Search results for: real estate price prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8225

Search results for: real estate price prediction

8135 Grey Wolf Optimization Technique for Predictive Analysis of Products in E-Commerce: An Adaptive Approach

Authors: Shital Suresh Borse, Vijayalaxmi Kadroli

Abstract:

E-commerce industries nowadays implement the latest AI, ML Techniques to improve their own performance and prediction accuracy. This helps to gain a huge profit from the online market. Ant Colony Optimization, Genetic algorithm, Particle Swarm Optimization, Neural Network & GWO help many e-commerce industries for up-gradation of their predictive performance. These algorithms are providing optimum results in various applications, such as stock price prediction, prediction of drug-target interaction & user ratings of similar products in e-commerce sites, etc. In this study, customer reviews will play an important role in prediction analysis. People showing much interest in buying a lot of services& products suggested by other customers. This ultimately increases net profit. In this work, a convolution neural network (CNN) is proposed which further is useful to optimize the prediction accuracy of an e-commerce website. This method shows that CNN is used to optimize hyperparameters of GWO algorithm using an appropriate coding scheme. Accurate model results are verified by comparing them to PSO results whose hyperparameters have been optimized by CNN in Amazon's customer review dataset. Here, experimental outcome proves that this proposed system using the GWO algorithm achieves superior execution in terms of accuracy, precision, recovery, etc. in prediction analysis compared to the existing systems.

Keywords: prediction analysis, e-commerce, machine learning, grey wolf optimization, particle swarm optimization, CNN

Procedia PDF Downloads 113
8134 Forms of Social Provision for Housing Investments in Local Planning Acts for European Capitals: Comparative Study and Spatial References

Authors: Agata Twardoch

Abstract:

The processes of commodification of real estate and changes in housing markets have led to a situation where the prices of free market housing in European capitals are significantly higher than the purchasing value of average wages. This phenomenon has many negative social and spatial consequences. At the same time, the attractiveness of real estate as an asset makes these processes progress. Out of concern for sustainable social development, city authorities apply solutions to balance the burdensome effects of codification of housing. One of them is a social provision for housing investments. The article presents a comparative study of solutions applied in selected European capitals, on the example of Warsaw, Paris, London, Berlin, Copenhagen, and Vienna. The study was conducted along with works on expert report for the master plan for Warsaw. The forms of commissions applied in Local Planning Acts were compared, with particular reference to spatial solutions. The results of the analysis made it possible to determine common features of the solutions applied and to establish recommendations for further practice. Major findings of the study indicate that requirement of social provision is achievable in spatial planning documents. Study shows that application of social provision in private housing investments is a useful tool in housing policy against commodification.

Keywords: affordable housing, housing provision, spatial planning, sustainable social development

Procedia PDF Downloads 179
8133 Urban Growth Prediction Using Artificial Neural Networks in Athens, Greece

Authors: Dimitrios Triantakonstantis, Demetris Stathakis

Abstract:

Urban areas have been expanded throughout the globe. Monitoring and modeling urban growth have become a necessity for a sustainable urban planning and decision making. Urban prediction models are important tools for analyzing the causes and consequences of urban land use dynamics. The objective of this research paper is to analyze and model the urban change, which has been occurred from 1990 to 2000 using CORINE land cover maps. The model was developed using drivers of urban changes (such as road distance, slope, etc.) under an Artificial Neural Network modeling approach. Validation was achieved using a prediction map for 2006 which was compared with a real map of Urban Atlas of 2006. The accuracy produced a Kappa index of agreement of 0,639 and a value of Cramer's V of 0,648. These encouraging results indicate the importance of the developed urban growth prediction model which using a set of available common biophysical drivers could serve as a management tool for the assessment of urban change.

