neural networks: a comparison of long short-term memory (LSTM), convolutional neural networks (CNNs), and non-linear autoregressive networks with exogenous input (NARX)

2021 ◽  
Vol 25 (3) ◽  
pp. 1671-1687
Author(s):  
Andreas Wunsch ◽  
Tanja Liesch ◽  
Stefan Broda
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Convolutional Neural Networks ◽  
Groundwater Level ◽  
Short Term Memory ◽  
State Of The Art ◽  
Short Term ◽  
Term Memory ◽  
Non Linear ◽  
Long Short Term Memory

Abstract. It is now well established to use shallow artificial neural networks (ANNs) to obtain accurate and reliable groundwater level forecasts, which are an important tool for sustainable groundwater management. However, we observe an increasing shift from conventional shallow ANNs to state-of-the-art deep-learning (DL) techniques, but a direct comparison of the performance is often lacking. Although they have already clearly proven their suitability, shallow recurrent networks frequently seem to be excluded from the study design due to the euphoria about new DL techniques and its successes in various disciplines. Therefore, we aim to provide an overview on the predictive ability in terms of groundwater levels of shallow conventional recurrent ANNs, namely non-linear autoregressive networks with exogenous input (NARX) and popular state-of-the-art DL techniques such as long short-term memory (LSTM) and convolutional neural networks (CNNs). We compare the performance on both sequence-to-value (seq2val) and sequence-to-sequence (seq2seq) forecasting on a 4-year period while using only few, widely available and easy to measure meteorological input parameters, which makes our approach widely applicable. Further, we also investigate the data dependency in terms of time series length of the different ANN architectures. For seq2val forecasts, NARX models on average perform best; however, CNNs are much faster and only slightly worse in terms of accuracy. For seq2seq forecasts, mostly NARX outperform both DL models and even almost reach the speed of CNNs. However, NARX are the least robust against initialization effects, which nevertheless can be handled easily using ensemble forecasting. We showed that shallow neural networks, such as NARX, should not be neglected in comparison to DL techniques especially when only small amounts of training data are available, where they can clearly outperform LSTMs and CNNs; however, LSTMs and CNNs might perform substantially better with a larger dataset, where DL really can demonstrate its strengths, which is rarely available in the groundwater domain though.

scholarly journals A Sparse Connected Long Short-Term Memory With Sharing Weight for Time Series Prediction

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 66856-66866
Author(s):  
Liyan Xiong ◽  
Xiangzheng Ling ◽  
Xiaohui Huang ◽  
Hong Tang ◽  
Weimin Yuan ◽  
...  
Keyword(s):  
Time Series ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory
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