scholarly journals A Review on Recent Advancements in FOREX Currency Prediction

Algorithms ◽  
2020 ◽  
Vol 13 (8) ◽  
pp. 186 ◽  
Author(s):  
Md. Saiful Islam ◽  
Emam Hossain ◽  
Abdur Rahman ◽  
Mohammad Shahadat Hossain ◽  
Karl Andersson
Keyword(s):  
Selection Criteria ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Optimization Techniques ◽  
Selection Algorithm ◽  
Relevant Research ◽  
Short Term ◽  
Different Types ◽  
Long Short Term Memory ◽  
Gated Recurrent Unit

In recent years, the foreign exchange (FOREX) market has attracted quite a lot of scrutiny from researchers all over the world. Due to its vulnerable characteristics, different types of research have been conducted to accomplish the task of predicting future FOREX currency prices accurately. In this research, we present a comprehensive review of the recent advancements of FOREX currency prediction approaches. Besides, we provide some information about the FOREX market and cryptocurrency market. We wanted to analyze the most recent works in this field and therefore considered only those papers which were published from 2017 to 2019. We used a keyword-based searching technique to filter out popular and relevant research. Moreover, we have applied a selection algorithm to determine which papers to include in this review. Based on our selection criteria, we have reviewed 39 research articles that were published on “Elsevier”, “Springer”, and “IEEE Xplore” that predicted future FOREX prices within the stipulated time. Our research shows that in recent years, researchers have been interested mostly in neural networks models, pattern-based approaches, and optimization techniques. Our review also shows that many deep learning algorithms, such as gated recurrent unit (GRU) and long short term memory (LSTM), have been fully explored and show huge potential in time series prediction.

scholarly journals 2-D Convolutional Deep Neural Network for the Multivariate Prediction of Photovoltaic Time Series

Energies ◽  
2021 ◽  
Vol 14 (9) ◽  
pp. 2392
Author(s):  
Antonello Rosato ◽  
Rodolfo Araneo ◽  
Amedeo Andreotti ◽  
Federico Succetti ◽  
Massimo Panella
Keyword(s):  
Time Series ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Short Term ◽  
Neural Architecture ◽  
Network Layers ◽  
Learning Scheme ◽  
World Energy ◽  
Multivariate Prediction ◽  
Long Short Term Memory

Here, we propose a new deep learning scheme to solve the energy time series prediction problem. The model implementation is based on the use of Long Short-Term Memory networks and Convolutional Neural Networks. These techniques are combined in such a fashion that inter-dependencies among several different time series can be exploited and used for forecasting purposes by filtering and joining their samples. The resulting learning scheme can be summarized as a superposition of network layers, resulting in a stacked deep neural architecture. We proved the accuracy and robustness of the proposed approach by testing it on real-world energy problems.

Deep Learning Approach for the Morphological Synthesis in Malayalam and Tamil at the Character Level

2021 ◽  
Vol 20 (6) ◽  
pp. 1-17
Author(s):  
B. Premjith ◽  
K. P. Soman
Keyword(s):  
Deep Learning ◽  
Short Term Memory ◽  
Conditional Random Field ◽  
Short Term ◽  
Long Short Term Memory ◽  
Target Languages ◽  
Main Components ◽  
Learning Architectures ◽  
Gated Recurrent Unit ◽  
Character Sequence

Morphological synthesis is one of the main components of Machine Translation (MT) frameworks, especially when any one or both of the source and target languages are morphologically rich. Morphological synthesis is the process of combining two words or two morphemes according to the Sandhi rules of the morphologically rich language. Malayalam and Tamil are two languages in India which are morphologically abundant as well as agglutinative. Morphological synthesis of a word in these two languages is challenging basically because of the following reasons: (1) Abundance in morphology; (2) Complex Sandhi rules; (3) The possibilty in Malayalam to form words by combining words that belong to different syntactic categories (for example, noun and verb); and (4) The construction of a sentence by combining multiple words. We formulated the task of the morphological generation of nouns and verbs of Malayalam and Tamil as a character-to-character sequence tagging problem. In this article, we used deep learning architectures like Recurrent Neural Network (RNN) , Long Short-Term Memory Networks (LSTM) , Gated Recurrent Unit (GRU) , and their stacked and bidirectional versions for the implementation of morphological synthesis at the character level. In addition to that, we investigated the performance of the combination of the aforementioned deep learning architectures and the Conditional Random Field (CRF) in the morphological synthesis of nouns and verbs in Malayalam and Tamil. We observed that the addition of CRF to the Bidirectional LSTM/GRU architecture achieved more than 99% accuracy in the morphological synthesis of Malayalam and Tamil nouns and verbs.

