A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis

Artículo Materias > Ingeniería Universidad Europea del Atlántico > Investigación > Producción Científica
Fundación Universitaria Internacional de Colombia > Investigación > Artículos y libros
Universidad Internacional Iberoamericana México > Investigación > Producción Científica
Universidad Internacional do Cuanza > Investigación > Producción Científica
Universidad de La Romana > Investigación > Producción Científica
Abierto Inglés Artificial intelligence (AI)-based models have emerged as powerful tools in financial markets, capable of reducing investment risks and aiding in selecting highly profitable stocks by achieving precise predictions. This holds immense value for investors, as it empowers them to make data-driven decisions. Identifying current and future trends in multi-class forecasting techniques employed within financial markets, particularly profitability analysis as an evaluation metric is important. The review focuses on examining stud-ies conducted between 2018 and 2023, sourced from three prominent academic databases. A meticulous three-stage approach was employed, encompassing the systematic planning, conduct, and analysis of the se-lected studies. Specifically, the analysis emphasizes technical assessment, profitability analysis, hybrid mod-eling, and the type of results generated by models. Articles were shortlisted based on inclusion and exclusion criteria, while a rigorous quality assessment through ten quality criteria questions, utilizing a Likert-type scale was employed to ensure methodological robustness. We observed that ensemble and hybrid models with long short-term memory (LSTM) and support vector machines (SVM) are being more adopted for financial trends and price prediction. Moreover, hybrid models employing AI algorithms for feature engineering have great potential at par with ensemble techniques. Most studies only employ performance metrics and lack utilization of profitability metrics or investment or trading strategy (simulated or real-time). Similarly, research on multi-class or output is severely lacking in financial forecasting and can be a good avenue for future research. metadata Khattak, Bilal Hassan Ahmed; Shafi, Imran; Khan, Abdul Saboor; Soriano Flores, Emmanuel; García Lara, Roberto; Samad, Md. Abdus y Ashraf, Imran mail SIN ESPECIFICAR, SIN ESPECIFICAR, SIN ESPECIFICAR, emmanuel.soriano@uneatlantico.es, SIN ESPECIFICAR, SIN ESPECIFICAR, SIN ESPECIFICAR (2023) A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis. IEEE Access, 11. pp. 125359-125380. ISSN 2169-3536

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Resumen

Artificial intelligence (AI)-based models have emerged as powerful tools in financial markets, capable of reducing investment risks and aiding in selecting highly profitable stocks by achieving precise predictions. This holds immense value for investors, as it empowers them to make data-driven decisions. Identifying current and future trends in multi-class forecasting techniques employed within financial markets, particularly profitability analysis as an evaluation metric is important. The review focuses on examining stud-ies conducted between 2018 and 2023, sourced from three prominent academic databases. A meticulous three-stage approach was employed, encompassing the systematic planning, conduct, and analysis of the se-lected studies. Specifically, the analysis emphasizes technical assessment, profitability analysis, hybrid mod-eling, and the type of results generated by models. Articles were shortlisted based on inclusion and exclusion criteria, while a rigorous quality assessment through ten quality criteria questions, utilizing a Likert-type scale was employed to ensure methodological robustness. We observed that ensemble and hybrid models with long short-term memory (LSTM) and support vector machines (SVM) are being more adopted for financial trends and price prediction. Moreover, hybrid models employing AI algorithms for feature engineering have great potential at par with ensemble techniques. Most studies only employ performance metrics and lack utilization of profitability metrics or investment or trading strategy (simulated or real-time). Similarly, research on multi-class or output is severely lacking in financial forecasting and can be a good avenue for future research.

Tipo de Documento: Artículo
Palabras Clave: Artificial intelligence, financial forecasting, deep learning, stock market analysis, convolution neural network, cryptocurrency
Clasificación temática: Materias > Ingeniería
Divisiones: Universidad Europea del Atlántico > Investigación > Producción Científica
Fundación Universitaria Internacional de Colombia > Investigación > Artículos y libros
Universidad Internacional Iberoamericana México > Investigación > Producción Científica
Universidad Internacional do Cuanza > Investigación > Producción Científica
Universidad de La Romana > Investigación > Producción Científica
Depositado: 15 Nov 2023 23:30
Ultima Modificación: 02 Ene 2024 23:30
URI: https://repositorio.unincol.edu.co/id/eprint/9698

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Association between blood cortisol levels and numerical rating scale in prehospital pain assessment

