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Reinforcement Learning Approach for Commodity Market Trading Strategy 1

引用

13th National Technical Symposium on Unmanned System Technology, NUSYS 2023

作者： Wong, Pei Yuin Moung, Ervin Gubin Farzamnia, Ali Yahya, Farashazillah Obit, Joe Henry Sani, Zaidatol Haslinda Abdullah Faculty of Computing and Informatics Universiti Malaysia Sabah Kota Kinabalu Malaysia Faculty of Engineering Universiti Malaysia Sabah Kota Kinabalu Malaysia School of Computing and Engineering University of Huddersfield Huddersfield United Kingdom

ISBN: (数字)9789819720279

ISBN: (纸本)9789819720262

The apparent phenomena of commodity price fluctuations significantly affect the cost of living. Most current studies utilize datasets collected before the Russo-Ukrainian War and Covid-19. Moreover, many people are focusing on fund investment, exploring avenues such as commodity trading in addition to stocks and forex investments. However, most research for price prediction in commodities does not cover the periods of Covid-19 and the Russo-Ukrainian war. The aim of this project is to develop trading strategy models to predict whether to buy or sell a commodity, and to evaluate the potential rewards and profits. The dataset used contains daily historical prices of various types of commodities from the year 2000 until March 2022. Furthermore, a real-world dataset, specifically the gold trading dataset from Nasdaq, will be used to validate the performance of the best-performing trading models. The algorithms employed are reinforcement learning-based: Advantage Actor Critic (A2C) and Proximal Policy Optimization (PPO). Evaluation performance across six rounds of experiments has shown that the A2C model in a forex environment, using 80% of the dataset for training and 20% for testing, achieved the best results, with a Sharpe ratio of 0.63, a Sortino ratio of 1.0, an Omega ratio of 1.24, and a Calmar ratio of 0.55. The best-performing trading models in Objective 2 and Objective 3 are similar but employ different window sizes. Window size specifies the timesteps that will serve as reference points for the trading model to determine the next trade. Different datasets may require different window sizes, an issue that necessitates further refinement. This refinement is crucial as it involves tailoring the window size to align with the unique characteristics and volatility patterns of each dataset, thereby ensuring that the model's predictive accuracy is optimized for varied market conditions and historical trends. In conclusion, the best-performing trading model is the Advan

关键词： Marketplaces

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Enhancing SEO Compliance of JavaScript Web Frameworks through Automated Testing inside CI/CD Pipelines 11

Enhancing SEO Compliance of JavaScript Web Frameworks throug...

引用

11th Workshop on Software Quality Analysis, Monitoring, Improvement, and Applications, SQAMIA 2024

作者： Ágh, Ján Makarova, Irina Dakić, Pavle Institute of Informatics Information Systems and Software Engineering Faculty of Informatics and Information Technologies Slovak University of Technology in Bratislava Ilkovičova 2 Bratislava842 16 Slovakia Faculty of Informatics and Computing Singidunum University Danijelova 32 Belgrade Serbia

This article aims to incorporate search engine optimization validation into the development process of JavaScript-based web applications, thus connecting two sides of optimizations, namely the selection of appropriate practices and their correct implementation. We summarize strategies for achieving search engine optimization (SEO) compliance in single-page applications (SPAs) and propose two distinct testing solutions aimed at addressing SEO concerns in modern web apps. Both approaches are incorporated into CI/CD pipelines, making it possible to enforce existing SEO strategies. The issue of visibility in search engines is especially characteristic for JavaScript-based frameworks. This is because of the way they load and render their content, are mostly unable to achieve satisfactory SEO scores and rankings. Due to the ever-increasing popularity of these frameworks, it is essential to identify and compare available optimization techniques to address this subject adequately. Here, we take a closer look at the SEO-friendly features of *** and *** frameworks and evaluate their capabilities using two mock e-commerce websites as examples. To fulfill our second objective, an approach to continuous SEO testing is presented. We discuss the results of similar CI/CD pipeline setups using distinct technologies and tools, in particular Jenkins and GitHub actions. The results show that by integrating specific tests focused on SEO into CI/CD pipelines, developers can identify crucial shortcomings of their product and eliminate them before they cause harm in the production environment. © 2024 Copyright for this paper by its authors.

