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Forecasting Demand for Paddy and Cotton in India: Empirical Analysis Using Machine Learning Models
India has a thriving and varied agricultural sector, which has long served as the foundation of the economy. Agriculture contributes significantly to Indias economy and is essential to the nations food security because a sizable percentage of the countrys agricultural population works in farming and associated industries. Indian farmers have managed to successfully produce a variety of commodities, including cash crops like cotton and sugarcane as well as staples like rice and wheat, despite confronting numerous obstacles like small landholdings, poor infrastructure, and unpredictable weather. In this context, it is crucial to examine the status of Indian agriculture at the moment, its advantages and disadvantages, and the possibilities and difficulties confronting farmers and policymakers. 2024 Sachi Nandan Mohanty, Preethi Nanjundan and Tejaswini Kar. -
Forecasting gold prices based on extreme learning machine
In recent years, the investors pay major attention to invest in gold market because of huge profits in the future. Gold is the only commodity which maintains its value even in the economic and financial crisis. Also, the gold prices are closely related with other commodities. The future gold price prediction becomes the warning system for the investors due to unforeseen risk in the market. Hence, an accurate gold price forecasting is required to foresee the business trends. This paper concentrates on forecasting the future gold prices from four commodities like historical data's of gold prices, silver prices, Crude oil prices, Standard and Poor's 500 stock index (S & P500) index and foreign exchange rate. The period used for the study is from 1st January 2000 to 31st April 2014. In this paper, a learning algorithm for single hidden layered Feed forward neural networks called Extreme Learning Machine (ELM) is used which has good learning ability. Also, this study compares the five models namely Feed forward networks without feedback, Feed forward back propagation networks, Radial basis function, ELMAN networks and ELM learning model. The results prove that the ELM learning performs better than the other methods. 2006-2016 by CCC Publications. -
Forecasting gold prices based on extreme learning machine /
International Journal Of Computers Communications & Control, Vol.11, Issue 3, pp.372-380, ISSN: 1841-9836. -
Forecasting intraday stock price using ANFIS and bio-inspired algorithms
The main focus of this study is to explore the predictability of stock price with variants of adaptive neuro-fuzzy inference system (ANFIS) and suggests a hybrid model to enhance the prediction accuracy. Two variants of ANFIS model are designed which includes genetic algorithm-ANFIS (GA-ANFIS) and particle swarm optimisation-ANFIS (PSO-ANFIS) to forecast stock price more accurately. The standard ANFIS is tuned employing GA and PSO algorithm. The experimental data used in this investigation are stocks traded per minute price of four companies from NSE. Sixteen technical indicators are calculated from the historical prices and used as inputs to the developed models. Prediction ability of the developed models is analysed by varying number of input samples. Numerical results obtained from the simulation confirmed that the PSO-ANFIS model has the potential to predict the future stock price more precisely than GA-ANFIS as well as other earlier methods. Copyright 2021 Inderscience Enterprises Ltd. -
Forecasting NIFTY 50 in Volatile Markets Using RNNLSTM: A Study on the Performance of Neural Network Models During the COVID-19 Pandemic
The COVID-19 pandemic has shown us how the market can be highly uncertain and volatile at certain times. This brings a new level of challenges to all the investors and active traders in the market, as they have not seen such a movement in the past. However, as technology is evolving, highly sophisticated tools and techniques are being used by hedge funds and other investment banks to track down these movements and turn this into an opportunity. In this paper, we try to analyse how recurrent neural network (RNN) with long- and short-term memory architecture performs under volatile market conditions. For this study, we tried to perform a comparative analysis between two models within two successive time periods, where one is trained in a volatile market condition and the other in a relatively low volatile market condition. The results showed that the RNN model is less accurate in predicting the prices in a volatile market compared to a relatively low volatile market. We also compared these two models to a separate model where we trained using the combined data from the two successive time periods. Even though the addition in data points for the neural network produced a better result compared to the model trained under volatile conditions, it did not significantly perform better than the model, which was trained in the low volatile period. 2022 Management Development Institute. -
Forecasting of Environmental Sustainability through Green Innovation of E-Vehicle Industry
E-mobility sustainability forecasting is getting more detailed with study, taking into account social cost in addition to technological, economic, or environmental factors. One solution for reducing greenhouse gas emissions is to implement green innovation in the transportation sector. The citizenrys view and acceptance of electric cars must be improved, more research into the social cost of these innovations is required. Consequently, the transportation industry might decarbonize more quickly. Another approach to do it is to advocate for more all-encompassing green innovations that can enhance sustainable development. Using Our Common Future, published in 1987 by the World Commission on Environment and Development [1], the commission emphasized the importance of sustainability while integrating social and economic development. Additionally, it recommended that governments take environmental factors into account while making decisions. The significance of sustainability was then increased and institutionalized, which meant that nations began passing laws that promoted sustainability. Consumer awareness of sustainability is rising largely from an economic and environmental standpoint. This also has an impact on the transportation industry and poses significant environmental, social, and economic difficulties. However, given that it generates close to 5% of the GDP and employs almost 11 million people, transportation is crucial from an economic standpoint. 2024 Sachi Nandan Mohanty, Preethi Nanjundan and Tejaswini Kar. -
