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Straightforward synthesis of mn3o4/zno/eu2o3-based ternary heterostructure nano-photocatalyst and its application for the photodegradation of methyl orange and methylene blue dyes
Zinc oxide-ternary heterostructure Mn3O4/ZnO/Eu2O3 nanocomposites were successfully prepared via waste curd as fuel by a facile one-pot combustion procedure. The fabricated heterostructures were characterized utilizing XRD, UVVisible, FT-IR, FE-SEM, HRTEM and EDX analysis. The photocatalytic degradation efficacy of the synthesized ternary nanocomposite was evaluated utilizing model organic pollutants of methylene blue (MB) and methyl orange (MO) in water as examples of cationic dyes and anionic dyes, respectively, under natural solar irradiation. The effect of various experimental factors, viz. the effect of a light source, catalyst dosage, irradiation time, pH of dye solution and dye concentration on the photodegradation activity, was systematically studied. The ternary Mn3O4/ZnO/Eu2O3 photocatalyst exhibited excellent MB and MO degradation activity of 98% and 96%, respectively, at 150 min under natural sunlight irradiation. Experiments further conclude that the fabricated nanocomposite exhibits pH-dependent photocatalytic efficacy, and for best results, concentrations of dye and catalysts have to be maintained in a specific range. The prepared photocatalysts are exemplary and could be employed for wastewater handling and several ecological applications. 2021 by the authors. Licensee MDPI, Basel, Switzerland. -
Storytelling: An effective way of advertisement /
When the word advertisement strikes the minds of the audience, the very first thing they tend to do is either change the channel or skip it. The term advertisement has always been as something that is only meant to promote a product or a service. Until the last few years, have always seen advertisement as just an Integrated Marketing Communication. Storytelling form of advertisement is not something we see very often on TV or on the Internet. -
storytelling a transformative technique
Complex philosophical and ethical teachings are often conveyed through parables and fables, ensuring that wisdom is passed down through generations, writes John J Kennedy -
Stormy minds and the long-term mental health impact of climate-linked natural disasters
This chapter delves into the enduring psychological ramifications stemming from climate-linked natural disasters, encapsulated in the term "Stormy Minds." As our planet grapples with an escalating frequency of such events, understanding the protracted effects on mental health becomes imperative. This abstract provides an insightful overview of the research, focusing on the intricate interplay between climate-induced disasters and the long-term well-being of individuals. Drawing on interdisciplinary perspectives, the study explores the psychological dimensions of enduring stress, anxiety, and trauma caused by these disasters. By assessing and documenting the persistent mental health impact, the research aims to contribute valuable insights for policymakers, mental health professionals, and communities striving to build resilience in the face of an increasingly turbulent climate. 2024, IGI Global. All rights reserved. -
Stocks and throughput Accounting on Material Management and its Impact on Cost Management
Global Journal of Arts and Management, Vol. 2, No. 3, pp. 244-246, ISSN No. 2249-2658 -
Stock Price Prediction Using RNNs: A Comparative Analysis of RNN, LSTM, GRU, and BiRNN
Stock price prediction is a crucial area of financial market research, having significant implications for investors, traders, and analysts. However, given the dynamic and intricate nature of financial markets - which are impacted by a wide range of variables such as economic statistics, geopolitical developments, and market sentiment - accurately projecting stock prices is intrinsically difficult. Conventional techniques frequently fail to fully capture these dynamics, producing predictions that are not ideal. Recurrent Neural Networks (RNNs), one of the most recent developments in machine learning, provide potential methods to overcome these obstacles. Despite their potential, the effectiveness of different RNN architectures in stock price prediction remains an area of active research. This study compares four Recurrent Neural Network (RNN) architectures - Simple RNN, Long-Short Term Memory (LSTM), Gated Recurrent Unit (GRU), and Bidirectional Recurrent Neural Network (BiRNN) - for forecasting the Nifty 50 index values on the Indian National Stock Exchange (NSE) from the year 2000 to 2021. Using a comprehensive dataset spanning two decades, we assess each model's performance using the metrics Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), and Mean Squared Error (MSE). The data shows that the BiRNN model regularly outperforms the other models in all criteria i.e., MAE, MAPE, and MSE, indicating higher predictive accuracy. This study adds to the existing research by offering useful insights into the usefulness of RNN models, especially that of the BiRNN model for predicting stock prices, specifically in the setting of the Nifty 50 index. Our findings emphasize BiRNN's potential as a stock price prediction model and open new options for future research in this area. 2024 IEEE. -
Stock Price Prediction using Deep Learning and FLASK