关键词： Search engines

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Non-IT Program Students Learn Basic Web Language;The Preliminary Study of Affective and Cognitive Response on IVML Prototype 17th

Non-IT Program Students Learn Basic Web Language;The Prelimi...

引用

17th International Conference on Information Technology and Applications, ICITA 2023

作者： Naim, Nur Faraha Mohd Ibrahim, Ag. Asri Ag. Baharum, Aslina Moung, Ervin Gubin Salimun, Carolyn Multimedia Technology Programme Faculty of Computing and Informatics Universiti Malaysia Sabah Kampus Antarabangsa Labuan Federal Territory of Labuan Malaysia Software Engineering Programme Faculty of Computing and Informatics Universiti Malaysia Sabah Kota Kinabalu Sabah Malaysia User Experience Research Group Faculty of Computing and Informatics Universiti Malaysia Sabah Kota Kinabalu Sabah Malaysia School of Engineering and Technology Sunway University Selangor Petaling Jaya Malaysia

ISBN: (纸本)9789819983230

This paper examines the response of affective and cognitive processes under human–computer interaction (HCI) toward interactive video mobile learning known as the IVML prototype. The idea is to determine the potential of the interactive elements in the educational video as the key factor that can influence learners’ engagement and comprehension of the presented topic. This paper aims to measure the level of affective and cognitive response of learners toward the subject learning that are not from their field, not exposed to, or not familiar with. The data analyze based on user experience, user interface, and human–computer interaction. The statistical result may produce a significant outcome that could contribute to the hyper video platform. The findings may confirm the significant role of technical aspects and psychological aspects included in video production style, hence heightening the hyper video platform in teaching and learning activities. © The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024.

关键词： Human computer interaction

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Online Conversation-Based Social Engineering Detection Using Machine Learning 1

引用

13th National Technical Symposium on Unmanned System Technology, NUSYS 2023

作者： Ulaganathan, Thurairaj A/L R. Moung, Ervin Gubin Farzamnia, Ali Yahya, Farashazillah Sze, Florence Sia Fui Hung, Lai Po Faculty of Computing and Informatics Universiti Malaysia Sabah Kota Kinabalu Malaysia Faculty of Engineering Universiti Malaysia Sabah Kota Kinabalu Malaysia School of Computing and Engineering University of Huddersfield Huddersfield United Kingdom

ISBN: (数字)9789819720279

ISBN: (纸本)9789819720262

Social engineering through online conversations can occur via phone calls, Skype, or Google Meet, among others. This paper presents a machine learning-based classifier for detecting scam conversations in various online formats, including live call conversations. However, selecting an appropriate dataset and the optimal vectorization technique for the algorithm remains challenging, and many fraudulent scams remain undetectable in online conversations. Consequently, six experiments were conducted to apply a machine learning classifier, resulting in 108 outcomes. All six experiments demonstrate that different classifiers possess unique strengths and weaknesses when applied to different scenarios. When compared to Doc2Vec, the vectorization techniques of Universal Sentence Encoder yield excellent results. Among various clustering methods, K-Means and the EM algorithm perform exceptionally well. The results reveal that Random Forest and CatBoost classifiers outperform others in terms of accuracy, precision, recall, and F1-score across all cases. These findings can contribute to enhancing the detection of scam attempts in live call conversations, thus helping protect individuals from falling victim to scams. © The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024.

