Stock market or equity market have a profound impact in today's economy. A rise or fall in the share price has an important role in determining the investor's gain. The existing forecasting methods make use of both linear (AR, MA, ARIMA) and non-linear algorithms (ARCH, GARCH, Neural Networks), but they focus on predicting the stock index movement or price forecasting for a single company using the daily closing price. The proposed method is a model independent approach. Here we are not fitting the data to a specific model, rather we are identifying the latent dynamics existing in the data using deep learning architectures. In this work we use three different deep learning architectures for the price prediction of NSE listed companies and compares their performance. We are applying a sliding window approach for predicting future values on a short term basis. The performance of the models were quantified using percentage error.

Stock price prediction using LSTM, RNN and CNN-sliding window model

NSE Stock Market Prediction Using Deep-Learning Models

Workload prediction in cloud using artificial neural network and adaptive differential evolution

The stock market is a key pivot in every growing and thriving economy, and every investment in the market is aimed at maximising profit and minimising associated risk. As a result, numerous studies have been conducted on the stock-market prediction using technical or fundamental analysis through various soft-computing techniques and algorithms. This study attempted to undertake a systematic and critical review of about one hundred and twenty-two (122) pertinent research works reported in academic journals over 11 years (2007–2018) in the area of stock market prediction using machine learning. The various techniques identified from these reports were clustered into three categories, namely technical, fundamental, and combined analyses. The grouping was done based on the following criteria: the nature of a dataset and the number of data sources used, the data timeframe, the machine learning algorithms used, machine learning task, used accuracy and error metrics and software packages used for modelling. The results revealed that 66% of documents reviewed were based on technical analysis; whiles 23% and 11% were based on fundamental analysis and combined analyses, respectively. Concerning the number of data source, 89.34% of documents reviewed, used single sources; whiles 8.2% and 2.46% used two and three sources respectively. Support vector machine and artificial neural network were found to be the most used machine learning algorithms for stock market prediction.

A systematic review of fundamental and technical analysis of stock market predictions

Flower pollination algorithm (FPA) is a computational intelligence metaheuristic that takes its metaphor from flowers proliferation role in plants. This paper provides a comprehensive review of all issues related to FPA: biological inspiration, fundamentals, previous studies and comparisons, implementation, variants, hybrids, and applications. Besides, it makes a comparison between FPA and six different metaheuristics such as genetic algorithm, cuckoo search, grasshopper optimization algorithm, and others on solving a constrained engineering optimization problem
. The experimental results are statistically analyzed with non-parametric Friedman test which indicates that FPA is superior more than other competitors in solving the given problem.

Flower pollination algorithm: a comprehensive review

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange.

A Machine Learning Model for Stock Market Prediction

The current COVID-19 pandemic threatens human life, health, and productivity. AI plays an essential role in COVID-19 case classification as we can apply machine learning models on COVID-19 case data to predict infectious cases and recovery rates using chest x-ray. Accessing patient's private data violates patient privacy and traditional machine learning model requires accessing or transferring whole data to train the model. In recent years, there has been increasing interest in federated machine learning, as it provides an effective solution for data privacy, centralized computation, and high computation power. In this paper, we studied the efficacy of federated learning versus traditional learning by developing two machine learning models (a federated learning model and a traditional machine learning model)using Keras and TensorFlow federated, we used a descriptive dataset and chest x-ray (CXR) images from COVID-19 patients. During the model training stage, we tried to identify which factors affect model prediction accuracy and loss like activation function, model optimizer, learning rate, number of rounds, and data Size, we kept recording and plotting the model loss and prediction accuracy per each training round, to identify which factors affect the model performance, and we found that softmax activation function and SGD optimizer give better prediction accuracy and loss, changing the number of rounds and learning rate has slightly effect on model prediction accuracy and prediction loss but increasing the data size did not have any effect on model prediction accuracy and prediction loss. finally, we build a comparison between the proposed models' loss, accuracy, and performance speed, the results demonstrate that the federated machine learning model has a better prediction accuracy and loss but higher performance time than the traditional machine learning model.

/pdf/covid-19-detection-using-federated-machine-learning-3cpzp2gl35.pdf

COVID-19 detection using federated machine learning.

