Neural Network-Based Stock Market Return Forecasting Using Data Mining for Variable Reduction

2006 ◽  
pp. 43-63
Author(s):  
David Encke
Keyword(s):  
Neural Network ◽  
Information Gain ◽  
Network Models ◽  
Linear Regression Models ◽  
Market Returns ◽  
Neural Network Models ◽  
The Neural Network ◽  
Variable Reduction ◽  
Input Variables ◽  
Using Data

Researchers have known for some time that nonlinearity exists in the financial markets and that neural networks can be used to forecast market returns. Unfortunately, many of these studies fail to consider alternative forecasting techniques, or the relevance of the input variables. The following research utilizes an information-gain technique from machine learning to evaluate the predictive relationships of numerous financial and economic input variables. Neural network models for level estimation and classification are then examined for their ability to provide an effective forecast of future values. A cross-validation technique is also employed to improve the generalization ability of the models. The results show that the classification models generate higher accuracy in forecasting ability than the buy-and-hold strategy, as well as those guided by the level-estimation-based forecasts of the neural network and benchmark linear regression models.

Neural Network-Based Stock Market Return Forecasting Using Data Mining for Variable Reduction

2008 ◽  
pp. 2476-2493 ◽  
Author(s):  
David Encke
Keyword(s):  
Neural Network ◽  
Information Gain ◽  
Network Models ◽  
Linear Regression Models ◽  
Market Returns ◽  
Neural Network Models ◽  
The Neural Network ◽  
Variable Reduction ◽  
Input Variables ◽  
Using Data

Researchers have known for some time that nonlinearity exists in the financial markets and that neural networks can be used to forecast market returns. Unfortunately, many of these studies fail to consider alternative forecasting techniques, or the relevance of the input variables. The following research utilizes an information-gain technique from machine learning to evaluate the predictive relationships of numerous financial and economic input variables. Neural network models for level estimation and classification are then examined for their ability to provide an effective forecast of future values. A cross-validation technique is also employed to improve the generalization ability of the models. The results show that the classification models generate higher accuracy in forecasting ability than the buy-and-hold strategy, as well as those guided by the level-estimation-based forecasts of the neural network and benchmark linear regression models.

scholarly journals Prediction Methods for the Actual Duration of Greek Highway Projects

2021 ◽  
Vol 18 ◽  
pp. 1389-1396
Author(s):  
Magdalini Titirla ◽  
Walid Larbi ◽  
Georgios Aretoulis
Keyword(s):  
Neural Network ◽  
Linear Regression ◽  
Network Models ◽  
Estimation Methods ◽  
Linear Regression Models ◽  
Neural Network Models ◽  
Highway Projects ◽  
Project Duration ◽  
The Neural Network ◽  
Actual Duration

This study presents an overview of estimation methods to predict the actual project duration of Greek highway projects. Emphasis is given to the selection of the appropriate parameters that correlate with the actual project duration and to compare the performances of the main two methods, the linear regression (LR) with the neural network models (NN) based on data available at the bidding stage. In the context of the current research, thirty-seven highway projects were examined, constructed in Greece with similar available data like the extent, the type of work packages and the significance. Selection and ranking variables through correlation analyses using SPSS 25 has been carried on, in order to identify the most significant project variables. These include archeological findings, type of terrain, land expropriation, the existence of bridge, tunnel and embankment. Next step was the use of WEKA application, that highlighted the most efficient subset of variables. After the definition and grouping of the variables for actual duration prediction, these were used as input data for linear regression models (LR) and neural network models (NN). Various models have been created from each investigated method. While their performance and the comparison of linear regression and neural network models to estimate the actual duration of Greek highway projects are presented in this paper. Results’ discussion and conclusions along with limitations and further research are appropriately analyzed.

Digital twin of equipment as a basis for the consumer in digital production

2020 ◽  
Keyword(s):  
Neural Network ◽  
Tool Wear ◽  
Chip Formation ◽  
Network Models ◽  
Machining Accuracy ◽  
Neural Network Models ◽  
Digital Twin ◽  
The Neural Network ◽  
Digital Production ◽  
Cyberphysical System

The neural network models series used in the development of an aggregated digital twin of equipment as a cyber-physical system are presented. The twins of machining accuracy, chip formation and tool wear are examined in detail. On their basis, systems for stabilization of the chip formation process during cutting and diagnose of the cutting too wear are developed. Keywords cyberphysical system; neural network model of equipment; big data, digital twin of the chip formation; digital twin of the tool wear; digital twin of nanostructured coating choice

