Comparative study of multivariate hybrid neural networks for global sea level prediction through 2050
Environmental Earth Sciences,
Journal Year:
2025,
Volume and Issue:
84(3)
Published: Jan. 21, 2025
Language: Английский
A Deep Learning-Based Ensemble Framework to Predict IPOs Performance for Sustainable Economic Development
Sustainability,
Journal Year:
2025,
Volume and Issue:
17(3), P. 827 - 827
Published: Jan. 21, 2025
Addressing
resource
scarcity
and
climate
change
necessitates
a
transition
to
sustainable
consumption
circular
economy
models,
fostering
environmental,
social,
economic
resilience.
This
study
introduces
deep
learning-based
ensemble
framework
optimize
initial
public
offering
(IPO)
performance
prediction
while
extending
its
application
processes,
such
as
recovery
waste
reduction.
The
incorporates
advanced
techniques,
including
hyperparameter
optimization,
dynamic
metric
adaptation
(DMA),
the
synthetic
minority
oversampling
technique
(SMOTE),
address
challenges
class
imbalance,
risk-adjusted
enhancement,
robust
forecasting.
Experimental
results
demonstrate
high
predictive
performance,
achieving
an
accuracy
of
76%,
precision
83%,
recall
75%,
AUC
0.9038.
Among
methods,
Bagging
achieved
highest
(0.90),
outperforming
XGBoost
(0.88)
random
forest
(0.75).
Cross-validation
confirmed
framework’s
reliability
with
median
0.85
across
ten
folds.
When
applied
scenarios,
model
effectively
predicted
sustainability
metrics,
R²
values
0.76
for
both
reduction
low
mean
absolute
error
(MAE
=
0.11).
These
highlight
potential
align
financial
forecasting
environmental
objectives.
underscores
transformative
learning
in
addressing
challenges,
demonstrating
how
AI-driven
models
can
integrate
goals.
By
enabling
IPO
predictions
enhancing
outcomes,
proposed
aligns
Industry
5.0’s
vision
human-centric,
data-driven,
industrial
innovation,
contributing
resilient
growth
long-term
stewardship.
Language: Английский
Hybrid CNN-BiGRU-AM Model with Anomaly Detection for Nonlinear Stock Price Prediction
Jiacheng Luo,
No information about this author
Yun Cao,
No information about this author
Kai Xie
No information about this author
et al.
Electronics,
Journal Year:
2025,
Volume and Issue:
14(7), P. 1275 - 1275
Published: March 24, 2025
To
address
challenges
in
stock
price
prediction
including
data
nonlinearity
and
anomalies,
we
propose
a
hybrid
CNN-BiGRU-AM
framework
integrated
with
deep
learning-based
anomaly
detection.
First,
an
detection
module
identifies
irregularities
data.
The
CNN
component
then
extracts
local
features
while
filtering
anomalous
information,
followed
by
nonlinear
pattern
modeling
through
BiGRU
attention
mechanisms.
Final
predictions
undergo
secondary
screening
to
ensure
reliability.
Experimental
evaluation
on
Shanghai
Composite
(SSE)
daily
closing
prices
demonstrates
superior
performance
R2
=
0.9903,
RMSE
22.027,
MAE
19.043,
Sharpe
Ratio
of
0.65.
It
is
noteworthy
that
the
this
model
reduced
14.7%,
decreased
7.7%
compared
its
ablation
model.
achieves
multi-level
feature
extraction
convolutional
operations
bidirectional
temporal
modeling,
effectively
enhancing
generalization
via
mapping
correction.
Comparative
analysis
across
models
provides
practical
insights
for
investment
decision-making.
This
dual-functional
system
not
only
improves
accuracy
but
also
offers
interpretable
references
market
mechanism
regulatory
policy
formulation.
Language: Английский
Mining Frequent Sequences with Time Constraints from High-Frequency Data
International Journal of Financial Studies,
Journal Year:
2025,
Volume and Issue:
13(2), P. 55 - 55
Published: April 3, 2025
Investing
in
the
stock
market
has
always
been
an
exciting
topic
for
people.
Many
specialists
have
tried
to
develop
tools
predict
future
prices
order
make
high
profits
and
avoid
big
losses.
However,
predicting
based
on
dynamic
characteristics
of
stocks
seems
be
a
non-trivial
problem.
In
practice,
predictive
models
are
not
expected
provide
most
accurate
forecasts
prices,
but
highlight
changes
discrepancies
between
predicted
observed
values,
warn
against
threats,
inform
users
about
upcoming
opportunities.
this
paper,
we
discuss
use
frequent
sequences
as
well
association
rules
WIG20
price
prediction.
Specifically,
our
study
used
two
methods
approach
problem:
correlation
analysis
Pearson
coefficient
sequence
mining
with
temporal
constraints.
total,
43
were
discovered,
characterized
by
relatively
confidence
lift.
Moreover,
effective
those
that
described
same
type
trend
both
companies,
i.e.,
rise
⇒
rise,
or
fall
fall.
showed
opposite
trend,
namely
fall,
rare.
Language: Английский
Exploring Machine Learning for Stock Price Prediction and Decision Making
Geetha T.V.,
No information about this author
Suman Kumar Mondal,
No information about this author
S. Verma
No information about this author
et al.
Published: April 19, 2025
Intricate
dynamics
of
the
stock
market
makes
its
prediction
a
challenging
and
daunting
activity.
In
order
to
create
precise
predictive
models,
researchers
are
employing
emerging
machine
learning
models
methods.
The
research
starts
with
collection
history,
volumes
trade
other
related
indicators.
Then
data
is
preprocessed
feature
engineering
done,
thereby
producing
useful
input
representations
for
models.
model
employed
in
SVR
model.
Grid
search
CV
method
utilized
discover
best
possible
parameters'
values
that
assists
predicting
intraday
based
on
recent
past
data.
This
respond
promptly
trends
changes,
making
it
optimal
short-term
momentum
trading
strategies.
Language: Английский
A Fuzzy Decision Support System for Real Estate Valuations
Electronics,
Journal Year:
2024,
Volume and Issue:
13(24), P. 5046 - 5046
Published: Dec. 22, 2024
The
field
of
real
estate
valuations
is
multivariate
in
nature.
Each
property
has
different
intrinsic
attributes
that
have
a
bearing
on
its
final
value:
location,
use,
purpose,
access,
the
services
available
to
it,
etc.
appraiser
analyzes
all
these
factors
and
current
status
other
similar
properties
market
(comparable
assets
or
units
comparison)
subjectively,
with
no
applicable
rules
metrics,
obtain
value
question.
To
model
this
context
subjectivity,
paper
proposes
use
fuzzy
system.
inputs
system
designed
are
variables
considered
by
appraiser,
output
adjustment
coefficient
be
applied
price
each
comparable
asset
appraised.
design
model,
data
been
extracted
from
actual
appraisals
conducted
three
professional
appraisers
urban
center
Santa
Cruz
de
Tenerife
(Canary
Islands,
Spain).
decision-helping
tool
sector:
can
it
select
most
suitable
comparables
automatically
coefficients,
freeing
them
arduous
task
calculating
manually
based
multiple
parameters
consider.
Finally,
an
evaluation
presented
demonstrates
applicability.
Language: Английский