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Article
Publication date: 24 August 2021

N. Prabakaran, Rajasekaran Palaniappan, R. Kannadasan, Satya Vinay Dudi and V. Sasidhar

We propose a Machine Learning (ML) approach that will be trained from the available financial data and is able to gain the trends over the data and then uses the acquired…

Abstract

Purpose

We propose a Machine Learning (ML) approach that will be trained from the available financial data and is able to gain the trends over the data and then uses the acquired knowledge for a more accurate forecasting of financial series. This work will provide a more precise results when weighed up to aged financial series forecasting algorithms. The LSTM Classic will be used to forecast the momentum of the Financial Series Index and also applied to its commodities. The network will be trained and evaluated for accuracy with various sizes of data sets, i.e. weekly historical data of MCX, GOLD, COPPER and the results will be calculated.

Design/methodology/approach

Desirable LSTM model for script price forecasting from the perspective of minimizing MSE. The approach which we have followed is shown below. (1) Acquire the Dataset. (2) Define your training and testing columns in the dataset. (3) Transform the input value using scalar. (4) Define the custom loss function. (5) Build and Compile the model. (6) Visualise the improvements in results.

Findings

Financial series is one of the very aged techniques where a commerce person would commerce financial scripts, make business and earn some wealth from these companies that vend a part of their business on trading manifesto. Forecasting financial script prices is complex tasks that consider extensive human–computer interaction. Due to the correlated nature of financial series prices, conventional batch processing methods like an artificial neural network, convolutional neural network, cannot be utilised efficiently for financial market analysis. We propose an online learning algorithm that utilises an upgraded of recurrent neural networks called long short-term memory Classic (LSTM). The LSTM Classic is quite different from normal LSTM as it has customised loss function in it. This LSTM Classic avoids long-term dependence on its metrics issues because of its unique internal storage unit structure, and it helps forecast financial time series. Financial Series Index is the combination of various commodities (time series). This makes Financial Index more reliable than the financial time series as it does not show a drastic change in its value even some of its commodities are affected. This work will provide a more precise results when weighed up to aged financial series forecasting algorithms.

Originality/value

We had built the customised loss function model by using LSTM scheme and have experimented on MCX index and as well as on its commodities and improvements in results are calculated for every epoch that we run for the whole rows present in the dataset. For every epoch we can visualise the improvements in loss. One more improvement that can be done to our model that the relationship between price difference and directional loss is specific to other financial scripts. Deep evaluations can be done to identify the best combination of these for a particular stock to obtain better results.

Details

International Journal of Intelligent Computing and Cybernetics, vol. 14 no. 4
Type: Research Article
ISSN: 1756-378X

Keywords

Article
Publication date: 3 January 2023

Saleem Raja A., Sundaravadivazhagan Balasubaramanian, Pradeepa Ganesan, Justin Rajasekaran and Karthikeyan R.

The internet has completely merged into contemporary life. People are addicted to using internet services for everyday activities. Consequently, an abundance of information about…

Abstract

Purpose

The internet has completely merged into contemporary life. People are addicted to using internet services for everyday activities. Consequently, an abundance of information about people and organizations is available online, which encourages the proliferation of cybercrimes. Cybercriminals often use malicious links for large-scale cyberattacks, which are disseminated via email, SMS and social media. Recognizing malicious links online can be exceedingly challenging. The purpose of this paper is to present a strong security system that can detect malicious links in the cyberspace using natural language processing technique.

Design/methodology/approach

The researcher recommends a variety of approaches, including blacklisting and rules-based machine/deep learning, for automatically recognizing malicious links. But the approaches generally necessitate the generation of a set of features to generalize the detection process. Most of the features are generated by processing URLs and content of the web page, as well as some external features such as the ranking of the web page and domain name system information. This process of feature extraction and selection typically takes more time and demands a high level of expertise in the domain. Sometimes the generated features may not leverage the full potentials of the data set. In addition, the majority of the currently deployed systems make use of a single classifier for the classification of malicious links. However, prediction accuracy may vary widely depending on the data set and the classifier used.

Findings

To address the issue of generating feature sets, the proposed method uses natural language processing techniques (term frequency and inverse document frequency) that vectorize URLs. To build a robust system for the classification of malicious links, the proposed system implements weighted soft voting classifier, an ensemble classifier that combines predictions of base classifiers. The ability or skill of each classifier serves as the base for the weight that is assigned to it.

Originality/value

The proposed method performs better when the optimal weights are assigned. The performance of the proposed method was assessed by using two different data sets (D1 and D2) and compared performance against base machine learning classifiers and previous research results. The outcome accuracy shows that the proposed method is superior to the existing methods, offering 91.4% and 98.8% accuracy for data sets D1 and D2, respectively.

Details

International Journal of Pervasive Computing and Communications, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1742-7371

Keywords

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