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《Information processing & management》2020,57(5):102212
Stock prediction via market data analysis is an attractive research topic. Both stock prices and news articles have been employed in the prediction processes. However, how to combine technical indicators from stock prices and news sentiments from textual news articles, and make the prediction model be able to learn sequential information within time series in an intelligent way, is still an unsolved problem. In this paper, we build up a stock prediction system and propose an approach that 1) represents numerical price data by technical indicators via technical analysis, and represents textual news articles by sentiment vectors via sentiment analysis, 2) setup a layered deep learning model to learn the sequential information within market snapshot series which is constructed by the technical indicators and news sentiments, 3) setup a fully connected neural network to make stock predictions. Experiments have been conducted on more than five years of Hong Kong Stock Exchange data using four different sentiment dictionaries, and results show that 1) the proposed approach outperforms the baselines in both validation and test sets using two different evaluation metrics, 2) models incorporating prices and news sentiments outperform models that only use either technical indicators or news sentiments, in both individual stock level and sector level, 3) among the four sentiment dictionaries, finance domain-specific sentiment dictionary (Loughran–McDonald Financial Dictionary) models the news sentiments better, which brings more prediction performance improvements than the other three dictionaries. 相似文献
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隐马尔科夫模型在很多方面已有广泛应用.讨论了一类更为一般的模型,这类模型由Wojciech
Pieczynski首次提出,并且给出了在图像识别中的应用.这里首次给出在离散观测和离散状态下该模型的精确数学描述,其中包括建模、状态估计和参数估计,这些算法都是首次被提出的. 相似文献
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This paper proposes an online video-based approach to handwritten Arabic alphabet recognition. Various temporal and spatial feature extraction techniques are introduced. The motion information of the hand movement is projected onto two static accumulated difference images according to the motion directionality. The temporal analysis is followed by two-dimensional discrete cosine transform and Zonal coding or Radon transformation and low pass filtering. The resulting feature vectors are time-independent thus can be classified by a simple classification technique such as K Nearest Neighbor (KNN). The solution is further enhanced by introducing the notion of superclasses where similar classes are grouped together for the purpose of multiresolutional classification. Experimental results indicate an impressive 99% recognition rate on user-dependant mode. To validate the proposed technique, we have conducted a series of experiments using Hidden Markov models (HMM), which is the classical way of classifying data with temporal dependencies. Experimental results revealed that the proposed feature extraction scheme combined with simple KNN yields superior results to those obtained by the classical HMM-based scheme. 相似文献
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《Information processing & management》2023,60(3):103293
As compared to the continuous temporal distributions, discrete data representations may be desired for simplified and faster data analysis and forecasting. Data compression can introduce one of the efficient ways to reduce continuous historical stock market data and present them in discrete forms; while predicting stock trend, a primary concern is towards up and down directions of the price movement and thus, data discretization for a focused approach can be beneficial. In this article, we propose a quantization-based data fusion approach with a primary motivation to reduce data complexity and hence, enhance the prediction ability of a model. Here, the continuous time-series values are transformed into discrete quantum values prior to applying them to a prediction model. We extend the proposed approach and factorize quantization by integrating different quantization step sizes. Such fused data can reduce the data to mainly concentrate on the stock price movement direction. To empirically evaluate the proposed approach for stock trend prediction, we adopt long short-term memory, deep neural network, and backpropagation neural network models and compare our prediction results with five existing approaches on several datasets using ten performance metrics. We analyze the impact of specific quantization factors and determine the individual best as well as overall best factor sizes; the results indicate a consistent performance enhancement in stock trend prediction accuracy as compared to the considered baseline methods with an improvement up to 7%. To evaluate the impact of quantization-based data fusion, we analyze time required to execute the experiments along with percentage reduction in the number of unique numeric terms. Further, these results are statistically evaluated using Wilcoxon signed-rank test. We discuss the superiority and applicability of factored quantization-based data fusion approach and conclude our work with potential future research directions. 相似文献
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【Purpose/significance】Analyzing the influencing factors of continuance usage behavior of MOOCs can deeply
understand learners' motivation and participation behavior so as to provide more decision support for managers.【Method/
process】A model is constructed to capture the dynamics of continuance usage of MOOCs, referring to Hidden Markov Mod⁃
