scholarly journals An Accurate Bitcoin Price Prediction using logistic regression with LSTM Machine Learning model

2021 ◽  
Vol 3 (3) ◽  
pp. 205-217
Author(s):  
Hari Krishnan Andi
Keyword(s):  
Machine Learning ◽  
Research Study ◽  
Research Work ◽  
Price Prediction ◽  
Machine Learning Methods ◽  
Online Purchases ◽  
Machine Learning Model ◽  
Accurate Forecast ◽  
Architectural Structures ◽  
Abnormal Profits

In recent years, there has been an increase in demand for machine learning and AI-assisted trading. To extract abnormal profits from the bitcoin market, the machine learning and artificial intelligence (AI) assisted trading process has been used. Each day, the data gets saved for the specified amount of time. These approaches produce great results when integrated with cutting-edge algorithms. The results of algorithms and architectural structures drive the development of cryptocurrency market. The unprecedented increase in market capitalization has enabled the cryptocurrency to flourish in 2017. Currently, the market accommodates totally 1500 cryptocurrencies, all of which are actively trading. It is always possible to mine the cryptocurrency and use it to pay for online purchases. The proposed research study is more focused on leveraging the accurate forecast of bitcoin prices via the normalization of a particular dataset. With the use of LSTM machine learning, this dataset has been trained to deploy a more accurate forecast of the bitcoin price. Furthermore, this research work has evaluated different machine learning methods and found that the suggested work delivers better results. Based on the resultant findings, the accuracy, recall, precision, and sensitivity of the test has been calculated.

scholarly journals Automated Retraining of Machine Learning Models

2019 ◽  
Vol 8 (12) ◽  
pp. 445-452
Keyword(s):  
Machine Learning ◽  
Input Data ◽  
Research Work ◽  
Learning Models ◽  
Machine Learning Methods ◽  
Machine Learning Model ◽  
Crucial Component ◽  
Conventional Machine ◽  
Over Time ◽  
Machine Learning Models

Data is the most crucial component of a successful ML system. Once a machine learning model is developed, it gets obsolete over time due to presence of new input data being generated every second. In order to keep our predictions accurate we need to find a way to keep our models up to date. Our research work involves finding a mechanism which can retrain the model with new data automatically. This research also involves exploring the possibilities of automating machine learning processes. We started this project by training and testing our model using conventional machine learning methods. The outcome was then compared with the outcome of those experiments conducted using the AutoML methods like TPOT. This helped us in finding an efficient technique to retrain our models. These techniques can be used in areas where people do not deal with the actual working of a ML model but only require the outputs of ML processes

scholarly journals Analysis of L2 Regularization Hyper Parameter for Stock Price Prediction

2021 ◽  
Vol 26 (1) ◽  
pp. 83-88
Author(s):  
Arjun Singh Saud ◽  
Subarna Shakya
Keyword(s):  
Machine Learning ◽  
Stock Price ◽  
Stock Exchange ◽  
Research Work ◽  
Learning Models ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Machine Learning Model ◽  
Regularization Techniques ◽  
Machine Learning Models

Nowadays stock price prediction is an active area of research among machine learning researchers. One of the main problems with machine learning models is overfitting. Regularization techniques are widely used approaches to avoid over-fitted models. L2 regularization is one of the most popular and widely used regularization techniques. Regularization hyperparameter (ʎ) is one key parameter to be optimized for a well-generalized machine learning model. Hyperparameters can’t be learned by machine learning models during the learning process. We need to find their optimal value through experiments. This research work analyzed the L2 regularization hyperparameter used with a gated recurrent unit (GRU) network for stock price prediction. We experimented with five stocks from the Nepal Stock Exchange (NEPSE) and observed that stock price can be predicted with lower mean squared errors (MSEs) when the value of ʎ was around 0.0005. Therefore, this research paper recommended using ʎ=0.0005 with L2 regularization for stock price prediction.

