Optimizing LSTM for time series prediction in Indian stock market

Predicting 5-Year EDSS in Multiple Sclerosis with LSTM Networks: A Deep Learning Approach to Disease Progression

BACKROUNDS

Multiple Sclerosis (MS) is a neurodegerative disease that is common worldwide, has no definitive cure yet, and negatively affects the individual's quality of life due to disease-related disability. Predicting disability in MS is difficult because of the complex nature of the disease. The primary goal of treating individuals with MS is to prevent or reduce irreversible neurological damage throughout the therapeutic course. Considering the importance of predicting disability MS in the early stage, in this study, we aimed to predict the 5th year score of the Extended Disability Status Scale (EDSS), which is used to measure disability levels in MS patients and allows for a comprehensive assessment of neurological functions. For this purpose, Long Short-Term Memory (LSTM), a special type of Recurrent Neural Network (RNN), designed specifically to analyze data and learn long-term relationships, was used in our study.

METHODS

The cohort consists of demographic and clinical variables of 1000MS patients, collected from two centers through the MSBase database. The variables used in the study were obtained from the first clinical diagnoses of MS patients during their visits in the first year (1st year) and from their follow-up visits 24 months later (2nd year) and 60 months (5th year). These variables were used as input vectors for training the LSTM model, and 5th year EDSS scores were predicted. Additionally, two different optimization methods were applied to improve the prediction performance of the LSTM model. The RMSE was used as a metric to determine the prediction performance of the model.

RESULTS

For the first LSTM model developed using all variables in the dataset, the RMSE on the test data was obtained as 1.46. After hyperparameter optimization and feature selection, the prediction error decreased to 1.332. In addition, according to the heat map feature selection results, age, pyramidal, cerebellar, sensory, and bowel-bladder function variables were determined as the five most important variables in predicting the 5th year EDSS.

CONCLUSIONS

Our results showed the effectiveness of LSTM deep learning models in predicting EDSS scores for MS patients. Unlike existing studies, our approach integrates both static and dynamic data from MS patients, leading to accurate predictions of EDSS scores ranging from 0 to 10 with minimal prediction error.

Comparison of time-series models for predicting physiological metrics under sedation

This study presents a comprehensive comparison of multiple time-series models applied to physiological metric predictions. It aims to explore the effectiveness of both statistical prediction models and pharmacokinetic-pharmacodynamic prediction model and modern deep learning approaches. Specifically, the study focuses on predicting the bispectral index (BIS), a vital metric in anesthesia used to assess the depth of sedation during surgery, using datasets collected from real-life surgeries. The goal is to evaluate and compare model performance considering both univariate and multivariate schemes. Accurate BIS prediction is essential for avoiding under- or over-sedation, which can lead to adverse outcomes. The study investigates a range of models: The traditional mathematical models include the pharmacokinetic-pharmacodynamic model and statistical models such as autoregressive integrated moving average (ARIMA) and vector autoregression (VAR). The deep learning models encompass recurrent neural networks (RNNs), specifically Long Short-Term Memory (LSTM) and Gated Recurrent Units (GRU), as well as Temporal Convolutional Networks (TCNs) and Transformer models. The analysis focuses on evaluating model performance in predicting the BIS using two distinct datasets of physiological metrics collected from actual surgical procedures. It explores both univariate and multivariate prediction schemes and investigates how different combinations of features and input sequence lengths impact model accuracy. The experimental findings reveal significant performance differences among the models: In univariate prediction scenarios for predicting BIS, the LSTM model demonstrates a 2.88% improvement over the second-best performing model. For multivariate predictions, the LSTM model outperforms others by 6.67% compared to the next best model. Furthermore, the addition of Electromyography (EMG) and Mean Arterial Pressure (MAP) brings significant accuracy improvement when predicting BIS. The study emphasizes the importance of selecting and building appropriate time-series models to achieve accurate predictions in biomedical applications. This research provides insights to guide future efforts in improving vital sign prediction methodologies for clinical and research purposes. Clinically, with improvements in the prediction of physiological parameters, clinicians can be informed of interventions if an anomaly is detected or predicted.

