Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on f...Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on forecasting daily stock market returns,especially when using powerful machine learning techniques,such as deep neural networks(DNNs),to perform the analyses.DNNs employ various deep learning algorithms based on the combination of network structure,activation function,and model parameters,with their performance depending on the format of the data representation.This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 ETF(ticker symbol:SPY)based on 60 financial and economic features.DNNs and traditional artificial neural networks(ANNs)are then deployed over the entire preprocessed but untransformed dataset,along with two datasets transformed via principal component analysis(PCA),to predict the daily direction of future stock market index returns.While controlling for overfitting,a pattern for the classification accuracy of the DNNs is detected and demonstrated as the number of the hidden layers increases gradually from 12 to 1000.Moreover,a set of hypothesis testing procedures are implemented on the classification,and the simulation results show that the DNNs using two PCA-represented datasets give significantly higher classification accuracy than those using the entire untransformed dataset,as well as several other hybrid machine learning algorithms.In addition,the trading strategies guided by the DNN classification process based on PCA-represented data perform slightly better than the others tested,including in a comparison against two standard benchmarks.展开更多
A novel algorithm is presented for supervised inductive learning by integrating a genetic algorithm with hot'tom-up induction process.The hybrid learning algorithm has been implemented in C on a personal computer(...A novel algorithm is presented for supervised inductive learning by integrating a genetic algorithm with hot'tom-up induction process.The hybrid learning algorithm has been implemented in C on a personal computer(386DX/40).The performance of the algorithm has been evaluated by applying it to 11-multiplexer problem and the results show that the algorithm's accuracy is higher than the others[5,12, 13].展开更多
in this article a novel learning method is proposed,which is a combination of GA and the bottomup induction process. The method has been implemented in a system called KAA,and we evaluate it on a multiplexer problem,...in this article a novel learning method is proposed,which is a combination of GA and the bottomup induction process. The method has been implemented in a system called KAA,and we evaluate it on a multiplexer problem,which shows the higher predict accuracy even in a noisy environment.展开更多
Solar energy is a widely used type of renewable energy.Photovoltaic arrays are used to harvest solar energy.The major goal,in harvesting the maximum possible power,is to operate the system at its maximum power point(M...Solar energy is a widely used type of renewable energy.Photovoltaic arrays are used to harvest solar energy.The major goal,in harvesting the maximum possible power,is to operate the system at its maximum power point(MPP).If the irradiation conditions are uniform,the P-V curve of the PV array has only one peak that is called its MPP.But when the irradiation conditions are non-uniform,the P-V curve has multiple peaks.Each peak represents an MPP for a specific irradiation condition.The highest of all the peaks is called Global Maximum Power Point(GMPP).Under uniform irradiation conditions,there is zero or no partial shading.But the changing irradiance causes a shading effect which is called Partial Shading.Many conventional and soft computing techniques have been in use to harvest solar energy.These techniques perform well under uniform and weak shading conditions but fail when shading conditions are strong.In this paper,a new method is proposed which uses Machine Learning based algorithm called Opposition-Based-Learning(OBL)to deal with partial shading conditions.Simulation studies on different cases of partial shading have proven this technique effective in attaining MPP.展开更多
Viral infectious diseases significantly threaten the sustainability of freshwater fish aquaculture.The lack of studies on epidemic transmission patterns and mechanisms inhibits the development of containment strategie...Viral infectious diseases significantly threaten the sustainability of freshwater fish aquaculture.The lack of studies on epidemic transmission patterns and mechanisms inhibits the development of containment strategies from the viewpoint of veterinary public health.This study raises an epidemic mathematical model considering water transmission with the aim of analyzing the transmission process more accurately.The basic reproduction number R0 was derived by the model parameter including the water transmission coefficient and was used for the analysis of the virus transmission.Spring viremia of carp virus(SVCV)and zebrafish were used as model viruses and animals,respectively,to conduct the transmission experiment.Transmission through water was achieved by connecting two aquarium tanks with a water channel but blocking the fish movement between the tanks.With the collected experimental data,we determined the optimal hybrid machine learning algorithm to analyze the transmission process using an established mathematical model.In addition,future transmission was predicted and validated using the epidemic model and an optimal algorithm.Finally,the sensitivity of model parameters and the simulations of R0 variation were performed based on the modified complex epidemic model.This study is of significance in providing theoretical guidance for minimizing R0 by manipulating model parameters with containment measures.More importantly,since the modified model and algorithm demonstrated better performance in handling freshwater fish transmission problems,this study advances the future application of transmissible disease modeling with larger datasets in freshwater fish aquaculture.展开更多
文摘Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on forecasting daily stock market returns,especially when using powerful machine learning techniques,such as deep neural networks(DNNs),to perform the analyses.DNNs employ various deep learning algorithms based on the combination of network structure,activation function,and model parameters,with their performance depending on the format of the data representation.This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 ETF(ticker symbol:SPY)based on 60 financial and economic features.DNNs and traditional artificial neural networks(ANNs)are then deployed over the entire preprocessed but untransformed dataset,along with two datasets transformed via principal component analysis(PCA),to predict the daily direction of future stock market index returns.While controlling for overfitting,a pattern for the classification accuracy of the DNNs is detected and demonstrated as the number of the hidden layers increases gradually from 12 to 1000.Moreover,a set of hypothesis testing procedures are implemented on the classification,and the simulation results show that the DNNs using two PCA-represented datasets give significantly higher classification accuracy than those using the entire untransformed dataset,as well as several other hybrid machine learning algorithms.In addition,the trading strategies guided by the DNN classification process based on PCA-represented data perform slightly better than the others tested,including in a comparison against two standard benchmarks.
