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1 – 10 of 90Chong Wu, Xiaofang Chen and Yongjie Jiang
While the Chinese securities market is booming, the phenomenon of listed companies falling into financial distress is also emerging, which affects the operation and development of…
Abstract
Purpose
While the Chinese securities market is booming, the phenomenon of listed companies falling into financial distress is also emerging, which affects the operation and development of enterprises and also jeopardizes the interests of investors. Therefore, it is important to understand how to accurately and reasonably predict the financial distress of enterprises.
Design/methodology/approach
In the present study, ensemble feature selection (EFS) and improved stacking were used for financial distress prediction (FDP). Mutual information, analysis of variance (ANOVA), random forest (RF), genetic algorithms, and recursive feature elimination (RFE) were chosen for EFS to select features. Since there may be missing information when feeding the results of the base learner directly into the meta-learner, the features with high importance were fed into the meta-learner together. A screening layer was added to select the meta-learner with better performance. Finally, Optima hyperparameters were used for parameter tuning by the learners.
Findings
An empirical study was conducted with a sample of A-share listed companies in China. The F1-score of the model constructed using the features screened by EFS reached 84.55%, representing an improvement of 4.37% compared to the original features. To verify the effectiveness of improved stacking, benchmark model comparison experiments were conducted. Compared to the original stacking model, the accuracy of the improved stacking model was improved by 0.44%, and the F1-score was improved by 0.51%. In addition, the improved stacking model had the highest area under the curve (AUC) value (0.905) among all the compared models.
Originality/value
Compared to previous models, the proposed FDP model has better performance, thus bridging the research gap of feature selection. The present study provides new ideas for stacking improvement research and a reference for subsequent research in this field.
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Qiangqiang Zhai, Zhao Liu, Zhouzhou Song and Ping Zhu
Kriging surrogate model has demonstrated a powerful ability to be applied to a variety of engineering challenges by emulating time-consuming simulations. However, when it comes to…
Abstract
Purpose
Kriging surrogate model has demonstrated a powerful ability to be applied to a variety of engineering challenges by emulating time-consuming simulations. However, when it comes to problems with high-dimensional input variables, it may be difficult to obtain a model with high accuracy and efficiency due to the curse of dimensionality. To meet this challenge, an improved high-dimensional Kriging modeling method based on maximal information coefficient (MIC) is developed in this work.
Design/methodology/approach
The hyperparameter domain is first derived and the dataset of hyperparameter and likelihood function is collected by Latin Hypercube Sampling. MIC values are innovatively calculated from the dataset and used as prior knowledge for optimizing hyperparameters. Then, an auxiliary parameter is introduced to establish the relationship between MIC values and hyperparameters. Next, the hyperparameters are obtained by transforming the optimized auxiliary parameter. Finally, to further improve the modeling accuracy, a novel local optimization step is performed to discover more suitable hyperparameters.
Findings
The proposed method is then applied to five representative mathematical functions with dimensions ranging from 20 to 100 and an engineering case with 30 design variables.
Originality/value
The results show that the proposed high-dimensional Kriging modeling method can obtain more accurate results than the other three methods, and it has an acceptable modeling efficiency. Moreover, the proposed method is also suitable for high-dimensional problems with limited sample points.
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Reema Khaled AlRowais and Duaa Alsaeed
Automatically extracting stance information from natural language texts is a significant research problem with various applications, particularly after the recent explosion of…
Abstract
Purpose
Automatically extracting stance information from natural language texts is a significant research problem with various applications, particularly after the recent explosion of data on the internet via platforms like social media sites. Stance detection system helps determine whether the author agree, against or has a neutral opinion with the given target. Most of the research in stance detection focuses on the English language, while few research was conducted on the Arabic language.