Particulate matter forecast and prediction in Curitiba using machine learning

Introduction

Air quality is directly affected by pollutant emission from vehicles, especially in large cities and metropolitan areas or when there is no compliance check for vehicle emission standards. Particulate Matter (PM) is one of the pollutants emitted from fuel burning in internal combustion engines and remains suspended in the atmosphere, causing respiratory and cardiovascular health problems to the population. In this study, we analyzed the interaction between vehicular emissions, meteorological variables, and particulate matter concentrations in the lower atmosphere, presenting methods for predicting and forecasting PM2.5.

Methods

Meteorological and vehicle flow data from the city of Curitiba, Brazil, and particulate matter concentration data from optical sensors installed in the city between 2020 and 2022 were organized in hourly and daily averages. Prediction and forecasting were based on two machine learning models: Random Forest (RF) and Long Short-Term Memory (LSTM) neural network. The baseline model for prediction was chosen as the Multiple Linear Regression (MLR) model, and for forecast, we used the naive estimation as baseline.

Results

RF showed that on hourly and daily prediction scales, the planetary boundary layer height was the most important variable, followed by wind gust and wind velocity in hourly or daily cases, respectively. The highest PM prediction accuracy (99.37%) was found using the RF model on a daily scale. For forecasting, the highest accuracy was 99.71% using the LSTM model for 1-h forecast horizon with 5 h of previous data used as input variables.

Discussion

The RF and LSTM models were able to improve prediction and forecasting compared with MLR and Naive, respectively. The LSTM was trained with data corresponding to the period of the COVID-19 pandemic (2020 and 2021) and was able to forecast the concentration of PM2.5 in 2022, in which the data show that there was greater circulation of vehicles and higher peaks in the concentration of PM2.5. Our results can help the physical understanding of factors influencing pollutant dispersion from vehicle emissions at the lower atmosphere in urban environment. This study supports the formulation of new government policies to mitigate the impact of vehicle emissions in large cities.

The Impact of the COVID-19 Pandemic on Stock Market Performance in G20 Countries: Evidence from Long Short-Term Memory with a Recurrent Neural Network Approach

In light of developing and industrialized nations, the G20 economies account for a whopping two-thirds of the world's population and are the largest economies globally. Public emergencies have occasionally arisen due to the rapid spread of COVID-19 globally, impacting many people's lives, especially in G20 countries. Thus, this study is written to investigate the impact of the COVID-19 pandemic on stock market performance in G20 countries. This study uses daily stock market data of G20 countries from January 1, 2019 to June 30, 2020. The stock market data were divided into G7 countries and non-G7 countries. The data were analyzed using Long Short-Term Memory with a Recurrent Neural Network (LSTM-RNN) approach. The result indicated a gap between the actual stock market index and a forecasted time series that would have happened without COVID-19. Owing to movement restrictions, this study found that stock markets in six countries, including Argentina, China, South Africa, Turkey, Saudi Arabia, and the United States, are affected negatively. Besides that, movement restrictions in the G7 countries, excluding the United States, and the non-G20 countries, excluding Argentina, China, South Africa, Turkey, and Saudi, significantly impact the stock market performance. Generally, LSTM prediction estimates relative terms, except for stock market performance in the United Kingdom, the Republic of Korea, South Africa, and Spain. The stock market performance in the United Kingdom and Spain countries has significantly reduced during and after the occurrence of COVID-19. It indicates that the COVID-19 pandemic considerably influenced the stock markets of 14 G20 countries, whereas less severely impacting 6 remaining countries. In conclusion, our empirical evidence showed that the pandemic had restricted effects on the stock market performance in G20 countries.

