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3 Revolutionizing Financial Forecasts: Enhancing Predictions with Graph Convolutional Networks (GCN) - Long Short-Term Memory (LSTM) Fusion
Authors: Ali Kazemi
Abstract:
Those within the volatile and interconnected international economic markets, appropriately predicting market trends, hold substantial fees for traders and financial establishments. Traditional device mastering strategies have made full-size strides in forecasting marketplace movements; however, monetary data's complicated and networked nature calls for extra sophisticated processes. This observation offers a groundbreaking method for monetary marketplace prediction that leverages the synergistic capability of Graph Convolutional Networks (GCNs) and Long Short-Term Memory (LSTM) networks. Our suggested algorithm is meticulously designed to forecast the traits of inventory market indices and cryptocurrency costs, utilizing a comprehensive dataset spanning from January 1, 2015, to December 31, 2023. This era, marked by sizable volatility and transformation in financial markets, affords a solid basis for schooling and checking out our predictive version. Our algorithm integrates diverse facts to construct a dynamic economic graph that correctly reflects market intricacies. We meticulously collect opening, closing, and high and low costs daily for key inventory marketplace indices (e.g., S&P 500, NASDAQ) and widespread cryptocurrencies (e.g., Bitcoin, Ethereum), ensuring a holistic view of marketplace traits. Daily trading volumes are also incorporated to seize marketplace pastime and liquidity, providing critical insights into the market's shopping for and selling dynamics. Furthermore, recognizing the profound influence of the monetary surroundings on financial markets, we integrate critical macroeconomic signs with hobby fees, inflation rates, GDP increase, and unemployment costs into our model. Our GCN algorithm is adept at learning the relational patterns amongst specific financial devices represented as nodes in a comprehensive market graph. Edges in this graph encapsulate the relationships based totally on co-movement styles and sentiment correlations, enabling our version to grasp the complicated community of influences governing marketplace moves. Complementing this, our LSTM algorithm is trained on sequences of the spatial-temporal illustration discovered through the GCN, enriched with historic fee and extent records. This lets the LSTM seize and expect temporal marketplace developments accurately. Inside the complete assessment of our GCN-LSTM algorithm across the inventory marketplace and cryptocurrency datasets, the version confirmed advanced predictive accuracy and profitability compared to conventional and opportunity machine learning to know benchmarks. Specifically, the model performed a Mean Absolute Error (MAE) of 0.85%, indicating high precision in predicting day-by-day charge movements. The RMSE was recorded at 1.2%, underscoring the model's effectiveness in minimizing tremendous prediction mistakes, which is vital in volatile markets. Furthermore, when assessing the model's predictive performance on directional market movements, it achieved an accuracy rate of 78%, significantly outperforming the benchmark models, averaging an accuracy of 65%. This high degree of accuracy is instrumental for techniques that predict the course of price moves. This study showcases the efficacy of mixing graph-based totally and sequential deep learning knowledge in economic marketplace prediction and highlights the fee of a comprehensive, records-pushed evaluation framework. Our findings promise to revolutionize investment techniques and hazard management practices, offering investors and economic analysts a powerful device to navigate the complexities of cutting-edge economic markets.Keywords: financial market prediction, graph convolutional networks (GCNs), long short-term memory (LSTM), cryptocurrency forecasting
Procedia PDF Downloads 662 Acute Severe Hyponatremia in Patient with Psychogenic Polydipsia, Learning Disability and Epilepsy
Authors: Anisa Suraya Ab Razak, Izza Hayat
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Introduction: The diagnosis and management of severe hyponatremia in neuropsychiatric patients present a significant challenge to physicians. Several factors contribute, including diagnostic shadowing and attributing abnormal behavior to intellectual disability or psychiatric conditions. Hyponatraemia is the commonest electrolyte abnormality in the inpatient population, ranging from mild/asymptomatic, moderate to severe levels with life-threatening symptoms such as seizures, coma and death. There are several documented fatal case reports in the literature of severe hyponatremia secondary to psychogenic polydipsia, often diagnosed only in autopsy. This paper presents a case study of acute severe hyponatremia in a neuropsychiatric patient with early diagnosis and admission to intensive care. Case study: A 21-year old Caucasian male with known epilepsy and learning disability was admitted from residential living with generalized tonic-clonic self-terminating seizures after refusing medications for several weeks. Evidence of superficial head injury was detected on physical examination. His laboratory data demonstrated mild hyponatremia (125 mmol/L). Computed tomography imaging of his brain demonstrated no acute bleed or space-occupying lesion. He exhibited abnormal behavior - restlessness, drinking water from bathroom taps, inability to engage, paranoia, and hypersexuality. No collateral history was available to establish his baseline behavior. He was loaded with intravenous sodium valproate and leveritircaetam. Three hours later, he developed vomiting and a generalized tonic-clonic seizure lasting forty seconds. He remained drowsy for several hours and regained minimal recovery of consciousness. A repeat set of blood tests demonstrated profound hyponatremia (117 mmol/L). Outcomes: He was referred to intensive care for peripheral intravenous infusion of 2.7% sodium chloride solution with two-hourly laboratory monitoring of sodium concentration. Laboratory monitoring identified dangerously rapid correction of serum sodium concentration, and hypertonic saline was switched to a 5% dextrose solution to reduce the risk of acute large-volume fluid