Design/methodology/approach
This paper aimed to address stance detection on Arabic tweets by building and comparing different stance detection models using four transformers, namely: Araelectra, MARBERT, AraBERT and Qarib. Using different weights for these transformers, the authors performed extensive experiments fine-tuning the task of stance detection Arabic tweets with the four different transformers.
Findings
The results showed that the AraBERT model learned better than the other three models with a 70% F1 score followed by the Qarib model with a 68% F1 score.
Research limitations/implications
A limitation of this study is the imbalanced dataset and the limited availability of annotated datasets of SD in Arabic.
Originality/value
Provide comprehensive overview of the current resources for stance detection in the literature, including datasets and machine learning methods used. Therefore, the authors examined the models to analyze and comprehend the obtained findings in order to make recommendations for the best performance models for the stance detection task.
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Ganisha N.P. Athaudage, H. Niles Perera, P.T. Ranil S. Sugathadasa, M. Mavin De Silva and Oshadhi K. Herath
The crude oil supply chain (COSC) is one of the most complex and largest supply chains in the world. It is easily vulnerable to extreme events. Recently, the severe acute…
Abstract
Purpose
The crude oil supply chain (COSC) is one of the most complex and largest supply chains in the world. It is easily vulnerable to extreme events. Recently, the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) (often known as COVID-19) pandemic created a massive imbalance between supply and demand which caused significant price fluctuations. The purpose of this study is to explore the influential factors affecting the international COSC in terms of consumption, production and price. Furthermore, it develops a model to predict the international crude oil price during disease outbreaks using Random Forest (RF) regression.
Design/methodology/approach
This study uses both qualitative and quantitative approaches. A qualitative study is conducted using a literature review to explore the influential factors on COSC. All the data are extracted from Web sources. In addition to COVID-19, four other diseases are considered to optimize the accuracy of predictive results. A principal component analysis is deployed to reduce the number of variables. A forecasting model is developed using RF regression.
Findings
The findings of the qualitative analysis characterize the factors that influence international COSC. The findings of quantitative analysis emphasize that production and consumption have a higher contribution to the variance of the data set. Also, this study found that the impact caused to crude oil price varies with the region. Most importantly, the model introduced using the RF technique provides a high predictive ability in short horizons such as infectious diseases. This study delivers future directions and insights to researchers and practitioners to expand the study further.
Originality/value
This is one of the few available pieces of research which uses the RF method in the context of crude oil price forecasting. Additionally, this study examines international COSC in the events of emergencies, specifically disease outbreaks using machine learning techniques.
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This study focuses on the classification of targets with varying shapes using radar cross section (RCS), which is influenced by the target’s shape. This study aims to develop a…
Abstract
Purpose
This study focuses on the classification of targets with varying shapes using radar cross section (RCS), which is influenced by the target’s shape. This study aims to develop a robust classification method by considering an incident angle with minor random fluctuations and using a physical optics simulation to generate data sets.
Design/methodology/approach
The approach involves several supervised machine learning and classification methods, including traditional algorithms and a deep neural network classifier. It uses histogram-based definitions of the RCS for feature extraction, with an emphasis on resilience against noise in the RCS data. Data enrichment techniques are incorporated, including the use of noise-impacted histogram data sets.
Findings
The classification algorithms are extensively evaluated, highlighting their efficacy in feature extraction from RCS histograms. Among the studied algorithms, the K-nearest neighbour is found to be the most accurate of the traditional methods, but it is surpassed in accuracy by a deep learning network classifier. The results demonstrate the robustness of the feature extraction from the RCS histograms, motivated by mm-wave radar applications.
Originality/value
This study presents a novel approach to target classification that extends beyond traditional methods by integrating deep neural networks and focusing on histogram-based methodologies. It also incorporates data enrichment techniques to enhance the analysis, providing a comprehensive perspective for target detection using RCS.