Using neural networks and remote sensing for spatio-temporal prediction of air pollution during the COVID-19 pandemic

The study aims to monitor air pollution in Iranian metropolises using remote sensing, specifically focusing on pollutants such as O3, CH4, NO2, CO2, SO2, CO, and suspended particles (aerosols) in 2001 and 2019. Sentinel 5 satellite images are utilized to prepare maps of each pollutant. The relationship between these pollutants and land surface temperature (LST) is determined using linear regression analysis. Additionally, the study estimates air pollution levels in 2040 using Markov and Cellular Automata (CA)-Markov chains. Furthermore, three neural network models, namely multilayer perceptron (MLP), radial basis function (RBF), and long short-term memory (LSTM), are employed for predicting contamination levels. The results of the research indicate an increase in pollution levels from 2010 to 2019. It is observed that temperature has a strong correlation with contamination levels (R2 = 0.87). The neural network models, particularly RBF and LSTM, demonstrate higher accuracy in predicting pollution with an R2 value of 0.90. The findings highlight the significance of managing industrial towns to minimize pollution, as these areas exhibit both high pollution levels and temperatures. So, the study emphasizes the importance of monitoring air pollution and its correlation with temperature. Remote sensing techniques and advanced prediction models can provide valuable insights for effective pollution management and decision-making processes.

Excellent predictive-performances of photonic reservoir computers for chaotic time-series using the fusion-prediction approach

In this work, based on two parallel reservoir computers realized by the two polarization components of the optically pumped spin-VCSEL with double optical feedbacks, we propose the fusion-prediction scheme for the Mackey-Glass (MG) and Lorenz (LZ) chaotic time series. Here, the direct prediction and iterative prediction results are fused in a weighted average way. Compared with the direct-prediction errors, the fusion-prediction errors appear great decrease. Their values are far less than the values of the direct-prediction errors when the iteration step-size are no more than 15. By the optimization of the temporal interval and the sampling period, under the iteration step-size of 3, the fusion-prediction errors for the MG and LZ chaotic time-series can be reduced to 0.00178 and 0.004627, which become 8.1% of the corresponding direct-prediction error and 28.68% of one, respectively. Even though the iteration step-size reaches to 15, the fusion-prediction errors for the MG and LZ chaotic time-series can be reduced to 55.61% of the corresponding direct-prediction error and 77.28% of one, respectively. In addition, the fusion-prediction errors have strong robustness on the perturbations of the system parameters. Our studied results can potentially apply in the improvement of prediction accuracy for some complex nonlinear time series.

Transfer-recursive-ensemble learning for multi-day COVID-19 prediction in India using recurrent neural networks

The COVID-19 pandemic has put a huge challenge on the Indian health infrastructure. With a larger number of people getting affected during the second wave, hospitals were overburdened, running out of supplies and oxygen. Hence, predicting new COVID-19 cases, new deaths, and total active cases multiple days in advance can aid better utilization of scarce medical resources and prudent pandemic-related decision-making. The proposed method uses gated recurrent unit networks as the main predicting model. A study is conducted by building four models pre-trained on COVID-19 data from four different countries (United States of America, Brazil, Spain, and Bangladesh) and fine-tuned on India's data. Since the four countries chosen have experienced different types of infection curves, the pre-training provides a transfer learning to the models incorporating diverse situations into account. Each of the four models then gives 7-day ahead predictions using the recursive learning method for the Indian test data. The final prediction comes from an ensemble of the predictions of the different models. This method with two countries, Spain and Bangladesh, is seen to achieve the best performance amongst all the combinations as well as compared to other traditional regression models.

Soft computing techniques for forecasting of COVID-19 in Pakistan

Novel Pandemic COVID-19 led globally to severe health barriers and financial issues in different parts of the world. The forecast on COVID-19 infections is significant. Demeanor vital data will help in executing policies to reduce the number of cases efficiently. Filtering techniques are appropriate for dynamic model structures as it provide reasonable estimates over the recursive Bayesian updates. Kalman Filters, used for controlling epidemics, are valuable in knowing contagious infections. Artificial Neural Networks (ANN) have generally been used for classification and forecasting problems. ANN models show an essential role in several successful applications of neural networks and are commonly used in economic and business studies. Long short-term memory (LSTM) model is one of the most popular technique used in time series analysis. This paper aims to forecast COVID-19 on the basis of ANN, KF, LSTM and SVM methods. We applied ANN, KF, LSTM and SVM for the COVID-19 data in Pakistan to find the number of deaths, confirm cases, and cases of recovery. The three methods were used for prediction, and the results showed the performance of LSTM to be better than that of ANN and KF method. ANN, KF, LSTM and SVM endorsed the COVID-19 data in closely all three scenarios. LSTM, ANN and KF followed the fluctuations of the original data and made close COVID-19 predictions. The results of the three methods helped significantly in the decision-making direction for short term strategies and in the control of the COVID-19 outbreak.

