Search results for: Market Prediction.
1648 Probabilistic Approach of Dealing with Uncertainties in Distributed Constraint Optimization Problems and Situation Awareness for Multi-agent Systems
Authors: Sagir M. Yusuf, Chris Baber
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In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.
Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10101647 The Impact of Market-Related Variables on Forward-Looking Disclosure in the Annual Reports of Non-Financial Egyptian Companies
Authors: Bassam Baroma
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The main objective of this study is to test the relationship between numbers of variables representing the firm characteristics (market-related variables) and the extent of voluntary disclosure levels (forward-looking disclosure) in the annual reports of Egyptian firms listed on the Egyptian Stock Exchange. The results show that audit firm size is significantly positively correlated (in all the three years) with the level of forward-looking disclosure. However, industry type variable (which divided to: industries, cement, construction, petrochemicals and services), is found being insignificantly association with the level of forward-looking information disclosed in the annual reports for all the three years.Keywords: Forward-looking disclosure, market-related variables, annual reports, Egyptian Stock Exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24611646 Prediction of Compressive Strength of Self- Compacting Concrete with Fuzzy Logic
Authors: Paratibha Aggarwal, Yogesh Aggarwal
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The paper presents the potential of fuzzy logic (FL-I) and neural network techniques (ANN-I) for predicting the compressive strength, for SCC mixtures. Six input parameters that is contents of cement, sand, coarse aggregate, fly ash, superplasticizer percentage and water-to-binder ratio and an output parameter i.e. 28- day compressive strength for ANN-I and FL-I are used for modeling. The fuzzy logic model showed better performance than neural network model.Keywords: Self compacting concrete, compressive strength, prediction, neural network, Fuzzy logic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24591645 Level of Concentration in Banking Markets and Length of EU Membership
Authors: Ivan Pavic, Fran Galetic, Tomislava Pavic Kramaric
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The purpose of this article is to analyze the degree of concentration in the banking market in EU member states as well as to determine the impact of the length of EU membership on the degree of concentration. In that sense several analysis were conducted, specifically, panel analysis, calculation of correlation coefficient and regression analysis of the impact of the length of EU membership on the degree of concentration. Panel analysis was conducted to determine whether there is a similar trend of concentration in three groups of countries - countries with a low, moderate and high level of concentration. The conducted panel analysis showed that in EU countries with a moderate level of concentration, the level of concentration decreases. The calculation of correlation showed that, to some extent, with other influential factors, the length of EU membership negatively affects the market concentration of the banking market. Using the regression analysis for investigation of the influence of the length of EU membership on the level of concentration in the banking sector in a particular country, the results reveal that there is a negative effect of the length in EU membership on market concentration, although it is not significantly influential variable.Keywords: Banking sector, concentration, EU
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18631644 Integration of Big Data to Predict Transportation for Smart Cities
Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin
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The Intelligent transportation system is essential to build smarter cities. Machine learning based transportation prediction could be highly promising approach by delivering invisible aspect visible. In this context, this research aims to make a prototype model that predicts transportation network by using big data and machine learning technology. In detail, among urban transportation systems this research chooses bus system. The research problem that existing headway model cannot response dynamic transportation conditions. Thus, bus delay problem is often occurred. To overcome this problem, a prediction model is presented to fine patterns of bus delay by using a machine learning implementing the following data sets; traffics, weathers, and bus statues. This research presents a flexible headway model to predict bus delay and analyze the result. The prototyping model is composed by real-time data of buses. The data are gathered through public data portals and real time Application Program Interface (API) by the government. These data are fundamental resources to organize interval pattern models of bus operations as traffic environment factors (road speeds, station conditions, weathers, and bus information of operating in real-time). The prototyping model is designed by the machine learning tool (RapidMiner Studio) and conducted tests for bus delays prediction. This research presents experiments to increase prediction accuracy for bus headway by analyzing the urban big data. The big data analysis is important to predict the future and to find correlations by processing huge amount of data. Therefore, based on the analysis method, this research represents an effective use of the machine learning and urban big data to understand urban dynamics.
