Prédiction de la tendance des actions basée sur les réseaux convolutifs graphiques et les LSTM

Abstract: As stocks have been developing over decades, the trend and the price of a stock are more often used for predictions in stock market analysis. In the field of finance, an accurate stock future trending can not only help decision-makers estimate the possibility of profit, but also help them avoid risks. In this research, we present a quantitative approach to predicting the trend of stocks in which a clustering model is employed to mine the stock trends patterns from historical stock price data. Stock series clustering is a special kind of time series clustering. We aim to find out the trend types, e.g. rising, falling and others, of a stock at time intervals, and then make use of the past trends to predict its future trend. The proposed prediction method is based on Graph Convolutional Neural Network for clustering and Long Short-Term Memory model for prediction. This method is suitable for the data clustering of unbalanced classes too. The experiments on real-world stock data demonstrate that our method can yield accurate forecasts. In the long run, the proposed method can be used to explore new possibilities in the research field of time series clustering, such as using other graph neural networks to predict stock trends.Comme les prix des actions évoluent au fil des décennies, la tendance et le prix d’une action sont souvent utilisés pour effectuer des prévisions en bourse. Bien anticiper la tendance future des actions peut non seulement aider les décideurs à mieux estimer les possibilités de profit, mais aussi les risques. Dans cette thèse, une approche quantitative est présentée pour prédire les fluctuations d’actions. L’approche se base sur une méthode de clustering pour identifier la tendance des actions à partir de leurs données historiques. C’est un type particulier de clustering appliqué sur des séries chronologiques. Il consiste à découvrir les tendances des actions sur des intervalles de temps, tel que des tendances haussières, des tendances baissières, et ensuite d’utiliser ces tendances pour prédire leurs états futurs. La méthode de prédiction proposée se base sur les réseaux de neurones convolutionnels graphiques et des réseaux récurrents mémoire pour la prédiction. Cette méthode fonctionne également sur des ensembles de données où la proportion des classes est déséquilibrée. Les données historiques des actions démontrent que la méthode proposée effectue des prévisions précises. La méthode proposée peut ouvrir une nouvelle perspective de recherche pour le clustering de séries chronologiques, notamment l’utilisation d‘autres réseaux de neurones graphiques pour prédire les tendances des actions

Bibliometric Mapping of the Computational Intelligence Field

In this paper, a bibliometric study of the computational intelligence field is presented. Bibliometric maps showing the associations between the main concepts in the field are provided for the periods 1996–2000 and 2001–2005. Both the current structure of the field and the evolution of the field over the last decade are analyzed. In addition, a number of emerging areas in the field are identified. It turns out that computational intelligence can best be seen as a field that is structured around four important types of problems, namely control problems, classification problems, regression problems, and optimization problems. Within the computational intelligence field, the neural networks and fuzzy systems subfields are fairly intertwined, whereas the evolutionary computation subfield has a relatively independent position.neural networks;bibliometric mapping;fuzzy systems;bibliometrics;computational intelligence;evolutionary computation

Converting Your Thoughts to Texts: Enabling Brain Typing via Deep Feature Learning of EEG Signals

An electroencephalography (EEG) based Brain Computer Interface (BCI) enables people to communicate with the outside world by interpreting the EEG signals of their brains to interact with devices such as wheelchairs and intelligent robots. More specifically, motor imagery EEG (MI-EEG), which reflects a subjects active intent, is attracting increasing attention for a variety of BCI applications. Accurate classification of MI-EEG signals while essential for effective operation of BCI systems, is challenging due to the significant noise inherent in the signals and the lack of informative correlation between the signals and brain activities. In this paper, we propose a novel deep neural network based learning framework that affords perceptive insights into the relationship between the MI-EEG data and brain activities. We design a joint convolutional recurrent neural network that simultaneously learns robust high-level feature presentations through low-dimensional dense embeddings from raw MI-EEG signals. We also employ an Autoencoder layer to eliminate various artifacts such as background activities. The proposed approach has been evaluated extensively on a large- scale public MI-EEG dataset and a limited but easy-to-deploy dataset collected in our lab. The results show that our approach outperforms a series of baselines and the competitive state-of-the- art methods, yielding a classification accuracy of 95.53%. The applicability of our proposed approach is further demonstrated with a practical BCI system for typing.Comment: 10 page