Clinical applicability of deep learning-based respiratory signal prediction models for four-dimensional radiation therapy

For accurate respiration gated radiation therapy, compensation for the beam latency of the beam control system is necessary. Therefore, we evaluate deep learning models for predicting patient respiration signals and investigate their clinical feasibility. Herein, long short-term memory (LSTM), bidirectional LSTM (Bi-LSTM), and the Transformer are evaluated. Among the 540 respiration signals, 60 signals are used as test data. Each of the remaining 480 signals was spilt into training and validation data in a 7:3 ratio. A total of 1000 ms of the signal sequence (T_s) is entered to the models, and the signal at 500 ms afterward (P_t) is predicted (standard training condition). The accuracy measures are: (1) root mean square error (RMSE) and Pearson correlation coefficient (CC), (2) accuracy dependency on T_s and P_t, (3) respiratory pattern dependency, and (4) error for 30% and 70% of the respiration gating for a 5 mm tumor motion for latencies of 300, 500, and 700 ms. Under standard conditions, the Transformer model exhibits the highest accuracy with an RMSE and CC of 0.1554 and 0.9768, respectively. An increase in T_s improves accuracy, whereas an increase in P_t decreases accuracy. An evaluation of the regularity of the respiratory signals reveals that the lowest predictive accuracy is achieved with irregular amplitude patterns. For 30% and 70% of the phases, the average error of the three models is <1.4 mm for a latency of 500 ms and >2.0 mm for a latency of 700 ms. The prediction accuracy of the Transformer is superior to LSTM and Bi-LSTM. Thus, the three models have clinically applicable accuracies for a latency <500 ms for 10 mm of regular tumor motion. The clinical acceptability of the deep learning models depends on the inherent latency and the strategy for reducing the irregularity of respiration.

2dCNN-BiCuDNNLSTM: Hybrid Deep-Learning-Based Approach for Classification of COVID-19 X-ray Images

The coronavirus (COVID-19) is a major global disaster of humankind, in the 21st century. COVID-19 initiates breathing infection, including pneumonia, common cold, sneezing, and coughing. Initial detection becomes crucial, to classify the virus and limit its spread. COVID-19 infection is similar to other types of pneumonia, and it may result in severe pneumonia, with bundles of illness onsets. This research is focused on identifying people affected by COVID-19 at a very early stage, through chest X-ray images. Chest X-ray classification is a beneficial method in the identification, follow up, and evaluation of treatment efficiency, for people with pneumonia. This research, also, considered chest X-ray classification as a basic method to evaluate the existence of lung irregularities in symptomatic patients, alleged for COVID-19 disease. The aim of this research is to classify COVID-19 samples from normal chest X-ray images and pneumonia-affected chest X-ray images of people, for early identification of the disease. This research will help people in diagnosing individuals for viruses and insisting that people receive proper treatment as well as preventive action, to stop the spread of the virus. To provide accurate classification of disease in patients’ chest X-ray images, this research proposed a novel classification model, named 2dCNN-BiCuDNNLSTM, which combines two-dimensional Convolutional Neural Network (CNN) and a Bidirectional CUDA Deep Neural Network Long Short-Term Memory (BiCuDNNLSTM). Deep learning is known for identifying the patterns in available data that will be helpful in accurate classification of disease. The proposed model (2dCNN and BiCuDNNLSTM layers, with proper hyperparameters) can differentiate normal chest X-rays from viral pneumonia and COVID-19 ones, with high accuracy. A total of 6863 X-ray images (JPEG) (1000 COVID-19 patients, 3863 normal cases, and 2000 pneumonia patients) have been engaged, to examine the achievement of the suggested neural network; 80% of the images dataset for every group is received for proposed model training, 10% is accepted for validation, and 10% is accepted for testing. It is observed that the proposed model acquires the towering classification accuracy of 93%. The proposed network is used for predictive analysis, to prompt people regarding the risk of early detection of COVID-19. X-ray images help to classify people with COVID-19 variants and to indicate the severity of disease in the future. This study demonstrates the effectiveness of the proposed CUDA-enabled hybrid deep learning models, to classify the X-ray image data, with a high accuracy of detecting COVID-19. It reveals that the proposed model can be applicable in numerous virus classifications. The chest X-ray classification is a commonly available and reasonable approach, for diagnosing people with lower respiratory signs or suspected COVID-19. Therefore, it is demonstrated that the proposed model has an efficient and promising accomplishment for classifying COVID-19 through X-ray images. The proposed hybrid model can, efficiently, preserve the comprehensive characteristic facts of the image data, for more exceptional concluding classification results than an individual neural network.

