Search results for: convolution neural network- long short term memory network (CNN-LSTM)

Authors: Vaidehi Iyer, Konstantin Borozdin

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Time series prediction problems have many important practical applications, but are notoriously difficult for statistical modeling. Recently, machine learning methods have been attracted significant interest as a practical tool applied to a variety of problems, even though developments in this field tend to be semi-empirical. This paper explores application of Long Short Term Memory based Recurrent Neural Networks to the one-step prediction of time series for both trend and stochastic components. Two types of data are analyzed - daily stock prices, that are often considered to be a typical example of a random walk, - and weather patterns dominated by seasonal variations. Results from both analyses are compared, and reinforced learning framework is used to select more efficient between Recurrent Neural Networks and more traditional auto regression methods. It is shown that both methods are able to follow long-term trends and seasonal variations closely, but have difficulties with reproducing day-to-day variability. Future research directions and potential real world applications are briefly discussed.

Keywords: long short term memory, prediction methods, recurrent neural networks, reinforcement learning

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Authors: Rahma Abed, Sahbi Bahroun, Ezzeddine Zagrouba

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Due to the huge amount of data in videos, extracting the relevant frames became a necessity and an essential step prior to performing face recognition. In this context, we propose a method for extracting keyframes from videos based on face quality and deep learning for a face recognition task. This method has two steps. We start by generating face quality scores for each face image based on the use of three face feature extractors, including Gabor, LBP, and HOG. The second step consists in training a Deep Convolutional Neural Network in a supervised manner in order to select the frames that have the best face quality. The obtained results show the effectiveness of the proposed method compared to the methods of the state of the art.

Keywords: keyframe extraction, face quality assessment, face in video recognition, convolution neural network

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Authors: Rafael Marinho de Andrade, Elcio Hideti Shiguemori, Rafael Duarte Coelho dos Santos

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Relying on computer vision, many clever things are possible in order to make the world safer and optimized on resource management, especially considering time and attention as manageable resources, once the modern world is very abundant in cameras from inside our pockets to above our heads while crossing the streets. Thus, automated solutions based on computer vision techniques to detect, react, or even prevent relevant events such as robbery, car crashes and traffic jams can be accomplished and implemented for the sake of both logistical and surveillance improvements. In this paper, we present an approach for vehicles’ abnormal behaviors detection from highway footages, in which the vectorial data of the vehicles’ displacement are extracted directly from surveillance cameras footage through object detection and tracking with a deep convolutional neural network and inserted into a long-short term memory neural network for behavior classification. The results show that the classifications of behaviors are consistent and the same principles may be applied to other trackable objects and scenarios as well.

Keywords: artificial intelligence, behavior detection, computer vision, convolutional neural networks, LSTM, highway footage

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Authors: Xiuying Wang, Changliang Li, Bo Xu

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A fixed-length feature vector is required for many machine learning algorithms in NLP field. Word embeddings have been very successful at learning lexical information. However, they cannot capture the compositional meaning of sentences, which prevents them from a deeper understanding of language. In this paper, we introduce a novel hierarchical tree long short-term memory (HTLSTM) model that learns vector representations for sentences of arbitrary syntactic type and length. We propose to split one sentence into three hierarchies: short phrase, long phrase and full sentence level. The HTLSTM model gives our algorithm the potential to fully consider the hierarchical information and long-term dependencies of language. We design the experiments on both English and Chinese corpus to evaluate our model on sentiment analysis task. And the results show that our model outperforms several existing state of the art approaches significantly.

