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Article
Publication date: 12 October 2023

R.L. Manogna and Aayush Anand

Deep learning (DL) is a new and relatively unexplored field that finds immense applications in many industries, especially ones that must make detailed observations, inferences…

Abstract

Purpose

Deep learning (DL) is a new and relatively unexplored field that finds immense applications in many industries, especially ones that must make detailed observations, inferences and predictions based on extensive and scattered datasets. The purpose of this paper is to answer the following questions: (1) To what extent has DL penetrated the research being done in finance? (2) What areas of financial research have applications of DL, and what quality of work has been done in the niches? (3) What areas still need to be explored and have scope for future research?

Design/methodology/approach

This paper employs bibliometric analysis, a potent yet simple methodology with numerous applications in literature reviews. This paper focuses on citation analysis, author impacts, relevant and vital journals, co-citation analysis, bibliometric coupling and co-occurrence analysis. The authors collected 693 articles published in 2000–2022 from journals indexed in the Scopus database. Multiple software (VOSviewer, RStudio (biblioshiny) and Excel) were employed to analyze the data.

Findings

The findings reveal significant and renowned authors' impact in the field. The analysis indicated that the application of DL in finance has been on an upward track since 2017. The authors find four broad research areas (neural networks and stock market simulations; portfolio optimization and risk management; time series analysis and forecasting; high-frequency trading) with different degrees of intertwining and emerging research topics with the application of DL in finance. This article contributes to the literature by providing a systematic overview of the DL developments, trajectories, objectives and potential future research topics in finance.

Research limitations/implications

The findings of this paper act as a guide for literature review for anyone interested in doing research in the intersection of finance and DL. The article also explores multiple areas of research that have yet to be studied to a great extent and have abundant scope.

Originality/value

Very few studies have explored the applications of machine learning (ML), namely, DL in finance, which is a much more specialized subset of ML. The authors look at the problem from the aspect of different techniques in DL that have been used in finance. This is the first qualitative (content analysis) and quantitative (bibliometric analysis) assessment of current research on DL in finance.

Details

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

Keywords

Article
Publication date: 22 March 2021

Sathish K. R. and T. Ananthapadmanabha

This paper aims to propose, the multi-objective method for optimal planning and operation of distributed generators (DGs) on distribution system (DS) using hybrid technique is…

Abstract

Purpose

This paper aims to propose, the multi-objective method for optimal planning and operation of distributed generators (DGs) on distribution system (DS) using hybrid technique is proposed.

Design/methodology/approach

The proposed hybrid technique denotes hybrid wrapper of black widow optimization algorithm (BWOA) and bear smell search algorithm (BSSA). BWOA accelerates the convergence speed with combination of the search strategy of BSSA; hence, it is named as improved black widow-bear smell search algorithm (IBWBSA) technique.

Findings

The multiple-objective operation denotes reducing generation cost, power loss, voltage deviation with optimally planning and operating the DS. For setting up the DG units on DS, IBWBSA technique is equipped to simultaneously reconfigure and find the optimal areas.

Originality/value

In this planning model, the constraints are power balance, obvious power flow limit, bus voltage, distribution substation’s capacity and cost. Then, proposed multiple-objective hybrid method to plan electrical distribution scheme is executed in the MATLAB/Simulink work site.

Details

Journal of Engineering, Design and Technology , vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1726-0531

Keywords

Article
Publication date: 22 March 2024

Mohd Mustaqeem, Suhel Mustajab and Mahfooz Alam

Software defect prediction (SDP) is a critical aspect of software quality assurance, aiming to identify and manage potential defects in software systems. In this paper, we have…

Abstract

Purpose

Software defect prediction (SDP) is a critical aspect of software quality assurance, aiming to identify and manage potential defects in software systems. In this paper, we have proposed a novel hybrid approach that combines Gray Wolf Optimization with Feature Selection (GWOFS) and multilayer perceptron (MLP) for SDP. The GWOFS-MLP hybrid model is designed to optimize feature selection, ultimately enhancing the accuracy and efficiency of SDP. Gray Wolf Optimization, inspired by the social hierarchy and hunting behavior of gray wolves, is employed to select a subset of relevant features from an extensive pool of potential predictors. This study investigates the key challenges that traditional SDP approaches encounter and proposes promising solutions to overcome time complexity and the curse of the dimensionality reduction problem.