Heuristic Optimization of Deep and Shallow Classifiers: An Application for Electroencephalogram Cyclic Alternating Pattern Detection

Methodologies for automatic non-rapid eye movement and cyclic alternating pattern analysis were proposed to examine the signal from one electroencephalogram monopolar derivation for the A phase, cyclic alternating pattern cycles, and cyclic alternating pattern rate assessments. A population composed of subjects free of neurological disorders and subjects diagnosed with sleep-disordered breathing was studied. Parallel classifications were performed for non-rapid eye movement and A phase estimations, examining a one-dimension convolutional neural network (fed with the electroencephalogram signal), a long short-term memory (fed with the electroencephalogram signal or with proposed features), and a feed-forward neural network (fed with proposed features), along with a finite state machine for the cyclic alternating pattern cycle scoring. Two hyper-parameter tuning algorithms were developed to optimize the classifiers. The model with long short-term memory fed with proposed features was found to be the best, with accuracy and area under the receiver operating characteristic curve of 83% and 0.88, respectively, for the A phase classification, while for the non-rapid eye movement estimation, the results were 88% and 0.95, respectively. The cyclic alternating pattern cycle classification accuracy was 79% for the same model, while the cyclic alternating pattern rate percentage error was 22%.

Intelligent Optimization Based Multi-Factor Deep Learning Stock Selection Model and Quantitative Trading Strategy

With the rapid development of financial research theory and artificial intelligence technology, quantitative investment has gradually entered people’s attention. Compared with traditional investment, the advantage of quantitative investment lies in quantification and refinement. In quantitative investment technology, quantitative stock selection is the foundation. Without good stock selection ability, the effect of quantitative investment will be greatly reduced. Therefore, this paper builds an effective multi-factor stock selection model based on intelligent optimization algorithms and deep learning and proposes corresponding trading strategies based on this. First of all, this paper selects 26 effective factors of financial indicators, technical indicators and public opinion to construct the factor database. Secondly, a Gated Recurrent Unit (GRU) neural network based on the Cuckoo Search (CS) optimization algorithm is used to build a stock selection model. Finally, a quantitative investment strategy is designed, and the proposed multi-factor deep learning stock selection model based on intelligent optimization is applied to practice to test its effectiveness. The results show that the quantitative trading strategy based on this model achieved a Sharpe ratio of 127.08%, an annualized rate of return of 40.66%, an excess return of 13.13% and a maximum drawdown rate of −17.38% during the back test period. Compared with other benchmark models, the proposed stock selection model achieved better back test performance.

Investigation of Hyperparameter Setting of a Long Short-Term Memory Model Applied for Imputation of Missing Discharge Data of the Daihachiga River

