Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices

This article proposes a deep learning solution to the online portfolio selection problem based on learning a latent structure directly from a price time series. It introduces a novel wealth flow matrix for representing a latent structure that has special regular conditions to encode the knowledge about the relative strengths of assets in portfolios. Therefore, a wealth flow model (WFM) is proposed to learn wealth flow matrices and maximize portfolio wealth simultaneously. Compared with existing approaches, our work has several distinctive benefits: (1) the learning of wealth flow matrices makes our model more generalizable than models that only predict wealth proportion vectors, and (2) the exploitation of wealth flow matrices and the exploration of wealth growth are integrated into our deep reinforcement algorithm for the WFM. These benefits, in combination, lead to a highly-effective approach for generating reasonable investment behavior, including short-term trend following, the following of a few losers, no self-investment, and sparse portfolios. Extensive experiments on five benchmark datasets from real-world stock markets confirm the theoretical advantage of the WFM, which achieves the Pareto improvements in terms of multiple performance indicators and the steady growth of wealth over the state-of-the-art algorithms.

Assessment of Seam Properties of Ahimsa Silk Union Fabrics

Sustainable fashion is not merely a short term trend but it could last many seasons and for generations to survive on the earth. Silk fiber is the most beautiful natural fiber known as the “Queen of Textiles”. Ahimsa silk is a non-violent, eco-friendly and sustainable process of the production. Hand spun and hand woven cotton fabric is another model of sustainable fabrics. Therefore, union fabrics in different ratio viz. 33:67, 50:50 and 67:33 were prepared from cotton with Ahimsa (Eri) silk and Conventional (Muga and Tussar) silk yarns. Objective of the study was to assess sewability parameters of union fabrics. These fabrics were tested for their seam puckering, seam stiffness and seam thickness parameters. The results indicate that union fabrics produced by Ahimsa silk with cotton were compatible to the union fabrics produced by Conventional silk with cotton yarns in their sewability parameters, so these should be preferred for construction of various fashion garments and textile products

Deep LSTM with Reinforcement Learning Layer for Financial Trend Prediction in FX High Frequency Trading Systems

High-frequency trading is a method of intervention on the financial markets that uses sophisticated software tools, and sometimes also hardware, with which to implement high-frequency negotiations, guided by mathematical algorithms, that act on markets for shares, options, bonds, derivative instruments, commodities, and so on. HFT strategies have reached considerable volumes of commercial traffic, so much so that it is estimated that they are responsible for most of the transaction traffic of some stock exchanges, with percentages that, in some cases, exceed 70% of the total. One of the main issues of the HFT systems is the prediction of the medium-short term trend. For this reason, many algorithms have been proposed in literature. The author proposes in this work the use of an algorithm based both on supervised Deep Learning and on a Reinforcement Learning algorithm for forecasting the short-term trend in the currency FOREX (FOReign EXchange) market to maximize the return on investment in an HFT algorithm. With an average accuracy of about 85%, the proposed algorithm is able to predict the medium-short term trend of a currency cross based on the historical trend of this and by means of correlation data with other currency crosses using techniques known in the financial field with the term arbitrage. The final part of the proposed pipeline includes a grid trading engine which, based on the aforementioned trend predictions, will perform high frequency operations in order to maximize profit and minimize drawdown. The trading system has been validated over several financial years and on the EUR/USD cross confirming the high performance in terms of Return of Investment (98.23%) in addition to a reduced drawdown (15.97 %) which confirms its financial sustainability.

Time Series Analysis of Online Public Opinions in Colleges and Universities and its Sustainability

With the quick penetration of Internet applications, online media have become an important carrier of public opinions. The opinions and comments expressed by young college students—one of the most active netizen groups—on the Internet have turned out to be an essential part of the online public opinions in colleges and universities. However, the existing systems generally employ simple statistical methods to analyze the effect of online public opinions on the image and reputation development of colleges and universities without taking account of other factors, such as the hotness characteristics of online public opinions and semantic information. Therefore, on the basis of Public Opinion Hotness Index and time series-based trend analysis, as well as the topics extracted using the latent Dirichlet allocation (LDA) topic model, this study aims to improve the analysis performance on the online public opinions in colleges and universities using short-term trend prediction results. The experience and lessons learned from a real case may provide strong data support and feasible suggestions for colleges and universities in analyzing and guiding the online public opinions.