scholarly journals Optimasi Deep Learning untuk Prediksi Saham di Masa Pandemi Covid-19

2021 ◽  
Vol 7 (2) ◽  
pp. 133
Author(s):  
Widi Hastomo ◽  
Adhitio Satyo Bayangkari Karno ◽  
Nawang Kalbuana ◽  
Ervina Nisfiani ◽  
Lussiana ETP
Keyword(s):  
Deep Learning ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Hidden Layer ◽  
Gated Recurrent Unit ◽  
Blue Chip

Penelitian ini bertujuan untuk meningkatkan akurasi dengan menurunkan tingkat kesalahan prediksi dari 5 data saham blue chip di Indonesia. Dengan cara mengkombinasikan desain 4 hidden layer neural nework menggunakan Long Short Term Memory (LSTM) dan Gated Recurrent Unit (GRU). Dari tiap data saham akan dihasilkan grafik rmse-epoch yang dapat menunjukan kombinasi layer dengan akurasi terbaik, sebagai berikut; (a) BBCA dengan layer LSTM-GRU-LSTM-GRU (RMSE=1120,651, e=15), (b) BBRI dengan layer LSTM-GRU-LSTM-GRU (RMSE =110,331, e=25), (c) INDF dengan layer GRU-GRU-GRU-GRU (RMSE =156,297, e=35 ), (d) ASII dengan layer GRU-GRU-GRU-GRU (RMSE =134,551, e=20 ), (e) TLKM dengan layer GRU-LSTM-GRU-LSTM (RMSE =71,658, e=35 ). Tantangan dalam mengolah data Deep Learning (DL) adalah menentukan nilai parameter epoch untuk menghasilkan prediksi akurasi yang tinggi.

Sequence Model based Cloudburst Prediction for the Indian State of Uttarakhand

2021 ◽  
Vol 14 (7) ◽  
pp. 1-9
Author(s):  
M. Sivagami ◽  
P. Radha ◽  
A. Balasundaram
Keyword(s):  
Predictive Power ◽  
Short Term Memory ◽  
Geographic Location ◽  
Short Term ◽  
The Past ◽  
Learning Techniques ◽  
Indian State ◽  
Long Short Term Memory ◽  
Life Challenge ◽  
Gated Recurrent Unit

Predicting the phenomenon of cloudburst has been a larger than life challenge to many weather and rain scientists. The very nature of cloudburst occurrence itself complicates the prediction of cloudburst. Since, cloudburst downpour occurs over a short span of time and is confined to very narrow geographic location, it is highly difficult for weather scientists to make any cloudburst predictions. In this work, the authors propose a cloudburst prediction model that leverages deep learning techniques to predict the occurrence of cloudburst in a location. The authors have collected the data pertaining to the cloudburst events that have occurred in the Indian State of Uttarakhand over the past decade and developed the model. Experiments were conducted using time series sequence models namely Long Short Term Memory (LSTM) and Gated Recurrent Unit (GRU). Predictive Power Score (PPS) has been used to extract the essential features that are fed as input to these sequence models. The performance of sequence models has been discussed in terms of loss function and accuracy and the results are promising for GRU based model in comparison with other sequence models.

scholarly journals Deep Learning with Long Short-Term Memory for Time Series Prediction

2019 ◽  
Vol 57 (6) ◽  
pp. 114-119 ◽  
Author(s):  
Yuxiu Hua ◽  
Zhifeng Zhao ◽  
Rongpeng Li ◽  
Xianfu Chen ◽  
Zhiming Liu ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory
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