Background Nowadays, there is no correlation between levels of cortisol and pain in the prehospital setting. The aim of this work was to determine the ability of prehospital cortisol levels to correlate to pain. Cortisol levels were compared with those of the numerical rating scale (NRS). Methods This is a prospective observational study looking at adult patients with acute disease managed by Emergency Medical Services (EMS) and transferred to the emergency department of two tertiary care hospitals. Epidemiological variables, vital signs, and prehospital blood analysis data were collected. A total of 1516 patients were included, the median age was 67 years (IQR: 51–79; range: 18–103) with 42.7% of females. The primary outcome was pain evaluation by NRS, which was categorized as pain-free (0 points), mild (1–3), moderate (4–6), or severe (≥7). Analysis of variance, correlation, and classification capacity in the form area under the curve of the receiver operating characteristic (AUC) curve were used to prospectively evaluate the association of cortisol with NRS. Results The median NRS and cortisol level are 1 point (IQR: 0–4) and 282 nmol/L (IQR: 143–433). There are 584 pain-free patients (38.5%), 525 mild (34.6%), 244 moderate (16.1%), and 163 severe pain (10.8%). Cortisol levels in each NRS category result in p < 0.001. The correlation coefficient between the cortisol level and NRS is 0.87 (p < 0.001). The AUC of cortisol to classify patients into each NRS category is 0.882 (95% CI: 0.853–0.910), 0.496 (95% CI: 0.446–0.545), 0.837 (95% CI: 0.803–0.872), and 0.981 (95% CI: 0.970–0.991) for the pain-free, mild, moderate, and severe categories, respectively. Conclusions Cortisol levels show similar pain evaluation as NRS, with high-correlation for NRS pain categories, except for mild-pain. Therefore, cortisol evaluation via the EMS could provide information regarding pain status.

Producción Científica

Raúl López-Izquierdo mail , Elisa A. Ingelmo-Astorga mail , Carlos del Pozo Vegas mail , Santos Gracia Villar mail santos.gracia@uneatlantico.es, Luis Alonso Dzul López mail luis.dzul@uneatlantico.es, Silvia Aparicio Obregón mail silvia.aparicio@uneatlantico.es, Rubén Calderón Iglesias mail ruben.calderon@uneatlantico.es, Ancor Sanz-García mail , Francisco Martín-Rodríguez mail ,

López-Izquierdo

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Detecting hate in diversity: a survey of multilingual code-mixed image and video analysis

The proliferation of damaging content on social media in today’s digital environment has increased the need for efficient hate speech identification systems. A thorough examination of hate speech detection methods in a variety of settings, such as code-mixed, multilingual, visual, audio, and textual scenarios, is presented in this paper. Unlike previous research focusing on single modalities, our study thoroughly examines hate speech identification across multiple forms. We classify the numerous types of hate speech, showing how it appears on different platforms and emphasizing the unique difficulties in multi-modal and multilingual settings. We fill research gaps by assessing a variety of methods, including deep learning, machine learning, and natural language processing, especially for complicated data like code-mixed and cross-lingual text. Additionally, we offer key technique comparisons, suggesting future research avenues that prioritize multi-modal analysis and ethical data handling, while acknowledging its benefits and drawbacks. This study attempts to promote scholarly research and real-world applications on social media platforms by acting as an essential resource for improving hate speech identification across various data sources.

Producción Científica

Hafiz Muhammad Raza Ur Rehman mail , Mahpara Saleem mail , Muhammad Zeeshan Jhandir mail , Eduardo René Silva Alvarado mail eduardo.silva@funiber.org, Helena Garay mail helena.garay@uneatlantico.es, Imran Ashraf mail ,

Raza Ur Rehman

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Ensemble stacked model for enhanced identification of sentiments from IMDB reviews