关键词： Adversarial machine learning

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Automated Sleep Staging Classification System Based on Convolutional Neural Network Using Polysomnography Signals 1

引用

13th National Technical Symposium on Unmanned System Technology, NUSYS 2023

作者： Azrin, Muhd Luqman Bin Farzamnia, Ali Fan, Liau Chung Moung, Ervin Gubin Faculty of Engineering Universiti Malaysia Sabah Kota Kinabalu Malaysia Faculty of Computing and Informatics Universiti Malaysia Sabah Kota Kinabalu Malaysia School of Computing and Engineering University of Huddersfield Huddersfield United Kingdom

ISBN: (数字)9789819720279

ISBN: (纸本)9789819720262

Sleep is a crucial bodily process that plays a vital role in maintaining overall health and well-being. When diagnosing and treating sleep disorders, the initial step is sleep staging. However, manual sleep staging by physicians can be complicated, leading to a growing interest in computer-aided sleep stage classification algorithms. In this research, a method was introduced for automatically classifying sleep stages by extracting distinctive representations from single-channel EEG signals. PSG signals are selected exclusively for the project because they directly capture the essential physiological changes needed for sleep staging, ensuring both data relevance and quality. This choice also aligns with the project’s goal of feasibility and computational efficiency while avoiding potential ethical and privacy issues linked to audio and video data. Furthermore, it conforms to established practises in the field, ensuring consistency in benchmarking. A filterbank is applied by dividing the range of the frequency signal into two 15 sub epochs. The activity of the signal within distinct frequency ranges during different sleep stages was fully comprehended by computing the standard deviation as a single characteristic from different frequency subbands of the EEG. These characteristics served as the input for a two-stream convolutional neural network (CNN) that was trained using a two-stage learning methodology for classification. These characteristics served as the input for a two-stream convolutional neural network (CNN) that was trained using a two-stage learning methodology for classification. © The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024.

关键词： Sleep research

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Trip Itinerary Generation with 2-Opt Algorithm 4

Trip Itinerary Generation with 2-Opt Algorithm

引用

4th International Conference on Advanced Information Science and System, AISS 2022

作者： Challaf, Omar Chua, Sook-Ling Foo, Lee Kien Faculty of Computing and Informatics Multimedia University Malaysia

ISBN: (纸本)9781450397933

Advances in digital technologies and communications are impacting how people travel. However, there are still lacking of personalised digital-based tools to support people in trip planning. Although there are a number of widely used trip planner applications, these applications may not be effective in generating trip itinerary as they do not take into account of user trip preferences and the total travel time to spend. In this paper, we proposed a heuristic search algorithm based on 2-opt to generate trip itinerary. A proof of concept mobile application for trip planning is developed to demonstrate the validity of our method. © 2022 ACM.

关键词： Travel time

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Enhancing Performance of CUDA Quicksort Through Pivot Selection and Branching Avoidance Methods 29

Enhancing Performance of CUDA Quicksort Through Pivot Select...

引用

29th International Conference on Information, Communication and Automation Technologies, ICAT 2023

作者： Catic, Irvin Mujic, Mehmed Nosovic, Novica Hrnjic, Tarik University of Sarajevo Faculty of Electrical Engineering Department of Computing and Informatics Sarajevo Bosnia and Herzegovina

ISBN: (纸本)9798350399837

This paper presents a fine-tuned implementation of the quicksort algorithm for highly parallel multicore NVIDIA graphics processors. The described approach focuses on algorith-mic and implementation-level improvements to achieve enhanced performance. Several fine-tuning techniques are explored to identify the best combination of improvements for the quicksort algorithm on GPUs. The results show that this approach leads to a significant reduction in execution time and an improvement in algorithmic operations, such as the number of iterations of the algorithm and the number of operations performed compared to its predecessors. The experiments are conducted on an NVIDIA graphics card, taking into account several distributions of input data. The findings suggest that this fine-tuning approach can enable efficient and fast sorting on GPUs for a wide range of applications. © 2023 IEEE.

关键词： Sorting

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Accelerating Sorting on GPUs: A Scalable CUDA Quicksort Revision 22

Accelerating Sorting on GPUs: A Scalable CUDA Quicksort Revi...