Design/methodology/approach

The integration of GWOFS and MLP results in a robust hybrid model that can adapt to diverse software datasets. This feature selection process harnesses the cooperative hunting behavior of wolves, allowing for the exploration of critical feature combinations. The selected features are then fed into an MLP, a powerful artificial neural network (ANN) known for its capability to learn intricate patterns within software metrics. MLP serves as the predictive engine, utilizing the curated feature set to model and classify software defects accurately.

Findings

The performance evaluation of the GWOFS-MLP hybrid model on a real-world software defect dataset demonstrates its effectiveness. The model achieves a remarkable training accuracy of 97.69% and a testing accuracy of 97.99%. Additionally, the receiver operating characteristic area under the curve (ROC-AUC) score of 0.89 highlights the model’s ability to discriminate between defective and defect-free software components.

Originality/value

Experimental implementations using machine learning-based techniques with feature reduction are conducted to validate the proposed solutions. The goal is to enhance SDP’s accuracy, relevance and efficiency, ultimately improving software quality assurance processes. The confusion matrix further illustrates the model’s performance, with only a small number of false positives and false negatives.

Details

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

Keywords

Open Access
Article
Publication date: 4 March 2022

Modeste Meliho, Abdellatif Khattabi, Zejli Driss and Collins Ashianga Orlando

The purpose of the paper is to predict mapping of areas vulnerable to flooding in the Ourika watershed in the High Atlas of Morocco with the aim of providing a useful tool capable…

1452

Abstract

Purpose

The purpose of the paper is to predict mapping of areas vulnerable to flooding in the Ourika watershed in the High Atlas of Morocco with the aim of providing a useful tool capable of helping in the mitigation and management of floods in the associated region, as well as Morocco as a whole.

Design/methodology/approach

Four machine learning (ML) algorithms including k-nearest neighbors (KNN), artificial neural network, random forest (RF) and x-gradient boost (XGB) are adopted for modeling. Additionally, 16 predictors divided into categorical and numerical variables are used as inputs for modeling.

Findings

The results showed that RF and XGB were the best performing algorithms, with AUC scores of 99.1 and 99.2%, respectively. Conversely, KNN had the lowest predictive power, scoring 94.4%. Overall, the algorithms predicted that over 60% of the watershed was in the very low flood risk class, while the high flood risk class accounted for less than 15% of the area.

Originality/value

There are limited, if not non-existent studies on modeling using AI tools including ML in the region in predictive modeling of flooding, making this study intriguing.

Details

Applied Computing and Informatics, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2634-1964

Keywords

Open Access
Article
Publication date: 8 December 2023

Armin Mahmoodi, Leila Hashemi, Amin Mahmoodi, Benyamin Mahmoodi and Milad Jasemi

The proposed model has been aimed to predict stock market signals by designing an accurate model. In this sense, the stock market is analysed by the technical analysis of Japanese…

Abstract

Purpose

The proposed model has been aimed to predict stock market signals by designing an accurate model. In this sense, the stock market is analysed by the technical analysis of Japanese Candlestick, which is combined by the following meta heuristic algorithms: support vector machine (SVM), meta-heuristic algorithms, particle swarm optimization (PSO), imperialist competition algorithm (ICA) and genetic algorithm (GA).

Design/methodology/approach

In addition, among the developed algorithms, the most effective one is chosen to determine probable sell and buy signals. Moreover, the authors have proposed comparative results to validate the designed model in this study with the same basic models of three articles in the past. Hence, PSO is used as a classification method to search the solution space absolutelyand with the high speed of running. In terms of the second model, SVM and ICA are examined by the time. Where the ICA is an improver for the SVM parameters. Finally, in the third model, SVM and GA are studied, where GA acts as optimizer and feature selection agent.

Findings

Results have been indicated that, the prediction accuracy of all new models are high for only six days, however, with respect to the confusion matrixes results, it is understood that the SVM-GA and SVM-ICA models have correctly predicted more sell signals, and the SCM-PSO model has correctly predicted more buy signals. However, SVM-ICA has shown better performance than other models considering executing the implemented models.

Research limitations/implications

In this study, the authors to analyze the data the long length of time between the years 2013–2021, makes the input data analysis challenging. They must be changed with respect to the conditions.

