Accurately predicting foreign exchange volatility is crucial for financial institutions, traders, and policymakers. This makes it an extremely complex and dynamic market, hence failing traditional methods of predictio...
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ISBN:
(数字)9798331523893
ISBN:
(纸本)9798331523909
Accurately predicting foreign exchange volatility is crucial for financial institutions, traders, and policymakers. This makes it an extremely complex and dynamic market, hence failing traditional methods of prediction for capturing intricate patterns present in time-series data. Advanced machinelearning models, have shown great potential in addressing this challenge. We propose an Autoencoder-Lstm model that leverages the strengths of both autoencoder for feature extraction and LSTM networks for time-series forecasting. These networks have gated mechanisms controlling the flow of information, particularly suitable for financial forecasting in their ability to extract long-term dependencies and trends which improve the forecast's accuracy as far as selective memory in prediction of volatility goes. The autoencoder simplifies input data by extracting important features and dropping out unnecessary noise. After extracting features from the dataset the network processes them efficiently while recognizing past time series connections. The research is implemented using Python software, for model development. The framework is evaluated using real-world foreign exchange data, incorporating both raw price features and derived features such as returns and volatility measures. The model is trained and tested on a dataset of daily forex rates, achieving an impressive prediction accuracy of 99.2%. Performance metrics, including RMSE (0.012), MAE (0.008), and MSE (0.00014), underscore the model's ability to minimize prediction errors, significantly outperforming traditional models. The results demonstrate the Autoencoder-Lstm’s effectiveness in predicting exchange rate volatility, making it a valuable tool for financial forecasting. This model's high accuracy and robustness further establish its potential for broader applications in other time-series prediction tasks.
This article designs and constructs a deep prediction model that combines deep neural networks and Transformer encoders. Build a prediction model using deep neural networks and Transformer encoders. Due to the powerfu...
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Feature selection in text classification refers to the critical process of identifying and selecting the most relevant and informative features such as words, phrases, or other linguistic elements from a text dataset....
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Manufacturing sector companies are typically categorized based on size or product type to aid in policy formulation and long-term planning. The existing classification systems, however, overlook economic performance, ...
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This study explores state-of-the-art advanced ensemble learning methodologies for predictive modeling in marathon running times. The research emphases on enhancing the precision and reliability of marathon time predic...
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We discuss some estimates for the misclassification rate of a classification tree in terms of the size of the learning set, following some ideas introduced in [3]. We develop some mathematical ideas of [3], extending ...
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ISBN:
(纸本)3540405046
We discuss some estimates for the misclassification rate of a classification tree in terms of the size of the learning set, following some ideas introduced in [3]. We develop some mathematical ideas of [3], extending the analysis to the case with an arbitrary finite number of classes.
In this paper the fusion of artificial neural networks, granular computing and learning automata theory is proposed and we present as a final result ANLAGIS, an adaptive neuron-like network based on learning automata ...
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In this paper the fusion of artificial neural networks, granular computing and learning automata theory is proposed and we present as a final result ANLAGIS, an adaptive neuron-like network based on learning automata and granular inference systems. ANLAGIS can be applied to both patternrecognition and learning control problems. Another interesting contribution of this paper is the distinction between presynaptic and post-synaptic learning in artificial neural networks. Tc illustrate the capabilities of ANLAGIS some experiments on knowledge discovery in datamining and machinelearning are presented. The main, novel contribution of ANLAGIS is the incorporation of learning Automata Theory within its structure;the paper includes also a novel learning scheme for stochastic learning automata. (C) 2010 Elsevier B.V. All rights reserved.
In this paper, we develop an algorithm for the learning of the boundary and the medial axis of random point sets, employing the principal curve analysis. The principal curve analysis is a generalization of principal a...
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ISBN:
(纸本)3540405046
In this paper, we develop an algorithm for the learning of the boundary and the medial axis of random point sets, employing the principal curve analysis. The principal curve analysis is a generalization of principal axis analysis, which is a standard method for data analysis in patternrecognition.
Many powerful methods for intelligent data analysis have become available in the fields of machinelearning and datamining. However, almost all of these methods are based on the assumption that the objects under cons...
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ISBN:
(纸本)3540405046
Many powerful methods for intelligent data analysis have become available in the fields of machinelearning and datamining. However, almost all of these methods are based on the assumption that the objects under consideration are represented in terms of feature vectors, or collections of attribute values. In the present paper we argue that symbolic representations, such as strings, trees or graphs, have a representational power that is significantly higher than the representational power of feature vectors. On the other hand, operations on these data structure that are typically needed in datamining and machinelearning are more involved than their counterparts on feature vectors. However, recent progress in graph matching and related areas has led to many new practical methods that seem to be very promising for a wide range of applications.
In this paper, we consider the task of automatic synthesis/leaming of patternrecognition systems. In particular, a method is proposed that, given exclusively training raster images, synthesizes complete feature-based...
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ISBN:
(纸本)3540405046
In this paper, we consider the task of automatic synthesis/leaming of patternrecognition systems. In particular, a method is proposed that, given exclusively training raster images, synthesizes complete feature-based recognition system. The proposed approach is general and does not require any assumptions concerning training data and application domain. Its novelty consists in procedural representation of features for recognition and utilization of coevolutionary computation for their synthesis. The paper describes the synthesis algorithm, outlines the architecture of the synthesized system, provides firm rationale for its design, and evaluates it experimentally on the real-world task of target recognition in synthetic aperture radar (SAR) imagery.
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