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Niki Kyriakou, Euripidis N. Loukis and Manolis Maragoudakis
This study aims to develop a methodology for predicting the resilience of individual firms to economic crisis, using historical government data to optimize one of the most…
Abstract
Purpose
This study aims to develop a methodology for predicting the resilience of individual firms to economic crisis, using historical government data to optimize one of the most important and costly interventions that governments undertake, the huge economic stimulus programs that governments implement for mitigating the consequences of economic crises, by making them more focused on the less resilient and more vulnerable firms to the crisis, which have the highest need for government assistance and support.
Design/methodology/approach
The authors are leveraging existing firm-level data for economic crisis periods from government agencies having competencies/responsibilities in the domain of economy, such as Ministries of Finance and Statistical Authorities, to construct prediction models of the resilience of individual firms to the economic crisis based on firms’ characteristics (such as human resources, technology, strategies, processes and structure), using artificial intelligence (AI) techniques from the area of machine learning (ML).
Findings
The methodology has been applied using data from the Greek Ministry of Finance and Statistical Authority about 363 firms for the Greek economic crisis period 2009–2014 and has provided a satisfactory prediction of a measure of the resilience of individual firms to an economic crisis.
Research limitations/implications
The authors’ study opens up new research directions concerning the exploitation of AI/ML in government for a critical government activity/intervention of high importance that mobilizes/spends huge financial resources. The main limitation is that the abovementioned first application of the proposed methodology has been based on a rather small data set from a single national context (Greece), so it is necessary to proceed to further application of this methodology using larger data sets and different national contexts.
Practical implications
The proposed methodology enables government agencies responsible for the implementation of such economic stimulus programs to proceed to radical transformations of them by predicting the resilience to economic crisis of the firms applying for government assistance and then directing/focusing the scarce available financial resources to/on the ones predicted to be more vulnerable, increasing substantially the effectiveness of these programs and the economic/social value they generate.
Originality/value
To the best of the authors’ knowledge, this study is the first application of AI/ML in government that leverages existing data for economic crisis periods to optimize and increase the effectiveness of the largest and most important and costly economic intervention that governments repeatedly have to make: the economic stimulus programs for mitigating the consequences of economic crises.
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Youwei He, Kuan Tan, Chunming Fu and Jinliang Luo
The modeling cost of the gradient-enhanced kriging (GEK) method is prohibitive for high-dimensional problems. This study aims to develop an efficient modeling strategy for the GEK…
Abstract
Purpose
The modeling cost of the gradient-enhanced kriging (GEK) method is prohibitive for high-dimensional problems. This study aims to develop an efficient modeling strategy for the GEK method.
Design/methodology/approach
A two-step tuning strategy is proposed for the construction of the GEK model. First, an auxiliary kriging is built efficiently. Then, the hyperparameter of the kriging model is served as a good initial guess to that of the GEK model, and a local optimal search is further used to explore the search space of hyperparameter to guarantee the accuracy of the GEK model. In the construction of the auxiliary kriging, the maximal information coefficient is adopted to estimate the relative magnitude of the hyperparameter, which is used to transform the high-dimension maximum likelihood estimation problem into a one-dimensional optimization. The tuning problem of the auxiliary kriging becomes independent of the dimension. Therefore, the modeling efficiency can be improved significantly.
Findings
The performance of the proposed method is studied with analytic problems ranging from 10D to 50D and an 18D aerodynamic airfoil example. It is further compared with two efficient GEK modeling methods. The empirical experiments show that the proposed model can significantly improve the modeling efficiency without sacrificing accuracy compared with other efficient modeling methods.
Originality/value
This paper developed an efficient modeling strategy for GEK and demonstrated the effectiveness of the proposed method in modeling high-dimension problems.
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Deepak Kumar Prajapati, Jitendra Kumar Katiyar and Chander Prakash
This study aims to use a machine learning (ML) model for the prediction of traction coefficient and asperity load ratio for different surface topographies of non-conformal rough…
Abstract
Purpose
This study aims to use a machine learning (ML) model for the prediction of traction coefficient and asperity load ratio for different surface topographies of non-conformal rough contacts.