Keywords: deep learning, hierarchical tree long short-term memory, sentence representation, sentiment analysis

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Authors: Parisa Golbayani, Dan Wang, Ionut¸ Florescu

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In this work we implement machine learning techniques to financial statement reports in order to asses company’s credit rating. Specifically, the work analyzes the performance of four neural network architectures (MLP, CNN, CNN2D, LSTM) in predicting corporate credit rating as issued by Standard and Poor’s. The paper focuses on companies from the energy, financial, and healthcare sectors in the US. The goal of this analysis is to improve application of machine learning algorithms to credit assessment. To accomplish this, the study investigates three questions. First, we investigate if the algorithms perform better when using a selected subset of important features or whether better performance is obtained by allowing the algorithms to select features themselves. Second, we address the temporal aspect inherent in financial data and study whether it is important for the results obtained by a machine learning algorithm. Third, we aim to answer if one of the four particular neural network architectures considered consistently outperforms the others, and if so under which conditions. This work frames the problem as several case studies to answer these questions and analyze the results using ANOVA and multiple comparison testing procedures.

Keywords: convolutional neural network, long short term memory, multilayer perceptron, credit rating

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Authors: Sangita Pokhrel, Nalinda Somasiri, Rebecca Jeyavadhanam, Swathi Ganesan

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Tourism is a booming industry with huge future potential for global wealth and employment. There are countless data generated over social media sites every day, creating numerous opportunities to bring more insights to decision-makers. The integration of Big Data Technology into the tourism industry will allow companies to conclude where their customers have been and what they like. This information can then be used by businesses, such as those in charge of managing visitor centers or hotels, etc., and the tourist can get a clear idea of places before visiting. The technical perspective of natural language is processed by analysing the sentiment features of online reviews from tourists, and we then supply an enhanced long short-term memory (LSTM) framework for sentiment feature extraction of travel reviews. We have constructed a web review database using a crawler and web scraping technique for experimental validation to evaluate the effectiveness of our methodology. The text form of sentences was first classified through Vader and Roberta model to get the polarity of the reviews. In this paper, we have conducted study methods for feature extraction, such as Count Vectorization and TFIDF Vectorization, and implemented Convolutional Neural Network (CNN) classifier algorithm for the sentiment analysis to decide the tourist’s attitude towards the destinations is positive, negative, or simply neutral based on the review text that they posted online. The results demonstrated that from the CNN algorithm, after pre-processing and cleaning the dataset, we received an accuracy of 96.12% for the positive and negative sentiment analysis.

Keywords: counter vectorization, convolutional neural network, crawler, data technology, long short-term memory, web scraping, sentiment analysis

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Authors: İrem Bulut, Mustafa Z. Söyük, Ertuğrul Yalçın, Simge Şişman-Bal

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Eyewitness testimony is one of the most frequently used methods in criminal cases for the determination of crime and perpetrator. In the literature, the number of studies about the reliability of eyewitness testimony is increasing. The study aims to reveal the factors that affect the short-term and long-term visual memory performance of the participants in the event of an accident. In this context, the effect of the emotional content of the accident and the sounds during the accident on visual memory performance was investigated with eye-tracking. According to the results, the presence of visual and auditory stimuli with emotional content during the accident decreases the participants' both short-term and long-term recall performance. Moreover, the data obtained from the eye monitoring device showed that the participants had difficulty in answering even the questions they focused on at the time of the accident.

Keywords: eye tracking, eyewitness testimony, long-term recall, short-term recall, visual memory

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Authors: Huawei Bai, Jianguo Yao, Fellow, IEEE

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Atrial fibrillation (AF) is the most common form of heart arrhythmia and is closely associated with mortality and morbidity in heart failure, stroke, and coronary artery disease. The development of single spot optical sensors enables widespread photoplethysmography (PPG) screening, especially for AF, since it represents a more convenient and noninvasive approach. To our knowledge, most existing studies based on public and unbalanced datasets can barely handle the multiple noises sources in the real world and, also, lack interpretability. In this paper, we construct a large- scale PPG dataset using measurements collected from PPG wrist- watch devices worn by volunteers and propose an attention-based two-stream heterogeneous neural network (TSHNN). The first stream is a hybrid neural network consisting of a three-layer one-dimensional convolutional neural network (1D-CNN) and two-layer attention- based bidirectional long short-term memory (Bi-LSTM) network to learn representations from temporally sampled signals. The second stream extracts latent representations from the PPG time-frequency spectrogram using a five-layer CNN. The outputs from both streams are fed into a fusion layer for the outcome. Visualization of the attention weights learned demonstrates the effectiveness of the attention mechanism against noise. The experimental results show that the TSHNN outperforms all the competitive baseline approaches and with 98.09% accuracy, achieves state-of-the-art performance.