el(HMM) based on the learning process framework of Illeris. Then data from Shanghai Learning Platform is collected, and
the Maximum Likelihood method is used to estimate parameters. Furthermore, the influence of website, course, peer effect
and teacher-student interaction on continuance usage of MOOCs was analyzed in different ability states, and the evolution
of learners' ability state was also explored.【Result/conclusion】Peer effect has positive effect on MOOCs usage of learners
with different abilities. High ability learners are also more concerned about the website safety and information related with
the course, whereas low ability learners are more likely to attend teacher-student interaction activities. There are four typi⁃
cal ability evolution roadmaps, the high ability learners have the accumulation advantage and the positive MOOCs continu⁃
ance usage behavior track, and are more likely to keep the high ability state. 相似文献
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《Journal of The Franklin Institute》2022,359(4):1747-1767
This paper studies the charging/discharging scheduling problem of plug-in electric vehicles (PEVs) in smart grid, considering the users’ satisfaction with state of charge (SoC) and the degradation cost of batteries. The objective is to collectively determine the energy usage patterns of all participating PEVs so as to minimize the energy cost of all PEVs while ensuring the charging needs of PEV owners. The challenges herein are mainly in three folds: 1) the randomness of electricity price and PEVs’ commuting behavior; 2) the unknown dynamics model of SoC; and 3) a large solution space, which make it challenging to directly develop a model-based optimization algorithm. To this end, we first reformulate the above energy cost minimization problem as a Markov game with unknown transition probabilities. Then a multi-agent deep reinforcement learning (DRL)-based data-driven approach is developed to solve the Markov game. Specifically, the proposed approach consists of two networks: an extreme learning machine (ELM)-based feedforward neural network (NN) for uncertainty prediction of electricity price and PEVs’ commuting behavior and a Q network for optimal action-value function approximation. Finally, the comparison results with three benchmark solutions show that our proposed algorithm can not only adaptively decide the optimal charging/discharging policy by on-line learning process, but also yield a lower energy cost within an unknown market environment. 相似文献
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《Information processing & management》2023,60(4):103358
Stock forecasting has always been challenging as the stock market is affected by a combination of factors. Temporal Convolutional Network (TCN) based on convolutional structure has been widely used in time series prediction in recent years, but the dilated causal convolution structure leaves it unable to effectively learn the dependencies between data at different time points. This paper proposes a method for stock ranking prediction. To enhance the ability of TCN to handle dependencies within series, we first develop a channel-time dual attention module (CTAM). In conjunction with TCN to process complex historical stock price data, CTAM can adaptively learn the importance of multiple price nature series of stocks and model the dependencies between the data at different times. On the other hand, due to the market industry rotation, some stocks with specific industry attributes may become market preference for a period time. To apply the industry attributes to the stock prediction, we construct an industry-stock Pearson correlation matrix and extract a vector that fully characterizes the industry attributes of stocks from it through a matrix factorization algorithm. Furthermore, the historical market preference is modeled according to the industry attribute of the stocks to generate the dynamic correlation between stocks and market preference, and this correlation is combined with the historical price features extracted by TCN for stock ranking prediction. We conduct experiments on three datasets of 950 constituent stocks of the Shanghai Stock Exchange Index, 750 constituent stocks of the Shenzhen Stock Exchange 1000 Index and 486 stocks of the S&P500 to demonstrate the effectiveness of the proposed method. On the Shanghai Stock Exchange Index dataset, the Investment Return Ratio (IRR) obtained by using the predict results of our method to guide the exchange reached 1.416, and the Sharpe Ratio (SR) reached 2.346. On the Shenzhen Stock Exchange Index dataset, the IRR reached 1.434 and the Sharpe ratio reached 2.317. On the S&P500, the IRR reached 1.491 and the Sharpe ratio reached 2.031. 相似文献
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《Information processing & management》2020,57(5):102220
