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Full-Text Articles in Theory and Algorithms

An Empirical Study Of Machine Learning Techniques For Accurate Stock Price Forecasting, Daniel Paliulis, Hari Patchigolla Dec 2023

An Empirical Study Of Machine Learning Techniques For Accurate Stock Price Forecasting, Daniel Paliulis, Hari Patchigolla

Honors Scholar Theses

This paper presents a comprehensive approach to predicting future stock prices of companies using machine learning and time series analysis. The research problem is centered around addressing the complexity and emotion-driven nature of stock investment decisions. To create an objective determinant in stock decisions, we propose a machine learning model utilizing time series data from major companies, including Amazon, Apple, Google, Nvidia, Meta, Tesla, Salesforce, Intel, and Microsoft. We explore the use of Long Short-Term Memory (LSTM) neural networks, to capture the temporal dynamics of stock prices. These models are designed to process sequential data, maintaining short term and long …


Cov-Inception: Covid-19 Detection Tool Using Chest X-Ray, Aswini Thota, Ololade Awodipe, Rashmi Patel Sep 2022

Cov-Inception: Covid-19 Detection Tool Using Chest X-Ray, Aswini Thota, Ololade Awodipe, Rashmi Patel

SMU Data Science Review

Since the pandemic started, researchers have been trying to find a way to detect COVID-19 which is a cost-effective, fast, and reliable way to keep the economy viable and running. This research details how chest X-ray radiography can be utilized to detect the infection. This can be for implementation in Airports, Schools, and places of business. Currently, Chest imaging is not a first-line test for COVID-19 due to low diagnostic accuracy and confounding with other viral pneumonia. Different pre-trained algorithms were fine-tuned and applied to the images to train the model and the best model obtained was fine-tuned InceptionV3 model …


Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater Jan 2019

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …


Supervised Machine Learning Bot Detection Techniques To Identify Social Twitter Bots, Phillip George Efthimion, Scott Payne, Nicholas Proferes Jul 2018

Supervised Machine Learning Bot Detection Techniques To Identify Social Twitter Bots, Phillip George Efthimion, Scott Payne, Nicholas Proferes

SMU Data Science Review

In this paper, we present novel bot detection algorithms to identify Twitter bot accounts and to determine their prevalence in current online discourse. On social media, bots are ubiquitous. Bot accounts are problematic because they can manipulate information, spread misinformation, and promote unverified information, which can adversely affect public opinion on various topics, such as product sales and political campaigns. Detecting bot activity is complex because many bots are actively trying to avoid detection. We present a novel, complex machine learning algorithm utilizing a range of features including: length of user names, reposting rate, temporal patterns, sentiment expression, followers-to-friends ratio, …


Triple Non-Negative Matrix Factorization Technique For Sentiment Analysis And Topic Modeling, Alexander A. Waggoner Jan 2017

Triple Non-Negative Matrix Factorization Technique For Sentiment Analysis And Topic Modeling, Alexander A. Waggoner

CMC Senior Theses

Topic modeling refers to the process of algorithmically sorting documents into categories based on some common relationship between the documents. This common relationship between the documents is considered the “topic” of the documents. Sentiment analysis refers to the process of algorithmically sorting a document into a positive or negative category depending whether this document expresses a positive or negative opinion on its respective topic. In this paper, I consider the open problem of document classification into a topic category, as well as a sentiment category. This has a direct application to the retail industry where companies may want to scour …