Keywords: PPG wearables, atrial fibrillation, feature fusion, attention mechanism, hyber network

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Authors: Hamdi Amroun, Yacine Benziani, Mehdi Ammi

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In this paper, we want to determine whether the accurate prediction of nicotine concentration can be obtained by using a network of smart objects and an e-cigarette. The approach consists of, first, the recognition of factors influencing smoking cessation such as physical activity recognition and participant’s behaviors (using both smartphone and smartwatch), then the prediction of the configuration of the e-cigarette (in terms of nicotine concentration, power, and resistance of e-cigarette). The study uses a network of commonly connected objects; a smartwatch, a smartphone, and an e-cigarette transported by the participants during an uncontrolled experiment. The data obtained from sensors carried in the three devices were trained by a Long short-term memory algorithm (LSTM). Results show that our LSTM-based model allows predicting the configuration of the e-cigarette in terms of nicotine concentration, power, and resistance with a root mean square error percentage of 12.9%, 9.15%, and 11.84%, respectively. This study can help to better control consumption of nicotine and offer an intelligent configuration of the e-cigarette to users.

Keywords: Iot, activity recognition, automatic classification, unconstrained environment

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Authors: Milagros Jaén-Vargas, Javier García Martínez, Karla Miriam Reyes Leiva, María Fernanda Trujillo-Guerrero, Francisco Fernandes, Sérgio Barroso Gonçalves, Miguel Tavares Silva, Daniel Simões Lopes, José Javier Serrano Olmedo

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Human Activity Recognition (HAR) is having a growing impact in creating new applications and is responsible for emerging new technologies. Also, the use of wearable sensors is an important key to exploring the human body's behavior when performing activities. Hence, the use of these dispositive is less invasive and the person is more comfortable. In this study, a database that includes three activities is used. The activities were acquired from inertial measurement unit sensors (IMU) and motion capture systems (MOCAP). The main objective is differentiating the performance from four Deep Learning (DL) models: Deep Neural Network (DNN), Convolutional Neural Network (CNN), Recurrent Neural Network (RNN) and hybrid model Convolutional Neural Network-Long Short-Term Memory (CNN-LSTM), when considering acceleration, velocity and position and evaluate if integrating the IMU acceleration to obtain velocity and position represent an increment in performance when it works as input to the DL models. Moreover, compared with the same type of data provided by the MOCAP system. Despite the acceleration data is cleaned when integrating, results show a minimal increase in accuracy for the integrated signals.

Keywords: HAR, IMU, MOCAP, acceleration, velocity, position, feature maps

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Authors: Tet H. Yeap

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An analog restricted Hopfield Network is presented in this paper. It consists of two layers of nodes, visible and hidden nodes, connected by directional weighted paths forming a bipartite graph with no intralayer connection. An energy or Lyapunov function was derived to show that the proposed network will converge to stable states. By introducing hidden nodes, the proposed network can be trained to store patterns and has increased memory capacity. Training to be an associative memory, simulation results show that the associative memory performs better than a classical Hopfield network by being able to perform better memory recall when the input is noisy.

