Predicting stock prices using machine learning methods and deep learning algorithms: The sample of the Istanbul Stock Exchange

Price Patterns

Since the stock market is one of the most important areas for investors, stock market price trend prediction is still a hot subject for researchers in both financial and technical fields. Lately, a lot of work has been analyzed and done in the field of machine learning algorithms for analyzing price patterns and predicting stock prices and index changes. Currently, machine-learning methods are receiving a lot of attention for predicting prices in financial markets. The main goal of current research is to improve and develop a system for predicting future prices in financial markets with higher accuracy using machine-learning methods. Precise predicting stock market returns is a very difficult task due to the volatile and non-linear nature of financial stock markets. With the advent of artificial intelligence and machine learning, forecasting methods have become more effective at predicting stock prices. In this article, we looked at the machine learning techniques that have been used to trade stocks to predict price changes before an actual rise or fall in the stock price occurs. In particular, the article discusses in detail the use of support vector machines, linear regression, and prediction using decision stumps, classification using the nearest neighbor algorithm, and the advantages and disadvantages of each method. The paper introduces parameters and variables that can be used to recognize stock price patterns that might be useful in future stock forecasting, and how the boost can be combined with other learning algorithms to improve the accuracy of such forecasting systems.

A Very Large-Scale Bioactivity Comparison of Deep Learning and Multiple Machine Learning Algorithms for Drug Discovery

10.26434/chemrxiv.12781241 ◽

2020 ◽

Author(s):

Thomas R. Lane ◽

Daniel H. Foil ◽

Eni Minerali ◽

Fabio Urbina ◽

Kimberley M. Zorn ◽

...

Keyword(s):

Machine Learning ◽

Neural Networks ◽

Deep Learning ◽

Drug Discovery ◽

Deep Neural Networks ◽

Learning Algorithms ◽

Support Vector ◽

Learning Methods ◽

Machine learning methods are attracting considerable attention from the pharmaceutical industry for use in drug discovery and applications beyond. In recent studies we have applied multiple machine learning algorithms, modeling metrics and in some cases compared molecular descriptors to build models for individual targets or properties on a relatively small scale. Several research groups have used large numbers of datasets from public databases such as ChEMBL in order to evaluate machine learning methods of interest to them. The largest of these types of studies used on the order of 1400 datasets. We have now extracted well over 5000 datasets from CHEMBL for use with the ECFP6 fingerprint and comparison of our proprietary software Assay CentralTM with random forest, k-Nearest Neighbors, support vector classification, naïve Bayesian, AdaBoosted decision trees, and deep neural networks (3 levels). Model performance <a>was</a> assessed using an array of five-fold cross-validation metrics including area-under-the-curve, F1 score, Cohen’s kappa and Matthews correlation coefficient. <a>Based on ranked normalized scores for the metrics or datasets all methods appeared comparable while the distance from the top indicated Assay CentralTM and support vector classification were comparable. </a>Unlike prior studies which have placed considerable emphasis on deep neural networks (deep learning), no advantage was seen in this case where minimal tuning was performed of any of the methods. If anything, Assay CentralTM may have been at a slight advantage as the activity cutoff for each of the over 5000 datasets representing over 570,000 unique compounds was based on Assay CentralTMperformance, but support vector classification seems to be a strong competitor. We also apply Assay CentralTM to prospective predictions for PXR and hERG to further validate these models. This work currently appears to be the largest comparison of machine learning algorithms to date. Future studies will likely evaluate additional databases, descriptors and algorithms, as well as further refining methods for evaluating and comparing models.

Prediction of stock returns in Istanbul stock exchange using machine learning methods

2018 26th Signal Processing and Communications Applications Conference (SIU) ◽

10.1109/siu.2018.8404607 ◽

2018 ◽

Author(s):

Sefa Tekin ◽

Ethem Canakoglu

Keyword(s):

Machine Learning ◽

Stock Returns ◽

Stock Exchange ◽

Learning Methods ◽

Istanbul Stock Exchange

A Very Large-Scale Bioactivity Comparison of Deep Learning and Multiple Machine Learning Algorithms for Drug Discovery

10.26434/chemrxiv.12781241.v1 ◽

2020 ◽

Author(s):

Thomas R. Lane ◽

Daniel H. Foil ◽

Eni Minerali ◽

Fabio Urbina ◽

Kimberley M. Zorn ◽

...