The emergence of social media platforms led to the sharing of ideas, thoughts, events, and reviews. The shared views and comments contain people’s sentiments and analysis of these sentiments has emerged as one of the most popular fields of study. Sentiment analysis in the Urdu language is an important research problem similar to other languages, however, it is not investigated very well. On social media platforms like X (Twitter), billions of native Urdu speakers use the Urdu script which makes sentiment analysis in the Urdu language important. In this regard, an ensemble model RRLS is proposed that stacks random forest, recurrent neural network, logistic regression (LR), and support vector machine (SVM). The Internet Movie Database (IMDB) movie reviews and Urdu tweets are examined in this study using Urdu sentiment analysis. The Urdu hack library was used to preprocess the Urdu data, which includes preprocessing operations including normalizing individual letters, merging them, including spaces, etc. concerning punctuation. The problem of accurately encoding Urdu characters and replacing Arabic letters with their Urdu equivalents is fixed by the normalization module. Several models are adopted in this study for extensive evaluation of their accuracy for Urdu sentiment analysis. While the results promising, among machine learning models, the SVM and LR attained an accuracy of 87%, according to performance criteria such as F-measure, accuracy, recall, and precision. The accuracy of the long short-term memory (LSTM) and bidirectional LSTM (BiLSTM) was 84%. The suggested ensemble RRLS model performs better than other learning algorithms and achieves a 90% accuracy rate, outperforming current methods. The use of the synthetic minority oversampling technique (SMOTE) is observed to improve the performance and lead to 92.77% accuracy.

Producción Científica

Komal Azim mail , Alishba Tahir mail , Mobeen Shahroz mail , Hanen Karamti mail , Annia A. Vázquez mail annia.almeyda@uneatlantico.es, Angel Olider Rojas Vistorte mail angel.rojas@uneatlantico.es, Imran Ashraf mail ,

Azim

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Efficient CNN architecture with image sensing and algorithmic channeling for dataset harmonization

The process of image formulation uses semantic analysis to extract influential vectors from image components. The proposed approach integrates DenseNet with ResNet-50, VGG-19, and GoogLeNet using an innovative bonding process that establishes algorithmic channeling between these models. The goal targets compact efficient image feature vectors that process data in parallel regardless of input color or grayscale consistency and work across different datasets and semantic categories. Image patching techniques with corner straddling and isolated responses help detect peaks and junctions while addressing anisotropic noise through curvature-based computations and auto-correlation calculations. An integrated channeled algorithm processes the refined features by uniting local-global features with primitive-parameterized features and regioned feature vectors. Using K-nearest neighbor indexing methods analyze and retrieve images from the harmonized signature collection effectively. Extensive experimentation is performed on the state-of-the-art datasets including Caltech-101, Cifar-10, Caltech-256, Cifar-100, Corel-10000, 17-Flowers, COIL-100, FTVL Tropical Fruits, Corel-1000, and Zubud. This contribution finally endorses its standing at the peak of deep and complex image sensing analysis. A state-of-the-art deep image sensing analysis method delivers optimal channeling accuracy together with robust dataset harmonization performance.

Producción Científica

Khadija Kanwal mail , Khawaja Tehseen Ahmad mail , Aiza Shabir mail , Li Jing mail , Helena Garay mail helena.garay@uneatlantico.es, Luis Eduardo Prado González mail uis.prado@uneatlantico.es, Hanen Karamti mail , Imran Ashraf mail ,

Kanwal

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Deep image features sensing with multilevel fusion for complex convolution neural networks & cross domain benchmarks

Efficient image retrieval from a variety of datasets is crucial in today's digital world. Visual properties are represented using primitive image signatures in Content Based Image Retrieval (CBIR). Feature vectors are employed to classify images into predefined categories. This research presents a unique feature identification technique based on suppression to locate interest points by computing productive sum of pixel derivatives by computing the differentials for corner scores. Scale space interpolation is applied to define interest points by combining color features from spatially ordered L2 normalized coefficients with shape and object information. Object based feature vectors are formed using high variance coefficients to reduce the complexity and are converted into bag-of-visual-words (BoVW) for effective retrieval and ranking. The presented method encompass feature vectors for information synthesis and improves the discriminating strength of the retrieval system by extracting deep image features including primitive, spatial, and overlayed using multilayer fusion of Convolutional Neural Networks(CNNs). Extensive experimentation is performed on standard image datasets benchmarks, including ALOT, Cifar-10, Corel-10k, Tropical Fruits, and Zubud. These datasets cover wide range of categories including shape, color, texture, spatial, and complicated objects. Experimental results demonstrate considerable improvements in precision and recall rates, average retrieval precision and recall, and mean average precision and recall rates across various image semantic groups within versatile datasets. The integration of traditional feature extraction methods fusion with multilevel CNN advances image sensing and retrieval systems, promising more accurate and efficient image retrieval solutions.

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Jyotismita Chaki mail , Aiza Shabir mail , Khawaja Tehseen Ahmed mail , Arif Mahmood mail , Helena Garay mail helena.garay@uneatlantico.es, Luis Eduardo Prado González mail uis.prado@uneatlantico.es, Imran Ashraf mail ,

Chaki