Design/methodology/approach
The input data set for the ML model is generated using a mixed-lubrication model. Surface topography parameters (skewness, kurtosis and pattern ratio), rolling speed and hardness are used as input features in the multi-layer perceptron (MLP) model. The hyperparameter tuning and fivefold cross-validation are also performed to minimize the overfitting.
Findings
From the results, it is shown that the MLP model shows excellent accuracy (R2 > 90%) on the test data set for making the prediction of mixed lubrication parameters. It is also observed that engineered rough surfaces with high negative skewness, low kurtosis and isotropic surface patterns exhibit a significant low traction coefficient. It is also concluded that the MLP model gives better accuracy in comparison to the random forest regression model based on the training and testing data sets.
Originality/value
Mixed lubrication parameters are predicted by developing a regression-based MLP model. The machine learning model is trained using several topography parameters, which are vital in the mixed-EHL regime because of the lack of regression-fit expressions in previous works. The accuracy of MLP with random forest models is also compared.
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Ziming Zhou, Fengnian Zhao and David Hung
Higher energy conversion efficiency of internal combustion engine can be achieved with optimal control of unsteady in-cylinder flow fields inside a direct-injection (DI) engine…
Abstract
Purpose
Higher energy conversion efficiency of internal combustion engine can be achieved with optimal control of unsteady in-cylinder flow fields inside a direct-injection (DI) engine. However, it remains a daunting task to predict the nonlinear and transient in-cylinder flow motion because they are highly complex which change both in space and time. Recently, machine learning methods have demonstrated great promises to infer relatively simple temporal flow field development. This paper aims to feature a physics-guided machine learning approach to realize high accuracy and generalization prediction for complex swirl-induced flow field motions.
Design/methodology/approach
To achieve high-fidelity time-series prediction of unsteady engine flow fields, this work features an automated machine learning framework with the following objectives: (1) The spatiotemporal physical constraint of the flow field structure is transferred to machine learning structure. (2) The ML inputs and targets are efficiently designed that ensure high model convergence with limited sets of experiments. (3) The prediction results are optimized by ensemble learning mechanism within the automated machine learning framework.
Findings
The proposed data-driven framework is proven effective in different time periods and different extent of unsteadiness of the flow dynamics, and the predicted flow fields are highly similar to the target field under various complex flow patterns. Among the described framework designs, the utilization of spatial flow field structure is the featured improvement to the time-series flow field prediction process.
Originality/value
The proposed flow field prediction framework could be generalized to different crank angle periods, cycles and swirl ratio conditions, which could greatly promote real-time flow control and reduce experiments on in-cylinder flow field measurement and diagnostics.
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This paper aims to study the feasibility of using machine learning in hot corrosion prediction of Inconel 617 alloy.
Abstract
Purpose
This paper aims to study the feasibility of using machine learning in hot corrosion prediction of Inconel 617 alloy.
Design/methodology/approach
By examination of the experimental studies on hot corrosion of Inconel 617, a data set was built for machine learning models. Apart from the alloy composition, this paper included the condition of hot corrosion like time and temperature, and the composition of the saline medium as independent features, while the specific mass change is set as the target feature. In this paper, linear regression, random forest and XGBoost are used to predict the specific mass gain of Inconel 617.
Findings
XGBoost yields the coefficient of determination (R2) of 0.98, which was highest among models. Also, this model recorded the lowest value of mean absolute error (0.20). XGBoost had the best performance in predicting specific mass gain of the alloy in different times at temperature of 900°C. In sum, XGBoost shows highest accuracy in predicting specific mass gain for Inconel 617.
Originality/value
Using machine learning to predict hot corrosion in Inconel 617 marks a substantial progress in this domain and holds promise for simplifying the development and evaluation of novel materials featuring enhanced hot corrosion resilience.
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