Spatial Variability Aware Deep Neural Networks (SVANN): A General Approach

2021 ◽  
Vol 12 (6) ◽  
pp. 1-21
Author(s):  
Jayant Gupta ◽  
Carl Molnar ◽  
Yiqun Xie ◽  
Joe Knight ◽  
Shashi Shekhar
Keyword(s):  
Neural Network ◽  
Spatial Variability ◽  
Network Architecture ◽  
Network Models ◽  
Neural Network Architecture ◽  
Neural Network Models ◽  
Climatic Zones ◽  
The Neural Network ◽  
Plant Hardiness ◽  
Interpretation Model

Spatial variability is a prominent feature of various geographic phenomena such as climatic zones, USDA plant hardiness zones, and terrestrial habitat types (e.g., forest, grasslands, wetlands, and deserts). However, current deep learning methods follow a spatial-one-size-fits-all (OSFA) approach to train single deep neural network models that do not account for spatial variability. Quantification of spatial variability can be challenging due to the influence of many geophysical factors. In preliminary work, we proposed a spatial variability aware neural network (SVANN-I, formerly called SVANN ) approach where weights are a function of location but the neural network architecture is location independent. In this work, we explore a more flexible SVANN-E approach where neural network architecture varies across geographic locations. In addition, we provide a taxonomy of SVANN types and a physics inspired interpretation model. Experiments with aerial imagery based wetland mapping show that SVANN-I outperforms OSFA and SVANN-E performs the best of all.

scholarly journals Towards Enhanced Performance of Neural-Network-Based Fault Detection Using an Sequential D-Optimum Experimental Design

2018 ◽  
Vol 8 (8) ◽  
pp. 1290 ◽  
Author(s):  
Beata Mrugalska
Keyword(s):  
Neural Network ◽  
Experimental Design ◽  
Fault Detection ◽  
Network Models ◽  
Neural Model ◽  
Neural Network Models ◽  
Optimum Experimental Design ◽  
The Neural Network ◽  
Adaptive Thresholds ◽  
Linear Neural Network

Increasing expectations of industrial system reliability require development of more effective and robust fault diagnosis methods. The paper presents a framework for quality improvement on the neural model applied for fault detection purposes. In particular, the proposed approach starts with an adaptation of the modified quasi-outer-bounding algorithm towards non-linear neural network models. Subsequently, its convergence is proven using quadratic boundedness paradigm. The obtained algorithm is then equipped with the sequential D-optimum experimental design mechanism allowing gradual reduction of the neural model uncertainty. Finally, an emerging robust fault detection framework on the basis of the neural network uncertainty description as the adaptive thresholds is proposed.

scholarly journals Stock Market Prediction Using Artificial Neural Networks

2012 ◽  
Vol 6-7 ◽  
pp. 1055-1060 ◽  
Author(s):  
Yang Bing ◽  
Jian Kun Hao ◽  
Si Chang Zhang
Keyword(s):  
Neural Network ◽  
Prediction Models ◽  
Learning Algorithm ◽  
Stock Exchange ◽  
Back Propagation ◽  
Composite Index ◽  
Network Models ◽  
Back Propagation Neural Network ◽  
Neural Network Models ◽  
The Neural Network

In this study we apply back propagation Neural Network models to predict the daily Shanghai Stock Exchange Composite Index. The learning algorithm and gradient search technique are constructed in the models. We evaluate the prediction models and conclude that the Shanghai Stock Exchange Composite Index is predictable in the short term. Empirical study shows that the Neural Network models is successfully applied to predict the daily highest, lowest, and closing value of the Shanghai Stock Exchange Composite Index, but it can not predict the return rate of the Shanghai Stock Exchange Composite Index in short terms.

scholarly journals Constructive Learning of Deep Neural Networks for Bigdata Analysis

2020 ◽  
Vol 9 (12) ◽  
pp. 311-322
Author(s):  
Soha Abd Mohamed El-Moamen ◽  
Marghany Hassan Mohamed ◽  
Mohammed F. Farghally
Keyword(s):  
Neural Network ◽  
Lung Cancer ◽  
Binary Classification ◽  
Network Models ◽  
Classification Model ◽  
Neural Network Models ◽  
Constructive Learning ◽  
The Neural Network ◽  
Rapid Pace ◽  
Better Than

