Stock price forecasting using PSO hypertuned neural nets and ensembling

Forecasting longevity is essential in multiple research and policy areas, including the pricing of life insurance contracts, the valuation of capital market solutions for longevity risk management, and pension policy. This paper empirically investigates the predictive performance of Recurrent Neural Networks (RNN) with Gated Recurrent Unit (GRU) and Long Short-Term Memory (LSTM) architectures in jointly modeling and multivariate time series forecasting of age-specific mortality rates at all ages. We fine-tune the three hidden layers GRU and LSTM model’s hyperparameters for time series forecasting and compare the model’s forecasting accuracy with that produced by traditional Generalised Age-Period-Cohort (GAPC) stochastic mortality models. The empirical results suggest that the two RNN architectures generally outperform the GAPC models investigated in both the male and female populations, but the results are sensitive to the accuracy criteria. The empirical results also show that the RNN-GRU network slightly outperforms the RNN with an LSTM architecture and can produce mortality schedules that capture relatively well the dynamics of mortality rates across age and time. Further investigations considering other RNN architectures, calibration procedures, and sample datasets are necessary to confirm the superiority of RNN in forecasting longevity.

The main neural network architectures applied for product demand forecasting are examined. Particular attention is given to Recurrent Neural Networks (RNN), which demonstrate high efficiency when working with time series and detecting dependencies within data. A detailed analysis is provided for the Long Short-Term Memory (LSTM) architecture, an advanced variant of RNN that effectively addresses the vanishing gradient problem, a common issue in traditional RNN. Due to its capability to retain information over extended periods, LSTM is ideal for tasks requiring the analysis of long-term dependencies, such as seasonal fluctuations in product demand. The application of Convolutional Neural Networks (CNN) is analyzed, which show strong performance when processing structured data, such as images or matrices. With their ability to effectively detect spatial dependencies, CNN can be useful for demand forecasting when complex relationships between various data features need to be considered, particularly for demand evaluations dependent on multiple factors. The architectures Feedforward Neural Networks (FNN), Gated Recurrent Units (GRU), Attention-based models (ABM) and Autoencoders (AE) are considered, which can also be applied to solve demand forecasting problems. A comparative analysis of the architectures is made in terms of forecast accuracy and ability to work with time series. By evaluating the training speed, data processing time, and reliability of these architectures in terms of the stability of results and forecast reliability, it has been determined that LSTM architectures are the most effective for product demand forecasting. These networks provide high accuracy and reliability of results and perform well with time series, which is crucial for forecasting demand under dynamic conditions.

Emotion recognition (ER) is crucial for understanding human behaviours, social interactions, and psychological well-being. Electroencephalography (EEG) has emerged as a promising tool for capturing the neural correlates of emotions. This work is a systematic review of articles in ER using EEG signals. A total of 120 articles from 1041 articles were selected based on PRISMA guidelines using defined inclusion and exclusion criteria, published between 2018 and 2024. This article aims to provide an in-depth understanding of the current landscape of ER from EEG signals utilizing deep learning (DL). This review offers valuable guidance for researchers and practitioners seeking more refined and reliable emotion classification systems. To explore the effectiveness of DL models in EEG-based ER, several potential DL models, such as convolutional neural network, long short-term memory (LSTM), gated recurrent unit (GRU), hybrid bidirectional LSTM (BiLSTM), bidirectional GRU, and advanced DL models such as convolutional recurrent neural network and EEG-Conformer models are applied to two popular datasets, SEED and GAMEEMO, respectively, to depict the full process of ER. Additionally, the performance of DL models is also compared with the performance of basic machine learning (ML) models such as SVM, k-nearest neighbors, logistic regression, and boosting algorithms such as AdaBoost, XGBoost and LightGBM. Through extensive experiments and performance evaluations, the performance of different models when applied to the datasets mentioned above is compared. The accuracy, precision, recall, and F1-scores are analysed to determine the most effective model for EEG-based ER. The findings of this study demonstrate that the performance of hybrid DL models is more efficacious than that of ML models. The best-performing model (BiLSTM) classified the emotions, with an accuracy of 90.54% when applied to the GAMEEMO dataset. This research contributes to the growing body of literature on ER and provides insights into the feasibility of using EEG signals to understand emotional states, and presents a structured roadmap for future exploration. The findings can aid in the development of more accurate and reliable ER systems, which can have wide-ranging applications in psychology, social sciences, and human-computer interactions.

