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Book part
Publication date: 4 April 2024

Hsing-Hua Chang, Chen-Hsin Lai, Kuen-Liang Lin and Shih-Kuei Lin

Factor investment is booming in global asset management, especially environmental, social, and governance (ESG), dividend yield, and volatility factors. In this chapter, we use…

Abstract

Factor investment is booming in global asset management, especially environmental, social, and governance (ESG), dividend yield, and volatility factors. In this chapter, we use data from the US securities market from 2003 to 2019 to predict dividends and volatility factors through machine learning and historical data–based methods. After that, we utilize particle swarm optimization to construct the Markowitz portfolio with limits on the number of assets and weight restrictions. The empirical results show that that the prediction ability using XGBoost is superior to the historical factor investment method. Moreover, the investment performance of our portfolio with ESG, high-yield, and low-volatility factors outperforms baseline methods, especially the S&P 500 ETF.

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Advances in Pacific Basin Business, Economics and Finance
Type: Book
ISBN: 978-1-83753-865-2

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Book part
Publication date: 23 April 2024

Emerson Norabuena-Figueroa, Roger Rurush-Asencio, K. P. Jaheer Mukthar, Jose Sifuentes-Stratti and Elia Ramírez-Asís

The development of information technologies has led to a considerable transformation in human resource management from conventional or commonly known as personnel management to…

Abstract

The development of information technologies has led to a considerable transformation in human resource management from conventional or commonly known as personnel management to modern one. Data mining technology, which has been widely used in several applications, including those that function on the web, includes clustering algorithms as a key component. Web intelligence is a recent academic field that calls for sophisticated analytics and machine learning techniques to facilitate information discovery, particularly on the web. Human resource data gathered from the web are typically enormous, highly complex, dynamic, and unstructured. Traditional clustering methods need to be upgraded because they are ineffective. Standard clustering algorithms are enhanced and expanded with optimization capabilities to address this difficulty by swarm intelligence, a subset of nature-inspired computing. We collect the initial raw human resource data and preprocess the data wherein data cleaning, data normalization, and data integration takes place. The proposed K-C-means-data driven cuckoo bat optimization algorithm (KCM-DCBOA) is used for clustering of the human resource data. The feature extraction is done using principal component analysis (PCA) and the classification of human resource data is done using support vector machine (SVM). Other approaches from the literature were contrasted with the suggested approach. According to the experimental findings, the suggested technique has extremely promising features in terms of the quality of clustering and execution time.

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Technological Innovations for Business, Education and Sustainability
Type: Book
ISBN: 978-1-83753-106-6

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Book part
Publication date: 18 January 2024

Zaheer Doomah, Asish Seeboo and Tulsi Pawan Fowdur

This chapter provides an overview of the potential use of Intelligent Transport Systems (ITS) and associated artificial intelligence (AI) techniques in the land transport sector…

Abstract

This chapter provides an overview of the potential use of Intelligent Transport Systems (ITS) and associated artificial intelligence (AI) techniques in the land transport sector in an attempt to achieve related United Nations Sustainable Development Goals (SDGs) targets. ITS applications that have now been extensively tested worldwide and have become part of the everyday transport toolkit available to practitioners have been discussed. AI techniques applied successfully in specific ITS applications such as automatic traffic control systems, real-time image processing, automatic incident detection, safety management, road condition assessment, asset management and traffic enforcement systems have been identified. These methods have helped to provide traffic engineers and transport planners with novel ways to improve safety, mobility, accessibility and efficiency in the sector and thus move closer to achieving the various SDG targets pertaining to transportation.

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Artificial Intelligence, Engineering Systems and Sustainable Development
Type: Book
ISBN: 978-1-83753-540-8

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Book part
Publication date: 23 April 2024

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Technological Innovations for Business, Education and Sustainability
Type: Book
ISBN: 978-1-83753-106-6

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Book part
Publication date: 25 October 2023

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Technology and Talent Strategies for Sustainable Smart Cities
Type: Book
ISBN: 978-1-83753-023-6

Book part
Publication date: 25 October 2023

Akram Qashou, Sufian Yousef, Amaechi Okoro and Firas Hazzaa

The malfunction variables of power stations are related to the areas of weather, physical structure, control and load behaviour. To predict temporal power failure is difficult due…

Abstract

The malfunction variables of power stations are related to the areas of weather, physical structure, control and load behaviour. To predict temporal power failure is difficult due to their unpredictable characteristics. As high accuracy is normally required, the estimation of failures of short-term temporal prediction is highly difficult. This study presents a method for converting stochastic behaviour into a stable pattern, which can subsequently be used in a short-term estimator. For this conversion, K-means clustering is employed, followed by Long-Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) algorithms are used to perform the Short-term estimation. The environment, the operation and the generated signal factors are all simulated using mathematical models. Weather parameters and load samples have been collected as part of a data set. Monte-Carlo simulation using MATLAB programming has been used to conduct experimental estimation of failures. The estimated failures of the experiment are then compared with the actual system temporal failures and found to be in good match. Therefore, for any future power grid, there is a testbed ready to estimate the future failures.

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Technology and Talent Strategies for Sustainable Smart Cities
Type: Book
ISBN: 978-1-83753-023-6

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