Keywords: artificial neural networks, CORINE, urban atlas, urban growth prediction

Procedia PDF Downloads 529
8132 A Study on the Residential Estate Development and Management by Defence Housing Authority (DHA) in Lahore

Authors: Zareen Shahid

Abstract:

Rapid increase in population has resulted in uncontrolled and unplanned growth of metropolitan cities in Pakistan. Pakistan is facing unprecedented challenges of acute housing shortages, unhealthy living conditions and a non-existent or dilapidated infrastructure across the country. The government of Pakistan has also failed to devise a comprehensive and long-term strategy to cope with the problem of housing and better infrastructure development and management that has resulted in congestion, overcrowding and deterioration of environment in cities. On the other hand public has developed intense faith upon Defence Housing Authority (DHA) Lahore. This research paper is about to observe the difference in residential estate development and services provided by DHA Lahore. This paper attempts to identify the factors which are contributing towards the success of DHA and recommend measures for improvement in public sector for betterment.

Keywords: residential estate, development and management, defence housing authority

Procedia PDF Downloads 533
8131 Ethnic Tourism and Real Estate Development: A Case of Yiren Ancient Town, China

Authors: Li Yang

Abstract:

Tourism is employed by many countries to facilitate socioeconomic development and to assist in the heritage preservation. An “ethnic culture boom” is currently driving the tourism industry in China. Ethnic minorities, commonly portrayed as primitive, colorful and exotic, have become a big tourist draw. Many cultural attractions have been built throughout China to meet the demands of domestic tourists. Sacred cultural heritage sites have been rehabilitated as a major component of ethnic tourism. The purpose of this study is to examine the interconnected consequences of tourism development and tourism-related leisure property development and, and to discuss, in a broader context, issues and considerations that are pertinent to the management and development of ethnic attractions. The role of real estate in tourism development and its sociocultural consequences are explored. An empirical research was conducted in Yiren Ancient Town (literally, "Ancient Town of Yi People") in Chuxiong City, Yunnan Province, China. Multiple research methods, including in-depth interviews, informal discussions, on-site observations, and secondary data review were employed to measure residents and tourism decision-makers’ perceptions of ethnic tourism and to explore the impacts of tourism on local community. Key informants from government officials, tourism developers and local communities were interviewed individually to gather what they think about benefits and costs of tourism, and what their concerns about and hopes for tourism development are. Yiren Ancient Town was constructed in classical Yi architecture style featuring tranquil garden scenery. Commercial streets, entertainment complexes, and accommodation facilities occupied the center of the town, creating culturally distinctive and visually stimulating places for tourists. A variety of activities are presented to visitors, including walking tours of the town, staged dance shows, musical performances, ethnic festivals and ceremonies, tasting minority food and wedding shows. This study reveals that tourism real estate has transformed the town from a traditional neighborhood into diverse real estate landscapes. Ethnic architecture, costumes, festivals and folk culture have been represented, altered and reinvented through the tourist gaze and mechanisms of cultural production. Tourism is now a new economic driver of the community providing opportunities for the creation of small businesses. There was a general appreciation in the community that tourism has created many employment opportunities, especially for self-employment. However, profit-seeking is a primary motivation for the government, developers, businesses, and other actors involved in the tourism development process. As the town has attracted an increasing number of visitors, commercialization and business competition are intense in the town. Many residents complained about elevated land prices, making the town and the surroundings comparatively high-value locales. Local community is also concerned about the decline of traditional ethnic culture and an erosion of the sense of identity and place. A balance is difficult to maintain between protection and development. The preservation of ethnic culture and heritage should be enhanced if long-term sustainable development of tourism is to occur and the loss of ethnic identities is to be avoided.

Keywords: ancient town, ethnic tourism, local community, real estate, China

Procedia PDF Downloads 279
8130 Assessment of Solid Waste Management in General Mohammed Inuwa Wushishi Housing Estate, Minna, Niger State, Nigeria

Authors: Garba Inuwa Kuta, Mohammed, Adamu, Mohammed Ahmed Emigilati, Ibrahim Ishiaku, Kudu Dangana

Abstract:

The study sought to identify the problems of solid waste management in General Mohammed InuwaWushishi Housing Estate. The two broad types of data, the secondary and primary data were used in the study. Questionnaires and personal observations were also used to collect some of the data. Factors impeding the effective and efficient solid waste management were identified. The study revealed that sacks disposal method and open dumping are the most commonly used method of disposal, about 30.0% of the respondent use sacks disposal method in the estate while 24.9% dump their refuse on the floor. Wrong attitudes and perceptions of the people about sanitation issues contributed to solid waste management problems of General Mohammed InuwaWushishi Housing Estate. Majority of the households did not educate their members on the need to clean their surroundings and refuse to buy drum for waste disposal from Niger State Environmental Protection Agency (NISEPA) on the basis that the drums are expensive. Virtually, all the people depended on Niger State Environmental Protection Agency (NISEPA) facilities for the disposal of their household refuse. Solid waste management problems were partly the results of NISEPA’s inability to cope with the situation because of lack of equipment. It was recommended that there should be an increase in enlightenment to the people on domestic waste disposal to keep the surroundings clean.