Keywords: restricted Hopfield network, Lyapunov function, simultaneous perturbation stochastic approximation

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Authors: Chaudhary Muhammad Aqdus Ilyas, Matthias Rehm, Kamal Nasrollahi, Thomas B. Moeslund

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This paper presents the investigation of data collection procedures, associated with robots when placed with traumatic brain injured (TBI) patients for rehabilitation purposes through facial expression and mood analysis. Rehabilitation after TBI is very crucial due to nature of injury and variation in recovery time. It is advantageous to analyze these emotional signals in a contactless manner, due to the non-supportive behavior of patients, limited muscle movements and increase in negative emotional expressions. This work aims at the development of framework where robots can recognize TBI emotions through facial expressions to perform rehabilitation tasks by physical, cognitive or interactive activities. The result of these studies shows that with customized data collection strategies, proposed framework identify facial and emotional expressions more accurately that can be utilized in enhancing recovery treatment and social interaction in robotic context.

Keywords: computer vision, convolution neural network- long short term memory network (CNN-LSTM), facial expression and mood recognition, multimodal (RGB-thermal) analysis, rehabilitation, robots, traumatic brain injured patients

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Authors: Malgorzata Schwab, Ashis Kumer Biswas

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In this concept paper, we explore the topic of Reversibility in Neural Networks leveraged for Network Integrity Verification and crafted the term ''Trusted Neural Network'' (TNN), paired with the API abstraction around it, to embrace the idea formally. This newly proposed high-level generalizable TNN model builds upon the Invertible Neural Network architecture, trained simultaneously in both forward and reverse directions. This allows for the original system inputs to be compared with the ones reconstructed from the outputs in the reversed flow to assess the integrity of the end-to-end inference flow. The outcome of that assessment is captured as an Integrity Score. Concrete implementation reflecting the needs of specific problem domains can be derived from this general approach and is demonstrated in the experiments. The model aspires to become a useful practice in drafting high-level systems architectures which incorporate AI capabilities.

Keywords: trusted, neural, invertible, API

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Authors: Rodrigo S. Moreira, Nelson F. F. Ebecken

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This paper proposes a maritime vessel tracker composed of an ensemble of WiSARD weightless neural network classifiers. A failure detector analyzes vessel movement with a Kalman filter and corrects the tracking, if necessary, using FFT matching. The use of the WiSARD neural network to track objects is uncommon. The additional contributions of the present study include a performance comparison with four state-of-art trackers, an experimental study of the features that improve maritime vessel tracking, the first use of an ensemble of classifiers to track maritime vessels and a new quantization algorithm that compares the values of pixel pairs.

Keywords: ram memory, WiSARD weightless neural network, object tracking, quantization

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Authors: Sharad Shrivastava, Arun Jalan

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In this study tensile testing was performed on randomly oriented short glass fiber/epoxy resin composite specimens which were prepared using hand lay-up method. Samples were tested over a wide range of strain rate/loading rate from 2mm/min to 40mm/min to see the effect on ultimate tensile strength of the composite. A multi layered 'back propagation artificial neural network of supervised learning type' was used to analyze and predict the tensile properties with strain rate and temperature as given input and output as UTS to predict. Various network structures were designed and investigated with varying parameters and network sizes, and an optimized network structure was proposed to predict the UTS of short glass fiber/epoxy resin composite specimens with reasonably good accuracy.

Keywords: glass fiber composite, mechanical properties, strain rate, artificial neural network

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Authors: Guanghua Zhang, Fubao Wang, Weijun Duan

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Convolution neural network (CNN) has attracted more and more attention on recent years. Especially in the field of computer vision and image classification. However, unsupervised learning with CNN has received less attention than supervised learning. In this work, we use a new powerful tool which is deep convolutional generative adversarial networks (DCGANs) to generate images from Sloan Digital Sky Survey. Training by various star and galaxy images, it shows that both the generator and the discriminator are good for unsupervised learning. In this paper, we also took several experiments to choose the best value for hyper-parameters and which could help to stabilize the training process and promise a good quality of the output.