scholarly journals An Analysis of Sindhi Annotated Corpus using Supervised Machine Learning Methods

2019 ◽  
Vol 38 (1) ◽  
pp. 185-196 ◽  
Author(s):  
Mazhar Ali ◽  
Asim Imdad Wagan
Keyword(s):  
Machine Learning ◽  
Computational Linguistics ◽  
Semantic Analysis ◽  
Research Work ◽  
Supervised Machine Learning ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Part Of Speech ◽  
Machine Learning Model ◽  
Work Done

The linguistic corpus of Sindhi language is significant for computational linguistics process, machine learning process, language features identification and analysis, semantic and sentiment analysis, information retrieval and so on. There is little computational linguistics work done on Sindhi text whereas, English, Arabic, Urdu and some other languages are fully resourced computationally. The grammar and morphemes of these languages are analyzed properly using dissimilar machine learning methods. The development and research work regarding computational linguistics are in progress on Sindhi language at this time. This study is planned to develop the Sindhi annotated corpus using universal POS (Part of Speech) tag set and Sindhi POS tag set for the purpose of language features and variation analysis. The features are extracted using TF-IDF (Term Frequency and Inverse Document Frequency) technique. The supervised machine learning model is developed to assess the annotated corpus to know the grammatical annotation of Sindhi language. The model is trained with 80% of annotated corpus and tested with 20% of test set. The cross-validation technique with 10-folds is utilized to evaluate and validate the model. The results of model show the better performance of model as well as confirm the proper annotation to Sindhi corpus. This study described a number of research gaps to work more on topic modeling, language variation, sentiment and semantic analysis of Sindhi language.

scholarly journals Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Time Series

2021 ◽  
Author(s):  
Sidra Mehtab ◽  
Jaydip Sen
Keyword(s):  
Machine Learning ◽  
Deep Learning ◽  
Stock Prices ◽  
Stock Price ◽  
Regression Models ◽  
Research Work ◽  
Hybrid Approach ◽  
Forecast Horizon ◽  
Stock Price Prediction ◽  
Price Prediction

Prediction of future movement of stock prices has been a subject matter of many research work. On one hand, we have proponents of the Efficient Market Hypothesis who claim that stock prices cannot be predicted, on the other hand, there are propositions illustrating that, if appropriately modelled, stock prices can be predicted with a high level of accuracy. There is also a gamut of literature on technical analysis of stock prices where the objective is to identify patterns in stock price movements and profit from it. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY 50 index values of the National Stock Exchange (NSE) of India, over a period of four years: 2015 – 2018. Based on the NIFTY data during 2015 – 2018, we build various predictive models using machine learning approaches, and then use those models to predict the “Close” value of NIFTY 50 for the year 2019, with a forecast horizon of one week, i.e., five days. For predicting the NIFTY index movement patterns, we use a number of classification methods, while for forecasting the actual “Close” values of NIFTY index, various regression models are built. We, then, augment our predictive power of the models by building a deep learning-based regression model using Convolutional Neural Network (CNN) with a walk-forward validation. The CNN model is fine-tuned for its parameters so that the validation loss stabilizes with increasing number of iterations, and the training and validation accuracies converge. We exploit the power of CNN in forecasting the future NIFTY index values using three approaches which differ in number of variables used in forecasting, number of sub-models used in the overall models and, size of the input data for training the models. Extensive results are presented on various metrics for all classification and regression models. The results clearly indicate that CNN-based multivariate forecasting model is the most effective and accurate in predicting the movement of NIFTY index values with a weekly forecast horizon.

