Machine learning is considered a powerful technique in many applications such as classification, clustering, recognition and prediction. Deep learning is a modern, vital and superior machine learning that gives stunning performance, especially with huge data. Stock market price prediction is the process of determining the future value of a prospect of a financial instrument traded in the market, to gain a great profit a successful prediction must be conducted, in order to achieve that machine learning is used, in this article, two approaches are proposed to predict the stock market prices and movement using two datasets, the first approach employs two machine learning models (J48 & logistic regression) while the second approach based on recurrent neural network (proposed long short term memory (LSTM) model). The proposed LSTM architecture is designed and trained with inefficient optimizer, tuned hyperparameters and a good choice dropout ratio to avoid overfitting. The aim of this article is to conduct an experimental comparison between the classical machine learning approach (J48 & logistic regression) and deep learning represented by LSTM. The experimental results show that the proposed approach of LSTM outperforms other approaches with the two datasets in predicting the price and movement of the stock market.
In this research, we use fuzzy nonparametric methods based on some smoothing techniques, were applied to real data on the Iraqi stock market especially the data about Baghdad company for soft drinks for the year (2016) for the period (1/1/2016-31/12/2016) .A sample of (148) observations was obtained in order to construct a model of the relationship between the stock prices (Low, high, modal) and the traded value by comparing the results of the criterion (G.O.F.) for three techniques , we note that the lowest value for this criterion was for the K-Nearest Neighbor at Gaussian function .
Generalized multivariate transmuted Bessel distribution belongs to the family of probability distributions with a symmetric heavy tail. It is considered a mixed continuous probability distribution. It is the result of mixing the multivariate Gaussian mixture distribution with the generalized inverse normal distribution. On this basis, the paper will study a multiple compact regression model when the random error follows a generalized multivariate transmuted Bessel distribution. Assuming that the shape parameters are known, the parameters of the multiple compact regression model will be estimated using the maximum likelihood method and Bayesian approach depending on non-informative prior information. In addition, the Bayes factor was used
... Show MoreBackground: Unlike normal EEG patterns, the epileptiform abnormal pattern is characterized by different mor phologies such as the high-frequency oscillations (HFOs) of ripples on spikes, spikes and waves, continuous and sporadic spikes, and ploy2 spikes. Several studies have reported that HFOs can be novel biomarkers in human epilepsy study. S) Method: To regenerate and investigate these patterns, we have proposed three large scale brain network models (BNM by linking the neural mass model (NMM) of Stefanescu-Jirsa 2D (S-J 2D) with our own structural con nectivity derived from the realistic biological data, so called, large-scale connectivity connectome. These models include multiple network connectivity of brain regions at different
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