Industrial Financial Forecasting using Long Short-Term Memory Recurrent Neural Networks

Human action identification has advanced significantly as a result of the development of deep learning algorithms. Convolutional Neural Networks (CNNs) are known for their adeptness at extracting crucial information within video frames, especially shapes and postures. However, understanding movements necessitates not just individual frames as well as the temporal flow of the movement; this is wherein LSTM (long short-term memory) variants of Recurrent Neural Networks (RNNs) come into play. By analyzing frame sequences, LSTMs are particularly effective in gathering temporal connections, recalling prior motions, and overcoming the gap amongst static features as well as dynamic actions. Even with CNNs and LSTMs' remarkable accuracy in human action recognition (HAR), challenges remain.

A multi-modal Parkinson’s disease diagnosis system from EEG signals and online handwritten tasks using grey wolf optimization based deep learning model

Computational modelling of an optical character recognition system for Yorùbá printed text images

Short-term multi-hour ahead country-wide wind power prediction for Germany using gated recurrent unit deep learning

The integration of Explainable Artificial intelligence (XAI) into sports training offers transformative capabilities for enhancing athlete performance, injury prevention, and personalized coaching. This paper presents the design and development of an intelligent sports training assistance system that leverages advanced AI technologies such as computer vision, deep learning, and wearable sensor analytics. The system incorporates real-time pose estimation using models like OpenPose and PoseNet, enabling precise motion tracking and automated technique correction across various sports disciplines including running, basketball, and martial arts. A multimodal dataset consisting of over <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$\mathbf{5, 0 0 0}$</tex> annotated video frames and sensor-based motion logs was used to train deep learning models including 3D Convolutional Neural Networks (3D-CNNs) and Long Short-Term Memory (LSTM) networks-a variant of Recurrent Neural Networks (RNNs) for motion classification, fatigue detection, and feedback generation. The system achieved 95.2 % pose estimation accuracy, 93.4 % movement classification accuracy, under 1.8s feedback latency, and a 40 % improvement in training efficiency compared to traditional coaching. The suggested framework is deployed in university training centers, the system demonstrated high reliability and responsiveness, offering real-time guidance, objective performance analytics, and remote coaching support, making it a scalable and intelligent solution for modern sports training and performance enhancement.

Stocks are one of the most popular investment instruments among the public due to their potential for long-term returns through price appreciation and dividend distributions; however, stock price movements are heavily influenced by various factors such as macroeconomic conditions, market sentiment, and corporate actions, making accurate forecasting essential for investors to minimize risk and maximize profit. PT Bank BJB Tbk (ticker code: BJBR), a major bank in Indonesia that operates both conventional and Sharia-based services, has shown high volatility over the past few. Therefore, this research aims to develop a stock price prediction model for BJBR using the Long Short-Term Memory (LSTM) approach, a variant of Recurrent Neural Networks (RNN) well-suited for time series data. Historical closing price data from January 2020 to June 2025 were collected, preprocessed through normalization, dataset division, and transformation into supervised learning format, and then used to train an LSTM model with a two-layer architecture and dropout layers to prevent overfitting. The model was trained using the Adam optimizer and evaluated using metrics such as Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and R-squared (R²). Evaluation results showed that the model achieved a high level of accuracy, with an R² value of 0.9643 on the test data, while visualizations of predicted versus actual prices demonstrated a strong alignment, proving that the LSTM model is effective in capturing temporal patterns in financial time series data and can serve as a valuable tool for data-driven investment decision-making.

Speaker identification is the process of automatically determining who is speaking from the known speakers by the model. It is crucial in voice-based authentication, forensic investigations, security and surveillance. In recent studies, the combination of convolutional neural network (CNN) and recurrent neural network (RNN) variants performed better than separate models of both. However, only limited studies are conducted in speaker identification using a combination of CNN and RNN variants. In this study, we proposed speaker identification using hybrid two-dimensional CNN (2DCNN) and bidirectional gated recurrent unit (BiGRU) to improve performance. The proposed model integrates the advantage of 2DCNN and BiGRU layers to improve the performance of the model. 2DCNN layers have the advantage of extracting short-term spatial features from input data and it has a limited number of parameters for computation. BiGRU layers have an advantage in extracting long-term temporal dependency between the features in both directions (i.e. backward and forward) and it is efficient in achieving convergence during training. Spectrograms of the speech were used as input in our proposed model because of the rich acoustic features of the speaker. To compare the performance of the proposed model, additional experiments are conducted using the models 2DCNN, CNN-LSTM, CNN-BiLSTM and CNN-GRU. The experiments were conducted on the VoxCeleb1 audio dataset, which consists of 153,516 utterances collected from the 1251 speakers. The accuracy, precision, recall and f1 score of the proposed model are 98.28%, 99.08%, 98.92% and 98.97% respectively. The proposed model was compared with the existing works to show the effectiveness of the proposed model. The experiment results and the comparison with the existing works show that the proposed model has higher performance than both existing works and other models experimented in this study.