The Machine of Teaching Quality Valuation Studies an Analytical Method

2013 ◽  
Vol 303-306 ◽  
pp. 1510-1513
Author(s):  
Yun Xia Wang
Keyword(s):  
Machine Learning ◽  
Research Work ◽  
Teaching Quality ◽  
Experimental Results ◽  
Quality Analysis ◽  
Positive Contribution ◽  
Learning Framework ◽  
Machine Learning Methods ◽  
Network Method ◽  
Artificial Neural Network Method

This text describes the research work in machine learning framework for the assessment of teaching quality , mainly focused on the analysis of data on information technology in the teaching process , and the use of artificial neural network method, the experiment , the experimental results reflect the level of teaching quality analysis . Experimental results show that the use of machine learning methods can indeed make a positive contribution to the teaching quality assessment .

scholarly journals Reallocation of time between device-measured movement behaviours and risk of incident cardiovascular disease

2021 ◽  
pp. bjsports-2021-104050
Author(s):  
Rosemary Walmsley ◽  
Shing Chan ◽  
Karl Smith-Byrne ◽  
Rema Ramakrishnan ◽  
Mark Woodward ◽  
...  
Keyword(s):  
Physical Activity ◽  
Machine Learning ◽  
Sedentary Behaviour ◽  
Lower Risk ◽  
Accelerometer Data ◽  
Uk Biobank ◽  
Free Living ◽  
Machine Learning Methods ◽  
Machine Learning Model ◽  
Incident Cardiovascular Disease

ObjectiveTo improve classification of movement behaviours in free-living accelerometer data using machine-learning methods, and to investigate the association between machine-learned movement behaviours and risk of incident cardiovascular disease (CVD) in adults.MethodsUsing free-living data from 152 participants, we developed a machine-learning model to classify movement behaviours (moderate-to-vigorous physical activity behaviours (MVPA), light physical activity behaviours, sedentary behaviour, sleep) in wrist-worn accelerometer data. Participants in UK Biobank, a prospective cohort, were asked to wear an accelerometer for 7 days, and we applied our machine-learning model to classify their movement behaviours. Using compositional data analysis Cox regression, we investigated how reallocating time between movement behaviours was associated with CVD incidence.ResultsIn leave-one-participant-out analysis, our machine-learning method classified free-living movement behaviours with mean accuracy 88% (95% CI 87% to 89%) and Cohen’s kappa 0.80 (95% CI 0.79 to 0.82). Among 87 498 UK Biobank participants, there were 4105 incident CVD events. Reallocating time from any behaviour to MVPA, or reallocating time from sedentary behaviour to any behaviour, was associated with lower CVD risk. For an average individual, reallocating 20 min/day to MVPA from all other behaviours proportionally was associated with 9% (95% CI 7% to 10%) lower risk, while reallocating 1 hour/day to sedentary behaviour from all other behaviours proportionally was associated with 5% (95% CI 3% to 7%) higher risk.ConclusionMachine-learning methods classified movement behaviours accurately in free-living accelerometer data. Reallocating time from other behaviours to MVPA, and from sedentary behaviour to other behaviours, was associated with lower risk of incident CVD, and should be promoted by interventions and guidelines.

scholarly journals Machine Learning Based Clinical Diagnosis of Liver Patients with Instance Replacement

2021 ◽  
Author(s):  
J. V. D. Prasad ◽  
A. Raghuvira Pratap ◽  
Babu Sallagundla
Keyword(s):  
Machine Learning ◽  
Feature Selection ◽  
Research Work ◽  
Feature Selection Method ◽  
Learning Model ◽  
Disease Classification ◽  
Selection Algorithm ◽  
Feature Selection Algorithm ◽  
Huge Data ◽  
Machine Learning Model

With the rapid increase in number of clinical data and hence the prediction and analysing data becomes very difficult. With the help of various machine learning models, it becomes easy to work on these huge data. A machine learning model faces lots of challenges; one among the challenge is feature selection. In this research work, we propose a novel feature selection method based on statistical procedures to increase the performance of the machine learning model. Furthermore, we have tested the feature selection algorithm in liver disease classification dataset and the results obtained shows the efficiency of the proposed method.

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