Forecasting of foreign currency exchange rate using neural network
Foreign exchange market is the largest and the most important one in the world. Foreign exchange transaction is the simultaneous selling of one currency and buying of another currency. It is essential for currency trading in the international market. In this paper, we have investigated Artificial Neural Networks based prediction modelling of foreign exchange rates using five different training algorithms. The model was trained using historical data to predict four foreign currency exchange rates against Indian Rupee. The forecasting performance of the proposed system is evaluated by using statistical metric and compared. From the results, it is confirmed that the new approach provided an improve technique to forecast foreign exchange rate. It is also an effective tool and significantly close prediction can be made using simple structure. Among the five models, Levenberg-Marquardt based model outperforms than other models and attains comparable results. It also demonstrates the power of the proposed approach and produces more accurate prediction. In conclusion, the proposed scheme can improve the forecasting performance significantly when measured on three commonly used metrics. -
Forecasting Prices of Black Pepper in Kerala and Karnataka using Univariate and Multivariate Recurrent Neural Networks
Our country has a high level of agricultural employment. Price swings harm the economy of our country. To combat this impact, forecasting the selling price of agricultural products has become a need. Forecasts of agricultural prices assist farmers, government officials, businesses, central banks, policymakers, and consumers. Price prediction can then assist in making better selections in this area. Black pepper, sometimes known as the "King of Spices, " is a popular spice farmed and exported in India. The largest producers of black pepper are Karnataka and Kerala. For black pepper in Kerala and Karnataka, this study provides a univariate and multivariate price prediction model using Recurrent Neural Networks (RNN), Long Short-Term Memory (LSTM), and Gated Recurrent Unit (GRU). The data is denoised using Singular Spectral Analysis (SSA). The most accurate method is the multivariate variate LSTM technique, which uses macroeconomic variables. It has a Mean Absolute Percentage Error (MAPE) of 0.012 and 0.040 for Kerala and Karnataka, respectively. Grenze Scientific Society, 2022. -
Forecasting Stock Market Indexes Through Machine Learning Using Technical Analysis Indicators and DWT
In recent years, the stock market prices have become more volatile due to refinement in technology and a rise in trading volume. As these seemingly unpredictable price trends continue, the stock market investors and consumers refer to the security indices to assess these financial markets. To maximise their return on investment, the investors could employ appropriate methods to forecast the stock market trends, taking into account the nonlinearity and nonstationarity of the stock market data. This research aims to assess the predictive capability of supervised machine learning models for the stock market regression analysis. The dataset utilised in this research includes the daily prices and additional technical indicator data of S&P 500 Index of US stock exchange and Nifty50 Index of Indian stock exchange from January 2008 to June 2016; both the indexes are weighted measurements of the top companies listed on respective stock exchanges. The model proposed in this research combines the discrete wavelet transform and support vector regression (SVR) with various kernels such as Linear, Poly and Radial basis function kernel (RBF) of the support vector machine. The results show that using the RBF kernel on Nifty 50 index data, the proposed model achieves the lowest MSE and RMSE error during testing are 0.0019 and 0.0431, respectively, and on S&P 500 index data, it achieves 0.0027 and 0.0523, respectively. 2022, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. -
Forecasting stock market volatility in India - Using linear and non - Linear models
Volatility models and their forecasting performance attracted the interest of many economic agents, especially for financial risk management. The role of economic agents is to decide which one will be best model for forecasting volatility. This paper examines the modeling and forecasting performance of BSE Sensex daily stock market returns over the period from 1 July 1997 to 31 October 2008, by using simple Random Walk, GARCH, EGARCH and TGARCH models. The out-of-sample forecasts are evaluated by using MAE, RMSE, MAPE and Theil - U Statistics. The result suggests the standardized residual of white noise series strongly rejects the null hypothesis for GARCH model and capture the serial dependence and inherent nonlinearity series. Moreover, Random walk model dominates the forecasting performance and it is considered as the best model followed by the TGARCH model. International Economic Society. -
Forecasting the Academic Horizon: Machine Learning Models Unraveling the Complex Web of Student Well-being Determinants