Keyword(s):

Machine Learning ◽

Neural Networks ◽

Deep Learning ◽

Drug Discovery ◽

Deep Neural Networks ◽

Learning Algorithms ◽

Support Vector ◽

Learning Methods ◽

Machine learning methods are attracting considerable attention from the pharmaceutical industry for use in drug discovery and applications beyond. In recent studies we have applied multiple machine learning algorithms, modeling metrics and in some cases compared molecular descriptors to build models for individual targets or properties on a relatively small scale. Several research groups have used large numbers of datasets from public databases such as ChEMBL in order to evaluate machine learning methods of interest to them. The largest of these types of studies used on the order of 1400 datasets. We have now extracted well over 5000 datasets from CHEMBL for use with the ECFP6 fingerprint and comparison of our proprietary software Assay CentralTM with random forest, k-Nearest Neighbors, support vector classification, naïve Bayesian, AdaBoosted decision trees, and deep neural networks (3 levels). Model performance <a>was</a> assessed using an array of five-fold cross-validation metrics including area-under-the-curve, F1 score, Cohen’s kappa and Matthews correlation coefficient. <a>Based on ranked normalized scores for the metrics or datasets all methods appeared comparable while the distance from the top indicated Assay CentralTM and support vector classification were comparable. </a>Unlike prior studies which have placed considerable emphasis on deep neural networks (deep learning), no advantage was seen in this case where minimal tuning was performed of any of the methods. If anything, Assay CentralTM may have been at a slight advantage as the activity cutoff for each of the over 5000 datasets representing over 570,000 unique compounds was based on Assay CentralTMperformance, but support vector classification seems to be a strong competitor. We also apply Assay CentralTM to prospective predictions for PXR and hERG to further validate these models. This work currently appears to be the largest comparison of machine learning algorithms to date. Future studies will likely evaluate additional databases, descriptors and algorithms, as well as further refining methods for evaluating and comparing models.

Comparative analysis of machine learning methods by the example of the problem of determining muon decay

Discrete and Continuous Models and Applied Computational Science ◽

10.22363/2658-4670-2020-28-2-105-119 ◽

2020 ◽

Vol 28 (2) ◽

pp. 105-119

Author(s):

Migran N. Gevorkyan ◽

Anastasia V. Demidova ◽

Dmitry S. Kulyabov

Keyword(s):

Machine Learning ◽

Deep Learning ◽

Large Hadron Collider ◽

Open Source ◽

Hadron Collider ◽

Learning Algorithms ◽

Muon Decay ◽

Learning Methods ◽

The history of using machine learning algorithms to analyze statistical models is quite long. The development of computer technology has given these algorithms a new breath. Nowadays deep learning is mainstream and most popular area in machine learning. However, the authors believe that many researchers are trying to use deep learning methods beyond their applicability. This happens because of the widespread availability of software systems that implement deep learning algorithms, and the apparent simplicity of research. All this motivate the authors to compare deep learning algorithms and classical machine learning algorithms. The Large Hadron Collider experiment is chosen for this task, because the authors are familiar with this scientific field, and also because the experiment data is open source. The article compares various machine learning algorithms in relation to the problem of recognizing the decay reaction + + + at the Large Hadron Collider. The authors use open source implementations of machine learning algorithms. We compare algorithms with each other based on calculated metrics. As a result of the research, we can conclude that all the considered machine learning methods are quite comparable with each other (taking into account the selected metrics), while different methods have different areas of applicability.