Keywords: Big data, bus headway prediction, machine learning, public transportation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15631643 Measurement of Innovation Performance
Authors: M. Chobotová, Ž. Rylková
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Time full of changes which is associated with globalization, tougher competition, changes in the structures of markets and economic downturn, that all force companies to think about their competitive advantages. These changes can bring the company a competitive advantage and that can help improve competitive position in the market. Policy of the European Union is focused on the fast growing innovative companies which quickly respond to market demands and consequently increase its competitiveness. To meet those objectives companies need the right conditions and support of their state.
Keywords: Innovation, performance, measurements metrics, indices.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30211642 Market Feasibility for New Brand Coffee House: The Case Study of Thailand
Authors: Pongsiri K.
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This research aimed to study the market feasibility for new brand coffee house, the case study of Thailand.. This study is a mixed methods research combining quantitative research and the qualitative research. Primary data 350 sets of questionnaires were distributed, and the high quality completed questionnaires of 320 sets returned. Research samples are identified as customers’ of Hi-end department stores in Thailand. The sources of secondary data were critical selected from highly reliable sources, both from public and private sectors. The results were used to classify the customer group into two main groups, the younger than 25 and the older than 25years old. Results of the younger group, are give priority to the dimension of coffee house and its services dimension more than others, then branding dimension and the product dimension respectively. On the other hand, the older group give the difference result as they rate the important of the branding, coffee house and its services, then the product respectively. Coffee consuming is not just the trend but it has become part of people lifestyle. And the new cultures also created by the wise businessman. Coffee was long produced and consumed in Thailand. But it is surprisingly the hi-end brand coffee houses in Thai market are mostly imported brands. The café business possibility for Thai brand coffee house in Thai market were discussed in the paper.
Keywords: Coffee House, Café, Coffee Consuming and new entry branding, market feasibility
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 140441641 Multiclass Support Vector Machines with Simultaneous Multi-Factors Optimization for Corporate Credit Ratings
Authors: Hyunchul Ahn, William X. S. Wong
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Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.
Keywords: Corporate credit rating prediction, feature selection, genetic algorithms, instance selection, multiclass support vector machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14111640 A Network Traffic Prediction Algorithm Based On Data Mining Technique
Authors: D. Prangchumpol
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This paper is a description approach to predict incoming and outgoing data rate in network system by using association rule discover, which is one of the data mining techniques. Information of incoming and outgoing data in each times and network bandwidth are network performance parameters, which needed to solve in the traffic problem. Since congestion and data loss are important network problems. The result of this technique can predicted future network traffic. In addition, this research is useful for network routing selection and network performance improvement.
Keywords: Traffic prediction, association rule, data mining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36691639 Comparative Analysis of Commercial Property and Stock-Market Investments in Nigeria
Authors: Bello Nurudeen Akinsola
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The study analyzed the risk and returns of commercial-property in Southwestern Nigeria and selected stocksmarket investment between 2000 and 2009; compared the inflation hedging characteristics and diversification potentials of investing in commercial-property and selected stock- market investment. Primary data were collected on characteristics, rental and capital values of commercial- properties from their property managers through the use of questionnaire. Secondary data on stock prices and dividends on banking, insurance and conglomerates sectors were sourced from the Nigerian Stock Exchange (2000-2009). The result showed that average return on all the selected stock- investments was higher than that of commercial-property. As regards risk, commercial-property indicated lower risk, compared to stocks. Also the stock-investment had better inflation hedging capacity than commercial-properties; combination of both had diversification potentials. The study concluded that stock-market investment offered attractive higher return than commercial-property although with higher risk and there could be diversification benefits in combining commercial-property with stock- investment.