Missing observational data pose an unavoidable problem in the hydrological field. Deep learning technology has recently been developing rapidly, and has started to be applied in the hydrological field. Being one of the network architectures used in deep learning, Long Short-Term Memory (LSTM) has been applied largely in related research, such as flood forecasting and discharge prediction, and the performance of an LSTM model has been compared with other deep learning models. Although the tuning of hyperparameters, which influences the performance of an LSTM model, is necessary, no sufficient knowledge has been obtained. In this study, we tuned the hyperparameters of an LSTM model to investigate the influence on the model performance, and tried to obtain a more suitable hyperparameter combination for the imputation of missing discharge data of the Daihachiga River. A traditional method, linear regression with an accuracy of 0.903 in Nash–Sutcliffe Efficiency (NSE), was chosen as the comparison target of the accuracy. The results of most of the trainings that used the discharge data of both neighboring and estimation points had better accuracy than the regression. Imputation of 7 days of the missing period had a minimum value of 0.904 in NSE, and 1 day of the missing period had a lower quartile of 0.922 in NSE. Dropout value indicated a negative correlation with the accuracy. Setting dropout as 0 had the best accuracy, 0.917 in the lower quartile of NSE. When the missing period was 1 day and the number of hidden layers were more than 100, all the compared results had an accuracy of 0.907–0.959 in NSE. Consequently, the case, which used discharge data with backtracked time considering the missing period of 1 day and 7 days and discharge data of adjacent points as input data, indicated better accuracy than other input data combinations. Moreover, the following information is obtained for this LSTM model: 100 hidden layers are better, and dropout and recurrent dropout levels equaling 0 are also better. The obtained optimal combination of hyperparameters exceeded the accuracy of the traditional method of regression analysis.

Integration of genetic algorithm with artificial neural network for stock market forecasting

Traditional statistical as well as artificial intelligence techniques are widely used for stock market forecasting. Due to the nonlinearity in stock data, a model developed using the traditional or a single intelligent technique may not accurately forecast results. Therefore, there is a need to develop a hybridization of intelligent techniques for an effective predictive model. In this study, we propose an intelligent forecasting method based on a hybrid of an Artificial Neural Network (ANN) and a Genetic Algorithm (GA) and uses two US stock market indices, DOW30 and NASDAQ100, for forecasting. The data were partitioned into training, testing, and validation datasets. The model validation was done on the stock data of the COVID-19 period. The experimental findings obtained using the DOW30 and NASDAQ100 reveal that the accuracy of the GA and ANN hybrid model for the DOW30 and NASDAQ100 is greater than that of the single ANN (BPANN) technique, both in the short and long term.

A Novel Model Based on DA-RNN Network and Skip Gated Recurrent Neural Network for Periodic Time Series Forecasting

Deep learning models are playing an increasingly important role in time series forecasting with their excellent predictive ability and the convenience of not requiring complex feature engineering. However, the existing deep learning models still have shortcomings in dealing with periodic and long-distance dependent sequences, which lead to unsatisfactory forecasting performance on this type of dataset. To handle these two issues better, this paper proposes a novel periodic time series forecasting model based on DA-RNN, called DA-SKIP. Using the idea of task decomposition, the novel model, based on DA-RNN, GRU-SKIP and autoregressive component, breaks down the prediction of periodic time series into three parts: linear forecasting, nonlinear forecasting and periodic forecasting. The results of the experiments on Solar Energy, Electricity Consumption and Air Quality datasets show that the proposed model outperforms the three comparison models in capturing periodicity and long-distance dependence features of sequences.

Modeling and Forecasting Cases of RSV Using Artificial Neural Networks

In this paper, we study and present a mathematical modeling approach based on artificial neural networks to forecast the number of cases of respiratory syncytial virus (RSV). The number of RSV-positive cases in most of the countries around the world present a seasonal-type behavior. We constructed and developed several multilayer perceptron (MLP) models that intend to appropriately forecast the number of cases of RSV, based on previous history. We compared our mathematical modeling approach with a classical statistical technique for the time-series, and we concluded that our results are more accurate. The dataset collected during 2005 to 2010 consisting of 312 weeks belongs to Bogotá D.C., Colombia. The adjusted MLP network that we constructed has a fairly high forecast accuracy. Finally, based on these computations, we recommend training the selected MLP model using 70% of the historical data of RSV-positive cases for training and 20% for validation in order to obtain more accurate results. These results are useful and provide scientific information for health authorities of Colombia to design suitable public health policies related to RSV.