文摘A novel algorithm is presented for supervised inductive learning by integrating a genetic algorithm with hot'tom-up induction process.The hybrid learning algorithm has been implemented in C on a personal computer(386DX/40).The performance of the algorithm has been evaluated by applying it to 11-multiplexer problem and the results show that the algorithm's accuracy is higher than the others[5,12, 13].
文摘in this article a novel learning method is proposed,which is a combination of GA and the bottomup induction process. The method has been implemented in a system called KAA,and we evaluate it on a multiplexer problem,which shows the higher predict accuracy even in a noisy environment.
基金supported by the Xiamen University Malaysia Research Fund XMUMRF Grant No:XMUMRF/2019-C3/IECE/0007(received by R.M.Mehmood)The authors are grateful to the Taif University Researchers Supporting Project Number(TURSP-2020/79),Taif University,Taif,Saudi Arabia for funding this work(received by M.Shorfuzzaman).
文摘Solar energy is a widely used type of renewable energy.Photovoltaic arrays are used to harvest solar energy.The major goal,in harvesting the maximum possible power,is to operate the system at its maximum power point(MPP).If the irradiation conditions are uniform,the P-V curve of the PV array has only one peak that is called its MPP.But when the irradiation conditions are non-uniform,the P-V curve has multiple peaks.Each peak represents an MPP for a specific irradiation condition.The highest of all the peaks is called Global Maximum Power Point(GMPP).Under uniform irradiation conditions,there is zero or no partial shading.But the changing irradiance causes a shading effect which is called Partial Shading.Many conventional and soft computing techniques have been in use to harvest solar energy.These techniques perform well under uniform and weak shading conditions but fail when shading conditions are strong.In this paper,a new method is proposed which uses Machine Learning based algorithm called Opposition-Based-Learning(OBL)to deal with partial shading conditions.Simulation studies on different cases of partial shading have proven this technique effective in attaining MPP.
基金the National Natural Science Foundation of China(U21A20268,31920103016,32173010)the fellowship of China Postdoctoral Science Foundation(No.2022M711128)+2 种基金Hunan Provincial Science and Technology Department(2021RC2076,2021NK2025,2022JJ40276,2022JJ30383)College Student Innovation and Entrepreneurship Training Program(2022123,2023227)the Modern Agricultural Industry Program of Hunan Province,and the Fish Disease and Vaccine Research and Development Platform for Postgraduates in Hunan Province.
文摘Viral infectious diseases significantly threaten the sustainability of freshwater fish aquaculture.The lack of studies on epidemic transmission patterns and mechanisms inhibits the development of containment strategies from the viewpoint of veterinary public health.This study raises an epidemic mathematical model considering water transmission with the aim of analyzing the transmission process more accurately.The basic reproduction number R0 was derived by the model parameter including the water transmission coefficient and was used for the analysis of the virus transmission.Spring viremia of carp virus(SVCV)and zebrafish were used as model viruses and animals,respectively,to conduct the transmission experiment.Transmission through water was achieved by connecting two aquarium tanks with a water channel but blocking the fish movement between the tanks.With the collected experimental data,we determined the optimal hybrid machine learning algorithm to analyze the transmission process using an established mathematical model.In addition,future transmission was predicted and validated using the epidemic model and an optimal algorithm.Finally,the sensitivity of model parameters and the simulations of R0 variation were performed based on the modified complex epidemic model.This study is of significance in providing theoretical guidance for minimizing R0 by manipulating model parameters with containment measures.More importantly,since the modified model and algorithm demonstrated better performance in handling freshwater fish transmission problems,this study advances the future application of transmissible disease modeling with larger datasets in freshwater fish aquaculture.