Abstract. Rainfall time series prediction is essential for monitoring urban hydrological systems, but it is challenging and complex due to the extreme variability of rainfall. A hybrid deep learning model (VMD-RNN) is used in order to improve prediction performance. In this study, variational mode decomposition (VMD) is first applied to decompose the original rainfall time series into several sub-sequences according to the frequency domain, where the number of decomposed sub-sequences is determined by power spectral density (PSD) analysis. To prevent the disclosure of forthcoming data, non-training time series are sequentially appended for generating the decomposed testing samples. Following that, different recurrent neural network (RNN) variant models are used to predict individual sub-sequences, and the final prediction is reconstructed by summing the prediction results of sub-sequences. These RNN variants are long short-term memory (LSTM), gated recurrent unit (GRU), and bidirectional LSTM (BiLSTM) and bidirectional GRU (BiGRU), which are optimal for sequence prediction. In addition to three common evaluation criteria, mean absolute error (MAE), root mean square error (RMSE), and mean absolute percentage error (MAPE), the framework of universal multifractals (UMs) is also introduced to assess the performance of predictions, which enables the extreme variability of predicted rainfall time series to be characterized. The study employs two rainfall time series with daily and hourly resolutions, respectively. The results indicate that the hybrid VMD-RNN model provides a reliable one-step-ahead prediction, with better performance in predicting high and low values than the pure LSTM model without decomposition.

Prediction concept needs human-like thinking and ideas. ANN helps make a program for describing the solutions to the prediction problems. To gain accurate prediction, there is a need for deep thinking in the knowledge system discovered. Deep learning helps form such next-level type of ANN thinking. Deep learning models do not require humans for programming the problems. It can determine the prediction by itself by learning the dataset. This paper describes the prediction by considering sequential model for continuous accessing of data with the help of multi-layers. Deep learning is very helpful for predicting larger dataset. This paper proposes an algorithmic model known as a Comprehensive Deep Recurrent Artificial Neural Networks (CDRANN) by hybridizing LSTM (long short-term memory) with RNN (recurrent neural network) backtrack solver for better future stock prediction. This paper also explains the need for hybridizing evolutionary model CDRANN to create a novel change in future prediction.KeywordsCDRANN (Comprehensive Deep Recurrent Artificial Neural Networks)LSTM (long short-term memory)RNN (recurrent neural network)Stock marketPrediction

Abstract— Stocks are investments that have dynamic movements. Stock price changes move every day even hourly. With very fast changes, stock prices require predictions to be able to determine stock market projections. Predictions are used to reduce risk when making transactions. In this study, predictions of stock price trends were made using the Recurrent Neural Network (RNN). The approach taken is to perform a time series analysis using the RNN variance, namely Long Short Term Memory (LSTM). Hyperparameter construction in the LSTM model testing simulation can estimate stock prices with maximum percentage accuracy. The results showed that the prediction model produced a loss function of 0.0012 and a training time of 73 m/step. The evaluation was carried out with the RMSE which resulted in a score of 17.13325. Predictions are obtained after doing machine learning using 1239 data. The RMSE and LSTM models are calculated by changing the number of epochs, the variation between the predicted stock price and the current stock price. Computations are carried out using a stock market dataset that includes open, high, low, close, adj prices, closes, and volumes. The main objective of this study is to determine the extent to which the LSTM algorithm anticipates stock market prices with better accuracy. Code can be seen at iranihoeronis/RNN-LSTM (github.com) Keywords— Stock Prediction, Time Series, Recurrent Neural Network (RNN), Long Short Term Memory (LSTM).

