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A Hybrid LSTM-GARCH Network for Stock Market Volatility Prediction

A Hybrid LSTM-GARCH Network for Stock Market Volatility Pred...

引用

IEEE Annual computing and Communication Workshop and conference (CCWC)

作者： Nithyasai Siddiraju Rashida Hasan Department of Computer Science California State University Northridge California USA

ISBN: (数字)9798331507695

ISBN: (纸本)9798331507701

In the volatile domain of financial markets, accurately predicting stock volatility is a paramount challenge due to inherent nonlinearity and rapid market changes. Conventional models like GARCH and SVR-GARCH often fall short in capturing long-term dependencies and responding to sudden market shifts due to their linearity and limited complexity. To address these shortcomings, we present a novel hybrid approach that combines Long Short-Term Memory (LSTM) networks with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. By leveraging LSTM's capability to model nonlinear patterns and temporal dependencies, our proposed model significantly enhances the performances of stock volatility predictions, addressing the limitations of traditional methods. Using datasets from three key periods-the post-2008 recovery, economic diversification, and COVID-19 volatility-our model consistently outperforms traditional GARCH and SVR-GARCH methods in MAE and RMSE scores.

关键词： Deep learning COVID-19 Social networking (online) Biological system modeling Computational modeling Time series analysis Predictive models Forecasting Stock markets Long short term memory

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Performance Evaluations of multimedia Service Function Chaining in Edge Clouds 15

Performance Evaluations of Multimedia Service Function Chain...

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15th IEEE Annual Consumer Communications and networking conference (CCNC)

作者： Imagane, Kentaro Kanai, Kenji Katto, Jiro Tsuda, Toshitaka Nakazato, Hidenori Waseda Univ Grad Sch Fundamental Sci & Engn Tokyo Japan

ISBN: (纸本)9781538647905

As mobile multimedia services have significantly evolved and diversified with the spread of smartphones and Internet of things (IoT) devices, low-delay multimedia cloud computing is the need of the hour. To address this demand, in this study, we introduce an edge cloud system that equips a multimedia service function chaining capability. A prototype implementation of the proposed edge cloud system has three main features: 1) edge computing deployment by using OpenStack, 2) multimedia service slicing and chaining, and 3) efficient resource management in edge networks. Based on these features, the proposed system achieves lower multimedia processing delay compared to a conventional cloud computing platform. We deploy the proposed system in our laboratory and validate the system performance by using typical multimedia application, such as human detection in video surveillance.

关键词： Edge computing multimedia service slicing Service function chaining multimedia processing OpenStack

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Adaptive multimedia stream service with intelligent proxy 15

Adaptive multimedia stream service with intelligent proxy

引用

15th International conference on Information networking (ICON-15)

作者： Nam, DH Park, SK Ajou Univ Div Informat & Comp Engn Suwon 441749 South Korea

ISBN: (纸本)0769509517;0769509525

In this paper we propose a mechanism of an adaptive multimedia stream service that can support continuous data transmissions in mobile computing environment. this mechanism contains an effective buffeting method, an intelligent filtering and QoS negotiation method, and a playout control method to provide seamless playback of multimedia streams. To implement the mechanisms in the mobile computing environment, we take the concept of proxy It is located in the intermediate place between Two communication endpoints and it plays the role of an agent of the mobile hosts. the proxy uses the buffering method to keep constant transmission rates using feedback so that it can provide an adaptive stream service to the network. If needed, the proxy may transform the streams by applying filters to make mobile hosts' environments more optimal. And it does QoS negotiation with mobile hosts if the network bandwidth cannot support required QoS or if the environment of mobile host was changed.

关键词： Bandwidth Communication system control Data communication Feedback Filtering Filters Mobile communication Mobile computing multimedia computing Streaming media

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Object-causally ordered group protocol for distributed multimedia systems 15

Object-causally ordered group protocol for distributed multi...

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15th International conference on Information networking (ICON-15)

作者： Shimamura, K Tanaka, K Takizawa, M Tokyo Denki Univ Dept Syst & Comp Engn Tokyo Japan

ISBN: (纸本)0769509517;0769509525

In distributed applications like teleconferences, a group of multiple processes are cooperating, where messages exchanged among the processes are required to be causally delivered. the processes are exchanging kinds of multimedia objects in addition to traditional test data. the multimedia objects are longer than traditional messages and are structured. In this paper, we discuss new types of causally precedent relations among multimedia objects transmitted in the network. We discuss a protocol to causally deliver multimedia objects in a group of processes. We also show the evaluation of the protocol.

关键词： Application software Artificial intelligence Delay effects Distributed computing Electronic mail multimedia systems Protocols Systems engineering and theory Teleconferencing

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Design of gateway system between different signalling protocols of the multimedia session on the internet 15

Design of gateway system between different signalling protoc...

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15th International conference on Information networking (ICON-15)

作者： Takei, K Okamura, K Araki, E Kyushu Univ Grad Sch Informat Sci & Commun Engn Fukuoka 812 Japan

ISBN: (纸本)0769509525

In this paper, we present the functions of the general multimedia session. We consider the mapping of the fundamental functions for the multimedia session of ITU-T H.323 Recommendation and SIP(Session Initiation Protocol), which are the major signalling protocols of the multimedia session. We also consider the behavior of specific functions of each protocol, and design the Gateway which provides the interconnection between these protocols. And then we discuss the applied operation of the Gateway in the multipoint conference using these two protocols.