Keywords: Commercial-Property, Return, Risk, Stock Market
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 51931638 Prediction of the Epileptic Events 'Epileptic Seizures' by Neural Networks and Expert Systems
Authors: Kifah Tout, Nisrine Sinno, Mohamad Mikati
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Many studies have focused on the nonlinear analysis of electroencephalography (EEG) mainly for the characterization of epileptic brain states. It is assumed that at least two states of the epileptic brain are possible: the interictal state characterized by a normal apparently random, steady-state EEG ongoing activity; and the ictal state that is characterized by paroxysmal occurrence of synchronous oscillations and is generally called in neurology, a seizure. The spatial and temporal dynamics of the epileptogenic process is still not clear completely especially the most challenging aspects of epileptology which is the anticipation of the seizure. Despite all the efforts we still don-t know how and when and why the seizure occurs. However actual studies bring strong evidence that the interictal-ictal state transition is not an abrupt phenomena. Findings also indicate that it is possible to detect a preseizure phase. Our approach is to use the neural network tool to detect interictal states and to predict from those states the upcoming seizure ( ictal state). Analysis of the EEG signal based on neural networks is used for the classification of EEG as either seizure or non-seizure. By applying prediction methods it will be possible to predict the upcoming seizure from non-seizure EEG. We will study the patients admitted to the epilepsy monitoring unit for the purpose of recording their seizures. Preictal, ictal, and post ictal EEG recordings are available on such patients for analysis The system will be induced by taking a body of samples then validate it using another. Distinct from the two first ones a third body of samples is taken to test the network for the achievement of optimum prediction. Several methods will be tried 'Backpropagation ANN' and 'RBF'.Keywords: Artificial neural network (ANN), automatic prediction, epileptic seizures analysis, genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15401637 Reform Framework for Urban Land Management in Serbia in the Period of Transition
Authors: Slavka Zeković
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A preliminary evaluation of the urban land system is presented in the article together with the instruments of land policy in Serbia. The main reason for the analysis is demand for definition of reform framework for urban land management in Serbia in the period of transition towards market-led system. It is concluded that due to the limitations of the current regulation it will be impossible in the future to apply market principles in the urban land policy (supply and demand of land, land capitalization, investment efficiency, et al.). Based on the estimation that the urban land system and land policy are key factors of competitiveness between regions and towns in Serbia, it is necessary to initiate changes in this field. There are indicated on an option of privatization of urban public land and possible establishment of leasehold land. A comparative analysis of the possibilities of the reform urban land system in Serbia has been carried out in relation to two approaches of market systems: (a) with dominant private ownership of urban land (neo/liberal approach) and (b) with dominant public ownership of urban land (system of leasehold)whose findings can be a basis for further study of the new system in Serbia.. The attanied results are part of studies matter for the making of Strategy of territorial development of Serbia.Keywords: Urban Land System, Urban Land Management, Instruments of Land Policy, Evaluation, Market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11901636 A Combined Neural Network Approach to Soccer Player Prediction
Authors: Wenbin Zhang, Hantian Wu, Jian Tang
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An artificial neural network is a mathematical model inspired by biological neural networks. There are several kinds of neural networks and they are widely used in many areas, such as: prediction, detection, and classification. Meanwhile, in day to day life, people always have to make many difficult decisions. For example, the coach of a soccer club has to decide which offensive player to be selected to play in a certain game. This work describes a novel Neural Network using a combination of the General Regression Neural Network and the Probabilistic Neural Networks to help a soccer coach make an informed decision.
Keywords: General Regression Neural Network, Probabilistic Neural Networks, Neural function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37631635 Water Demand Prediction for Touristic Mecca City in Saudi Arabia using Neural Networks
Authors: Abdel Hamid Ajbar, Emad Ali
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Saudi Arabia is an arid country which depends on costly desalination plants to satisfy the growing residential water demand. Prediction of water demand is usually a challenging task because the forecast model should consider variations in economic progress, climate conditions and population growth. The task is further complicated knowing that Mecca city is visited regularly by large numbers during specific months in the year due to religious occasions. In this paper, a neural networks model is proposed to handle the prediction of the monthly and yearly water demand for Mecca city, Saudi Arabia. The proposed model will be developed based on historic records of water production and estimated visitors- distribution. The driving variables for the model include annuallyvarying variables such as household income, household density, and city population, and monthly-varying variables such as expected number of visitors each month and maximum monthly temperature.Keywords: Water demand forecast; Neural Networks model; water resources management; Saudi Arabia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18131634 Software Reliability Prediction Model Analysis
Authors: L. Mirtskhulava, M. Khunjgurua, N. Lomineishvili, K. Bakuria
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Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.