Originality/value

In this study, two methods have been developed in a candlestick model, they are raw based and signal-based approaches which the hit rate is determined by the percentage of correct evaluations of the stock market for a 16-day period.

Details

Journal of Capital Markets Studies, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2514-4774

Keywords

Article
Publication date: 21 November 2023

Armin Mahmoodi, Leila Hashemi and Milad Jasemi

In this study, the central objective is to foresee stock market signals with the use of a proper structure to achieve the highest accuracy possible. For this purpose, three hybrid…

Abstract

Purpose

In this study, the central objective is to foresee stock market signals with the use of a proper structure to achieve the highest accuracy possible. For this purpose, three hybrid models have been developed for the stock markets which are a combination of support vector machine (SVM) with meta-heuristic algorithms of particle swarm optimization (PSO), imperialist competition algorithm (ICA) and genetic algorithm (GA).All the analyses are technical and are based on the Japanese candlestick model.

Design/methodology/approach

Further as per the results achieved, the most suitable algorithm is chosen to anticipate sell and buy signals. Moreover, the authors have compared the results of the designed model validations in this study with basic models in three articles conducted in the past years. Therefore, SVM is examined by PSO. It is used as a classification agent to search the problem-solving space precisely and at a faster pace. With regards to the second model, SVM and ICA are tested to stock market timing, in a way that ICA is used as an optimization agent for the SVM parameters. At last, in the third model, SVM and GA are studied, where GA acts as an optimizer and feature selection agent.

Findings

As per the results, it is observed that all new models can predict accurately for only 6 days; however, in comparison with the confusion matrix results, it is observed that the SVM-GA and SVM-ICA models have correctly predicted more sell signals, and the SCM-PSO model has correctly predicted more buy signals. However, SVM-ICA has shown better performance than other models considering executing the implemented models.

Research limitations/implications

In this study, the data for stock market of the years 2013–2021 were analyzed; the long length of timeframe makes the input data analysis challenging as they must be moderated with respect to the conditions where they have been changed.

Originality/value

In this study, two methods have been developed in a candlestick model; they are raw-based and signal-based approaches in which the hit rate is determined by the percentage of correct evaluations of the stock market for a 16-day period.

Details

EuroMed Journal of Business, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1450-2194

Keywords

Article
Publication date: 10 November 2023

Yong Gui and Lanxin Zhang

Influenced by the constantly changing manufacturing environment, no single dispatching rule (SDR) can consistently obtain better scheduling results than other rules for the…

Abstract

Purpose

Influenced by the constantly changing manufacturing environment, no single dispatching rule (SDR) can consistently obtain better scheduling results than other rules for the dynamic job-shop scheduling problem (DJSP). Although the dynamic SDR selection classifier (DSSC) mined by traditional data-mining-based scheduling method has shown some improvement in comparison to an SDR, the enhancement is not significant since the rule selected by DSSC is still an SDR.

Design/methodology/approach

This paper presents a novel data-mining-based scheduling method for the DJSP with machine failure aiming at minimizing the makespan. Firstly, a scheduling priority relation model (SPRM) is constructed to determine the appropriate priority relation between two operations based on the production system state and the difference between their priority values calculated using multiple SDRs. Subsequently, a training sample acquisition mechanism based on the optimal scheduling schemes is proposed to acquire training samples for the SPRM. Furthermore, feature selection and machine learning are conducted using the genetic algorithm and extreme learning machine to mine the SPRM.

Findings

Results from numerical experiments demonstrate that the SPRM, mined by the proposed method, not only achieves better scheduling results in most manufacturing environments but also maintains a higher level of stability in diverse manufacturing environments than an SDR and the DSSC.

Originality/value

This paper constructs a SPRM and mines it based on data mining technologies to obtain better results than an SDR and the DSSC in various manufacturing environments.

Details

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

Keywords

Open Access
Article
Publication date: 14 December 2021

Mariam Elhussein and Samiha Brahimi

This paper aims to propose a novel way of using textual clustering as a feature selection method. It is applied to identify the most important keywords in the profile…

Abstract

Purpose

This paper aims to propose a novel way of using textual clustering as a feature selection method. It is applied to identify the most important keywords in the profile classification. The method is demonstrated through the problem of sick-leave promoters on Twitter.

