VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning

Volatility-based trading strategies have attracted a lot of attention in financial markets due to their ability to capture opportunities for profit from market dynamics. In this article, we propose a new volatility-based trading strategy that combines statistical analysis with machine learning techniques to forecast stock markets trend. The method consists of several steps including, data exploration, correlation and autocorrelation analysis, technical indicator use, application of hypothesis tests and statistical models, and use of variable selection algorithms. In particular, we use the k-means++ clustering algorithm to group the mean volatility of the nine largest stocks in the NYSE and NasdaqGS markets. The resulting clusters are the basis for identifying relationships between stocks based on their volatility behaviour. Next, we use the Granger Causality Test on the clustered dataset with mid-volatility to determine the predictive power of a stock over another stock. By identifying stocks with strong predictive relationships, we establish a trading strategy in which the stock acting as a reliable predictor becomes a trend indicator to determine the buy, sell, and hold of target stock trades. Through extensive backtesting and performance evaluation, we find the reliability and robustness of our volatility-based trading strategy. The results suggest that our approach effectively captures profitable trading opportunities by leveraging the predictive power of volatility clusters, and Granger causality relationships between stocks. The proposed strategy offers valuable insights and practical implications to investors and market participants who seek to improve their trading decisions and capitalize on market trends. It provides valuable insights and practical implications for market participants looking to

Dataset Optimization for Chronic Disease Prediction with Bio-Inspired Feature Selection

In this study, we investigated the application of bio-inspired optimization algorithms, including Genetic Algorithm, Particle Swarm Optimization, and Whale Optimization Algorithm, for feature selection in chronic disease prediction. The primary goal was to enhance the predictive accuracy of models streamline data dimensionality, and make predictions more interpretable and actionable. The research encompassed a comparative analysis of the three bio-inspired feature selection approaches across diverse chronic diseases, including diabetes, cancer, kidney, and cardiovascular diseases. Performance metrics such as accuracy, precision, recall, and f1 score are used to assess the effectiveness of the algorithms in reducing the number of features needed for accurate classification. The results in general demonstrate that the bio-inspired optimization algorithms are effective in reducing the number of features required for accurate classification. However, there have been variations in the performance of the algorithms on different datasets. The study highlights the importance of data pre-processing and cleaning in ensuring the reliability and effectiveness of the analysis. This study contributes to the advancement of predictive analytics in the realm of chronic diseases. The potential impact of this work extends to early intervention, precision medicine, and improved patient outcomes, providing new avenues for the delivery of healthcare services tailored to individual needs. The findings underscore the potential benefits of using bio-inspired optimization algorithms for feature selection in chronic disease prediction, offering valuable insights for improving healthcare outcomes

A Logic-based Multi-agent System for Ethical Monitoring and Evaluation of Dialogues

In Proceedings ICLP 2021, arXiv:2109.0791

Logic-based Machine Learning for Transparent Ethical Agents

Autonomous intelligent agents are increasingly engaging in human communities. Thus, they must be expected to follow social and ethical norms of the community in which they are deployed in. In this work we present an approach for developing such ethical agents which are able to develop ethical decision making and judgment capabilities by learning from interactions with the users. Our approach is a logic-based approach and the resulting ethical agents are transparent by design