In the contemporary academic landscape, the well-being of students is pivotal not only for their individual success but also for the broader educational ecosystem. This study meticulously delves into a rich dataset encompassing diverse student attributes, academic performance metrics, and economic indicators to discern patterns and predictors affecting student well-being. Leveraging a multi-faceted research methodology, we employed various machine learning models, ranging from logistic regression to advanced ensemble methods, aiming to forecast and comprehend the intricate determinants of student outcomes. The research design, underpinned by rigorous exploratory data analysis, revealed intriguing correlations between economic conditions, academic achievements, and students' well-being. The Gradient Boosting model, in particular, showed a significant improvement post hyperparameter tuning, with an accuracy reaching up to 77.63%. On the other hand, models like the Random Forest achieved a base accuracy of 77.29%. These insights highlight the potential of data-driven methodologies in understanding and predicting student well-being. As we stride into an era where data-driven decisions in education are paramount, our findings offer a robust foundation for future endeavors in this realm. Future directions of this study encompass refining prediction models with more granular data, exploring the psychological facets of student well-being, and devising actionable interventions based on the identified predictors. 2023 IEEE. -
Forecasting the Stock Market Index Using Artificial Intelligence Techniques
If the stock market would have a predictable to maximum accuracy, then every stockbroker and investor would have been billionaire. But it is not the ground truth. In a one-to-one interaction with stock analysts, who mention that the stock market is unpredictable and that is why their role is important, else everything would have been black and white. 2024 Sachi Nandan Mohanty, Preethi Nanjundan and Tejaswini Kar. -
Forecasting the Volatility of Indian Forex Market: An Evidence from GARCH Model
Forecasting the volatility of forex market will create more trading opportunities to investors, despite of ups and downs in the forex market. The present study attempted to examine how the volatility in the exchange rate between Indian rupee and selected four foreign currencies, such as US dollar, euro, Japanese yen and British pound, can influence the market return. The data, used in the present study, covered the daily price observation of four foreign currencies, for a period of 5 years, from 2019-2023. The GARCH (1, 1) (generalized autoregressive conditional hetero skedasticity) was used for develop the model for foreign exchange (FX) rates volatility. Mean equation model confirmed that the series had attained stationary and previous price did influence the current price. It was also supported by co-efficient values in the variance equation. The co-efficient value, in the variance equation, was around one, which showed that the forex market was efficient. Further, it was validated that the volatility shocks in forex market were quite persistent. The active investors in the market may use this opportunity immediately. The policy maker may correct this deviation through timely intervention in the currency market. 2024, Iquz Galaxy Publisher. All rights reserved. -
Forecasting volatility evidence from the futures market in India
This thesis focuses on modelling and forecasting of select products in the Indian futures market using econometric time series models and artificial neural network based models. These models have been compared for their forecasting accuracy to determine the best forecasting model for a particular futures series. This study applies GARCH, EGARCH, PARCH, TARCH, and Artificial Neural Networks (ANN) to assess the best predicting model for exchange rate futures, commodity index futures and stock index futures. After testing for stationarity of data series, GARCH, EGARCH, PARCH and TARCH models are developed. In addition to in-sample forecasts, 1-day, 5-day, 10-day, 15-day and 30-day out-of-sample forecasts have been carried out. For ANN, data is scaled using the minmax scaling methodology to ensure that newlinethe data series is normalised and in the range of 0 to 1. ANN is developed using the feedforward methodology. While the basic neural network architecture has one input layer, one hidden layer and one output layer, the number of neurons in the input and hidden layers vary from 1 to 20. The optimum number of input and hidden neurons in their respective layers are then selected based on the combination which gives the least error. These network combinations are used for out-of-sample forecasting and errors are compared with the forecast output of the GARCH models. RMSE, MAE, MAPE, Theil s-U statistic and Correlation coefficient is computed for error newlinecomparison. Results indicate that for currency futures and commodity index futures, ANN provides better forecast accuracy. For stock index futures, GARCH family models work better in some cases. -
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Foreground algorithms for detection and extraction of an object in multimedia
Background Subtraction of a foreground object in multimedia is one of the major preprocessing steps involved in many vision-based applications. The main logic for detecting moving objects from the video is difference of the current frame and a reference frame which is called "background image" and this method is known as frame differencing method. Background Subtraction is widely used for real-time motion gesture recognition to be used in gesture enabled items like vehicles or automated gadgets. It is also used in content-based video coding, traffic monitoring, object tracking, digital forensics and human-computer interaction. Now-a-days due to advent in technology it is noticed that most of the conferences, meetings and interviews are done on video calls. It's quite obvious that a conference room like atmosphere is not always readily available at any point of time. To eradicate this issue, an efficient algorithm for foreground extraction in a multimedia on video calls is very much needed. This paper is not to just build Background Subtraction application for Mobile Platform but to optimize the existing OpenCV algorithm to work on limited resources on mobile platform without reducing the performance. In this paper, comparison of various foreground detection, extraction and feature detection algorithms are done on mobile platform using OpenCV. The set of experiments were conducted to appraise the efficiency of each algorithm over the other. The overall performances of these algorithms were compared on the basis of execution time, resolution and resources required. 2020 Institute of Advanced Engineering and Science. -