Keywords: housing estate, assessment, solid waste, disposal, management

Procedia PDF Downloads 650
8129 Price Promotions and Inventory Decisions

Authors: George Hadjinicola, Andreas Soteriou

Abstract:

This paper examines the relationship between the number of price promotions that a firm should conduct per year and the level of safety stocks that the firm should maintain. Price promotions result in temporary sales increases, which affect the operations function through (1) an increase in the quantities demanded and (2) an increase in safety stocks required to maintain the desired service level. We propose a modeling framework where both price promotions and improved service levels, operationalized through higher safety stocks, can affect sales. We treat the annual number of promotions as a decision variable. We identify market conditions where the operations function, through improved safety stocks, can complement price promotions or even play the leading role in sales increases.

Keywords: price promotions, safety stocks, marketing/operations interface, mathematical model

Procedia PDF Downloads 95
8128 Co-Integration Model for Predicting Inflation Movement in Nigeria

Authors: Salako Rotimi, Oshungade Stephen, Ojewoye Opeyemi

Abstract:

The maintenance of price stability is one of the macroeconomic challenges facing Nigeria as a nation. This paper attempts to build a co-integration multivariate time series model for inflation movement in Nigeria using data extracted from the abstract of statistics of the Central Bank of Nigeria (CBN) from 2008 to 2017. The Johansen cointegration test suggests at least one co-integration vector describing the long run relationship between Consumer Price Index (CPI), Food Price Index (FPI) and Non-Food Price Index (NFPI). All three series show increasing pattern, which indicates a sign of non-stationary in each of the series. Furthermore, model predictability was established with root-mean-square-error, mean absolute error, mean average percentage error, and Theil’s unbiased statistics for n-step forecasting. The result depicts that the long run coefficient of a consumer price index (CPI) has a positive long-run relationship with the food price index (FPI) and non-food price index (NFPI).

Keywords: economic, inflation, model, series

Procedia PDF Downloads 244
8127 A Study on Characteristics of Hedonic Price Models in Korea Based on Meta-Regression Analysis

Authors: Minseo Jo

Abstract:

The purpose of this paper is to examine the factors in the hedonic price models, that has significance impact in determining the price of apartments. There are many variables employed in the hedonic price models and their effectiveness vary differently according to the researchers and the regions they are analysing. In order to consider various conditions, the meta-regression analysis has been selected for the study. In this paper, four meta-independent variables, from the 65 hedonic price models to analysis. The factors that influence the prices of apartments, as well as including factors that influence the prices of apartments, regions, which are divided into two of the research performed, years of research performed, the coefficients of the functions employed. The covariance between the four meta-variables and p-value of the coefficients and the four meta-variables and number of data used in the 65 hedonic price models have been analyzed in this study. The six factors that are most important in deciding the prices of apartments are positioning of apartments, the noise of the apartments, points of the compass and views from the apartments, proximity to the public transportations, companies that have constructed the apartments, social environments (such as schools etc.).

Keywords: hedonic price model, housing price, meta-regression analysis, characteristics

Procedia PDF Downloads 402
8126 Automatic Flood Prediction Using Rainfall Runoff Model in Moravian-Silesian Region

Authors: B. Sir, M. Podhoranyi, S. Kuchar, T. Kocyan

Abstract:

Rainfall-runoff models play important role in hydrological predictions. However, the model is only one part of the process for creation of flood prediction. The aim of this paper is to show the process of successful prediction for flood event (May 15–May 18 2014). The prediction was performed by rainfall runoff model HEC–HMS, one of the models computed within Floreon+ system. The paper briefly evaluates the results of automatic hydrologic prediction on the river Olše catchment and its gages Český Těšín and Věřňovice.