Keywords: Exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16811633 Reliability Analysis for Cyclic Fatigue Life Prediction in Railroad Bolt Hole
Authors: Hasan Keshavarzian, Tayebeh Nesari
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Bolted rail joint is one of the most vulnerable areas in railway track. A comprehensive approach was developed for studying the reliability of fatigue crack initiation of railroad bolt hole under random axle loads and random material properties. The operation condition was also considered as stochastic variables. In order to obtain the comprehensive probability model of fatigue crack initiation life prediction in railroad bolt hole, we used FEM, response surface method (RSM), and reliability analysis. Combined energy-density based and critical plane based fatigue concept is used for the fatigue crack prediction. The dynamic loads were calculated according to the axle load, speed, and track properties. The results show that axle load is most sensitive parameter compared to Poisson’s ratio in fatigue crack initiation life. Also, the reliability index decreases slowly due to high cycle fatigue regime in this area.Keywords: Rail-wheel tribology, rolling contact mechanic, finite element modeling, reliability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11101632 Identification, Prediction and Detection of the Process Fault in a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique
Authors: Masoud Sadeghian, Alireza Fatehi
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In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16731631 Predicting Protein-Protein Interactions from Protein Sequences Using Phylogenetic Profiles
Authors: Omer Nebil Yaveroglu, Tolga Can
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In this study, a high accuracy protein-protein interaction prediction method is developed. The importance of the proposed method is that it only uses sequence information of proteins while predicting interaction. The method extracts phylogenetic profiles of proteins by using their sequence information. Combining the phylogenetic profiles of two proteins by checking existence of homologs in different species and fitting this combined profile into a statistical model, it is possible to make predictions about the interaction status of two proteins. For this purpose, we apply a collection of pattern recognition techniques on the dataset of combined phylogenetic profiles of protein pairs. Support Vector Machines, Feature Extraction using ReliefF, Naive Bayes Classification, K-Nearest Neighborhood Classification, Decision Trees, and Random Forest Classification are the methods we applied for finding the classification method that best predicts the interaction status of protein pairs. Random Forest Classification outperformed all other methods with a prediction accuracy of 76.93%Keywords: Protein Interaction Prediction, Phylogenetic Profile, SVM , ReliefF, Decision Trees, Random Forest Classification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16131630 Urban Big Data: An Experimental Approach to Building-Value Estimation Using Web-Based Data
Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin
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Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.Keywords: Big data, building-value analysis, machine learning, price prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11641629 Scenario and Decision Analysis for Solar Energy in Egypt by 2035 Using Dynamic Bayesian Network
Authors: Rawaa H. El-Bidweihy, Hisham M. Abdelsalam, Ihab A. El-Khodary
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Bayesian networks are now considered to be a promising tool in the field of energy with different applications. In this study, the aim was to indicate the states of a previous constructed Bayesian network related to the solar energy in Egypt and the factors affecting its market share, depending on the followed data distribution type for each factor, and using either the Z-distribution approach or the Chebyshev’s inequality theorem. Later on, the separate and the conditional probabilities of the states of each factor in the Bayesian network were derived, either from the collected and scrapped historical data or from estimations and past studies. Results showed that we could use the constructed model for scenario and decision analysis concerning forecasting the total percentage of the market share of the solar energy in Egypt by 2035 and using it as a stable renewable source for generating any type of energy needed. Also, it proved that whenever the use of the solar energy increases, the total costs decreases. Furthermore, we have identified different scenarios, such as the best, worst, 50/50, and most likely one, in terms of the expected changes in the percentage of the solar energy market share. The best scenario showed an 85% probability that the market share of the solar energy in Egypt will exceed 10% of the total energy market, while the worst scenario showed only a 24% probability that the market share of the solar energy in Egypt will exceed 10% of the total energy market. Furthermore, we applied policy analysis to check the effect of changing the controllable (decision) variable’s states acting as different scenarios, to show how it would affect the target nodes in the model. Additionally, the best environmental and economical scenarios were developed to show how other factors are expected to be, in order to affect the model positively. Additional evidence and derived probabilities were added for the weather dynamic nodes whose states depend on time, during the process of converting the Bayesian network into a dynamic Bayesian network.