A Long Short-Term Memory Network Stock Price Prediction with Leading Indicators

The accuracy of the prediction of stock price fluctuations is crucial for investors, and it helps investors manage funds better when formulating trading strategies. Using forecasting tools to get a predicted value that is closer to the actual value from a given financial data set has always been a major goal of financial researchers and a problem. In recent years, people have paid particular attention to stocks, and gradually used various tools to predict stock prices. There is more than one factor that affects financial trends, and people need to consider it from all aspects, so research on stock price fluctuations has also become extremely difficult. This paper mainly studies the impact of leading indicators on the stock market. The framework used in this article is proposed based on long short-term memory (LSTM). In this study, leading indicators that affect stock market volatility are added, and the proposed framework is thus named as a stock tending prediction framework based on LSTM with leading indicators (LSTMLI). This study uses stock markets in the United States and Taiwan, respectively, with historical data, futures, and options as data sets to predict stock prices in these two markets. We measure the predictive performance of LSTMLI relative to other neural network models, and the impact of leading indicators on stock prices is studied. Besides, when using LSTMLI to predict the rise and fall of stock prices in the article, the conventional regression method is not used, but the classification method is used, which can give a qualitative output based on the data set. The experimental results show that the LSTMLI model using the classification method can effectively reduce the prediction error. Also, the data set with leading indicators is better than the prediction results of the single historical data using the LSTMLI model.

An LSTM and GRU based trading strategy adapted to the Moroccan market

Forecasting stock prices is an extremely challenging job considering the high volatility and the number of variables that influence it (political, economical, social, etc.). Predicting the closing price provides useful information and helps the investor make the right decision. The use of deep learning and more precisely of recurrent neural networks (RNNs) in stock market forecasting is an increasingly common practice in the literature. Long Short Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures are among the most widely used types of RNNs, given their suitability for sequential data. In this paper, we propose a trading strategy designed for the Moroccan stock market, based on two deep learning models: LSTM and GRU to predict the closing price in the short and medium term respectively. Decision rules for buying and selling stocks are implemented based on the forecasting given by the two models, then over four 3-year periods, we simulate transactions using these decision rules with different settings for each stock. The returns obtained will be used to estimate an expected return. We only hold stocks that outperform a benchmark index (expected return > threshold). The random search is then used to choose one of the available parameters and the performance of the portfolio built from the selected stocks will be tested over a further period. The repetition of this process with a variation of portfolio size makes it possible to select the best possible combination of stock each with the optimized parameter for the decision rules. The proposed strategy produces very promising results and outperforms the performance of indices used as benchmarks in the local market. Indeed, the annualized return of our strategy proposed during the test period is 27.13%, while it is 0.43% for Moroccan all share Indice (MASI), 15.24% for the distributor sector indices, and 19.94% for the pharmaceutical industry indices. Noted that brokerage fees are estimated and subtracted for each transaction. which makes the performance found even more realistic.

Viral reverse engineering using Artificial Intelligence and big data COVID-19 infection with Long Short-term Memory (LSTM)

This research presents a reverse engineering approach to discover the patterns and evolution behavior of SARS-CoV-2 using AI and big data. Accordingly, we have studied five viral families (Orthomyxoviridae, Retroviridae, Filoviridae, Flaviviridae, and Coronaviridae) that happened in the era of the past one hundred years. To capture the similarities, common characteristics, and evolution behavior for prediction concerning SARS-CoV-2. And how reverse engineering using Artificial intelligence (AI) and big data is efficient and provides wide horizons. The results show that SARS-CoV-2 shares the same highest active amino acids (S, L, and T) with the mentioned viral families. As known, that affects the building function of the proteins. We have also devised a mathematical formula representing how we calculate the evolution difference percentage between each virus concerning its phylogenic tree. It shows that SARS-CoV-2 has fast mutation evolution concerning its time of arising. Artificial Intelligence (AI) is used to predict the next evolved instance of SARS-CoV-2 by utilizing the phylogenic tree data as a corpus using Long Short-term Memory (LSTM). This paper has shown the evolved viral instance prediction process on ORF7a protein from SARS-CoV-2 as the first stage to predict the complete mutant virus. Finally, in this research, we have focused on analyzing the virus to its primary factors by reverse engineering using AI and big data to understand the viral similarities, patterns, and evolution behavior to predict future viral mutations of the virus artificially in a systematic and logical way.