Keywords: flood, HEC-HMS, prediction, rainfall, runoff

Procedia PDF Downloads 395
8125 Clinical Feature Analysis and Prediction on Recurrence in Cervical Cancer

Authors: Ravinder Bahl, Jamini Sharma

Abstract:

The paper demonstrates analysis of the cervical cancer based on a probabilistic model. It involves technique for classification and prediction by recognizing typical and diagnostically most important test features relating to cervical cancer. The main contributions of the research include predicting the probability of recurrences in no recurrence (first time detection) cases. The combination of the conventional statistical and machine learning tools is applied for the analysis. Experimental study with real data demonstrates the feasibility and potential of the proposed approach for the said cause.

Keywords: cervical cancer, recurrence, no recurrence, probabilistic, classification, prediction, machine learning

Procedia PDF Downloads 360
8124 Targeted Effects of Subsidies on Prices of Selected Commodities in Iran Market

Authors: Sayedramin Hashemianesfehani, Seyed Hossein Hosseinilargani

Abstract:

In this study, we attempt to realize that to what extent the increase in selected commodities in Iran Market is originated from the implementation of the targeted subsidies law. Hence, an econometric model based on existing theories of increasing and transferring prices in order to transferring inflation is developed. In other words, world price index and virtual variables defined for targeted subsidies has significant and positive impact on the producer price index. The obtained results indicated that the targeted subsidies act in Iran has influential long and short-term impacts on producer price indexes. Finally, world prices of dairy products and dairy price with respect to major parameters is carried out to obtain some managerial ‎results.

Keywords: econometric models, targeted subsidies, consumer price index (CPI), producer price index (PPI)

Procedia PDF Downloads 359
8123 Stock Market Prediction Using Convolutional Neural Network That Learns from a Graph

Authors: Mo-Se Lee, Cheol-Hwi Ahn, Kee-Young Kwahk, Hyunchul Ahn

Abstract:

Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN (Convolutional Neural Network), which is known as effective solution for recognizing and classifying images, has been popularly applied to classification and prediction problems in various fields. In this study, we try to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. In specific, we propose to apply CNN as the binary classifier that predicts stock market direction (up or down) by using a graph as its input. That is, our proposal is to build a machine learning algorithm that mimics a person who looks at the graph and predicts whether the trend will go up or down. Our proposed model consists of four steps. In the first step, it divides the dataset into 5 days, 10 days, 15 days, and 20 days. And then, it creates graphs for each interval in step 2. In the next step, CNN classifiers are trained using the graphs generated in the previous step. In step 4, it optimizes the hyper parameters of the trained model by using the validation dataset. To validate our model, we will apply it to the prediction of KOSPI200 for 1,986 days in eight years (from 2009 to 2016). The experimental dataset will include 14 technical indicators such as CCI, Momentum, ROC and daily closing price of KOSPI200 of Korean stock market.

Keywords: convolutional neural network, deep learning, Korean stock market, stock market prediction

Procedia PDF Downloads 425
8122 Analysis of the Interests, Conflicts and Power Resources in the Urban Development in the Megacity of Sao Paulo

Authors: A. G. Back

Abstract:

Urban planning is a relevant tool to address, in a systemic way, several sectoral policies capable of linking the urban agenda with the reduction of socio-environmental risks. The Sao Paulo’s master plan (2014) presents innovations capable of promoting the transition to sustainability in the urban space, with a view to its regulatory instruments related to i) promotion of density in the axes of mass transport involving the mixture of commercial, residential, services, and leisure uses (principles related to the compact city); ii) vulnerabilities reduction based on housing policies including regular sources of funds for social housing and land reservation in urbanized areas; iii) reserve of green areas in the city to create parks and environmental regulations for new buildings focused on reducing the effects of heat island and improving urban drainage. However, its long-term implementation involves distributive conflicts and can undergo changes in different political, economic, and social contexts over time. Thus, the main objective of this paper is to identify and analyze the dynamics of conflicts of interest between social groups in the implementation of Sao Paulo’s urban development policy, particularly in relation to recent attempts at a (re) interpretation of the Master Plan guidelines, in view of the proposals for revision of the urban zoning law. In this sense, we seek to identify the demands, narratives of urban actors, including the real estate market, middle-class neighborhood associations ('not in my backyard' movements), and social housing rights movements. And we seek to analyze the power resources that these actors mobilize to influence the decision-making process, involving five categories: social capital, political access; discursive resource; media, juridical resource. The major findings of this research suggest that the interests and demands of the real estate market do not always prevail in urban regulation. After all, other actors also press for the definition of urban law with interests opposite to those of the real estate market. This is the case of associations of middle-class neighborhoods, which work to protect the characteristics of the locality, acting, in general, to prevent constructive and population densification in neighborhoods well located near the center, in São Paulo. One of the main demands of these “not in my backyard” movements is the delimitation of exclusively residential areas in the central region of the city, which is not only contrary to the interests of the real state market but also contrary to the principles of the compact city. On the other hand, social housing rights movements have also made progress in delimiting special areas of social interest in well-located and valued areas in the city dedicated to building social housing, also contrary to the interests of the real estate market. An urban development that follows the principles of the compact city must take into account the insertion of low-income populations in well-located regions; otherwise, such a development model may continue to push the less favored to the peripheries towards the preservation areas and/or risk areas.

Keywords: interest groups, Sao Paulo, sustainable urban development, urban policies implementation

Procedia PDF Downloads 110
8121 Prediction of Rolling Forces and Real Exit Thickness of Strips in the Cold Rolling by Using Artificial Neural Networks

Authors: M. Heydari Vini

Abstract:

There is a complicated relation between effective input parameters of cold rolling and output rolling force and exit thickness of strips.in many mathematical models, the effect of some rolling parameters have been ignored and the outputs have not a desirable accuracy. In the other hand, there is a special relation among input thickness of strips,the width of the strips,rolling speeds,mandrill tensions and the required exit thickness of strips with rolling force and the real exit thickness of the rolled strip. First of all, in this paper the effective parameters of cold rolling process modeled using an artificial neural network according to the optimum network achieved by using a written program in MATLAB,it has been shown that the prediction of rolling stand parameters with different properties and new dimensions attained from prior rolled strips by an artificial neural network is applicable.

Keywords: cold rolling, artificial neural networks, rolling force, real rolled thickness of strips

Procedia PDF Downloads 505
8120 Application of the Quantile Regression Approach to the Heterogeneity of the Fine Wine Prices

Authors: Charles-Olivier Amédée-Manesme, Benoit Faye, Eric Le Fur

Abstract:

In this paper, the heterogeneity of the Bordeaux Legends 50 wine market price segment is addressed. For this purpose, quantile regression is applied – with market segmentation based on wine bottle price quantile – and the hedonic price of wine attributes is computed for various price segments of the market. The approach is applied to a major privately held data set which consists of approximately 30,000 transactions over the 2003–2014 period. The findings suggest that the relative hedonic prices of several wine attributes differ significantly among deciles. In particular, the elasticity coefficient of the expert ratings shows strong variation among prices. If - as suggested in the literature - expert ratings have a positive influence on wine price on average, they have a clearly decreasing impact over the quantiles. Finally, the lower the wine price, the higher the potential for price appreciation over time. Other variables such as chateaux or vintage are also shown to vary across the distribution of wine prices. While enhancing our understanding of the complex market dynamics that underlie Bordeaux wines’ price, this research provides empirical evidence that the QR approach adequately captures heterogeneity among wine price ranges, which simultaneously applies to wine stock, vintage and auctions’ house.

Keywords: hedonics, market segmentation, quantile regression, heterogeneity, wine economics

Procedia PDF Downloads 340
8119 The Impact of Trading Switch on Price and Liquidity

Authors: Bel Abed Ines Mariem

Abstract:

Different stock markets keep changing their exchange structure for the only purpose of improving the functioning of their markets. This paper investigates the effects of the transfer from one trading category to another in the Tunisian Stock Exchange on market price and liquidity. The sample consists of 40 securities transferred from call auction to continuous auction and conversely during the period between 2004 and 2013. The methodology used is the event study. Empirical results show an interesting phenomenon observed; stocks transferred to the call system have experienced an improvement on their price and liquidity especially for less liquid ones. However, price and liquidity for stocks transferred from call system to continuous system have decreased.

