Search results

1 – 10 of over 8000
Article
Publication date: 10 April 2019

Boniface Michael and Rashmi Michael

The purpose of this paper is to explore the association between memory (short- and long-term), a foundational cognition in learning and face-to-face, video-based and flipped…

Abstract

Purpose

The purpose of this paper is to explore the association between memory (short- and long-term), a foundational cognition in learning and face-to-face, video-based and flipped instructional modalities.

Design/methodology/approach

This study used a one-way analysis of variance and linear regression analyses to compare students’ aggregated answers on multiple-choice questions over two different periods, including a repeat question from an earlier examination. Also, student-level answers were subjected to a binary logistic regression.

Findings

Face-to-face unambiguously was associated with superior short-term memory including ethics. Video-based performance was associated with a superior long-term memory, and flipped’s performance lay in between for both memory types.

Research limitations/implications

This study does not account for students’ learning styles, instructors’ preferred teaching approach and computer-aided virtual simulations.

Practical implications

The findings of this study may serve as a reference point for optimally blending multiple instruction modalities to leverage its association with memory for learning matched to instructors’ styles, students’ curricular pathway and coping with institutional imperatives.

Social implications

This paper provides a way for higher education institutions to match instructional modalities to memory needs, including business ethics as students’ progress on their pathways towards graduation.

Originality/value

This study illuminates the association between memory, a widely accepted foundational cognition in learning that has been under researched compared to critical thinking and reasoning, and three instructional modalities: face-to-face, video-based and flipped classroom.

Details

Journal of International Education in Business, vol. 12 no. 1
Type: Research Article
ISSN: 2046-469X

Keywords

Article
Publication date: 12 September 2023

Zengli Mao and Chong Wu

Because the dynamic characteristics of the stock market are nonlinear, it is unclear whether stock prices can be predicted. This paper aims to explore the predictability of the…

Abstract

Purpose

Because the dynamic characteristics of the stock market are nonlinear, it is unclear whether stock prices can be predicted. This paper aims to explore the predictability of the stock price index from a long-memory perspective. The authors propose hybrid models to predict the next-day closing price index and explore the policy effects behind stock prices. The paper aims to discuss the aforementioned ideas.

Design/methodology/approach

The authors found a long memory in the stock price index series using modified R/S and GPH tests, and propose an improved bi-directional gated recurrent units (BiGRU) hybrid network framework to predict the next-day stock price index. The proposed framework integrates (1) A de-noising module—Singular Spectrum Analysis (SSA) algorithm, (2) a predictive module—BiGRU model, and (3) an optimization module—Grid Search Cross-validation (GSCV) algorithm.

Findings

Three critical findings are long memory, fit effectiveness and model optimization. There is long memory (predictability) in the stock price index series. The proposed framework yields predictions of optimum fit. Data de-noising and parameter optimization can improve the model fit.

Practical implications

The empirical data are obtained from the financial data of listed companies in the Wind Financial Terminal. The model can accurately predict stock price index series, guide investors to make reasonable investment decisions, and provide a basis for establishing individual industry stock investment strategies.

Social implications

If the index series in the stock market exhibits long-memory characteristics, the policy implication is that fractal markets, even in the nonlinear case, allow for a corresponding distribution pattern in the value of portfolio assets. The risk of stock price volatility in various sectors has expanded due to the effects of the COVID-19 pandemic and the R-U conflict on the stock market. Predicting future trends by forecasting stock prices is critical for minimizing financial risk. The ability to mitigate the epidemic’s impact and stop losses promptly is relevant to market regulators, companies and other relevant stakeholders.

Originality/value

Although long memory exists, the stock price index series can be predicted. However, price fluctuations are unstable and chaotic, and traditional mathematical and statistical methods cannot provide precise predictions. The network framework proposed in this paper has robust horizontal connections between units, strong memory capability and stronger generalization ability than traditional network structures. The authors demonstrate significant performance improvements of SSA-BiGRU-GSCV over comparison models on Chinese stocks.

Details

Kybernetes, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 0368-492X

Keywords

Article
Publication date: 1 August 1996

Simeon J. Mrchev

Presents research on human memory modelling. Gives a description of the memory process (as a whole) in its functional details by means of adding, processing and synthesizing…

Abstract

Presents research on human memory modelling. Gives a description of the memory process (as a whole) in its functional details by means of adding, processing and synthesizing psychological data using the creation of a model base. Compares the created psychological equivalent to the adequate mathematical‐algorithmic multi‐apparatus descriptions. Presents the programme‐developed human memory model as a precondition for microelectronic realizations (robot technique, computers and other bionic‐cybernetical systems).