引用

22nd International Symposium INFOTEH-JAHORINA, INFOTEH 2023

作者： Mujić, Mehmed Ćatić, Irvin Behić, Samra Hadžibajramović, Amila Nosović, Novica Hrnjić, Tarik University of Sarajevo Faculty of Electrical Engineering Department of Computing and Informatics Sarajevo Bosnia and Herzegovina

ISBN: (纸本)9781665475464

In this article, an upgraded version of CUDA-Quicksort - an iterative implementation of the quicksort algorithm suitable for highly parallel multicore graphics processors, is described and evaluated. Three key changes which lead to improved performance are proposed. The main goal was to provide an implementation with increased scalability with the size of data sets and number of cores with modern GPU architectures, which was successfully achieved. The proposed changes also lead to significant reduction in execution time. The execution times were measured on an NVIDIA graphics card, taking into account the possible distributions of the input data. © 2023 IEEE.

关键词： Sorting

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Evaluation of STEM digital educational games using an instrument that integrates technology acceptance and player experience factors 23

Evaluation of STEM digital educational games using an instru...

引用

15th Biannual Conference of the Italian SIGCHI Chapter: Crossing HCI and AI, CHItaly 2023

作者： Azami, Husna Hafiza R. Ibrahim, Roslina Masrom, Suraya Che Mohd Yusoff, Rasimah Yaacob, Suraya Razak Faculty of Technology and Informatics Universiti Teknologi Malaysia Malaysia College of Computing Informatics and Media Universiti Teknologi MARA Malaysia

ISBN: (纸本)9798400708060

Digital educational games (DEGs) are gaining a lot of recognition in a variety of educational and training contexts, including science, technology, engineering, and mathematics (STEM). Since modern-day children are accustomed to digital and gaming technologies, DEGs are considered to be a progressive and effective learning strategy that appeals to them. However, despite the enormous efforts and financial investments made by game academics and producers, students' acceptance of this learning tool is still low. There is also a lack of studies that provide an understanding of students' perceptions and acceptance of STEM DEGs. Furthermore, existing research normally conducts the assessment of game acceptance and player experience (PX) separately even though both are crucial assessments that can be integrated and measured simultaneously in a comprehensive manner. Hence, this paper presents the evaluation of three DEGs related to STEM namely RoboCo, Poly Bridge 2, and Moonbase Alpha using a questionnaire that extensively combines important user acceptance and PX components. The proposed DEGAPX instrument which consisted of 13 factors measured by 64 items had passed the reliability and validity testing. The descriptive statistics of the 281 valid responses received from high school students in Malaysia and the interview results with ten survey participants were discussed in this paper. Students' views on the games were generally positive and their intention to use the games was higher when more factors of the DEGAPX instrument received high scores. This paper highlights the design criteria that can be considered by game developers for creating DEGs that satisfy the needs of target users. Educators can also utilize the suggestions discussed in this paper for the selection of games and deployment in classrooms. © 2023 ACM.

关键词： Students

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Enhancing Low Light Image Classification Using MADPIP Approach 4th

Enhancing Low Light Image Classification Using MADPIP Approa...

引用

4th International Conference on Advances in Computational Science and Engineering, ICACSE 2023

作者： Pailus, Rayner Henry Alfred, Rayner Creative Advanced Machine Intelligence Research Centre Faculty of Computing and Informatics Universiti Malaysia Sabah Kota Kinabalu Malaysia

ISBN: (纸本)9789819729760

Many researchers are interested in finding solutions for face recognition against low light illumination, many succeeded using Histogram Equalization, Retinex Theory, Illumination map estimation model, Frequency domain and Deep learning methods. Nevertheless, not all these mentioned methods can improve all types of face detection and face recognition challenges. Many researchers of face recognition agree and believe that a better-quality input image used for face detection, feature extraction, feature selection, training and testing will produce better detection and recognition. Thus, this paper will evaluate other established and published algorithms and our proposed method called Multiple Adaptive Derivative Passive Image Processing (MADPIP). Our solution does not use only one method but multiple and does not have a single output but multiple outputs. When an image goes through multiple adaptive changes multiple times, it is no longer appropriate to call it an output but rather a multiple-processed output or a multiple adaptive derivative. © The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024.

关键词： Classification enhancement Convolutional neural network Image restoration Low light images

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