Thinakaran et al., 2023 - Google Patents
Leveraging Temporal Patterns with LSTMs Networks for Financial Forecasting: A New Stastical Machine Learning ApproachThinakaran et al., 2023
- Document ID
- 8815696042462124350
- Author
- Thinakaran K
- Soman S
- Anitha L
- Lakineni P
- Taqui S
- et al.
- Publication year
- Publication venue
- 2023 International Conference on Communication, Security and Artificial Intelligence (ICCSAI)
External Links
Snippet
The intricate temporal patterns observed in financial markets might have an impact on market outlook and trading decisions. The challenge of effectively predicting these markets remains difficult due to the limitations inherent in conventional linear forecasting methods …
- 230000002123 temporal effect 0 title abstract description 15
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
- G06Q10/063—Operations research or analysis
- G06Q10/0639—Performance analysis
- G06Q10/06393—Score-carding, benchmarking or key performance indicator [KPI] analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N99/00—Subject matter not provided for in other groups of this subclass
- G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
- G06Q10/063—Operations research or analysis
- G06Q10/0635—Risk analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/02—Computer systems based on biological models using neural network models
- G06N3/08—Learning methods
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/02—Computer systems based on biological models using neural network models
- G06N3/04—Architectures, e.g. interconnection topology
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/04—Inference methods or devices
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/02—Knowledge representation
- G06N5/022—Knowledge engineering, knowledge acquisition
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N7/00—Computer systems based on specific mathematical models
- G06N7/005—Probabilistic networks
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/12—Computer systems based on biological models using genetic models
- G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/10—Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6267—Classification techniques
- G06K9/6279—Classification techniques relating to the number of classes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q20/00—Payment architectures, schemes or protocols
- G06Q20/38—Payment protocols; Details thereof
- G06Q20/40—Authorisation, e.g. identification of payer or payee, verification of customer or shop credentials; Review and approval of payers, e.g. check credit lines or negative lists
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
- G06Q50/01—Social networking
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q30/00—Commerce, e.g. shopping or e-commerce
- G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
- G06Q30/0202—Market predictions or demand forecasting
Similar Documents
Publication | Publication Date | Title |
---|---|---|
Thinakaran et al. | Leveraging Temporal Patterns with LSTMs Networks for Financial Forecasting: A New Stastical Machine Learning Approach | |
Faris et al. | Improving financial bankruptcy prediction in a highly imbalanced class distribution using oversampling and ensemble learning: a case from the Spanish market | |
Luo et al. | Fuzzy logic and neural network-based risk assessment model for import and export enterprises: A review | |
Chang et al. | A novel model by evolving partially connected neural network for stock price trend forecasting | |
Gabralla et al. | Computational modeling of crude oil price forecasting: A review of two decades of research | |
Sun | A hybrid approach by integrating brain storm optimization algorithm with grey neural network for stock index forecasting | |
Vorobyev et al. | Reducing false positives in bank anti-fraud systems based on rule induction in distributed tree-based models | |
Crone et al. | The Impact of Preprocessing on Support Vector Regression and Neural Networks in Time Series Prediction. | |
Naveen et al. | Relative analysis of ML algorithm QDA, LR and SVM for credit card fraud detection dataset | |
Kumari et al. | Prediction of stock price using machine learning techniques: a survey | |
Nikhil et al. | Stock market prediction using genetic algorithm assisted LSTM-CNN hybrid model | |
Dhanawade et al. | A smote-based churn prediction system using machine learning techniques | |
Anh et al. | Fraud detection via deep neural variational autoencoder oblique random forest | |
Chong et al. | Stock price forecasting: hybrid model of artificial intelligent methods | |
Yang et al. | Analysing business process anomalies using discrete-time Markov chains | |
Cortez et al. | Evolving time series forecasting neural network models | |
Saif et al. | An expert system with neural network and decision tree for predicting audit opinions | |
Chirita et al. | Usefulness of artificial neural networks for predicting financial and economic crisis | |
Krishna et al. | Identifying demand forecasting using machine learning for business intelligence | |
Vijayalakshmi et al. | Smart Police: A Hybrid Deep Learning Model for Crime Proactivity Assessment | |
Eltoukhy et al. | Repetitive backdoor attacks and countermeasures for smart grid reinforcement incremental learning | |
Sener et al. | Bayesian network model of Turkish financial market from year-to-September 30th of 2016 | |
Thar et al. | A Predictive Analytics Framework for Fraud Detection Using Efficient Resampling Based on Hybrid Ensemble Machine Learning | |
Cerqueira et al. | Model Compression for Dynamic Forecast Combination | |
John | Intelligent Suspicious Activity Detection in Banking Transactions Utilizing Fog Computing and Deep Learning |