Unlimited access to information and data sharing wherever and at any time for anyone and anything is a fundamental component of fifth-generation (5G) wireless communication and beyond. Therefore, it has become inevitable to exploit the super-high frequency (SHF) and millimeter-wave (mmWave) frequency bands for future wireless networks due to their attractive ability to provide extremely high data rates because of the availability of vast amounts of bandwidth. However, due to the characteristics and sensitivity of wireless signals to the propagation effects in these frequency bands, more accurate path loss prediction models are vital for the planning, evaluating, and optimizing future wireless communication networks. This paper presents and evaluates the performance of several well-known machine learning methods, including multiple linear regression (MLR), polynomial regression (PR), support vector regression (SVR), as well as the methods using decision trees (DT), random forests (RF), K-nearest neighbors (KNN), artificial neural networks (ANN), and artificial recurrent neural networks (RNN). RNNs are mainly based on long short-term memory (LSTM). The models are compared based on measurement data to provide the best fitting machine-learning-based path loss prediction models. The main results obtained from this study show that the best root-mean-square error (RMSE) performance is given by the ANN and RNN-LSTM methods, while the worst is for the MLR method. All the RMSE values for the given learning techniques are in the range of to dB. Furthermore, this work shows that the models (except for the MLR model) perform excellently in fitting actual measurement data for wireless communications in enclosed indoor environments since they provide R-squared and correlation values higher than and , respectively. The paper shows that these learning methods could be used as accurate and stable models for predicting path loss in the mmWave frequency regime.

&lt;p dir="ltr"&gt;Recurrent Neural Networks (RNNs) are a major class of Artificial Neural Networks (ANNs). Suitable network architecture is vital for RNNs to achieve high performance. However, designing the architecture of deep RNNs (DRNNs) is a complicated and time-consuming process. Each layer of a DRNN contains numerous hyper-parameters. It is challenging to optimize the hyper-parameters of all layers jointly to achieve the best possible learning performance. Trial-and-error methods for designing DRNNs have been proven to be laborious and highly costly in practice. Therefore, an efficient automatic architecture search technique is needed to design DRNNs.&lt;/p&gt;&lt;p dir="ltr"&gt;Genetic Algorithm (GA) is a popular evolutionary computation based approach. Existing research works already explored the use of GAs in designing ANNs. But, most of the existing approaches focus on the design of fixed-depth ANNs. However, it is not easy to fix the depth of DRNNs in advance, since different problems need DRNNs of different depths. Hence, the potential of GA has to be further explored to evolve the architecture of DRNNs of varying depths.&lt;/p&gt;&lt;p dir="ltr"&gt;The primary goal of this thesis is to develop advanced GA approaches for designing Long Short Term Memory (LSTM) based DRNN architectures of varying depths effectively and efficiently.&lt;/p&gt;&lt;p dir="ltr"&gt;Firstly, this thesis proposes a GA-based algorithm called Two-Stage Surrogate-Assisted GA (TS-SA-GA) with a progressive incremental strategy to design the architecture of LSTM networks of varying depths. The progressive approach can effectively extend well-designed shallow networks to high performing deep networks. Moreover, the new GA-based algorithm adopts newly designed knowledge-driven crossover and mutation operators to identify and repair LSTM network designs affected by inappropriate use of activation functions, thereby significantly reducing the chances for GA to evolve hard-to-train LSTM network architectures. Furthermore, this thesis proposes a two-stage surrogate method to predict the trainability and fitness of LSTM networks. This improves the efficiency and effectiveness of the GA-based algorithm to evolve LSTM networks.&lt;/p&gt;&lt;p dir="ltr"&gt;Secondly, this thesis proposes a new algorithm called Evolutionary Design of LSTM Ensembles (ED-LSTM-Ensemble) based on multi-objective optimization techniques to evolve LSTM networks and ensembles simultaneously to directly utilize the ensemble performance to drive the evolution of base LSTM networks. Additionally, this thesis proposes a connection weight inheritance strategy to evolve LSTM networks and ensembles efficiently and effectively.&lt;/p&gt;&lt;p dir="ltr"&gt;Thirdly, this thesis proposes a new algorithm called Skip Connections through Evolutionary and Differential Architecture search (SCEDA) to design LSTM networks together with appropriate skip connections automatically. Designing LSTM networks together with skip connections is highly challenging. This thesis hybridize gradient-based DAS and evolutionary architecture search to optimize the architecture of LSTM networks with suitable skip connections in a single evolutionary process to improve the efficiency and effectiveness of the search process.&lt;/p&gt;&lt;p dir="ltr"&gt;Finally, this thesis conducts an in-depth empirical analysis of the impact of activation functions on the trainability of LSTM networks based on the concept of Edge Of Chaos. The analysis reveals the strong interrelation between the activation functions across multiple layers of an LSTM network and the trainability of the network. The analysis also highlights the importance of controlling activation functions to avoid generating untrainable LSTM networks. On the basis of the analysis, this thesis proposes a machine learning model to guide the use of activation functions in LSTM networks.&lt;/p&gt;