Design/methodology/approach

Four machine learning classifiers were used on a total of 35,578 tweets posted on Twitter. The data were manually labeled into two categories: promoter and nonpromoter. Classification performance was compared when the proposed clustering feature selection approach and the standard feature selection were applied.

Findings

Radom forest achieved the highest accuracy of 95.91% higher than similar work compared. Furthermore, using clustering as a feature selection method improved the Sensitivity of the model from 73.83% to 98.79%. Sensitivity (recall) is the most important measure of classifier performance when detecting promoters’ accounts that have spam-like behavior.

Research limitations/implications

The method applied is novel, more testing is needed in other datasets before generalizing its results.

Practical implications

The model applied can be used by Saudi authorities to report on the accounts that sell sick-leaves online.

Originality/value

The research is proposing a new way textual clustering can be used in feature selection.

Details

Applied Computing and Informatics, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2634-1964

Keywords

Open Access
Article
Publication date: 25 July 2022

Fung Yuen Chin, Kong Hoong Lem and Khye Mun Wong

The amount of features in handwritten digit data is often very large due to the different aspects in personal handwriting, leading to high-dimensional data. Therefore, the…

1034

Abstract

Purpose

The amount of features in handwritten digit data is often very large due to the different aspects in personal handwriting, leading to high-dimensional data. Therefore, the employment of a feature selection algorithm becomes crucial for successful classification modeling, because the inclusion of irrelevant or redundant features can mislead the modeling algorithms, resulting in overfitting and decrease in efficiency.

Design/methodology/approach

The minimum redundancy and maximum relevance (mRMR) and the recursive feature elimination (RFE) are two frequently used feature selection algorithms. While mRMR is capable of identifying a subset of features that are highly relevant to the targeted classification variable, mRMR still carries the weakness of capturing redundant features along with the algorithm. On the other hand, RFE is flawed by the fact that those features selected by RFE are not ranked by importance, albeit RFE can effectively eliminate the less important features and exclude redundant features.

Findings

The hybrid method was exemplified in a binary classification between digits “4” and “9” and between digits “6” and “8” from a multiple features dataset. The result showed that the hybrid mRMR +  support vector machine recursive feature elimination (SVMRFE) is better than both the sole support vector machine (SVM) and mRMR.

Originality/value

In view of the respective strength and deficiency mRMR and RFE, this study combined both these methods and used an SVM as the underlying classifier anticipating the mRMR to make an excellent complement to the SVMRFE.

Details

Applied Computing and Informatics, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2634-1964

Keywords

Article
Publication date: 29 December 2022

K.V. Sheelavathy and V. Udaya Rani

Internet of Things (IoT) is a network, which provides the connection with various physical objects such as smart machines, smart home appliance and so on. The physical objects are…

Abstract

Purpose

Internet of Things (IoT) is a network, which provides the connection with various physical objects such as smart machines, smart home appliance and so on. The physical objects are allocated with a unique internet address, namely, Internet Protocol, which is used to perform the data broadcasting with the external objects using the internet. The sudden increment in the number of attacks generated by intruders, causes security-related problems in IoT devices while performing the communication. The main purpose of this paper is to develop an effective attack detection to enhance the robustness against the attackers in IoT.

Design/methodology/approach

In this research, the lasso regression algorithm is proposed along with ensemble classifier for identifying the IoT attacks. The lasso algorithm is used for the process of feature selection that modeled fewer parameters for the sparse models. The type of regression is analyzed for showing higher levels when certain parts of model selection is needed for parameter elimination. The lasso regression obtains the subset for predictors to lower the prediction error with respect to the quantitative response variable. The lasso does not impose a constraint for modeling the parameters caused the coefficients with some variables shrink as zero. The selected features are classified by using an ensemble classifier, that is important for linear and nonlinear types of data in the dataset, and the models are combined for handling these data types.

Findings

The lasso regression with ensemble classifier–based attack classification comprises distributed denial-of-service and Mirai botnet attacks which achieved an improved accuracy of 99.981% than the conventional deep neural network (DNN) methods.

Originality/value

Here, an efficient lasso regression algorithm is developed for extracting the features to perform the network anomaly detection using ensemble classifier.

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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