The forecasting of stock prices is one of the most explored issues, and it attracts the attention of both academics and business professionals. It is quite difficult to make predictions about the stock market, and it takes extensive research into the patterns of data. With the expansion of the internet and indeed the growth of social media, online media and opinions frequently mirror investor sentiment. The volatility and non-linear structure of the financial stock markets makes accurate forecasting difficult. One of the sophisticated analysis techniques that is being used by academics in a variety of fields is the neural network. In this paper, we proposed deep learning techniques for google stock price prediction. A dataset from Kaggle was collected and applied deep learning techniques RNN, LSTM variants. We achieved better results with Bidirectional LSTM. We also created a web app for stock prediction using Christ University python FLASK. 2022 IEEE. -
Stock price prediction based on technical indicators with soft computing models
Stock market prediction is a very tough task in the finance world. Since stock prices are dynamic, noisy, non-scalable, non-linear, non-parametric and complicated. In recent years, soft computing techniques are used for developing stock prediction model. The main focus of this study is to develop and compare the efficiency of the three different soft computing techniques for predicting the intraday price of individual stocks. The proposed models are based on Time Delay Neural Network (TDNN), Radial Basis Function Neural Network (RBFNN) and Back Propagation Neural Network (BPNN). The predictive models are developed using technical indicators. Sixteen technical indicators were calculated from the historical price and used as inputs of the developed models. Historical prices from 01/01/2018 to 28/02/2018, where the time interval between samples is one minute, are utilized for developing models. The performance of the proposed models is evaluated by measuring some metrics. Also, this study compares the results with other existing models. The experimental result revealed that the BPNN outperforms TDNN, RBFNN as well as other existing models considered for comparison. The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021. -
Stock price forecasting using ANN method
Ability to predict stock price direction accurately is essential for investors to maximize their wealth. Neural networks, as a highly effective data mining method, have been used in many different complex pattern recognition problems including stock market prediction. But the ongoing way of using neural networks for a dynamic and volatile behavior of stock markets has not resulted in more efficient and correct values. In this research paper, we propose methods to provide more accurately by hidden layer data processing and decision tree methods for stock market prediction for the case of volatile markets. We also compare and determine our proposed method against three layer feed forward neural network for the accuracy of market direction. From the analysis, we prove that with our way of application of neural networks, the accuracy of prediction is improved. Springer India 2016. -
Stock Performance Prediction of HRM Firms: A Machine Learning Approach Utilizing Info Edge and Quess Corp
HR firms help drive economic growth by facilitating the acquisition and retention of top talent, fostering innovation and optimizing operational efficiency. The stock prices of these firms serve as a nuanced representation of their standing in the market. However, predicting stock prices proves to be a complex task due to the dynamic nature of the market. This paper delves into finding the most effective approach for forecasting stock prices within the HR sector, employing a diverse range of machine learning techniques. The investigation encompasses utilizing statistical methods like Simple Moving Average, RSI, Stochastic Indicators, and VIX India data alongside 'Machine learning approaches such as Linear Regression, K-Nearest Neighbors, Random Forest, Support Vector Machine, Gradient Boosting, and Neural Network.' To augment the analysis, a comprehensive study is conducted, integrating both top-performing and bottom-performing HRM firms (Info Edge Ltd and Quess Corporation) based on market capitalization. The outcomes derived from this study aim to lay the groundwork for future research endeavors in the realm of stock predictions specific to the HRM industry. 2024 IEEE. -
Stock Market Trend Analysis on Indian Financial News Headlines with Natural Language Processing
Predicting the stock movement in the real-time scenario has been the most challenging and sophisticated in business. This business is affected by several factors from physical to psychological as well as rational to irrational. So far only few aspects have been taken into account while breaking down the conclusion. Implementing sentiment analysis, a subfield of Natural Language Processing (NLP), from the news, social media or financial document, investors decide whether they should invest for the company. The results have shown a significant and a feasible method for predicting the stock market trend with higher accuracy. The current research has mainly focus on finding the sentiment score from the news headlines and finding the hidden trend from it. Further the trading signals are generated based on the prevailing trend and trends are executed by the automated trading system. Using this algorithm, traders can reduce the manual intervention in the buy and sell decisions related to the stock market. 2021 IEEE. -