Surface Temperature (ST) is important in terms of surface energy and terrestrial water balances affecting urban ecosystems. In this study, to process the nonlinear changes of climatological variables by leveraging the distinct advantages of Long Short-Term Memory (LSTM) and Bidirectional Long Short-Term Memory (BiLSTM), we propose an LSTM-BiLSTM hybrid deep learning model which extracts multi-dimension features of inputs, i.e., backward (future to past) or forward (past to future) to predict ST. This study assessed the climatological variables, i.e., wind speed, wind direction, relative humidity, dew point temperature, and atmospheric pressure impact on ST using five major coastal cities of India: Chennai, Mangalore, Visakhapatnam, Cuddalore, and Cochin. The Recurrent Neural Networks (RNN) and hybrid LSTM-BiLSTM models have effectively predicted ST and outperformed the standalone Artificial Neural Networks (ANN), LSTM, and BiLSTM models. The RNN and LSTM-BiLSTM models have performed better in predicting ST for Mangalore (Nash-Sutcliffe efficiency (NSE)=0.91), followed by Cochin (NSE=0.89), Chennai (NSE=0.88), Cuddalore (NSE=0.88), and Vishakhapatnam (NSE=0.81). The hybrid data-driven modeling framework indicated that coupling the LSTM and BiLSTM models was proven effective in predicting the ST of coastal cities.

Missing values are a common problem of time series such as sensor-generated data due to issues of data collection, transmission, and storage. To deal with this problem, various data imputation methods have been proposed. Among these methods, variants of recurrent neural networks (RNNs) have attracted a lot of attention as they provide a natural representation of temporal dynamics. Though such methods have been shown to achieve higher imputation accuracy, they mostly focus on the modeling of temporal dynamics from a short-term perspective while ignoring the long-term features such as trend and seasonal information embedded in time series data. In this paper, we investigate different paradigms of time series imputation methods to capture temporal dynamics from both long-term and short-term perspectives. In particular, we propose a new learning paradigm called MuSDRI which combines the time series decomposition method Seasonal Trend decomposition using Loess (STL) with RNNs. Specifically, STL is used to decompose long sequences of time series into trend, seasonal, and remainder components such that long-term dynamics can be revealed; RNNs are used to capture local patterns from the remainder component extracted by STL such that short-term dynamics can be refined. Moreover, MuSDRI is able to handle time series with multiple seasonal patterns by learning their contributions with respect to the imputation task. We evaluate the proposed imputation methods on three real-world datasets. Experimental results show that the imputation methods considering both the long-term and short-term dynamics achieve higher imputation accuracy, and among them MuSDRI in general achieves the best performance.

Cryptocurrency price prediction is most wanted by investors nowadays to get more money in cryptocurrency investment. All existing methods depicted in the survey for Cryptocurrencies price prediction are not suitable for real-time investment price prediction. To handle the above-mentioned issues, Recurrent Neural Network (RNN) with Long Short-Term Memory (LSTM) is anticipated for Cryptocurrency price prediction. The proposed method depends on machine learning technique, mostly in monetary fields for forecasting stock prices. Min-Max Scaler is used for pre-processing, changing the numeric values to the common scale in the dataset. LSTM is an Artificial Recurrent Neural Network (RNN) model employed in the deep learning field, and here it is used for cryptocurrency price prediction. Recurrent Neural Network (RNN) using LS TM can be accomplished in the proposed model, which proceeds with a set of working out sequences by using an optimization procedure like gradient descent with back transmission through time to calculate the gradients required through the progression of optimization in order to change each weight of the LSTM network to perform error calculation at the output layer of LSTM with respect to the corresponding weight. The proposed strategy involves the result from the model, which is considered as the another contribution for a similar model.