Keywords: convolution neural network, discriminator, generator, unsupervised learning

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Authors: Muhammad Zubair Khan, Yugyung Lee

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Deep learning has recently achieved enormous response in semantic image segmentation. The previously developed U-Net inspired architectures operate with continuous stride and pooling operations, leading to spatial data loss. Also, the methods lack establishing long-term pixels connection to preserve context knowledge and reduce spatial loss in prediction. This article developed encoder-decoder architecture with bi-directional LSTM embedded in long skip-connections and densely connected convolution blocks. The network non-linearly combines the feature maps across encoder-decoder paths for finding dependency and correlation between image pixels. Additionally, the densely connected convolutional blocks are kept in the final encoding layer to reuse features and prevent redundant data sharing. The method applied batch-normalization for reducing internal covariate shift in data distributions. The empirical evidence shows a promising response to our method compared with other semantic segmentation techniques.

Keywords: deep learning, semantic segmentation, image analysis, pixels connection, convolution neural network

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Authors: S. M. Anowarul Haque, Md. Asiful Islam

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Electrical load forecasting is considered to be one of the most indispensable parts of a modern-day electrical power system. To ensure a reliable and efficient supply of electric energy, special emphasis should have been put on the predictive feature of electricity supply. Artificial Neural Network-based approaches have emerged to be a significant area of interest for electric load forecasting research. This paper proposed an Artificial Neural Network model based on the particle swarm optimization algorithm for improved electric load forecasting for Mymensingh, Bangladesh. The forecasting model is developed and simulated on the MATLAB environment with a large number of training datasets. The model is trained based on eight input parameters including historical load and weather data. The predicted load data are then compared with an available dataset for validation. The proposed neural network model is proved to be more reliable in terms of day-wise load forecasting for Mymensingh, Bangladesh.

Keywords: load forecasting, artificial neural network, particle swarm optimization

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Authors: Ali Reza Sattarzadeh, Ronny J. Kutadinata, Pubudu N. Pathirana, Van Thanh Huynh

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Traffic congestion has become a severe worldwide problem, affecting everyday life, fuel consumption, time, and air pollution. The primary causes of these issues are inadequate transportation infrastructure, poor traffic signal management, and rising population. Traffic flow forecasting is one of the essential and effective methods in urban congestion and traffic management, which has attracted the attention of researchers. With the development of technology, undeniable progress has been achieved in existing methods. However, there is a possibility of improvement in the extraction of temporal and spatial features to determine the importance of traffic flow sequences and extraction features. In the proposed model, we implement the convolutional neural network (CNN) and long short-term memory (LSTM) deep learning models for mining nonlinear correlations and their effectiveness in increasing the accuracy of traffic flow prediction in the real dataset. According to the experiments, the results indicate that implementing Conv-LSTM networks increases the productivity and accuracy of deep learning models for traffic flow prediction.

Keywords: deep learning algorithms, intelligent transportation systems, spatiotemporal features, traffic flow prediction

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Authors: Ghorab Sara, Meziani Lila, Rubin Harvey Stuart

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The rapid growth of deep learning has led to intricate and resource-intensive deep neural networks widely used in computer vision tasks. However, their complexity results in high computational demands and memory usage, hindering real-time application. To address this, research focuses on model compression techniques. The paper provides an overview of recent advancements in compressing neural networks and categorizes the various methods into four main approaches: network pruning, quantization, network decomposition, and knowledge distillation. This paper aims to provide a comprehensive outline of both the advantages and limitations of each method.

Keywords: model compression, deep neural network, pruning, knowledge distillation, quantization, low-rank decomposition

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Authors: Joseph George, Anne Kotteswara Roa