Generalized Cauchy Process: Difference Iterative Forecasting Model

The contribution of this article is mainly to develop a new stochastic sequence forecasting model, which is also called the difference iterative forecasting model based on the Generalized Cauchy (GC) process. The GC process is a Long-Range Dependent (LRD) process described by two independent parameters: Hurst parameter H and fractal dimension D. Compared with the fractional Brownian motion (fBm) with a linear relationship between H and D, the GC process can more flexibly describe various LRD processes. Before building the forecasting model, this article demonstrates the GC process using H and D to describe the LRD and fractal properties of stochastic sequences, respectively. The GC process is taken as the diffusion term to establish a differential iterative forecasting model, where the incremental distribution of the GC process is obtained by statistics. The parameters of the forecasting model are estimated by the box dimension, the rescaled range, and the maximum likelihood methods. Finally, a real wind speed data set is used to verify the performance of the GC difference iterative forecasting model.

Forecasting of COVID-19 cases using deep learning models: Is it reliable and practically significant?

The ongoing outbreak of the COVID-19 pandemic prevails as an ultimatum to the global economic growth and henceforth, all of society since neither a curing drug nor a preventing vaccine is discovered. The spread of COVID-19 is increasing day by day, imposing human lives and economy at risk. Due to the increased enormity of the number of COVID-19 cases, the role of Artificial Intelligence (AI) is imperative in the current scenario. AI would be a powerful tool to fight against this pandemic outbreak by predicting the number of cases in advance. Deep learning-based time series techniques are considered to predict world-wide COVID-19 cases in advance for short-term and medium-term dependencies with adaptive learning. Initially, the data pre-processing and feature extraction is made with the real world COVID-19 dataset. Subsequently, the prediction of cumulative confirmed, death and recovered global cases are modelled with Auto-Regressive Integrated Moving Average (ARIMA), Long Short-Term Memory (LSTM), Stacked Long Short-Term Memory (SLSTM) and Prophet approaches. For long-term forecasting of COVID-19 cases, multivariate LSTM models is employed. The performance metrics are computed for all the models and the prediction results are subjected to comparative analysis to identify the most reliable model. From the results, it is evident that the Stacked LSTM algorithm yields higher accuracy with an error of less than 2% as compared to the other considered algorithms for the studied performance metrics. Country-specific analysis and city-specific analysis of COVID-19 cases for India and Chennai, respectively, are predicted and analyzed in detail. Also, statistical hypothesis analysis and correlation analysis are done on the COVID-19 datasets by including the features like temperature, rainfall, population, total infected cases, area and population density during the months of May, June, July and August to find out the best suitable model. Further, practical significance of predicting COVID-19 cases is elucidated in terms of assessing pandemic characteristics, scenario planning, optimization of models and supporting Sustainable Development Goals (SDGs).

A CNN-LSTM-Based Model to Forecast Stock Prices

Stock price data have the characteristics of time series. At the same time, based on machine learning long short-term memory (LSTM) which has the advantages of analyzing relationships among time series data through its memory function, we propose a forecasting method of stock price based on CNN-LSTM. In the meanwhile, we use MLP, CNN, RNN, LSTM, CNN-RNN, and other forecasting models to predict the stock price one by one. Moreover, the forecasting results of these models are analyzed and compared. The data utilized in this research concern the daily stock prices from July 1, 1991, to August 31, 2020, including 7127 trading days. In terms of historical data, we choose eight features, including opening price, highest price, lowest price, closing price, volume, turnover, ups and downs, and change. Firstly, we adopt CNN to efficiently extract features from the data, which are the items of the previous 10 days. And then, we adopt LSTM to predict the stock price with the extracted feature data. According to the experimental results, the CNN-LSTM can provide a reliable stock price forecasting with the highest prediction accuracy. This forecasting method not only provides a new research idea for stock price forecasting but also provides practical experience for scholars to study financial time series data.