Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of Europ...Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.展开更多
The oil industries are an important part of a country’s economy.The crude oil’s price is influenced by a wide range of variables.Therefore,how accurately can countries predict its behavior and what predictors to emp...The oil industries are an important part of a country’s economy.The crude oil’s price is influenced by a wide range of variables.Therefore,how accurately can countries predict its behavior and what predictors to employ are two main questions.In this view,we propose utilizing deep learning and ensemble learning techniques to boost crude oil’s price forecasting performance.The suggested method is based on a deep learning snapshot ensemble method of the Transformer model.To examine the superiority of the proposed model,this paper compares the proposed deep learning ensemble model against different machine learning and statistical models for daily Organization of the Petroleum Exporting Countries(OPEC)oil price forecasting.Experimental results demonstrated the outperformance of the proposed method over statistical and machine learning methods.More precisely,the proposed snapshot ensemble of Transformer method achieved relative improvement in the forecasting performance compared to autoregressive integrated moving average ARIMA(1,1,1),ARIMA(0,1,1),autoregressive moving average(ARMA)(0,1),vector autoregression(VAR),random walk(RW),support vector machine(SVM),and random forests(RF)models by 99.94%,99.62%,99.87%,99.65%,7.55%,98.38%,and 99.35%,respectively,according to mean square error metric.展开更多
Micro-expressions are spontaneous, unconscious movements that reveal true emotions.Accurate facial movement information and network training learning methods are crucial for micro-expression recognition.However, most ...Micro-expressions are spontaneous, unconscious movements that reveal true emotions.Accurate facial movement information and network training learning methods are crucial for micro-expression recognition.However, most existing micro-expression recognition technologies so far focus on modeling the single category of micro-expression images and neural network structure.Aiming at the problems of low recognition rate and weak model generalization ability in micro-expression recognition, a micro-expression recognition algorithm is proposed based on graph convolution network(GCN) and Transformer model.Firstly, action unit(AU) feature detection is extracted and facial muscle nodes in the neighborhood are divided into three subsets for recognition.Then, graph convolution layer is used to find the layout of dependencies between AU nodes of micro-expression classification.Finally, multiple attentional features of each facial action are enriched with Transformer model to include more sequence information before calculating the overall correlation of each region.The proposed method is validated in CASME II and CAS(ME)^2 datasets, and the recognition rate reached 69.85%.展开更多
文摘Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.
文摘The oil industries are an important part of a country’s economy.The crude oil’s price is influenced by a wide range of variables.Therefore,how accurately can countries predict its behavior and what predictors to employ are two main questions.In this view,we propose utilizing deep learning and ensemble learning techniques to boost crude oil’s price forecasting performance.The suggested method is based on a deep learning snapshot ensemble method of the Transformer model.To examine the superiority of the proposed model,this paper compares the proposed deep learning ensemble model against different machine learning and statistical models for daily Organization of the Petroleum Exporting Countries(OPEC)oil price forecasting.Experimental results demonstrated the outperformance of the proposed method over statistical and machine learning methods.More precisely,the proposed snapshot ensemble of Transformer method achieved relative improvement in the forecasting performance compared to autoregressive integrated moving average ARIMA(1,1,1),ARIMA(0,1,1),autoregressive moving average(ARMA)(0,1),vector autoregression(VAR),random walk(RW),support vector machine(SVM),and random forests(RF)models by 99.94%,99.62%,99.87%,99.65%,7.55%,98.38%,and 99.35%,respectively,according to mean square error metric.
基金Supported by Shaanxi Province Key Research and Development Project (2021GY-280)the National Natural Science Foundation of China (No.61834005,61772417,61802304)。
文摘Micro-expressions are spontaneous, unconscious movements that reveal true emotions.Accurate facial movement information and network training learning methods are crucial for micro-expression recognition.However, most existing micro-expression recognition technologies so far focus on modeling the single category of micro-expression images and neural network structure.Aiming at the problems of low recognition rate and weak model generalization ability in micro-expression recognition, a micro-expression recognition algorithm is proposed based on graph convolution network(GCN) and Transformer model.Firstly, action unit(AU) feature detection is extracted and facial muscle nodes in the neighborhood are divided into three subsets for recognition.Then, graph convolution layer is used to find the layout of dependencies between AU nodes of micro-expression classification.Finally, multiple attentional features of each facial action are enriched with Transformer model to include more sequence information before calculating the overall correlation of each region.The proposed method is validated in CASME II and CAS(ME)^2 datasets, and the recognition rate reached 69.85%.