Prediction of dissolved oxygen in a fishery pond based on gated recurrent unit (GRU)

In this paper, we propose the use of recurrent neural networks (RNNs) to develop an effective solution to two problems in electrocardiogram (ECG)-based biometrics: identification/classification and authentication. Different RNN architectures with various parameter settings were evaluated, including traditional, long short-term memory (LSTM), gated recurrent unit (GRU), unidirectional, and bidirectional networks. Unlike many existing methods, the RNN-based method does not require any feature extraction. The method was evaluated using two publicly available datasets: ECG-ID and MIT-BIH Arrhythmia (MITDB). For the identification problem, nearly 100% classification accuracy on the ECG-ID dataset was achieved, and similar results were observed for the MITDB dataset. For the authentication problem, an RNN was trained and the hidden state at the final time step was extracted to make a decision. We evaluated the effect of the training size on the equal error rate (EER), and showed that the EER drops from approximately 3.5% to nearly 0% as we increased the percentage of subjects used for training from approximately 15% to 80%.

In the Energy sector, the Agriculture sector is one of the highest energy consuming sectors. In the Agriculture sector due to the lack of complete metering infrastructure at consumer end, there always remains uncertainty in the metering of actual power consumption at the consumer end, which leads to information asymmetry between the generation and demand-side. This unbalance can risk the grid stability. Along with that, there always remains a non-linear and seasonal behaviour in Agriculture load which also affects the grid stability. To make a balance between generation and demand, forecasting of Agriculture load becomes essential. For Time Series forecasting many conventional models are used such as AR (Auto Regressive) model, MV (Moving Average) model and ARIMA (Auto Regressive integrated moving average) model, but in recent few years, the development and excellent performance of deep learning models like ANN, RNN, LSTM, and GRU have become most feasible for more accurate and precise Time series forecasting. In this paper for Agriculture load forecasting, Long short term Memory (LSTM) RNN and Gated Recurrent Unit (GRU) deep learning models are used for hourly short term Agriculture load forecasting for one month.

Artificial Intelligence (AI) has recently emerged as a powerful tool with versatile applications spanning various domains. AI replicates human intelligence processes through machinery and computer systems, finding utility in expert systems, image and speech recognition, machine vision, and natural language processing (NLP). One notable area with limited exploration pertains to using deep learning models, specifically Recurrent Neural Networks (RNNs), for predicting water quality in wastewater treatment plants (WWTPs). RNNs are purpose-built for handling sequential data, featuring a feedback mechanism. However, standard RNNs may exhibit limitations in accommodating both short-term and long-term dependencies when addressing intricate time series problems. The solution to this challenge lies in adopting Long Short-Term Memory (LSTM) cells, known for their inherent memory management through a ‘forget gate’ mechanism. In general, LSTM architecture demonstrates superior performance. WWTP data represent a historical series influenced by fluctuating environmental conditions. This study employs simple RNNs and LSTM architecture to construct prediction models for effluent parameters, systematically assessing their performance through various training data scenarios and model architectures. The primary objective was to determine the most suitable WWTP dataset model. The study revealed that an epoch setting of 50 and a batch size of 100 yielded the lowest training time and root mean square error (RMSE) values for both RNN and LSTM models. Furthermore, when these models are applied to predict effluent parameters, they exhibit precise RMSE values for all parameters. The study results can be applied to detect potential upsets in WWTP operations.