Marketing professionals face challenges of increasing complexity to adapt classic marketing strategies to the phenomenon of social networks. Companies are currently trying to take advantage of the useful collective knowledge available on social networks to support different types of marketing decisions. The appropriate analysis of this information can offer marketing professionals with important competitive advantages. This work proposes a new methodology to extract the social collective behavior of Twitter users concerning a group of brands based on the users’ temporal activity. Time series of mentions made by individual users to each company’s Twitter account are aggregated to obtain collective activity data for the companies, which is a consequence of both the company’s and other users’ actions. These data are processed using classical unsupervised machine learning techniques, such as temporal clustering and hidden Markov models, to extract collective temporal behavior patterns and models of the dynamics of customers over time for a single brand and groups of brands. The derived knowledge can be used for different tasks, such as identifying the impact of a marketing campaign on Twitter and comparatively assessing the social behaviors of different brands and groups of brands to assist in making marketing decisions. Our methodology is validated in a case study from the wine market. Twitter data were gathered from four regions of different countries around the world with important wineries (Italy: Veneto, Portugal: Porto and Douro Valley, Spain: La Rioja, and United States: Napa Valley), and comparative behavior analysis was carried out from the perspective of the use of Twitter as a communication channel for marketing campaigns. 相似文献
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Chenping Hou Feiping Nie Yuanyuan Jiao Changshui Zhang Yi Wu 《Information processing & management》2013
Clustering is a basic technique in information processing. Traditional clustering methods, however, are not suitable for high dimensional data. Thus, learning a subspace for clustering has emerged as an important research direction. Nevertheless, the meaningful data are often lying on a low dimensional manifold while existing subspace learning approaches cannot fully capture the nonlinear structures of hidden manifold. In this paper, we propose a novel subspace learning method that not only characterizes the linear and nonlinear structures of data, but also reflects the requirements of following clustering. Compared with other related approaches, the proposed method can derive a subspace that is more suitable for high dimensional data clustering. Promising experimental results on different kinds of data sets demonstrate the effectiveness of the proposed approach. 相似文献
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为拓展产品市场、企业与股票市场等领域相关文献的研究,以2010—2016年沪深两市A股上市企业为研究对象,分别采用投资组合分析与面板数据回归的方法,考察产品市场竞争、研发投入与股票收益三者之间的具体关系。研究结果表明,对中国市场来说,产品市场竞争在一定程度上会为企业带来高收益,但随着竞争的进一步加剧收益反而会有所下降,研发投入水平较高的企业会获得更高的收益,且研发投入会强化产品市场竞争对股票收益的作用效果。最后进行一系列稳健性检验,主要结论均未发生变化。 相似文献
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提出了基于小波变换和隐马尔可夫模型的人像鉴别算法. 该算法首先对图像进行3级小波分解，然后把3个不同分辨率的低频子图像由小到大排列成树状结构，形成低频小波树. 接着利用独立元分析对每个小波树枝进行去相关、降维，形成特征小波树枝，并把它作为观测向量对隐马尔可夫模型进行训练，把优化的模型参数用于人脸识别. 分析了观测向量维数与识别率的关系，以及状态个数和高斯概率混合成分的个数对识别率的影响，定性描述了隐马尔可夫模型的本质. 在ORL人脸数据库上，同其他四种相关方法进行了比较，实验结果表明，该方法识别率较高，工程上易于应用. 相似文献
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Ye Yuan Guijun Ma Cheng Cheng Beitong Zhou Huan Zhao Hai-Tao Zhang Han Ding 《国家科学评论(英文版)》2020,7(2):418
The manufacturing sector is envisioned to be heavily influenced by artificial-intelligence-based technologies with the extraordinary increases in computational power and data volumes. A central challenge in the manufacturing sector lies in the requirement of a general framework to ensure satisfied diagnosis and monitoring performances in different manufacturing applications. Here, we propose a general data-driven, end-to-end framework for the monitoring of manufacturing systems. This framework, derived from deep-learning techniques, evaluates fused sensory measurements to detect and even predict faults and wearing conditions. This work exploits the predictive power of deep learning to automatically extract hidden degradation features from noisy, time-course data. We have experimented the proposed framework on 10 representative data sets drawn from a wide variety of manufacturing applications. Results reveal that the framework performs well in examined benchmark applications and can be applied in diverse contexts, indicating its potential use as a critical cornerstone in smart manufacturing. 相似文献
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首先界定了集群企业升级的内涵。然后,基于组织学习和知识基础理论,从刻意学习这一角度,揭示公司创业推动集群企业升级的内在机理。文章认为,公司创业过程中的信息搜索以及经验汇聚为集群企业获得技术知识和市场知识提供了重要的通道。而刻意学习过程,包括集群企业内知识扩散和知识运用,将创业过程中汲取的知识与既有知识融合起来,起到了知识整合的作用,进而生成与发展了既有的技术能力和市场能力,推动了集群企业的升级。以浙江省四个产业集群内171家企业为调研对象,实证研究总体上支持了本文的研究假设。 相似文献
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Stock exchange forecasting is an important aspect of business investment plans. The customers prefer to invest in stocks rather than traditional investments due to high profitability. The high profit is often linked with high risk due to the nonlinear nature of data and complex economic rules. The stock markets are often volatile and change abruptly due to the economic conditions, political situation and major events for the country. Therefore, to investigate the effect of some major events more specifically global and local events for different top stock companies (country-wise) remains an open research area. In this study, we consider four countries- US, Hong Kong, Turkey, and Pakistan from developed, emerging and underdeveloped economies’ list. We have explored the effect of different major events occurred during 2012–2016 on stock markets. We use the Twitter dataset to calculate the sentiment analysis for each of these events. The dataset consists of 11.42 million tweets that were used to determine the event sentiment. We have used linear regression, support vector regression and deep learning for stock exchange forecasting. The performance of the system is evaluated using the Root Mean Square Error (RMSE) and Mean Absolute Error (MAE). The results show that performance improves by using the sentiment for these events. 相似文献
