Forecasting Agriculture Commodity Futures Prices with Convolutional Neural Networks with Application to Wheat Futures DOI Open Access

Avi Thaker,

Leo H. Chan,

Daniel Sonner

et al.

Journal of risk and financial management, Journal Year: 2024, Volume and Issue: 17(4), P. 143 - 143

Published: April 2, 2024

In this paper, we utilize a machine learning model (the convolutional neural network) to analyze aerial images of winter hard red wheat planted areas and cloud coverage over the as proxy for future yield forecasts. We trained our forecast futures price 20 days ahead provide recommendations either long or short position on futures. Our method shows that achieving positive alpha within time window is possible if algorithm data choice are unique. However, model’s performance can deteriorate quickly input become more easily available and/or trading strategy becomes crowded, was case with imagery utilized in paper.

Language: Английский

Predecting power transformer health index and life expectation based on digital twins and multitask LSTM-GRU model DOI Creative Commons
Nora El-Rashidy,

Yara A. Sultan,

Zainab H. Ali

et al.

Scientific Reports, Journal Year: 2025, Volume and Issue: 15(1)

Published: Jan. 8, 2025

Language: Английский

Citations

1

Blockchain-based deep learning in IoT, healthcare and cryptocurrency price prediction: a comprehensive review DOI
Shefali Arora, Ruchi Mittal, Avinash K. Shrivastava

et al.

International Journal of Quality & Reliability Management, Journal Year: 2024, Volume and Issue: 41(8), P. 2199 - 2225

Published: Feb. 26, 2024

Purpose Deep learning (DL) is on the rise because it can make predictions and judgments based data that unseen. Blockchain technologies are being combined with DL frameworks in various industries to provide a safe effective infrastructure. The review comprises literature lists most recent techniques used aforementioned application sectors. We examine current research trends across several fields evaluate terms of its advantages disadvantages. Design/methodology/approach integration blockchain has been explored domains for past five years (2018–2023). Our guided by questions, these we concentrate key such as usage Internet Things (IoT) applications, healthcare cryptocurrency price prediction. have analyzed main challenges possibilities concerning technologies. discussed methodologies pertinent publications areas contrasted during previous years. Additionally, comparison widely create blockchain-based frameworks. Findings By responding objectives, study highlights assesses effectiveness already published works using DL. findings indicate IoT their use smart cities cars, cryptocurrency, research. primary focus enhancement existing systems, analysis, storage sharing via decentralized systems motivation this integration. Amongst employed, Ethereum Hyperledger popular among researchers domain healthcare, whereas Bitcoin cryptocurrency. Originality/value There lack summarizes state-of-the-art methods incorporating analyze done (2018–2023) issues emerging trends.

Language: Английский

Citations

7

Evaluating the Performance of Metaheuristic Based Artificial Neural Networks for Cryptocurrency Forecasting DOI
Sudersan Behera, Sarat Chandra Nayak, A. V. S. Pavan Kumar

et al.

Computational Economics, Journal Year: 2023, Volume and Issue: 64(2), P. 1219 - 1258

Published: Sept. 27, 2023

Language: Английский

Citations

14

From Prediction to Profit: A Comprehensive Review of Cryptocurrency Trading Strategies and Price Forecasting Techniques DOI Creative Commons
Otabek Sattarov, Jaeyoung Choi

IEEE Access, Journal Year: 2024, Volume and Issue: 12, P. 87039 - 87064

Published: Jan. 1, 2024

Language: Английский

Citations

4

COMPARING FORECASTS OF AGRICULTURAL SECTOR EXPORT VALUES USING SARIMA AND LONG SHORT-TERM MEMORY MODELS DOI Creative Commons

Aleytha Ilahnugrah Kurnadipare,

Sri Amaliya,

Khairil Anwar Notodiputro

et al.

BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN, Journal Year: 2025, Volume and Issue: 19(1), P. 385 - 396

Published: Jan. 13, 2025

Indonesia's agricultural sector plays a crucial role in the national economy, with significant export potential and supporting livelihoods of majority population. As part government's vision to make Indonesia world's food barn by 2045, increasing volume value product exports is primary focus, making forecasting essential for strategic decision-making. Sequential data analysis an important approach analyzing collected over specific period. This study aims compare two popular methods sector, namely Seasonal AutoRegressive Integrated Moving Average (SARIMA) model Long Short-Term Memory (LSTM) model. Monthly from West Java Province January 2013 February 2024 were used as dataset. The best SARIMA generated was (1,1,1)(0,1,1)12, while optimal parameters LSTM neuron: 50, dropout rate: 0.3, number layers: 2, activation function: relu, epochs: 500, batch size: 64, optimizer: Adam, learning 0.01. Evaluation performed using Root Mean Squared Error (RMSE) method measure accuracy both models sector. results showed that outperformed model, lower RMSE (SARIMA: 4182.133 LSTM: 1939.02). research provides valuable insights decision-makers planning strategies future. With this comparison, it expected provide better guidance selecting suitable characteristics data.

Language: Английский

Citations

0

Machine Learning for Price Prediction and Risk-Adjusted Portfolio Optimization in Cryptocurrencies DOI

Dailin Song

Advances in finance, accounting, and economics book series, Journal Year: 2025, Volume and Issue: unknown, P. 321 - 356

Published: Jan. 22, 2025

Accurately forecasting price swings is nowadays essential to investors looking maximize their portfolios as the cryptocurrency markets continue develop and fluctuate rapidly. The intricate, non-linear patterns in these are sometimes difficult for traditional financial models depict. In response, this paper presents two machine learning techniques predicting bitcoin prices: Extreme Gradient Boosting Long Short-Term Memory. study first evaluates how well forecast Bitcoin prices, assessing accuracy with measures like Mean Absolute Error Root Squared Error. Four significant cryptocurrencies then predicted by LSTM. order allocate assets a way that optimizes returns while reducing risk, forecasted prices incorporated into portfolio optimization algorithms utilizing Monte Carlo simulation efficient frontier. results of show approaches may be used improve investing strategies through optimal allocation, addition projecting values.

Language: Английский

Citations

0

Empirical mode decomposition feature based Bi-LSTM and GRU neural network predictions of thermospheric density during rising and minimum solar activity from 2018 to 2022 DOI
Patapong Panpiboon, K. Noysena, Thana Yeeram

et al.

Earth Science Informatics, Journal Year: 2025, Volume and Issue: 18(2)

Published: Jan. 30, 2025

Language: Английский

Citations

0

Verifying Technical Indicator Effectiveness in Cryptocurrency Price Forecasting: a Deep-Learning Time Series Model Based on Sparrow Search Algorithm DOI
Ching‐Hsue Cheng, Jun-He Yang, Jianrong Dai

et al.

Cognitive Computation, Journal Year: 2025, Volume and Issue: 17(1)

Published: Feb. 1, 2025

Language: Английский

Citations

0

Enhancing Bitcoin Price Prediction with Deep Learning: Integrating Social Media Sentiment and Historical Data DOI Creative Commons

Hla Soe Htay,

Mani Ghahremani, Stavros Shiaeles

et al.

Applied Sciences, Journal Year: 2025, Volume and Issue: 15(3), P. 1554 - 1554

Published: Feb. 4, 2025

Bitcoin, the pioneering cryptocurrency, is renowned for its extreme volatility and speculative nature, making accurate price prediction a persistent challenge investors. While recent studies have employed multivariate models to integrate historical data with social media sentiment analysis, this study focuses on improving an existing univariate approach By incorporating tweet volume into framework, we systematically evaluated benefits of integration. Among five LSTM-based developed study, Multi-LSTM-Sentiment model achieved best performance, lowest mean absolute error (MAE) 0.00196 root-mean-square (RMSE) 0.00304. These results underscore significance including in predictive modelling demonstrate potential enhance decision-making highly dynamic cryptocurrency market.

Language: Английский

Citations

0

Algorithm for surface flow velocity measurement in trunk canal based on improved YOLOv8 and DeepSORT DOI Creative Commons
Yuhui Zhou, Xiaojie Wu, Yiming Li

et al.

Engineering Applications of Artificial Intelligence, Journal Year: 2025, Volume and Issue: 148, P. 110344 - 110344

Published: March 3, 2025

Language: Английский

Citations

0