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Skin disease is one of the most common and popular kinds of health issues faced by people nowadays. Skin cancer (SC) is one among them, and its detection relies on the skin biopsy outputs and the expertise of the doctors, but it consumes more time and some inaccurate results. At the early stage, skin cancer detection is a challenging task, and it easily spreads to the whole body and leads to an increase in the mortality rate. Skin cancer is curable when it is detected at an early stage. In order to classify correct and accurate skin cancer, the critical task is skin cancer identification and classification, and it is more based on the cancer disease features such as shape, size, color, symmetry and etc. More similar characteristics are present in many skin diseases; hence it makes it a challenging issue to select important features from a skin cancer dataset images. Hence, the skin cancer diagnostic accuracy is improved by requiring an automated skin cancer detection and classification framework; thereby, the human expert’s scarcity is handled. Recently, the deep learning techniques like Convolutional neural network (CNN), Deep belief neural network (DBN), Artificial neural network (ANN), Recurrent neural network (RNN), and Long and short term memory (LSTM) have been widely used for the identification and classification of skin cancers. This survey reviews different DL techniques for skin cancer identification and classification. The performance metrics such as precision, recall, accuracy, sensitivity, specificity, and F-measures are used to evaluate the effectiveness of SC identification using DL techniques. By using these DL techniques, the classification accuracy increases along with the mitigation of computational complexities and time consumption.

Keywords: skin cancer, deep learning, performance measures, accuracy, datasets

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Authors: A. A. Behroozpoor, M. M. Mazarei

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In this paper, a fuzzy recurrent neural network is proposed for solving the classical quadratic control problem subject to linear equality and bound constraints. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed.

Keywords: REFERENCES [1] Xia, Y, A new neural network for solving linear and quadratic programming problems. IEEE Transactions on Neural Networks, 7(6), 1996, pp.1544–1548. [2] Xia, Y., & Wang, J, A recurrent neural network for solving nonlinear convex programs subject to linear constraints. IEEE Transactions on Neural Networks, 16(2), 2005, pp. 379–386. [3] Xia, Y., H, Leung, & J, Wang, A projection neural network and its application to constrained optimization problems. IEEE Transactions Circuits and Systems-I, 49(4), 2002, pp.447–458.B. [4] Q. Liu, Z. Guo, J. Wang, A one-layer recurrent neural network for constrained seudoconvex optimization and its application for dynamic portfolio optimization. Neural Networks, 26, 2012, pp. 99-109.

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Authors: Sharun Akter Khushbu

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‘SOS’ addresses text summary such as feasibility study and allows more comprehensive methods on text of language resources. Resources language has been exploited by the importance of text documental procedure. Throughout this key idea will come out a machine interpreter called an SOS that has built an argumentative as an employed model is LSTM-CNN(long short-term memory- recurrent neural network). Summarization of Bengali text formulated by the information of latent structure instead of brief input string counting as text. Text summarization is the proper utilization of optimal solutions being time reduction, and easy interpretation whenever human-generated summary and machine targeted summary remain similar and without degrading the semantic summarization quality. According to the problem affirmation key idea has advanced an algorithm with the method of encoder and decoder describing a sequential structure that is rigorously connected with actual predicted and meaningful output. Regarding the seq2seq approach aimed in the future with high semantic summarization similarity on behalf of the large data samples that are also enlisted by the method. Thus, the SOS method assigns a discriminator over Bengali text documents where encoded input sequences such as summary and decoded the targeted summary of gist will be an error-free machine.

Keywords: LSTM-CNN, NN, SOS, text summarization

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Authors: Halimatu S. Abdullahi, Ray E. Sheriff, Fatima Mahieddine

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Agriculture is essential to the continuous existence of human life as they directly depend on it for the production of food. The exponential rise in population calls for a rapid increase in food with the application of technology to reduce the laborious work and maximize production. Technology can aid/improve agriculture in several ways through pre-planning and post-harvest by the use of computer vision technology through image processing to determine the soil nutrient composition, right amount, right time, right place application of farm input resources like fertilizers, herbicides, water, weed detection, early detection of pest and diseases etc. This is precision agriculture which is thought to be solution required to achieve our goals. There has been significant improvement in the area of image processing and data processing which has being a major challenge. A database of images is collected through remote sensing, analyzed and a model is developed to determine the right treatment plans for different crop types and different regions. Features of images from vegetations need to be extracted, classified, segmented and finally fed into the model. Different techniques have been applied to the processes from the use of neural network, support vector machine, fuzzy logic approach and recently, the most effective approach generating excellent results using the deep learning approach of convolution neural network for image classifications. Deep Convolution neural network is used to determine soil nutrients required in a plantation for maximum production. The experimental results on the developed model yielded results with an average accuracy of 99.58%.