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Shiwei Zhang Xiuzhen Zhang Jeffrey Chan Paolo Rosso 《Information processing & management》2019,56(5):1633-1644
Irony as a literary technique is widely used in online texts such as Twitter posts. Accurate irony detection is crucial for tasks such as effective sentiment analysis. A text’s ironic intent is defined by its context incongruity. For example in the phrase “I love being ignored”, the irony is defined by the incongruity between the positive word “love” and the negative context of “being ignored”. Existing studies mostly formulate irony detection as a standard supervised learning text categorization task, relying on explicit expressions for detecting context incongruity. In this paper we formulate irony detection instead as a transfer learning task where supervised learning on irony labeled text is enriched with knowledge transferred from external sentiment analysis resources. Importantly, we focus on identifying the hidden, implicit incongruity without relying on explicit incongruity expressions, as in “I like to think of myself as a broken down Justin Bieber – my philosophy professor.” We propose three transfer learning-based approaches to using sentiment knowledge to improve the attention mechanism of recurrent neural models for capturing hidden patterns for incongruity. Our main findings are: (1) Using sentiment knowledge from external resources is a very effective approach to improving irony detection; (2) For detecting implicit incongruity, transferring deep sentiment features seems to be the most effective way. Experiments show that our proposed models outperform state-of-the-art neural models for irony detection. 相似文献
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《Information processing & management》2022,59(1):102726
In synthetic aperture radar (SAR) image change detection, the deep learning has attracted increasingly more attention because the difference images (DIs) of traditional unsupervised technology are vulnerable to speckle noise. However, most of the existing deep networks do not constrain the distributional characteristics of the hidden space, which may affect the feature representation performance. This paper proposes a variational autoencoder (VAE) network with the siamese structure to detect changes in SAR images. The VAE encodes the input as a probability distribution in the hidden space to obtain regular hidden layer features with a good representation ability. Furthermore, subnetworks with the same parameters and structure can extract the spatial consistency features of the original image, which is conducive to the subsequent classification. The proposed method includes three main steps. First, the training samples are selected based on the false labels generated by a clustering algorithm. Then, we train the proposed model with the semisupervised learning strategy, including unsupervised feature learning and supervised network fine-tuning. Finally, input the original data instead of the DIs in the trained network to obtain the change detection results. The experimental results on four real SAR datasets show the effectiveness and robustness of the proposed method. 相似文献
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《Information processing & management》2023,60(4):103387
Precise prediction of Multivariate Time Series (MTS) has been playing a pivotal role in numerous kinds of applications. Existing works have made significant efforts to capture temporal tendency and periodical patterns, but they always ignore abrupt variations and heterogeneous/spatial associations of sensory data. In this paper, we develop a dual normalization (dual-norm) based dynamic graph diffusion network (DNGDN) to capture hidden intricate correlations of MTS data for temporal prediction. Specifically, we design time series decomposition and dual-norm mechanism to learn the latent dependencies and alleviate the adverse effect of abnormal MTS data. Furthermore, a dynamic graph diffusion network is adopted for adaptively exploring the spatial correlations among variables. Extensive experiments are performed on 3 real world experimental datasets with 8 representative baselines for temporal prediction. The performances of DNGDN outperforms all baselines with at least 4% lower MAPE over all datasets. 相似文献
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《Information processing & management》2023,60(2):103235
Imbalanced sample distribution is usually the main reason for the performance degradation of machine learning algorithms. Based on this, this study proposes a hybrid framework (RGAN-EL) combining generative adversarial networks and ensemble learning method to improve the classification performance of imbalanced data. Firstly, we propose a training sample selection strategy based on roulette wheel selection method to make GAN pay more attention to the class overlapping area when fitting the sample distribution. Secondly, we design two kinds of generator training loss, and propose a noise sample filtering method to improve the quality of generated samples. Then, minority class samples are oversampled using the improved RGAN to obtain a balanced training sample set. Finally, combined with the ensemble learning strategy, the final training and prediction are carried out. We conducted experiments on 41 real imbalanced data sets using two evaluation indexes: F1-score and AUC. Specifically, we compare RGAN-EL with six typical ensemble learning; RGAN is compared with three typical GAN models. The experimental results show that RGAN-EL is significantly better than the other six ensemble learning methods, and RGAN is greatly improved compared with three classical GAN models. 相似文献