Energy efficiency, scalability, and reliability are increasingly important for sustainable data centers. In this paper, we focus on forecasting real-world resource usage using neural network time series models, specifically utilizing convolutional recurrent long short-term Memory (LSTM) and gated recurrent unit (GRU) architectures. In our analysis, we compare LSTM and GRU in terms of forecasting accuracy and computational complexity during model training. We demonstrate that recurrent neural networks are more accurate and robust compared to the traditional autoregressive integrated moving average (ARIMA) time series model in this complex forecasting problem. GRU achieved a 9% reduction and LSTM a 5% reduction in forecasting mean squared error (MSE) compared to ARIMA. Furthermore, the GRU architecture with a 1D convolution layer outperforms LSTM architecture in both forecast accuracy and training time. The proposed model can be effectively applied to load forecasting as part of a data center computing cluster. In this application, the proposed GRU architecture has 25% fewer trainable parameters in the recurrent layer than the commonly used LSTM.

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).

Stock price returns forecasting is challenging task for day traders to yield more returns. In the past, most of the literature was focused on machine learning algorithm to predict the stock returns. In this work, the recurrent neural network (RNN) with long short term memory (LSTM) is studied to forecast future stock returns. It has the ability to keep the memory of historical stock returns in order to forecast future stock return output. RNN with LSTM is used to store recent stock information than old related stock information. We have considered a recurrent dropout in RNN layers to avoid overfitting in the model. To accomplish the task we have calculated stock return based on stock closing prices. These stock returns are given as input to the recurrent neural network. The objective function of the prediction model is to minimize the error in the model. To conduct the experiment, data is collected from the National Stock Exchange, India (NSE). The proposed RNN with LSTM model outperforms compared to an feed forward artificial neural network.

To quantitatively evaluate the performance of two types of recurrent neural networks (RNNs), long short-term memory (LSTM) and gated recurrent units (GRU), using Monte Carlo dropout (MCD) to predict pharmacokinetic (PK) parameters from dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) data. DCE-MRI data for simulation studies were synthesized using the extended Tofts model and a population-averaged arterial input function (AIF). The ranges of PK parameters for training the RNNs were determined from data of patients with brain tumors. The effects of the number of training samples, number of hidden units, dropout rate (DR), and bolus arrival time delay and dispersion in AIF on the accuracy of the PK parameters were investigated, and the uncertainties for different DRs and peak signal-to-noise ratios (PSNRs) were quantified. For comparison, PK parameters were estimated using the nonlinear least-squares method. In the clinical studies, the PK parameter and uncertainty images were generated by applying the trained RNNs to DCE-MRI data. Compared with GRU, the computational cost for training the LSTM was significantly higher. The prediction accuracy of GRU decreased with decreasing numbers of training samples and hidden units, whereas the performance of LSTM remained stable. Despite an increased computational cost, MCD reduced the prediction error at low PSNR and improved the quality of PK parameter images. The simulation results recommended using a DR of 0.25-0.5 at low PSNR and ≤ 0.25 for other PSNRs. The clinical studies recommended using a DR of 0.25 and 0.5 for LSTM and GRU, respectively. MCD is effective in quantifying uncertainty in PK parameter prediction from DCE-MRI data and improves their performance, particularly at low PSNR; however, at the expense of increased computational cost. This study helps deepen our understanding of RNNs with MCD and select suitable hyperparameters for creating an RNN architecture for DCE-MRI studies.

Deep learning (DL) has emerged as a powerful tool for intelligent cyberattack detection, especially Distributed Denial-of-Service (DDoS) in Software-Defined Networking (SDN), where rapid and accurate traffic classification is essential for ensuring security. This paper presents a comprehensive evaluation of six deep learning models (Multilayer Perceptron (MLP), one-dimensional Convolutional Neural Network (1D-CNN), Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), Recurrent Neural Network (RNN), and a proposed hybrid CNN-GRU model) for binary classification of network traffic into benign or attack classes. The experiments were conducted on an SDN traffic dataset initially exhibiting class imbalance. To address this, Synthetic Minority Over-sampling Technique (SMOTE) was applied, resulting in a balanced dataset of 24,500 samples (12,250 benign and 12,250 attacks). A robust preprocessing pipeline followed, including missing value verification (no missing values were found), feature normalization using StandardScaler to standardize numerical values, reshaping the data into 3D format to fit temporal models like CNN and GRU, and stratified train-test split (80% training, 20% testing) to maintain class distribution. The CNN-GRU model integrates a 1D convolutional layer for spatial pattern extraction and a GRU layer for temporal sequence learning, followed by dense layers with dropout regularization. The model was trained using the Adam optimizer with early stopping to prevent overfitting. Among all models, the CNN-GRU hybrid achieved perfect test performance, with 100% accuracy, 1.0000 precision, recall, and F1-score, and an ROC AUC of 1.0000. It also demonstrated exceptional generalization, achieving a mean cross-validation (CV) accuracy of 99.70% ± 0.09% and a mean AUC of 1.0000 ± 0.0000 across 5-fold stratified cross-validation. While individual models such as GRU, 1D-CNN, and LSTM also showed strong performance, the CNN-GRU hybrid consistently outperformed them in both accuracy and stability. These results validate the effectiveness of combining convolutional and recurrent architectures, augmented with data balancing via SMOTE, for highly accurate SDN-based intrusion detection.Supplementary InformationThe online version contains supplementary material available at 10.1038/s41598-025-13754-1.

