Search results for: Deny Susanti

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

Procedia PDF Downloads 58

Authors: Oluwaseun Adeleke, Samuel Ikan, Anthony Nwala, Mopelola Raji, Fidelis Edet

Abstract:

Background: The risks associated with each pregnancy is carried almost entirely by a woman; however, the decision about whether and when to get pregnant is a subject that several others contend with her to make. The self-care concept offers women of reproductive age the opportunity to take control of their health and its determinants with or without the influence of a healthcare provider, family, and friends. DMPA-SC Self-injection (SI) is becoming the cornerstone of contraceptive self-care and has the potential to expand access and create opportunities for women to take control of their reproductive health. Methodology: To obtain insight into the influences that interfere with a woman’s capacity to make contraceptive choices independently, the Delivering Innovations in Selfcare (DISC) project conducted two intensive rounds of qualitative data collection and triangulation that included provider, client, and community mobilizer interviews, facility observations, and routine program data collection. Respondents were sampled according to a convenience sampling approach and data collected analyzed using a codebook and Atlas-TI. The research team members came together for participatory analysis workshop to explore and interpret emergent themes. Findings: Insights indicate that women are increasingly finding their voice and independently seek services to prevent a deterioration of their economic situation and achieve personal ambitions. Women who hold independent decision-making power still prefer to share decision making power with their male partners. Male partners’ influence on women’s use of family planning and self-inject was most dominant. There were examples of men’s support for women’s use of contraception to prevent unintended pregnancy, as well as men withholding support. Other men outrightly deny their partners from obtaining contraceptive services and their partners cede this sexual and reproductive health right without objection. A woman’s decision to initiate family planning is affected by myths and misconceptions, many of which have cultural and religious origins. Some tribes are known for their reluctance to use contraception and often associate stigma with the pursuit of family planning (FP) services. Information given by the provider is accepted, and, in many cases, clients cede power to providers to shape their SI user journey. A provider’s influence on a client’s decision to self-inject is reinforced by their biases and concerns. Clients are inhibited by the presence of peers during group education at the health facility. Others are motivated to seek FP services by the interest expressed by peers. There is also a growing trend in the influence of social media on FP uptake, particularly Facebook fora. Conclusion: The convenience of self-administration at home is a benefit for those that contend with various forms of social influences as well as covert users. Beyond increasing choice and reducing barriers to accessing Sexual and Reproductive Health (SRH) services, it can initiate the process of self-discovery and agency in the contraceptive user journey.

Keywords: selfcare, self-empowerment, agency, DMPA-SC, contraception, family planning, influences

Procedia PDF Downloads 45

Authors: Iryna P. Dzieciuch, Michael D. Putman

Abstract:

Humidity is known to degrade Navy ship electronic equipment, especially in hot moist environments. If left untreated, it can cause significant and permanent damage. Even rigorous inspection and frequent clean-up would not prevent further equipment contamination and degradation because of the constant presence of favorable growth conditions for many microorganisms. Generally, relative humidity levels of less than 60% will inhibit corrosion in electronic equipment, but because NAVY electronics often operate in hot and humid environments, prevention via dehumidification is not always possible. Currently, there is no defined research that fully describes key mechanisms which cause electronics and its coating degradation. The corrosive action of most bacteria is mainly developed through (i) mycelium adherence to the metal plates, (ii) facilitation the formation of pitting areas, (iii) production of organic acids such as citric, iso-citric, cis-aconitic, alpha-ketoglutaric, which are corrosive to electronic equipment and its components. Our approach studies corrosive action in electronic equipment: circuit-board, wires and connections that are exposed in the humid environment that gets worse during condensation. In our new approach the technical task is built on work with the bacterial communities in public areas, bacterial genetics, bioinformatics, biostatistics and Scanning Electron Microscopy (SEM) of corroded circuit boards. Based on these methods, we collect and examine environmental samples from biofilms of the corroded and non-corroded sites, where bacterial contamination of electronic equipment, such as machine racks and shore boats, is an ongoing concern. Sample collection and sample analysis is focused on addressing the key questions identified above through the following tasks: laboratory sample processing and evaluation under scanning electron microscopy, initial sequencing and data evaluation; bioinformatics and data analysis. Preliminary results from scanning electron microscopy (SEM) have revealed that metal particulates and alloys in corroded samples consists mostly of Tin ( < 40%), Silicon ( < 4%), Sulfur ( < 1%), Aluminum ( < 2%), Magnesium ( < 2%), Copper ( < 1%), Bromine ( < 2%), Barium ( <1%) and Iron ( < 2%) elements. We have also performed X 12000 magnification of the same sites and that proved existence of undisrupted biofilm organelles and crystal structures. Non-corrosion sites have revealed high presence of copper ( < 47%); other metals remain at the comparable level as on the samples with corrosion. We have performed X 1000 magnification on the non-corroded at the sites and have documented formation of copper crystals. The next step of this study, is to perform metagenomics sequencing at all sites and to compare bacterial composition present in the environment. While copper is nontoxic to the living organisms, the process of bacterial adhesion creates acidic environment by releasing citric, iso-citric, cis-aconitic, alpha-ketoglutaric acidics, which in turn release copper ions Cu++, which that are highly toxic to the bacteria and higher order living organisms. This phenomenon, might explain natural “antibiotic” properties that are lacking in elements such as tin. To prove or deny this hypothesis we will use next - generation sequencing (NGS) methods to investigate types and growth cycles of bacteria that from bacterial biofilm the on corrosive and non-corrosive samples.

Keywords: bacteria, biofilm, circuit board, copper, corrosion, electronic equipment, organic acids, tin

Procedia PDF Downloads 135