Details

Kybernetes, vol. 25 no. 6
Type: Research Article
ISSN: 0368-492X

Keywords

Article
Publication date: 28 November 2023

Yi-Cheng Chen and Yen-Liang Chen

In this “Info-plosion” era, recommendation systems (or recommenders) play a significant role in finding interesting items in the surge of online digital activity and e-commerce…

Abstract

Purpose

In this “Info-plosion” era, recommendation systems (or recommenders) play a significant role in finding interesting items in the surge of online digital activity and e-commerce. The purpose of this paper is to model users' preference evolution to recommend potential items which users may be interested in.

Design/methodology/approach

A novel recommendation system, namely evolution-learning recommendation (ELR), is developed to precisely predict user interest for making recommendations. Differing from prior related methods, the authors integrate the matrix factorization (MF) and recurrent neural network (RNN) to effectively describe the variation of user preferences over time.

Findings

A novel cumulative factorization technique is proposed to efficiently decompose a rating matrix for discovering latent user preferences. Compared to traditional MF-based methods, the cumulative MF could reduce the utilization of computation resources. Furthermore, the authors depict the significance of long- and short-term effects in the memory cell of RNN for evolution patterns. With the context awareness, a learning model, V-LSTM, is developed to dynamically capture the evolution pattern of user interests. By using a well-trained learning model, the authors predict future user preferences and recommend related items.

Originality/value

Based on the relations among users and items for recommendation, the authors introduce a novel concept, virtual communication, to effectively learn and estimate the correlation among users and items. By incorporating the discovered latent features of users and items in an evolved manner, the proposed ELR model could promote “right” things to “right” users at the “right” time. In addition, several extensive experiments are performed on real datasets and are discussed. Empirical results show that ELR significantly outperforms the prior recommendation models. The proposed ELR exhibits great generalization and robustness in real datasets, including e-commerce, industrial retail and streaming service, with all discussed metrics.

Details

Industrial Management & Data Systems, vol. 124 no. 1
Type: Research Article
ISSN: 0263-5577

Keywords

Article
Publication date: 8 September 2020

Tipajin Thaipisutikul and Yi-Cheng Chen

Tourism spot or point-of-interest (POI) recommendation has become a common service in people's daily life. The purpose of this paper is to model users' check-in history in order…

Abstract

Purpose

Tourism spot or point-of-interest (POI) recommendation has become a common service in people's daily life. The purpose of this paper is to model users' check-in history in order to predict a set of locations that a user may soon visit.

Design/methodology/approach

The authors proposed a novel learning-based method, the pattern-based dual learning POI recommendation system as a solution to consider users' interests and the uniformity of popular POI patterns when making recommendations. Differing from traditional long short-term memory (LSTM), a new users’ regularity–POIs’ popularity patterns long short-term memory (UP-LSTM) model was developed to concurrently combine the behaviors of a specific user and common users.

Findings

The authors introduced the concept of dual learning for POI recommendation. Several performance evaluations were conducted on real-life mobility data sets to demonstrate the effectiveness and practicability of POI recommendations. The metrics such as hit rate, precision, recall and F-measure were used to measure the capability of ranking and precise prediction of the proposed model over all baselines. The experimental results indicated that the proposed UP-LSTM model consistently outperformed the state-of-the-art models in all metrics by a large margin.

Originality/value

This study contributes to the existing literature by incorporating a novel pattern–based technique to analyze how the popularity of POIs affects the next move of a particular user. Also, the authors have proposed an effective fusing scheme to boost the prediction performance in the proposed UP-LSTM model. The experimental results and discussions indicate that the combination of the user's regularity and the POIs’ popularity patterns in PDLRec could significantly enhance the performance of POI recommendation.

Details

Industrial Management & Data Systems, vol. 120 no. 10
Type: Research Article
ISSN: 0263-5577

Keywords

Article
Publication date: 21 January 2022

Vikram Maditham, N. Sudhakar Reddy and Madhavi Kasa

The deep learning-based recommender framework (DLRF) is based on an improved long short-term memory (LSTM) structure with additional controllers; thus, it considers contextual…

Abstract

Purpose

The deep learning-based recommender framework (DLRF) is based on an improved long short-term memory (LSTM) structure with additional controllers; thus, it considers contextual information for state transition. It also handles irregularities in the data to enhance performance in generating recommendations while modelling short-term preferences. An algorithm named a multi-preference integrated algorithm (MPIA) is proposed to have dynamic integration of both kinds of user preferences aforementioned. Extensive experiments are made using Amazon benchmark datasets, and the results are compared with many existing recommender systems (RSs).