In this Paper, five recent natural inspired algorithms are proposed to optimize and train Least Square- Support Vector Machine (LS-SVM). These algorithms are namely, Flower Pollination Algorithm (FPA), Bat algorithm (BA), Modified Cuckoo Search (MCS), Artificial Bee Colony (ABC), and Particle Swarm Optimization (PSO). These algorithms are proposed to automatically select best free parameters combination for LSSVM. Six financial technical indicators derived from stock historical data are used as inputs to proposed models. Standard LS-SVM and ANN are used as benchmarks for comparison with proposed models. Proposed models tested with six datasets representing different sectors in S&P 500 stock market. Proposed models were used to predict daily, weekly, and monthly stock prices. Results presented in this paper showed that the proposed models have quick convergence rate at early stages of the iterations. They achieved better accuracy than compared methods in price and trend prediction. They also overcame over fitting and local minima problems found in ANN and standard LS-SVM.

https://accentsjournals.org/PaperDirectory/Journal/IJACR/2015/3/5.pdf

Comparative Study between FPA, BA, MCS, ABC, and PSO Algorithms in Training and Optimizing of LS-SVM for Stock Market Prediction

In this work, a proposed hybrid dragonfly algorithm (DA) with extreme learning machine (ELM) system for prediction problem is presented. ELM model is considered a promising method for data regression and classification problems. It has fast training advantage, but it always requires a huge number of nodes in the hidden layer. The usage of a large number of nodes in the hidden layer increases the test/evaluation time of ELM. Also, there is no guarantee of optimality of weights and biases settings on the hidden layer. DA is a recently promising optimization algorithm that mimics the moving behavior of moths. DA is exploited here to select less number of nodes in the hidden layer to speed up the performance of the ELM. It also is used to choose the optimal hidden layer weights and biases. A set of assessment indicators is used to evaluate the proposed and compared methods over ten regression data sets from the UCI repository. Results prove the capability of the proposed DA-ELM model in searching for optimal feature combinations in feature space to enhance ELM generalization ability and prediction accuracy. The proposed model was compared against the set of commonly used optimizers and regression systems. These optimizers are namely, particle swarm optimization (PSO) and genetic algorithm (GA). The proposed DA-ELM model proved an advance overall compared methods in both accuracy and generalization ability.

A hybrid dragonfly algorithm with extreme learning machine for prediction

Cloud computing is a modern technology for dealing with large-scale data. The Cloud has been used to process the selection and placement of replications on a large scale. Most previous studies concerning replication used mathematical models, and few studies focused on artificial intelligence (AI). The Artificial Bee Colony (ABC) is a member of the family of swarm intelligence based algorithms. It simulates bee direction to the final route and has been proven to be effective for optimization. In this paper, we present the different costs and shortest route sides in the Cloud with regard to replication and its placement between data centers (DCs) through Multi-Objective Optimization (MOO) and evaluate the cost distance by using the knapsack problem. ABC has been used to solve shortest route and lower cost problems to identify the best selection for replication placement, according to the distance or shortest routes and lower costs that the knapsack approach has used to solve these problems. Multi-objective optimization with the artificial bee colony (MOABC) algorithm can be used to achieve highest efficiency and lowest costs in the proposed system. MOABC can find an optimal solution for the best placement of data replicas according to the minimum distance and the number of data transmissions, affording low cost with the knapsack approach and availability of data replication.Low cost and fast access are characteristics that guide the shortest route in the CloudSim implementation as well. The experimental results show that the proposed MOABC is more efficient and effective for the best placement of replications than compared algorithms.

/pdf/an-artificial-bee-colony-algorithm-for-data-replication-4v60vq1v5j.pdf

Mustafa Abdul Salam

Papers

A Machine Learning Model for Stock Market Prediction

COVID-19 detection using federated machine learning.

Comparative Study between FPA, BA, MCS, ABC, and PSO Algorithms in Training and Optimizing of LS-SVM for Stock Market Prediction

A hybrid dragonfly algorithm with extreme learning machine for prediction

An Artificial Bee Colony Algorithm for Data Replication Optimization in Cloud Environments