shifts from the cerebral intracellular compartment to the extracellular compartment. He underwent urethral catheterization and produced 8 liters of urine over 24 hours. Serum sodium concentration remained stable after 24 hours of correction fluids. His GCS recovered to baseline after 48 hours with improvement in behavior -he engaged with healthcare professionals, understood the importance of taking medications, admitted to illicit drug use and drinking massive amounts of water. He was transferred from high-dependency care to ward level and was initiated on multiple trials of anti-epileptics before achieving seizure-free days two weeks after resolution of acute hyponatremia. Conclusion: Psychogenic polydipsia is often found in young patients with intellectual disability or psychiatric disorders. Patients drink large volumes of water daily ranging from ten to forty liters, resulting in acute severe hyponatremia with mortality rates as high as 20%. Poor outcomes are due to challenges faced by physicians in making an early diagnosis and treating acute hyponatremia safely. A low index of suspicion of water intoxication is required in this population, including patients with known epilepsy. Monitoring urine output proved to be clinically effective in aiding diagnosis. Early referral and admission to intensive care should be considered for safe correction of sodium concentration while minimizing risk of fatal complications e.g. central pontine myelinolysis.Keywords: epilepsy, psychogenic polydipsia, seizure, severe hyponatremia
Procedia PDF Downloads 1221 Evaluation of Academic Research Projects Using the AHP and TOPSIS Methods
Authors: Murat Arıbaş, Uğur Özcan
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Due to the increasing number of universities and academics, the fund of the universities for research activities and grants/supports given by government institutions have increased number and quality of academic research projects. Although every academic research project has a specific purpose and importance, limited resources (money, time, manpower etc.) require choosing the best ones from all (Amiri, 2010). It is a pretty hard process to compare and determine which project is better such that the projects serve different purposes. In addition, the evaluation process has become complicated since there are more than one evaluator and multiple criteria for the evaluation (Dodangeh, Mojahed and Yusuff, 2009). Mehrez and Sinuany-Stern (1983) determined project selection problem as a Multi Criteria Decision Making (MCDM) problem. If a decision problem involves multiple criteria and objectives, it is called as a Multi Attribute Decision Making problem (Ömürbek & Kınay, 2013). There are many MCDM methods in the literature for the solution of such problems. These methods are AHP (Analytic Hierarchy Process), ANP (Analytic Network Process), TOPSIS (Technique for Order Preference by Similarity to Ideal Solution), PROMETHEE (Preference Ranking Organization Method for Enrichment Evaluation), UTADIS (Utilities Additives Discriminantes), ELECTRE (Elimination et Choix Traduisant la Realite), MAUT (Multiattribute Utility Theory), GRA (Grey Relational Analysis) etc. Teach method has some advantages compared with others (Ömürbek, Blacksmith & Akalın, 2013). Hence, to decide which MCDM method will be used for solution of the problem, factors like the nature of the problem, types of choices, measurement scales, type of uncertainty, dependency among the attributes, expectations of decision maker, and quantity and quality of the data should be considered (Tavana & Hatami-Marbini, 2011). By this study, it is aimed to develop a systematic decision process for the grant support applications that are expected to be evaluated according to their scientific adequacy by multiple evaluators under certain criteria. In this context, project evaluation process applied by The Scientific and Technological Research Council of Turkey (TÜBİTAK) the leading institutions in our country, was investigated. Firstly in the study, criteria that will be used on the project evaluation were decided. The main criteria were selected among TÜBİTAK evaluation criteria. These criteria were originality of project, methodology, project management/team and research opportunities and extensive impact of project. Moreover, for each main criteria, 2-4 sub criteria were defined, hence it was decided to evaluate projects over 13 sub-criterion in total. Due to superiority of determination criteria weights AHP method and provided opportunity ranking great number of alternatives TOPSIS method, they are used together. AHP method, developed by Saaty (1977), is based on selection by pairwise comparisons. Because of its simple structure and being easy to understand, AHP is the very popular method in the literature for determining criteria weights in MCDM problems. Besides, the TOPSIS method developed by Hwang and Yoon (1981) as a MCDM technique is an alternative to ELECTRE method and it is used in many areas. In the method, distance from each decision point to ideal and to negative ideal solution point was calculated by using Euclidian Distance Approach. In the study, main criteria and sub-criteria were compared on their own merits by using questionnaires that were developed based on an importance scale by four relative groups of people (i.e. TUBITAK specialists, TUBITAK managers, academics and individuals from business world ) After these pairwise comparisons, weight of the each main criteria and sub-criteria were calculated by using AHP method. Then these calculated criteria’ weights used as an input in TOPSİS method, a sample consisting 200 projects were ranked on their own merits. This new system supported to opportunity to get views of the people that take part of project process including preparation, evaluation and implementation on the evaluation of academic research projects. Moreover, instead of using four main criteria in equal weight to evaluate projects, by using weighted 13 sub-criteria and decision point’s distance from the ideal solution, systematic decision making process was developed. By this evaluation process, new approach was created to determine importance of academic research projects.Keywords: Academic projects, Ahp method, Research projects evaluation, Topsis method.
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