Integrating Machine/Deep Learning Methods and Filtering Techniques for Reliable Mineral Phase Segmentation of 3D X-ray Computed Tomography Images

Energies ◽

10.3390/en14154595 ◽

2021 ◽

Vol 14 (15) ◽

pp. 4595

Author(s):

Parisa Asadi ◽

Lauren E. Beckingham

Keyword(s):

Machine Learning ◽

Deep Learning ◽

Random Forest ◽

Ct Images ◽

Ct Imaging ◽

Learning Method ◽

Learning Methods ◽

X Ray ◽

Filtering Techniques

X-ray CT imaging provides a 3D view of a sample and is a powerful tool for investigating the internal features of porous rock. Reliable phase segmentation in these images is highly necessary but, like any other digital rock imaging technique, is time-consuming, labor-intensive, and subjective. Combining 3D X-ray CT imaging with machine learning methods that can simultaneously consider several extracted features in addition to color attenuation, is a promising and powerful method for reliable phase segmentation. Machine learning-based phase segmentation of X-ray CT images enables faster data collection and interpretation than traditional methods. This study investigates the performance of several filtering techniques with three machine learning methods and a deep learning method to assess the potential for reliable feature extraction and pixel-level phase segmentation of X-ray CT images. Features were first extracted from images using well-known filters and from the second convolutional layer of the pre-trained VGG16 architecture. Then, K-means clustering, Random Forest, and Feed Forward Artificial Neural Network methods, as well as the modified U-Net model, were applied to the extracted input features. The models’ performances were then compared and contrasted to determine the influence of the machine learning method and input features on reliable phase segmentation. The results showed considering more dimensionality has promising results and all classification algorithms result in high accuracy ranging from 0.87 to 0.94. Feature-based Random Forest demonstrated the best performance among the machine learning models, with an accuracy of 0.88 for Mancos and 0.94 for Marcellus. The U-Net model with the linear combination of focal and dice loss also performed well with an accuracy of 0.91 and 0.93 for Mancos and Marcellus, respectively. In general, considering more features provided promising and reliable segmentation results that are valuable for analyzing the composition of dense samples, such as shales, which are significant unconventional reservoirs in oil recovery.

Systematic literature review of machine learning methods used in the analysis of real-world data for patient-provider decision making

BMC Medical Informatics and Decision Making ◽

10.1186/s12911-021-01403-2 ◽

2021 ◽

Vol 21 (1) ◽

Author(s):

Alan Brnabic ◽

Lisa M. Hess

Keyword(s):

Machine Learning ◽

Decision Making ◽

Literature Review ◽

Systematic Literature Review ◽

Real World ◽

Learning Algorithms ◽

External Validation ◽

Learning Methods ◽

Abstract Background Machine learning is a broad term encompassing a number of methods that allow the investigator to learn from the data. These methods may permit large real-world databases to be more rapidly translated to applications to inform patient-provider decision making. Methods This systematic literature review was conducted to identify published observational research of employed machine learning to inform decision making at the patient-provider level. The search strategy was implemented and studies meeting eligibility criteria were evaluated by two independent reviewers. Relevant data related to study design, statistical methods and strengths and limitations were identified; study quality was assessed using a modified version of the Luo checklist. Results A total of 34 publications from January 2014 to September 2020 were identified and evaluated for this review. There were diverse methods, statistical packages and approaches used across identified studies. The most common methods included decision tree and random forest approaches. Most studies applied internal validation but only two conducted external validation. Most studies utilized one algorithm, and only eight studies applied multiple machine learning algorithms to the data. Seven items on the Luo checklist failed to be met by more than 50% of published studies. Conclusions A wide variety of approaches, algorithms, statistical software, and validation strategies were employed in the application of machine learning methods to inform patient-provider decision making. There is a need to ensure that multiple machine learning approaches are used, the model selection strategy is clearly defined, and both internal and external validation are necessary to be sure that decisions for patient care are being made with the highest quality evidence. Future work should routinely employ ensemble methods incorporating multiple machine learning algorithms.

Research of Classical Machine Learning Methods and Deep Learning Models Effectiveness in Detecting Anomalies of Industrial Control System

2018 Global Smart Industry Conference (GloSIC) ◽

10.1109/glosic.2018.8570073 ◽

2018 ◽

Cited By ~ 1

Author(s):

Alexander N. Sokolov ◽

Ilya A. Pyatnitsky ◽

Sergei K. Alabugin

Keyword(s):

Machine Learning ◽

Deep Learning ◽

Control System ◽

Industrial Control System ◽

Learning Models ◽

Industrial Control ◽

Learning Methods ◽

Detecting a keystone species European aspen in boreal forests with airborne hyperspectral, LiDAR and UAV data with machine learning methods

10.5194/egusphere-egu21-16273 ◽

2021 ◽

Author(s):

Timo Kumpula ◽

Janne Mäyrä ◽

Anton Kuzmin ◽

Arto Viinikka ◽

Sonja Kivinen ◽

...