Keywords: microstructure, call auction, continuous auction, price, liquidity and event study

Procedia PDF Downloads 389
8118 Monthly River Flow Prediction Using a Nonlinear Prediction Method

Authors: N. H. Adenan, M. S. M. Noorani

Abstract:

River flow prediction is an essential to ensure proper management of water resources can be optimally distribute water to consumers. This study presents an analysis and prediction by using nonlinear prediction method involving monthly river flow data in Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The phase space reconstruction involves the reconstruction of one-dimensional (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. Revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) have been employed to compare prediction performance for nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show the prediction results using nonlinear prediction method is better than ARIMA and SVM. Therefore, the result of this study could be used to developed an efficient water management system to optimize the allocation water resources.

Keywords: river flow, nonlinear prediction method, phase space, local linear approximation

Procedia PDF Downloads 412
8117 Project Progress Prediction in Software Devlopment Integrating Time Prediction Algorithms and Large Language Modeling

Authors: Dong Wu, Michael Grenn

Abstract:

Managing software projects effectively is crucial for meeting deadlines, ensuring quality, and managing resources well. Traditional methods often struggle with predicting project timelines accurately due to uncertain schedules and complex data. This study addresses these challenges by combining time prediction algorithms with Large Language Models (LLMs). It makes use of real-world software project data to construct and validate a model. The model takes detailed project progress data such as task completion dynamic, team Interaction and development metrics as its input and outputs predictions of project timelines. To evaluate the effectiveness of this model, a comprehensive methodology is employed, involving simulations and practical applications in a variety of real-world software project scenarios. This multifaceted evaluation strategy is designed to validate the model's significant role in enhancing forecast accuracy and elevating overall management efficiency, particularly in complex software project environments. The results indicate that the integration of time prediction algorithms with LLMs has the potential to optimize software project progress management. These quantitative results suggest the effectiveness of the method in practical applications. In conclusion, this study demonstrates that integrating time prediction algorithms with LLMs can significantly improve the predictive accuracy and efficiency of software project management. This offers an advanced project management tool for the industry, with the potential to improve operational efficiency, optimize resource allocation, and ensure timely project completion.

Keywords: software project management, time prediction algorithms, large language models (LLMS), forecast accuracy, project progress prediction

Procedia PDF Downloads 79
8116 An Application of the Single Equation Regression Model

Authors: S. K. Ashiquer Rahman

Abstract:

Recently, oil has become more influential in almost every economic sector as a key material. As can be seen from the news, when there are some changes in an oil price or OPEC announces a new strategy, its effect spreads to every part of the economy directly and indirectly. That’s a reason why people always observe the oil price and try to forecast the changes of it. The most important factor affecting the price is its supply which is determined by the number of wildcats drilled. Therefore, a study about the number of wellheads and other economic variables may give us some understanding of the mechanism indicated by the amount of oil supplies. In this paper, we will consider a relationship between the number of wellheads and three key factors: the price of the wellhead, domestic output, and GNP constant dollars. We also add trend variables in the models because the consumption of oil varies from time to time. Moreover, this paper will use an econometrics method to estimate parameters in the model, apply some tests to verify the result we acquire, and then conclude the model.

Keywords: price, domestic output, GNP, trend variable, wildcat activity

Procedia PDF Downloads 62
8115 Reasons of Change in Security Prices and Price Volatility: An Analysis of the European Carbon Futures Market

Authors: Boulis M. Ibrahim, Iordanis A. Kalaitzoglou

Abstract:

A micro structural pricing model is proposed in which price components account for learning by incorporating changing expectations of the trading intensity and the risk level of incoming trades. An analysis of European carbon futures transactions finds expected trading intensity to increase the information component and decrease the liquidity component of price changes, but at different rates. Among the results, the expected persistence in trading intensity explains the majority of the auto correlations in the level and the conditional volatility of price changes, helps predict hourly patterns in the bid–ask spread and differentiates between the impact of buy versus sell and continuing versus reversing trades.