关键词： Communication system control Control systems Integrated circuit interconnections multimedia computing Protocols Signal design Special issues and sections Streaming media Videoconference Web and internet services

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Consistent global checkpoints in multimedia network systems 15

Consistent global checkpoints in multimedia network systems

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15th International conference on Information networking (ICON-15)

作者： Hiraga, K Higaki, H Tokyo Denki Univ Dept Comp & Syst Engn Tokyo 101 Japan

ISBN: (纸本)0769509525

To achieve a fault-tolerant distributed systems, checkpoint-recovery has been researched and many protocols have been designed. A global checkpoint taken by the protocols have to be consistent. For conventional data communication network, a global checkpoint is defined consistent if there is neither orphan nor lost message. For a multimedia communication network, there are different requirements such as large-size massages, lime-constrained failure free execution and allowance of certain amount of lost packers. this paper proposes a new criteria of consistent global checkpoints for supporting multimedia communication network. in addition, a checkpoint protocol with QoS based consistency is designed and applied to MPEG-2 data transmission.

关键词： Communication channels Communication networks Computer networks Data communication Distributed computing Fault tolerant systems Intelligent networks multimedia communication multimedia systems Protocols

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A method for computing the reputation of multimedia services through selection and composition

A method for computing the reputation of multimedia services...

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15th conference on multimedia computing and networking 2008

作者： Atrey, Pradeep K. Hossain, M. Anwar El Saddik, Abdulmotaleb Univ Ottawa Multimedia Commun Res Lab Ottawa ON Canada

ISBN: (纸本)9780819469908

multimedia services are usually selected and composed for processing, analyzing and transporting multimedia data over the Internet for end-users. the selection of these services is often performed based on their reputation, which is usually computed based on the feedback provided by the users. the users' feedback bears many problems including the low incentive for providing ratings and the bias towards positive or negative ratings. To overcome the dependency on the user's feedback, this paper presents a method that dynamically computes the reputation of a multimedia service based on its association with other multimedia services in a composition task. the degree of association between any two services is computed by utilizing the statistics of how often they have been composed together, which is used in our method to show the evolution of reputation over a period of time. the experimental results demonstrate the utility of the proposed method.

关键词： reputation computation multimedia services association coefficient

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Joint scheduling and resource allocation for multiple video decoding tasks

Joint scheduling and resource allocation for multiple video ...

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15th conference on multimedia computing and networking 2008

作者： Foo, Brian van der Schaar, Mihaela Univ Calif Los Angeles Dept Elect Engn EE Los Angeles CA 90095 USA

ISBN: (纸本)9780819469908

In this paper we propose a joint resource allocation and scheduling algorithm for video decoding on a resource-constrained system. By decomposing a multimedia task into decoding jobs using quality-driven priority classes, we demonstrate using queuing theoretic analysis that significant power savings can be achieved under small video quality degradation without requiring the encoder to adapt its transmitted bitstream. Based on this scheduling algorithm, we propose an algorithm for maximizing the sum of video qualities in a multiple task environment, while minimizing system energy consumption, without requiring tasks to reveal information about their performances to the system or to other potentially exploitative applications. Importantly, we offer a method to optimize the performance of multiple video decoding tasks on an energy-constrained system, while protecting private information about the system and the applications.

关键词： information privacy priority scheduling queuing theory decentralized algorithms complexity-scalable multimedia applications

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Campus-wide asynchronous lecture distribution using wireless laptops

Campus-wide asynchronous lecture distribution using wireless...

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15th conference on multimedia computing and networking 2008

作者： Yu, Xuwen Chandra, Surendar Univ Notre Dame Notre Dame IN 46556 USA

ISBN: (纸本)9780819469908

this work explored mechanisms to asynchronously distribute video objects to intranet users. the primary application driver was to disseminate lecture videos created by the instructor as well as annotated videos from students. the storage requirements made remote storage mechanisms as well as local infrastructure storage impractical. Hence, we investigated the feasibility of distributing video contents from user devices. Based on the recent trend of devices going wireless, we analyzed the viability of using laptop devices. We envision a variant of RSS feed mechanism that searched for the lectures among currently available replicas. the effectiveness of this distribution mechanism depended on the total number of voluntary replicas and availability patterns of wireless devices. Using extensive analysis of the observed node behavior, we showed that though laptop users were online for shorter durations, their temporal consistency can provide reasonable availability, especially at the times of the day when students were typically active.

关键词： Video Internet Received signal strength Analytical research multimedia computing systems Data storage Local area networks Phase modulation Video processing

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An improved adaptive ACO meta heuristic for scheduling multimedia traffic across the 802.11e EDCA

An improved adaptive ACO meta heuristic for scheduling multi...

引用

15th conference on multimedia computing and networking 2008

作者： Ditze, Michael Becker, Markus Univ Gesamthsch Paderborn Paderborn Germany

ISBN: (纸本)9780819469908

this paper presents an adaptive near-optimal scheduler for multimedia traffic for the 802.11e Enhanced Distributed Channel Access (EDCA) medium access control scheme: the scheduler exploits the ant colony optimization (ACO) meta heuristic to tackle the challenge of packet scheduling. ACO is a biologically inspired algorithm that is known to find near-optimal solutions for combinatorial optimization problems. thus, we expect that ACO scheduling produces more efficient schedules than comparable deterministic scheduling approaches at the expenses of a computational overhead it introduces. We compare ACO scheduling relevant deterministic scheduling approaches, and in particular the MLLF scheduler that is specifically designed for the needs of compressed multimedia applications. the purpose of the evaluation is twofold. It allows to draw conclusions on the feasibility of ACO scheduling for multimedia traffic while it serves as a benchmark to determine to what extent deterministic schedulers fall short of a near-optimal solution.

关键词： multimedia Actinium Video Video compression Computer programming Optimization (mathematics) Electronic imaging Feature extraction Local area networks Standards development

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