Keyword(s):

Machine Learning ◽

Remote Sensing ◽

Deep Learning ◽

High Resolution ◽

Boreal Forests ◽

Tree Level ◽

Support Vector ◽

Learning Methods ◽

European Aspen

Sustainable forest management increasingly highlights the maintenance of biological diversity and requires up-to-date information on the occurrence and distribution of key ecological features in forest environments. Different proxy variables indicating species richness and quality of the sites are essential for efficient detecting and monitoring forest biodiversity. European aspen (Populus tremula L.) is a minor deciduous tree species with a high importance in maintaining biodiversity in boreal forests. Large aspen trees host hundreds of species, many of them classified as threatened. However, accurate fine-scale spatial data on aspen occurrence remains scarce and incomprehensive.&#160;We studied detection of aspen using different remote sensing techniques in Evo, southern Finland. Our study area of 83 km2 contains both managed and protected southern boreal forests characterized by Scots pine (Pinus sylvestris L.), Norway spruce (Picea abies (L.) Karst), and birch (Betula pendula and pubescens L.), whereas European aspen has a relatively sparse and scattered occurrence in the area. We collected high-resolution airborne hyperspectral and airborne laser scanning data covering the whole study area and ultra-high resolution unmanned aerial vehicle (UAV) data with RGB and multispectral sensors from selected parts of the area. We tested the discrimination of aspen from other species at tree level using different machine learning methods (Support Vector Machines, Random Forest, Gradient Boosting Machine) and deep learning methods (3D convolutional neural networks).&#160;Airborne hyperspectral and lidar data gave excellent results with machine learning and deep learning classification methods The highest classification accuracies for aspen varied between 91-92% (F1-score). The most important wavelengths for discriminating aspen from other species included reflectance bands of red edge range (724&#8211;727 nm) and shortwave infrared (1520&#8211;1564 nm and 1684&#8211;1706 nm) (Viinikka et al. 2020; M&#228;yr&#228; et al 2021). Aspen detection using RGB and multispectral data also gave good results (highest F1-score of aspen = 87%) (Kuzmin et al 2021). Different remote sensing data enabled production of a spatially explicit map of aspen occurrence in the study area. Information on aspen occurrence and abundance can significantly contribute to biodiversity management and conservation efforts in boreal forests. Our results can be further utilized in upscaling efforts aiming at aspen detection over larger geographical areas using satellite images.

Machine Learning Methods in Precision Medicine Targeting Epigenetic Diseases

Current Pharmaceutical Design ◽

10.2174/1381612824666181112114228 ◽

2019 ◽

Vol 24 (34) ◽

pp. 3998-4006

Author(s):

Shijie Fan ◽

Yu Chen ◽

Cheng Luo ◽

Fanwang Meng

Keyword(s):

Machine Learning ◽

Big Data ◽

Precision Medicine ◽

Learning Algorithms ◽

Learning Methods ◽

Advantages And Disadvantages ◽

Accelerated Studies ◽

Applications Of Machine Learning

Background: On a tide of big data, machine learning is coming to its day. Referring to huge amounts of epigenetic data coming from biological experiments and clinic, machine learning can help in detecting epigenetic features in genome, finding correlations between phenotypes and modifications in histone or genes, accelerating the screen of lead compounds targeting epigenetics diseases and many other aspects around the study on epigenetics, which consequently realizes the hope of precision medicine. Methods: In this minireview, we will focus on reviewing the fundamentals and applications of machine learning methods which are regularly used in epigenetics filed and explain their features. Their advantages and disadvantages will also be discussed. Results: Machine learning algorithms have accelerated studies in precision medicine targeting epigenetics diseases. Conclusion: In order to make full use of machine learning algorithms, one should get familiar with the pros and cons of them, which will benefit from big data by choosing the most suitable method(s).