Stock market sensitivity to macroeconomic factors: Evidence from China and India
The purpose of this study is to analyse the impact of Chinese macroeconomic factors on Shanghai Stock Exchange (SSE) Composite returns and Indian macroeconomic factors on Nifty returns based on monthly data from January 1998 to December 2018. This study adopts quantile regression approach. The QR allows examining the conditional dependence of specific quantile of SSE and Nifty returns with respect to the conditioning factors. The authors present results for two sample periods that are pre-recession and recession period from 1998 to 2008 and the post-recession period from 2009 to 2018. This paper also documents quite interesting and useful results for the entire period. From the results, It is concluded that Chinese consumer price index significantly affects the SSE returns only for lower quantiles. However, Indian consumer price index has a significant and positive impact on the Nifty returns for the upper quantiles. Further, Chinese interest rates and Indian interest rates have no impact on the SSE and Nifty returns respectively across the different quantiles. Moreover, the Chinese exchange rate influence the SSE returns at the extreme dataset. However, the Indian exchange rate is insignificant. It is important to note that the dependence structure of China shows a negligible change during the post-recession period. Conversely, the dependence structure has changed significantly for India post-recession. The implication of this paper would guide stock market participants. 2020 AESS Publications. All Rights Reserved. -
Stock market prediction using subtractive clustering for a neuro fuzzy hybrid approach /
Cluster Computing (The Journal Of Networks, Software Tools And Applications), Vol.22, pp.13159–13166. -
Stock market prediction using subtractive clustering for a neuro fuzzy hybrid approach
Stock market prediction is the challenging area for the investors to yield profits in the financial markets. The investors need to understand the financial markets which are more volatile and affected by many external factors. This paper proposes a subtractive clustering based adaptive neuro fuzzy approach for predicting apple stock data prices. The research data used in this study is from 3rd Jan 2005 to 30th Jan 2015. Four technical indicators are proposed in this study. They are Simple moving average for 1week, simple moving average for 2weeks, 14days Disparity and Larry Williams R%. These variables are used as inputs to the neuro fuzzy system to predict the daily apple stock prices. Also, this study compares the proposed work with the ANFIS training method and subtractive clustering method etc. The performance of all these models is analyzed. The measures like training error, testing error, number of rules and number of parameters are calculated and compared for analysis. From the simulation results, the average performance of subtractive clustering based neuro fuzzy approach was found considerably better than the other networks. 2017, Springer Science+Business Media, LLC. -
Stock market prediction using DQN with DQNReg loss function
There have been many developments in predicting stock market prices usingreinforcement learning. Recently, Google released a paper that designed a new loss function,specifically for meta-learning reinforcement learning. In this paper, implementation is doneusing this loss function to the reinforcement learning model, whose objective is to predict thestock price based on certain parameters. The reinforcement learning used is an encoderdecoderframework that is useful for extracting features from long sequence prices. TheDQNReg loss function is implemented in the encoder-decoder model as it could providestrong adaptation performance in a variety of settings. The model can buy and sell the index, and the reward is the portfolio return after the days trading has concluded. To maximizeyield the model must optimize reward function. The DQNReg loss implemented DQN network and the Huber loss DQN network is compared with the Sharpe ratio considered for return. 2024 The Author(s). -
Stock market prediction using DQN with DQNReg loss function
There have been many developments in predicting stock market prices using reinforcement learning. Recently, Google released a paper that designed a new loss function, specifically for meta-learning reinforcement learning. In this paper, implementation is done using this loss function to the reinforcement learning model, whose objective is to predict the stock price based on certain parameters. The reinforcement learning used is an encoderdecoder framework that is useful for extracting features from long sequence prices. The DQNReg loss function is implemented in the encoder-decoder model as it could provide strong adaptation performance in a variety of settings. The model can buy and sell the index, and the reward is the portfolio return after the days trading has concluded. To maximize yield the model must optimize reward function. The DQNReg loss implemented DQN network and the Huber loss DQN network is compared with the Sharpe ratio considered for return. 2024 selection and editorial matter, Arvind Dagur, Karan Singh, Pawan Singh Mehra & Dhirendra Kumar Shukla; individual chapters, the contributors. -
Stock market prediction using artificial neural networks in python /
Patent Number: 202231052415, Applicant: Dr. Rashel Sarkar.