Keywords: Bayesian network, Chebyshev, decision variable, dynamic Bayesian network, Z-distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5041628 Public-Private Partnership Projects in Canada: A Case Study Approach
Authors: Samuel Carpintero
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Public-private partnerships (PPP) arrangements have been extensively used in Canada, where the participation of private companies in financing and managing infrastructure projects has increased significantly in the last decade, particularly in the transportation sector. This paper analyses the evolution of the PPP market for transportation projects in Canada and examines the participation of Spanish developers in this market, which have been particularly successful in winning PPP contracts during the last decade.Keywords: PPP, concession, infrastructure, construction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26411627 Capability Prediction of Machining Processes Based on Uncertainty Analysis
Authors: Hamed Afrasiab, Saeed Khodaygan
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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.Keywords: Process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12341626 Using Historical Data for Stock Prediction of a Tech Company
Authors: Sofia Stoica
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In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.
Keywords: Finance, machine learning, opening price, stock market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6701625 Blood Glucose Measurement and Analysis: Methodology
Authors: I. M. Abd Rahim, H. Abdul Rahim, R. Ghazali
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There is numerous non-invasive blood glucose measurement technique developed by researchers, and near infrared (NIR) is the potential technique nowadays. However, there are some disagreements on the optimal wavelength range that is suitable to be used as the reference of the glucose substance in the blood. This paper focuses on the experimental data collection technique and also the analysis method used to analyze the data gained from the experiment. The selection of suitable linear and non-linear model structure is essential in prediction system, as the system developed need to be conceivably accurate.Keywords: Invasive, linear, near-infrared (Nir), non-invasive, non-linear, prediction system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8571624 An Integrated Predictor for Cis-Regulatory Modules
Authors: Darby Tien-Hao Chang, Guan-Yu Shiu, You-Jie Sun
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Various cis-regulatory module (CRM) predictors have been proposed in the last decade. Several well-established CRM predictors adopted different categories of prediction strategies, including window clustering, probabilistic modeling and phylogenetic footprinting. Appropriate integration of them has a potential to achieve high quality CRM prediction. This study analyzed four existing CRM predictors (ClusterBuster, MSCAN, CisModule and MultiModule) to seek a predictor combination that delivers a higher accuracy than individual CRM predictors. 465 CRMs across 140 Drosophila melanogaster genes from the RED fly database were used to evaluate the integrated CRM predictor proposed in this study. The results show that four predictor combinations achieved superior performance than the best individual CRM predictor.
Keywords: Cis-regulatory module, transcription factor binding site.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16501623 Empirical and Indian Automotive Equity Portfolio Decision Support
Authors: P. Sankar, P. James Daniel Paul, Siddhant Sahu
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A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to the conclusive confidence in the emerged models. This paper attempts to use the automotive sector stock prices from National Stock Exchange (NSE), India and analyze them for the intra-sectorial support for stock market decisions. The study identifies the significant variables and their lags which affect the price of the stocks using OLS analysis and decision tree classifiers.