The need for tracking and evaluation of patients in real-time has contributed to an increase in knowing people’s actions to enhance care facilities. Deep learning is good at both a rapid pace in collecting frameworks of big data healthcare and good predictions for detection the lung cancer early. In this paper, we proposed a constructive deep neural network with Apache Spark to classify images and levels of lung cancer. We developed a binary classification model using threshold technique classifying nodules to benign or malignant. At the proposed framework, the neural network models training, defined using the Keras API, is performed using BigDL in a distributed Spark clusters. The proposed algorithm has metrics AUC-0.9810, a misclassifying rate from which it has been shown that our suggested classifiers perform better than other classifiers.

scholarly journals Robotic grasp detection using a novel two-stage approach

2021 ◽  
Vol 1 (1) ◽  
pp. 19-29
Author(s):  
Zhe Chu ◽  
Mengkai Hu ◽  
Xiangyu Chen
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Network Models ◽  
Particle Swarm Optimizer ◽  
Neural Network Models ◽  
Two Stage ◽  
The Neural Network ◽  
End To End ◽  
Small Change ◽  
Robotic Grasp

Recently, deep learning has been successfully applied to robotic grasp detection. Based on convolutional neural networks (CNNs), there have been lots of end-to-end detection approaches. But end-to-end approaches have strict requirements for the dataset used for training the neural network models and it’s hard to achieve in practical use. Therefore, we proposed a two-stage approach using particle swarm optimizer (PSO) candidate estimator and CNN to detect the most likely grasp. Our approach achieved an accuracy of 92.8% on the Cornell Grasp Dataset, which leaped into the front ranks of the existing approaches and is able to run at real-time speeds. After a small change of the approach, we can predict multiple grasps per object in the meantime so that an object can be grasped in a variety of ways.

scholarly journals Extreme learning machines for weather-based modelling of silk cocoon production

2022 ◽  
Vol 24 (1) ◽  
Author(s):  
PRAMIT PANDIT ◽  
BISHVAJIT BAKSHI ◽  
SHILPA M.
Keyword(s):  
Neural Network ◽  
Network Models ◽  
Extreme Learning Machines ◽  
Linear Regression Models ◽  
Weather Variables ◽  
Neural Network Models ◽  
Cocoon Production ◽  
Silk Cocoon ◽  
Learning Machines ◽  
Non Linear

In spite of the immense popularity and sheer power of the neural network models, their application in sericulture is still very much limited. With this backdrop, this study evaluates the suitability of neural network models in comparison with the linear regression models in predicting silk cocoon production of the selected six districts (Kolar, Chikballapur, Ramanagara, Chamarajanagar, Mandya and Mysuru) of Karnataka by utilising weather variables for ten consecutive years (2009-2018). As the weather variables are found to be correlated, principal components are obtained and fed into the linear (principal component regression) and non-linear models (back propagation-artificial neural network and extreme learning machine) as inputs. Outcomes emanated from this experiment have revealed the clear advantages of employing extreme learning machines (ELMs) for weather-based modelling of silk cocoon production. Application of ELM would be particularly useful, when the relation between production and its attributing characters is complex and non-linear.

Analysis of Fin-Tube Evaporator Performance With Limited Experimental Data Using Artificial Neural Networks

2000 ◽  
Author(s):  
Arturo Pacheco-Vega ◽  
Mihir Sen ◽  
Rodney L. McClain
Keyword(s):  
Neural Network ◽  
Heat Rate ◽  
Network Models ◽  
Activation Function ◽  
Operating Conditions ◽  
Training Data ◽  
Neural Network Models ◽  
The Neural Network ◽  
Artificial Neural ◽  
Fin Tube

Abstract In the current study we consider the problem of accuracy in heat rate estimations from artificial neural network models of heat exchangers used for refrigeration applications. The network configuration is of the feedforward type with a sigmoid activation function and a backpropagation algorithm. Limited experimental measurements from a manufacturer are used to show the capability of the neural network technique in modeling the heat transfer in these systems. Results from this exercise show that a well-trained network correlates the data with errors of the same order as the uncertainty of the measurements. It is also shown that the number and distribution of the training data are linked to the performance of the network when estimating the heat rates under different operating conditions, and that networks trained from few tests may give large errors. A methodology based on the cross-validation technique is presented to find regions where not enough data are available to construct a reliable neural network. The results from three tests show that the proposed methodology gives an upper bound of the estimated error in the heat rates.

Sign in / Sign up

Export Citation Format

Share Document