When the issue of forecasting time series is mentioned, the reader, listener, or observer instantly considers forecasting stock prices. This should help individuals determine when to sell and when to purchase more. On occasion, we encounter resources that explain how this is possible. Throughout Deep Learning with Python, Chollet cautions against using time series prediction algorithms to estimate market values. You should not attempt to predict how the stock market will behave in the future based on past performance. Due to the design of the martingale system, the present price of a share of stock is the most accurate indicator of its future price (in terms of the error associated with estimation). -
Stock market prediction using artificial neural networks in python /
Patent Number: 202231052415, Applicant: Dr. Rashel Sarkar.
When the issue of forecasting time series is mentioned, the reader, listener, or observer instantly considers forecasting stock prices. This should help individuals determine when to sell and when to purchase more. On occasion, we encounter resources that explain how this is possible. Throughout Deep Learning with Python, Chollet cautions against using time series prediction algorithms to estimate market values. You should not attempt to predict how the stock market will behave in the future based on past performance. Due to the design of the martingale system, the present price of a share of stock is the most accurate indicator of its future price (in terms of the error associated with estimation). -
Stock market prediction using artificial neural networks in python /
Patent Number: 202231052415, Applicant: Dr. Rashel Sarkar.
When the issue of forecasting time series is mentioned, the reader, listener, or observer instantly considers forecasting stock prices. This should help individuals determine when to sell and when to purchase more. On occasion, we encounter resources that explain how this is possible. Throughout Deep Learning with Python, Chollet cautions against using time series prediction algorithms to estimate market values. You should not attempt to predict how the stock market will behave in the future based on past performance. Due to the design of the martingale system, the present price of a share of stock is the most accurate indicator of its future price (in terms of the error associated with estimation). -
Stock Market Prediction Techniques Using Artificial Intelligence: A Systematic Review
This paper systematically reviews the literature related to stock price prediction systems. The reviewers collected 6222 research works from 12 databases. The reviewers reviewed the full-text of 10 studies in preliminary search and 70 studies selected based on PRISMA. This paper uses the PRISMA-based Python framework systematic-reviewpy to conduct this systematic review and browser-automationpy to automate downloading of full-texts. The programming code with comprehensive documentation, citation data, input variables, and reviews spreadsheets is provided, making this review replicable, open-source, and free from human errors in selecting studies. The reviewed literature is categorized based on type of prediction systems to demonstrate the evolution of techniques and research gaps. The reviewed literature is 7 % statistical, 9% machine learning, 23% deep learning, 20% hybrid, 25% combination of machine learning and deep learning, and 14% studies explore multiple categories of techniques. This review provides detailed information on prediction techniques, competitor techniques, performance metrics, input variables, data timing, and research gap to enable researchers to create prediction systems per technique category. The review showed that stock trading data is most used and collected from Yahoo! Finance. Studies showed that sentiment data improved stock prediction, and most papers used tweets from Twitter. Most of the reviewed studies showed significant improvements in predictions to previous systems. 2023, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.