Keywords: Indian Automotive Sector, Stock Market Decisions, Equity Portfolio Analysis, Decision Tree Classifiers, Statistical Data Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20361622 Playing Games with Genetic Algorithms: Application on Price-QoS Competition in Telecommunications Market
Authors: M’hamed Outanoute, Mohamed Baslam, Belaid Bouikhalene
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The customers use the best compromise criterion between price and quality of service (QoS) to select or change their Service Provider (SP). The SPs share the same market and are competing to attract more customers to gain more profit. Due to the divergence of SPs interests, we believe that this situation is a non-cooperative game of price and QoS. The game converges to an equilibrium position known Nash Equilibrium (NE). In this work, we formulate a game theoretic framework for the dynamical behaviors of SPs. We use Genetic Algorithms (GAs) to find the price and QoS strategies that maximize the profit for each SP and illustrate the corresponding strategy in NE. In order to quantify how this NE point is performant, we perform a detailed analysis of the price of anarchy induced by the NE solution. Finally, we provide an extensive numerical study to point out the importance of considering price and QoS as a joint decision parameter.
Keywords: Pricing, QoS, Market share game, Genetic algorithms, Nash equilibrium, Learning, Price of anarchy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18051621 Development of Accident Predictive Model for Rural Roadway
Authors: Fajaruddin Mustakim, Motohiro Fujita
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This paper present the study carried out of accident analysis, black spot study and to develop accident predictive models based on the data collected at rural roadway, Federal Route 50 (F050) Malaysia. The road accident trends and black spot ranking were established on the F050. The development of the accident prediction model will concentrate in Parit Raja area from KM 19 to KM 23. Multiple non-linear regression method was used to relate the discrete accident data with the road and traffic flow explanatory variable. The dependent variable was modeled as the number of crashes namely accident point weighting, however accident point weighting have rarely been account in the road accident prediction Models. The result show that, the existing number of major access points, without traffic light, rise in speed, increasing number of Annual Average Daily Traffic (AADT), growing number of motorcycle and motorcar and reducing the time gap are the potential contributors of increment accident rates on multiple rural roadway.Keywords: Accident Trends, Black Spot Study, Accident Prediction Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32831620 Impact of Regulation on Trading in Financial Derivatives in Europe
Authors: H. Florianová, J. Nešleha
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Financial derivatives are considered to be risky investment instruments which could possibly bring another financial crisis. As prevention, European Union and its member states have released new legal acts adjusting this area of law in recent years. There have been several cases in history of capital markets worldwide where it was shown that legislature may affect behavior of subjects on capital markets. In our paper we analyze main events on selected European stock exchanges in order to apply them on three chosen markets - Czech capital market represented by Prague Stock Exchange, German capital market represented by Deutsche Börse and Polish capital market represented by Warsaw Stock Exchange. We follow time series of development of the sum of listed derivatives on these three stock exchanges in order to evaluate popularity of those exchanges. Afterwards we compare newly listed derivatives in relation to the speed of development of these exchanges. We also make a comparison between trends in derivatives and shares development. We explain how a legal regulation may affect situation on capital markets. If the regulation is too strict, potential investors or traders are not willing to undertake it and move to other markets. On the other hand, if the regulation is too vague, trading scandals occur and the market is not reliable from the prospect of potential investors or issuers. We see that making the regulation stricter usually discourages subjects to stay on the market immediately although making the regulation vaguer to interest more subjects is usually much slower process.
Keywords: Capital markets, financial derivatives, investors' behavior, regulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9181619 Evaluation of Context Information for Intermittent Networks
Authors: S. Balaji, E. Golden Julie, Y. Harold Robinson
Abstract:
The context aware adaptive routing protocol is presented for unicast communication in intermittently connected mobile ad hoc networks (MANETs). The selection of the node is done by the Kalman filter prediction theory and it also makes use of utility functions. The context aware adaptive routing is defined by spray and wait technique, but the time consumption in delivering the message is too high and also the resource wastage is more. In this paper, we describe the spray and focus routing scheme for avoiding the existing problems.
Keywords: Context aware adaptive routing, Kalman filter prediction, spray and wait, spray and focus, intermittent networks.
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