Keywords: CO2 emission allowances, market microstructure, duration, price discovery

Procedia PDF Downloads 407
8114 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: algorithmic trading, automated trading systems, high-frequency trading, DAX Deutscher Aktienindex

Procedia PDF Downloads 130
8113 Factors Influencing the Housing Price: Developers’ Perspective

Authors: Ernawati Mustafa Kamal, Hasnanywati Hassan, Atasya Osmadi

Abstract:

The housing industry is crucial for sustainable development of every country. Housing is a basic need that can enhance the quality of life. Owning a house is therefore the main aim of individuals. However, affordability has become a critical issue towards homeownership. In recent years, housing price in the main cities has increased tremendously to unaffordable level. This paper investigates factors influencing the housing price from developer’s perspective and provides recommendation on strategies to tackle this issue. Online and face-to-face survey was conducted on housing developers operating in Penang, Malaysia. The results indicate that (1) location; (2) macroeconomics factor; (3) demographic factors; (4) land/zoning and; (5) industry factors are the main factors influencing the housing price. This paper contributes towards better understanding on developers’ view on how the housing price is determined and form a basis for government to help tackle the housing affordability issue.

Keywords: factors influence, house price, housing developers, Malaysia

Procedia PDF Downloads 396
8112 A Hybrid Feature Selection Algorithm with Neural Network for Software Fault Prediction

Authors: Khalaf Khatatneh, Nabeel Al-Milli, Amjad Hudaib, Monther Ali Tarawneh

Abstract:

Software fault prediction identify potential faults in software modules during the development process. In this paper, we present a novel approach for software fault prediction by combining a feedforward neural network with particle swarm optimization (PSO). The PSO algorithm is employed as a feature selection technique to identify the most relevant metrics as inputs to the neural network. Which enhances the quality of feature selection and subsequently improves the performance of the neural network model. Through comprehensive experiments on software fault prediction datasets, the proposed hybrid approach achieves better results, outperforming traditional classification methods. The integration of PSO-based feature selection with the neural network enables the identification of critical metrics that provide more accurate fault prediction. Results shows the effectiveness of the proposed approach and its potential for reducing development costs and effort by detecting faults early in the software development lifecycle. Further research and validation on diverse datasets will help solidify the practical applicability of the new approach in real-world software engineering scenarios.

Keywords: feature selection, neural network, particle swarm optimization, software fault prediction

Procedia PDF Downloads 95
8111 Performance Analysis of Bluetooth Low Energy Mesh Routing Algorithm in Case of Disaster Prediction

Authors: Asmir Gogic, Aljo Mujcic, Sandra Ibric, Nermin Suljanovic

Abstract:

Ubiquity of natural disasters during last few decades have risen serious questions towards the prediction of such events and human safety. Every disaster regardless its proportion has a precursor which is manifested as a disruption of some environmental parameter such as temperature, humidity, pressure, vibrations and etc. In order to anticipate and monitor those changes, in this paper we propose an overall system for disaster prediction and monitoring, based on wireless sensor network (WSN). Furthermore, we introduce a modified and simplified WSN routing protocol built on the top of the trickle routing algorithm. Routing algorithm was deployed using the bluetooth low energy protocol in order to achieve low power consumption. Performance of the WSN network was analyzed using a real life system implementation. Estimates of the WSN parameters such as battery life time, network size and packet delay are determined. Based on the performance of the WSN network, proposed system can be utilized for disaster monitoring and prediction due to its low power profile and mesh routing feature.

Keywords: bluetooth low energy, disaster prediction, mesh routing protocols, wireless sensor networks

Procedia PDF Downloads 385
8110 The Money Supply Effect on Hong Kong’s Post-1997 Asian Financial Crisis Property Market

Authors: Keith Dominic T. Li

Abstract:

The soaring prices of residential properties in Hong Kong has become a social problem that even the middle class is having dif?iculties in purchasing homes. In making policies to curb the prices, it is important to determine the factors that contribute to the property in?lation. Many researches attribute this in?lation to macroeconomic factors especially the interest rate. However, it is important to remember that Hong Kong is under a Currency Board system which makes its interest rate exogenously determined. This research aims to show the signi?icance of the money supply on Hong Kong residential property prices in post-1997 Asian Financial Crisis period. Using money supply data, macroeconomic fundamentals, and demographic variables from 2000Q1 to 2013Q2, the factors contributed to residential property price in?lation are estimated to calculate the share of each explanatory variable in disparity. It is found that the Hong Kong property market is mainly driven by investment and that the in?lation on Hong Kong residential property prices can explained by the increase in the Hang Seng Index and in the money supply M2.