Design/methodology/approach

RSs produce quality information filtering to the users based on their preferences. In the contemporary era, online RSs-based collaborative filtering (CF) techniques are widely used to model long-term preferences of users. With deep learning models, such as recurrent neural networks (RNNs), it became viable to model short-term preferences of users. In the existing RSs, there is a lack of dynamic integration of both long- and short-term preferences. In this paper, the authors proposed a DLRF for improving the state of the art in modelling short-term preferences and generating recommendations as well.

Findings

The results of the empirical study revealed that the MPIA outperforms existing algorithms in terms of performance measured using metrics such as area under the curve (AUC) and F1-score. The percentage of improvement in terms AUC is observed as 1.3, 2.8, 3 and 1.9% and in terms of F-1 score 0.98, 2.91, 2 and 2.01% on the datasets.

Originality/value

The algorithm uses attention-based approaches to integrate the preferences by incorporating contextual information.

Details

International Journal of Intelligent Computing and Cybernetics, vol. 15 no. 4
Type: Research Article
ISSN: 1756-378X

Keywords

Article
Publication date: 27 October 2021

Eleftherios Pechlivanidis, Dimitrios Ginoglou and Panagiotis Barmpoutis

The aim of this study is to evaluate of the predictive ability of goodwill and other intangible assets on forecasting corporate profitability. Subsequently, this study compares…

Abstract

Purpose

The aim of this study is to evaluate of the predictive ability of goodwill and other intangible assets on forecasting corporate profitability. Subsequently, this study compares the efficiency of deep learning model to that of other machine learning models such as random forest (RF) and support vector machine (SVM) as well as traditional statistical methods such as the linear regression model.

Design/methodology/approach

Studies confirm that goodwill and intangibles are valuable assets that give companies a competitive advantage to increase profitability and shareholders’ returns. Thus, by using as sample Greek-listed financial data, this study investigates whether or not the inclusion of goodwill and intangible assets as input variables in this modified deep learning models contribute to the corporate profitability prediction accuracy. Subsequently, this study compares the modified long-short-term model with other machine learning models such as SVMs and RF as well as the traditional panel regression model.

Findings

The findings of this paper confirm that goodwill and intangible assets clearly improve the performance of a deep learning corporate profitability prediction model. Furthermore, this study provides evidence that the modified long short-term memory model outperforms other machine learning models such as SVMs and RF , as well as traditional statistical panel regression model, in predicting corporate profitability.

Research limitations/implications

Limitation of this study includes the relatively small amount of data available. Furthermore, the aim is to challenge the authors’ modified long short-term memory by using listed corporate data of Greece, a code-law country that suffered severely during the recent fiscal crisis. However, this study proposes that future research may apply deep learning corporate profitability models on a bigger pool of data such as STOXX Europe 600 companies.

Practical implications

Subsequently, the authors believe that their paper is of interest to different professional groups, such as financial analysts and banks, which the authors’ paper can support in their corporate profitability evaluation procedure. Furthermore, as well as shareholders are concerned, this paper could be of benefit in forecasting management’s potential to create future returns. Finally, management may incorporate this model in the evaluation process of potential acquisitions of other companies.

Originality/value

The contributions of this work can be summarized in the following aspects. This study provides evidence that by including goodwill and other intangible assets in the authors’ input portfolio, prediction errors represented by root mean squared error are reduced. A modified long short-term memory model is proposed to predict the numerical value of the profitability (or the profitability ratio) in contrast to other studies which deal with trend predictions, i.e. the binomial output result of positive or negative earnings. Finally, posing an extra challenge to the authors’ deep learning model, the authors’ used financial statements according to International Financial Reporting Standard data of listed companies in Greece, a code-law country that suffered during the recent fiscal debt crisis, heavily influenced by tax legislation and characterized by its lower investors’ protection compared to common-law countries.

Details

International Journal of Accounting & Information Management, vol. 30 no. 1
Type: Research Article
ISSN: 1834-7649

Keywords

Article
Publication date: 19 June 2020

Tianxiang Yao and Zihan Wang

According to the problem of crude oil price forecasting, the purpose of this paper is to propose a multi-step prediction method based on the empirical mode decomposition, long

Abstract

Purpose

According to the problem of crude oil price forecasting, the purpose of this paper is to propose a multi-step prediction method based on the empirical mode decomposition, long short-term memory network and GM (1,1) model.

Design/methodology/approach

First, the empirical mode decomposition method is used to decompose the crude oil price series into several components with different frequencies. Then, each subsequence is classified and synthesized based on the specific periodicity and other properties to obtain several components with different significant characteristics. Finally, all components are substituted into a suitable prediction model for fitting. LSTM models with different parameters are constructed for predicting specific components, which approximately and respectively represent short-term market disturbance and long-term influences. Rolling GM (1,1) model is constructed to simulate a series representing the development trend of oil price. Eventually, all results obtained from forecasting models are summarized to evaluate the performance of the model.

