An empirical study on the various stock market prediction methods

Investment in the stock market is one of the much-admired investment actions. However, prediction of the stock market has remained a hard task because of the non-linearity exhibited. The non-linearity is due to multiple affecting factors such as global economy, political situations, sector performance, economic numbers, foreign institution investment, domestic institution investment, and so on. A proper set of such representative factors must be analyzed to make an efficient prediction model. Marginal improvement of prediction accuracy can be gainful for investors. This review provides a detailed analysis of research papers presenting stock market prediction techniques. These techniques are assessed in the time series analysis and sentiment analysis section. A detailed discussion on research gaps and issues is presented. The reviewed articles are analyzed based on the use of prediction techniques, optimization algorithms, feature selection methods, datasets, toolset, evaluation matrices, and input parameters. The techniques are further investigated to analyze relations of prediction methods with feature selection algorithm, datasets, feature selection methods, and input parameters. In addition, major problems raised in the present techniques are also discussed. This survey will provide researchers with deeper insight into various aspects of current stock market prediction methods

Automatic Diagnosis of Schizophrenia and Attention Deficit Hyperactivity Disorder in rs-fMRI Modality using Convolutional Autoencoder Model and Interval Type-2 Fuzzy Regression

Nowadays, many people worldwide suffer from brain disorders, and their health is in danger. So far, numerous methods have been proposed for the diagnosis of Schizophrenia (SZ) and attention deficit hyperactivity disorder (ADHD), among which functional magnetic resonance imaging (fMRI) modalities are known as a popular method among physicians. This paper presents an SZ and ADHD intelligent detection method of resting-state fMRI (rs-fMRI) modality using a new deep learning method. The University of California Los Angeles dataset, which contains the rs-fMRI modalities of SZ and ADHD patients, has been used for experiments. The FMRIB software library toolbox first performed preprocessing on rs-fMRI data. Then, a convolutional Autoencoder model with the proposed number of layers is used to extract features from rs-fMRI data. In the classification step, a new fuzzy method called interval type-2 fuzzy regression (IT2FR) is introduced and then optimized by genetic algorithm, particle swarm optimization, and gray wolf optimization (GWO) techniques. Also, the results of IT2FR methods are compared with multilayer perceptron, k-nearest neighbors, support vector machine, random forest, and decision tree, and adaptive neuro-fuzzy inference system methods. The experiment results show that the IT2FR method with the GWO optimization algorithm has achieved satisfactory results compared to other classifier methods. Finally, the proposed classification technique was able to provide 72.71% accuracy

Machine Learning for Stock Prediction Based on Fundamental Analysis

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could be successfully used toward stock predicting using stocks’ historical data. Most of these existing approaches have focused on short term prediction using stocks’ historical price and technical indicators. In this thesis, we prepared 22 years’ worth of stock quarterly financial data and investigated three machine learning algorithms: Feed-forward Neural Network (FNN), Random Forest (RF) and Adaptive Neural Fuzzy Inference System (ANFIS) for stock prediction based on fundamental analysis. In addition, we applied RF based feature selection and bootstrap aggregation in order to improve model performance and aggregate predictions from different models. Our results show that RF model achieves the best prediction results, and feature selection is able to improve test performance of FNN and ANFIS. Moreover, the aggregated model outperforms all baseline models as well as the benchmark DJIA index by an acceptable margin for the test period. Our findings demonstrate that machine learning models could be used to aid fundamental analysts with decision making regarding to stock investment

Fuzzy approach performance of shortterm electricity load forecasting in Malaysia

Many activities (such as economic, education and etc.) would paralyse with limited supply of electricity but surplus contribute to high operating cost.Therefore electricity load forecasting is important in order to avoid shortage or excess.Many techniques have been employed in forecasting short term electricity load.They can be classifies either by statistical or artificial intelligent (AI) or hybrid of those two techniques; Statistical techniques and AI techniques. Electricity load demand is influenced by many factors, such as weather, economic, social activities and etc.The relation between load demand and the independent variables is complex and it is not always possible to fit the load curve using statistical models.The complexity and uncertainties of this problem appear suitable for fuzzy methodologies.Hence, the Fuzzy approach was used to forecast electricity load demand.Previous findings showed festive celebration has effect on shortterm electricity load forecasting.Being a multi culture country Malaysia has many major festive celebrations (EidulFitri, Chinese New Year, Deepavali and etc.) but they are moving holidays due to non-fixed dates on the Gregorian calendar.Therefore, the performance of fuzzy approach in forecasting electricity loads when considering the presence of moving holidays was studied.Autoregressive Distributed Lag (ARDL) model was estimated using simulated data by including model simplification concept (manual or automatic), day types (weekdays or weekend), public holidays and lags of electricity load.The result indicated that day types, public holidays and several lags of electricity load were significant in the model.Overall, model simplification improves fuzzy performance due to less variables and rules