Keywords: real estate, Hong Kong, property market, monetary economics, monetary policy

Procedia PDF Downloads 533
8109 Using Combination of Sets of Features of Molecules for Aqueous Solubility Prediction: A Random Forest Model

Authors: Muhammet Baldan, Emel Timuçin

Abstract:

Generally, absorption and bioavailability increase if solubility increases; therefore, it is crucial to predict them in drug discovery applications. Molecular descriptors and Molecular properties are traditionally used for the prediction of water solubility. There are various key descriptors that are used for this purpose, namely Drogan Descriptors, Morgan Descriptors, Maccs keys, etc., and each has different prediction capabilities with differentiating successes between different data sets. Another source for the prediction of solubility is structural features; they are commonly used for the prediction of solubility. However, there are little to no studies that combine three or more properties or descriptors for prediction to produce a more powerful prediction model. Unlike available models, we used a combination of those features in a random forest machine learning model for improved solubility prediction to better predict and, therefore, contribute to drug discovery systems.

Keywords: solubility, random forest, molecular descriptors, maccs keys

Procedia PDF Downloads 46
8108 Understanding the Influence of Sensory Attributes on Wine Price

Authors: Jingxian An, Wei Yu

Abstract:

The commercial value (retail price) of wine is mostly determined by the wine quality, ageing potential, and oak influence. This paper reveals that wine quality, ageing potential, and oak influence are favourably correlated, hence positively influencing the commercial value of Pinot noir wines. Oak influence is the most influential of these three sensory attributes on the price set by wine traders and estimated by experienced customers. In the meanwhile, this study gives winemakers with chemical instructions for raising total phenolics, which can improve wine quality, ageing potential, and oak influence, all of which can increase a wine’s economic worth.

Keywords: retail price, ageing potential, wine quality, oak influence

Procedia PDF Downloads 134
8107 Intelligent Earthquake Prediction System Based On Neural Network

Authors: Emad Amar, Tawfik Khattab, Fatma Zada

Abstract:

Predicting earthquakes is an important issue in the study of geography. Accurate prediction of earthquakes can help people to take effective measures to minimize the loss of personal and economic damage, such as large casualties, destruction of buildings and broken of traffic, occurred within a few seconds. United States Geological Survey (USGS) science organization provides reliable scientific information of Earthquake Existed throughout history & Preliminary database from the National Center Earthquake Information (NEIC) show some useful factors to predict an earthquake in a seismic area like Aleutian Arc in the U.S. state of Alaska. The main advantage of this prediction method that it does not require any assumption, it makes prediction according to the future evolution of object's time series. The article compares between simulation data result from trained BP and RBF neural network versus actual output result from the system calculations. Therefore, this article focuses on analysis of data relating to real earthquakes. Evaluation results show better accuracy and higher speed by using radial basis functions (RBF) neural network.

Keywords: BP neural network, prediction, RBF neural network, earthquake

Procedia PDF Downloads 496
8106 On Improving Breast Cancer Prediction Using GRNN-CP

Authors: Kefaya Qaddoum

Abstract:

The aim of this study is to predict breast cancer and to construct a supportive model that will stimulate a more reliable prediction as a factor that is fundamental for public health. In this study, we utilize general regression neural networks (GRNN) to replace the normal predictions with prediction periods to achieve a reasonable percentage of confidence. The mechanism employed here utilises a machine learning system called conformal prediction (CP), in order to assign consistent confidence measures to predictions, which are combined with GRNN. We apply the resulting algorithm to the problem of breast cancer diagnosis. The results show that the prediction constructed by this method is reasonable and could be useful in practice.

Keywords: neural network, conformal prediction, cancer classification, regression

Procedia PDF Downloads 291