Keywords: convolution, feature extraction, image analysis, validation, precision agriculture

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Authors: Mokrane Selma

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The shift towards decision making (DM) based on artificial intelligence (AI) techniques will change the way in which consumer markets and our societies function. Through AI, predictive analytics is being used by businesses to identify these patterns and major trends with the objective to improve the DM and influence future business outcomes. This paper proposes an Artificial Neural Network (ANN) approach to predict the success of telemarketing calls for selling bank long-term deposits. To validate the proposed model, we uses the bank marketing data of 41188 phone calls. The ANN attains 98.93% of accuracy which outperforms other conventional classifiers and confirms that it is credible and valuable approach for telemarketing campaign managers.

Keywords: bank telemarketing, prediction, decision making, artificial intelligence, artificial neural network

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Authors: Xiaohan Bookman, Xiaoyan Zhu

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Margin-Based Principle has been proposed for a long time, it has been proved that this principle could reduce the structural risk and improve the performance in both theoretical and practical aspects. Meanwhile, feed-forward neural network is a traditional classifier, which is very hot at present with a deeper architecture. However, the training algorithm of feed-forward neural network is developed and generated from Widrow-Hoff Principle that means to minimize the squared error. In this paper, we propose a new training algorithm for feed-forward neural networks based on Margin-Based Principle, which could effectively promote the accuracy and generalization ability of neural network classifiers with less labeled samples and flexible network. We have conducted experiments on four UCI open data sets and achieved good results as expected. In conclusion, our model could handle more sparse labeled and more high-dimension data set in a high accuracy while modification from old ANN method to our method is easy and almost free of work.

Keywords: Max-Margin Principle, Feed-Forward Neural Network, classifier, structural risk

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Authors: Leonardo Alfredo Mendoza, Cristian Munoz, Marco Aurelio Pacheco, Manoela Kohler, Evelyn Batista, Rodrigo Moura

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Natural Language Processing (NLP) techniques are increasingly more powerful to be able to interpret the feelings and reactions of a person to a product or service. Sentiment analysis has become a fundamental tool for this interpretation but has few applications in languages other than English. This paper presents a classification of sentiment analysis in Portuguese with a base of comments from social networks in Portuguese. A word embedding's representation was used with a 50-Dimension GloVe pre-trained model, generated through a corpus completely in Portuguese. To generate this classification, the bidirectional long short-term memory and bidirectional Gated Recurrent Unit (GRU) models are used, reaching results of 99.1%.

Keywords: natural processing language, sentiment analysis, bidirectional long short-term memory, BI-LSTM, gated recurrent unit, GRU

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Authors: Vikrant Gupta, Amrit Goswami

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The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

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Authors: Abdelhadi Lotfi, Abdelkader Benyettou

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In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: classification, probabilistic neural networks, network optimization, pattern recognition

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Authors: Swati Tyagi, Syed Abbas

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Fractional-order Hopfield neural networks are generally used to model the information processing among the interacting neurons. To show the constancy of the processed information, it is required to analyze the stability of these systems. In this work, we perform Mittag-Leffler stability for the corresponding Caputo fractional-order bidirectional associative memory (BAM) neural networks with various time-delays. We derive sufficient conditions to ensure the existence and uniqueness of the equilibrium point by using the theory of topological degree theory. By applying the fractional Lyapunov method and Mittag-Leffler functions, we derive sufficient conditions for the global Mittag-Leffler stability, which further imply the global asymptotic stability of the network equilibrium. Finally, we present two suitable examples to show the effectiveness of the obtained results.

Keywords: bidirectional associative memory neural network, existence and uniqueness, fractional-order, Lyapunov function, Mittag-Leffler stability

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