Foreign exchange rate forecasting using Levenberg-Marquardt learning algorithm
Background/Objectives: Foreign currency Exchange (FOREX) plays a vital role for currency trading in the international market. Accurate prediction of foreign currency exchange rate is a challenging task. The paper investigates the FOREX prediction using feed forward neural network. Methods/Statistical analysis: This paper employs artificial neural network to forecast foreign currency exchange rate in India during 2010-2015.The exchange rates considered between Indian Rupee and four major currencies Euro, Japanese Yen, Pound Sterling and US Dollar. The network developed consists of an input layer, hidden layer and output layer. The neural network was trained with Levenberg-Marquardt (LM) learning algorithm. Root Mean Square Error (RMSE), Mean Absolute Error (MAE) and Forecasting Error (FE) are used as indicators for the performance of the networks. Findings: Simulation results are presented to show the performance of the proposed system. The paper also aims to suggest about network topology that must be chosen in order to fit time series kind of complicated data to a neural network model. The proposed technique gives the evidence that there is possibility of extracting information hidden in the foreign exchange rate and predicting into the future. Applications/Improvements: Finally, this paper presents the best network topology for FOREX prediction by comparing the effectiveness of various hidden layer performance algorithm using MATLAB neural network software as a tool. -
Foreign Exchange, Gold, and Real Estate Markets in India: An Analysis of Return Volatility and Transmission
This empirical analysis endeavored to investigate the return volatility, covolatility, and the spillover impact of gold, real estate, and U.S. dollar in India. The generalized autoregressive conditional heteroskedasticity dynamic conditional correlation (GARCH -DCC) was used to reveal the return volatility and conditional correlation. The volatility spillover was examined by using the variance decomposition technique. The empirical outcome clearly revealed the presence of ARCH and GARCH effect on gold, realty, and U.S. dollar. Additionally, the results also manifested that the returns of these variables were not moving away from their means in the long run. On the other hand, the consequences of volatility spillover reported that real estate was the most dominating among all markets. This is so because returns on real estate had a significant contribution to the return volatility of the other markets. Finally, it was also found that return volatility of U.S. dollar was most affected as it was the net receiver of volatility, while return volatility of gold seemed to be neutral in the Indian financial market. -
Foreign Policy of China a Under Deng Xiaoping and its Contemporary Relevance
Political leadership plays an important role in foreign policy decision making in general. Studying leadership traits, styles, beliefs and world view is one of the common methods to comprehend political leaders and their influence on foreign policy. When it comes to authoritarian countries like China, its foreign policy decision making has several layers of which political leaders play all the more crucial role. Irrespective of the period Imperial, Nationalist or Communist the political leaders of China are guided by its history, philosophy and the then existing domestic and global circumstances, in formulating and implementing the country s foreign policy. Political leadership plays an important role in foreign policy decision making in general. Studying leadership traits, styles, beliefs and world view is one of the common methods to comprehend political leaders and their influence on foreign policy. When it comes to authoritarian countries like China, its foreign policy decision making has several layers of which political leaders play all the more crucial role. Irrespective of the period Imperial, Nationalist or Communist the political leaders of China are guided by its history, philosophy and the then existing domestic and global circumstances, in formulating and implementing the country s foreign policy. The central enquiry of the study is to assess contemporary relevance of Deng s foreign newlinepolicy paradigm. Through field visits and rigorous analysis of primary sources, the newlinestudy establishes that relevance of Deng s policy continues in the present context except on China s pro-activeness towards issues pertaining to its territorial integrity and sovereignty. Using China s case, the study advances the framework of understanding pertaining to the role of political leadership in foreign policy making. The study also makes certain broad policy recommendations to various stakeholders for consideration. -
Foreign policy of China under Deng Xiaoping and its contemporary relevance
Political leadership plays an important role in foreign policy decision making in general. Studying leadership traits, styles, beliefs and world view is one of the common methods to comprehend political leaders and their influence on foreign policy. When it comes to authoritarian countries like China, its foreign policy decision making has several layers of which political leaders play all the more crucial role. Irrespective of the period – Imperial, Nationalist or Communist – the political leaders of China are guided by its history, philosophy and the then existing domestic and global circumstances, in formulating and implementing the country’s foreign policy.