Recurrent Neural Networks (RNNs), which are a powerful scheme for modeling temporal and sequential data need to capture long-term dependencies on datasets and represent them in hidden layers with a powerful model to capture more information from inputs. For modeling long-term dependencies in a dataset, the gating mechanism concept can help RNNs remember and forget previous information. Representing the hidden layers of an RNN with more expressive operations (i.e., tensor products) helps it learn a more complex relationship between the current input and the previous hidden layer information. These ideas can generally improve RNN performances. In this paper, we proposed a novel RNN architecture that combine the concepts of gating mechanism and the tensor product into a single model. By combining these two concepts into a single RNN, our proposed models learn long-term dependencies by modeling with gating units and obtain more expressive and direct interaction between input and hidden layers using a tensor product on 3-dimensional array (tensor) weight parameters. We use Long Short Term Memory (LSTM) RNN and Gated Recurrent Unit (GRU) RNN and combine them with a tensor product inside their formulations. Our proposed RNNs, which are called a Long-Short Term Memory Recurrent Neural Tensor Network (LSTMRNTN) and Gated Recurrent Unit Recurrent Neural Tensor Network (GRURNTN), are made by combining the LSTM and GRU RNN models with the tensor product. We conducted experiments with our proposed models on word-level and character-level language modeling tasks and revealed that our proposed models significantly improved their performance compared to our baseline models.

Recently different Deep Learning (DL) models have been emerging to predict the disease amelioration. Generally deep learning is the state of art for learning the multiple representation of neuron. Discriminant DL model includes different architecture and initial architecture is Recurrent Neural Network (RNN) which learn the data labeled in the form of sequence and it has long term dependency and vanishing gradient problem. Long Short Term Memory (LSTM) and Gated Recurrent Unit (GRU) is an improved version of RNN which deal with problems in RNN. Deep care LSTM is one of the model in LSTM developed by [Trang Pham et.al] for predicting diabetes disease and compared the results with markovian and support vector machine model. In deep LSTM model some problems are reported like short term trajectories, less accuracy. To overcome the problem Deep Care GRU has been proposed to identify the diabetes disease amelioration.

The price of oil is highly complex to predict as it is impacted by global demand and supply, geopolitical events, and market sentiment. The accuracy of such predictions, however, has far-reaching implications for supply chain performance, portfolio management, and expected stock market returns. This paper contributes to the oil price prediction literature by evaluating the predictive impact of the US President's communication on Twitter, while benchmarking various Natural Language Processing (NLP) techniques, including Term Frequency-Inverse Document Frequency (TF-IDF), Word2Vec, Doc2Vec, Global Vectors for Word Representation (GloVe), and Bidirectional Encoder Representations from Transformers (BERT). These techniques are combined with a deep neural network Long Short-Term Memory (LSTM) architecture using a five-day lag for both the oil price and the textual Twitter data. The data was collected during the term of US President Donald Trump, resulting in 1449 days of crude oil price prediction and a total of 16,457 tweets. The study is validated for Brent and West Texas Intermediate blends, using the daily price of a barrel of crude oil as the target variable. The results confirm that including the US President's tweets significantly increases the predictive power of oil price prediction models, and that an LSTM architecture with BERT as NLP technique has the best performance.