Findings

The model is respectively applied to simulate daily, weekly and monthly WTI crude oil price sequences. The results show that the model has high accuracy on the prediction, especially in terms of series representing long-term influences with lower frequency. GM (1,1) model has excellent performance on fitting the trend of crude oil price.

Originality/value

This paper combines GM (1,1) model with LSTM network to forecast WTI crude oil price series. According to the different characteristics of different sequences, suitable forecasting models are constructed to simulate the components.

Details

Grey Systems: Theory and Application, vol. 11 no. 1
Type: Research Article
ISSN: 2043-9377

Keywords

Article
Publication date: 30 November 2021

Bhaveer Bhana and Stephen Vincent Flowerday

The average employee spends a total of 18.6 h every two months on password-related activities, including password retries and resets. The problem is caused by the user forgetting…

Abstract

Purpose

The average employee spends a total of 18.6 h every two months on password-related activities, including password retries and resets. The problem is caused by the user forgetting or mistyping the password (usually because of character switching). The source of this issue is that while a password containing combinations of lowercase characters, uppercase characters, digits and special characters (LUDS) offers a reasonable level of security, it is complex to type and/or memorise, which prolongs the user authentication process. This results in much time being spent for no benefit (as perceived by users), as the user authentication process is merely a prerequisite for whatever a user intends to accomplish. This study aims to address this issue, passphrases that exclude the LUDS guidelines are proposed.

Design/methodology/approach

To discover constructs that create security and to investigate usability concerns relating to the memory and typing issues concerning passphrases, this study was guided by three theories as follows: Shannon’s entropy theory was used to assess security, chunking theory to analyse memory issues and the keystroke level model to assess typing issues. These three constructs were then evaluated against passwords and passphrases to determine whether passphrases better address the security and usability issues related to text-based user authentication. A content analysis was performed to identify common password compositions currently used. A login assessment experiment was used to collect data on user authentication and user – system interaction with passwords and passphrases in line with the constructs that have an impact on user authentication issues related to security, memory and typing. User–system interaction data was collected from a purposeful sample size of 112 participants, logging in at least once a day for 10 days. An expert review, which comprised usability and security experts with specific years of industry and/or academic experience, was also used to validate results and conclusions. All the experts were given questions and content to ensure sufficient context was provided and relevant feedback was obtained. A pilot study involving 10 participants (experts in security and/or usability) was performed on the login assessment website and the content was given to the experts beforehand. Both the website and the expert review content was refined after feedback was received from the pilot study.

Findings

It was concluded that, overall, passphrases better support the user during the user authentication process in terms of security, memory issues and typing issues.

Originality/value

This research aims at promoting the use of a specific type of passphrase instead of complex passwords. Three core aspects need to be assessed in conjunction with each other (security, memorisation and typing) to determine whether user-friendly passphrases can support user authentication better than passwords.

Details

Information & Computer Security, vol. 30 no. 2
Type: Research Article
ISSN: 2056-4961

Keywords

Article
Publication date: 31 January 2024

Tan Zhang, Zhanying Huang, Ming Lu, Jiawei Gu and Yanxue Wang

Rotating machinery is a crucial component of large equipment, and detecting faults in it accurately is critical for reliable operation. Although fault diagnosis methods based on…

Abstract

Purpose

Rotating machinery is a crucial component of large equipment, and detecting faults in it accurately is critical for reliable operation. Although fault diagnosis methods based on deep learning have been significantly developed, the existing methods model spatial and temporal features separately and then weigh them, resulting in the decoupling of spatiotemporal features.

Design/methodology/approach

The authors propose a spatiotemporal long short-term memory (ST-LSTM) method for fault diagnosis of rotating machinery. The authors collected vibration signals from real rolling bearing and gearing test rigs for verification.

Findings

Through these two experiments, the authors demonstrate that machine learning methods still have advantages on small-scale data sets, but our proposed method exhibits a significant advantage due to the simultaneous modeling of the time domain and space domain. These results indicate the potential of the interactive spatiotemporal modeling method for fault diagnosis of rotating machinery.

Originality/value

The authors propose a ST-LSTM method for fault diagnosis of rotating machinery. The authors collected vibration signals from real rolling bearing and gearing test rigs for verification.

Details

Industrial Lubrication and Tribology, vol. 76 no. 2
Type: Research Article
ISSN: 0036-8792

Keywords

1 – 10 of over 8000