scholarly journals Risk Analysis of Textile Industry Foreign Investment Based on Deep Learning

2022 ◽  
Vol 2022 ◽  
pp. 1-6
Author(s):  
Jingyi Liu ◽  
Jiaolong Li
Keyword(s):  
Deep Learning ◽  
Risk Analysis ◽  
Foreign Investment ◽  
Financial Distress ◽  
Textile Industry ◽  
Financial Risk ◽  
Short Term Memory ◽  
Indicator System ◽  
Risk Indicator ◽  
Huge Impact

With the decline of China’s economic growth rate and the uproar of antiglobalization, the textile industry, one of the business cards of China’s globalization, is facing a huge impact. When the economic model is undergoing transformation, it is more important to prevent enterprises from falling into financial distress. So, the financial risk early warning is one of the important means to prevent enterprises from falling into financial distress. Aiming at the risk analysis of the textile industry’s foreign investment, this paper proposes an analysis method based on deep learning. This method combines residual network (ResNet) and long short-term memory (LSTM) risk prediction model. This method first establishes a risk indicator system for the textile industry and then uses ResNet to complete deep feature extraction, which are further used for LSTM training and testing. The performance of the proposed method is tested based on part of the measured data, and the results show the effectiveness of the proposed method.

scholarly journals RLSTM: A New Framework of Stock Prediction by Using Random Noise for Overfitting Prevention

2021 ◽  
Vol 2021 ◽  
pp. 1-14
Author(s):  
Hongying Zheng ◽  
Zhiqiang Zhou ◽  
Jianyong Chen
Keyword(s):  
Deep Learning ◽  
Financial Risk ◽  
Short Term Memory ◽  
Random Noise ◽  
Composite Index ◽  
Stock Prediction ◽  
Stock Market Index ◽  
Market Index ◽  
Prediction Module ◽  
Training Need

An accurate prediction of stock market index is important for investors to reduce financial risk. Although quite a number of deep learning methods have been developed for the stock prediction, some fundamental problems, such as weak generalization ability and overfitting in training, need to be solved. In this paper, a new deep learning model named Random Long Short-Term Memory (RLSTM) is proposed to get a better predicting result. RLSTM includes prediction module, prevention module, and three full connection layers. Input of the prediction module is a stock or an index which needs to be predicted. That of the prevention module is a random number series. With the index of Shanghai Securities Composite Index (SSEC) and Standard & Poor’s 500 (S&P500), simulations show that the proposed RLSTM can mitigate the overfitting and outperform others in accuracy of prediction.

scholarly journals Early Warning of Financial Risk Based on K-Means Clustering Algorithm

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Zhangyao Zhu ◽  
Na Liu
Keyword(s):  
Data Processing ◽  
Early Warning ◽  
Financial Risk ◽  
Clustering Algorithm ◽  
Indicator System ◽  
Scientific Basis ◽  
Risk Prevention ◽  
Cluster Center ◽  
Risk Indicator ◽  
Study Results

The early warning of financial risk is to identify and analyze existing financial risk factors, determine the possibility and severity of occurring risks, and provide scientific basis for risk prevention and management. The fragility of financial system and the destructiveness of financial crisis make it extremely important to build a good financial risk early-warning mechanism. The main idea of the K-means clustering algorithm is to gradually optimize clustering results and constantly redistribute target dataset to each clustering center to obtain optimal solution; its biggest advantage lies in its simplicity, speed, and objectivity, being widely used in many research fields such as data processing, image recognition, market analysis, and risk evaluation. On the basis of summarizing and analyzing previous research works, this paper expounded the current research status and significance of financial risk early-warning, elaborated the development background, current status and future challenges of the K-means clustering algorithm, introduced the related works of similarity measure and item clustering, proposed a financial risk indicator system based on the K-means clustering algorithm, performed indicator selection and data processing, constructed a financial risk early-warning model based on the K-means clustering algorithm, conducted the classification of financial risk types and optimization of financial risk control, and finally carried out an empirical experiments and its result analysis. The study results show that the K-means clustering method can effectively avoid the subjective negative impact caused by artificial division thresholds, continuously optimize the prediction process of financial risk and redistribute target dataset to each cluster center for obtaining optimized solution, so the algorithm can more accurately and objectively distinguish the state interval of different financial risks, determine risk occurrence possibility and its severity, and provide a scientific basis for risk prevention and management. The study results of this paper provide a reference for further researches on financial risk early-warning based on K-means clustering algorithm.

A Deep Learning based Arabic Script Recognition System: Benchmark on KHAT

2020 ◽  
Vol 17 (3) ◽  
pp. 299-305 ◽  
Author(s):  
Riaz Ahmad ◽  
Saeeda Naz ◽  
Muhammad Afzal ◽  
Sheikh Rashid ◽  
Marcus Liwicki ◽  
...  
Keyword(s):  
Deep Learning ◽  
Character Recognition ◽  
Data Augmentation ◽  
Short Term Memory ◽  
Recognition System ◽  
Learning Approach ◽  
Arabic Text ◽  
Data Set ◽  
Processing Step ◽  
Handwritten Arabic

This paper presents a deep learning benchmark on a complex dataset known as KFUPM Handwritten Arabic TexT (KHATT). The KHATT data-set consists of complex patterns of handwritten Arabic text-lines. This paper contributes mainly in three aspects i.e., (1) pre-processing, (2) deep learning based approach, and (3) data-augmentation. The pre-processing step includes pruning of white extra spaces plus de-skewing the skewed text-lines. We deploy a deep learning approach based on Multi-Dimensional Long Short-Term Memory (MDLSTM) networks and Connectionist Temporal Classification (CTC). The MDLSTM has the advantage of scanning the Arabic text-lines in all directions (horizontal and vertical) to cover dots, diacritics, strokes and fine inflammation. The data-augmentation with a deep learning approach proves to achieve better and promising improvement in results by gaining 80.02% Character Recognition (CR) over 75.08% as baseline.

Human Activity Recognition using Fourier Transform Inspired Deep Learning Combination Model

2019 ◽  
Vol 9 (1) ◽  
pp. 16-31
Author(s):  
Kyungkoo Jun
Keyword(s):  
Fourier Transform ◽  
Deep Learning ◽  
Short Term Memory ◽  
Window Size ◽  
Sensor Data ◽  
Data Sets ◽  
Data Set ◽  
Proposed Model ◽  
Testing Data ◽  
Labeling Scheme

Background & Objective: This paper proposes a Fourier transform inspired method to classify human activities from time series sensor data. Methods: Our method begins by decomposing 1D input signal into 2D patterns, which is motivated by the Fourier conversion. The decomposition is helped by Long Short-Term Memory (LSTM) which captures the temporal dependency from the signal and then produces encoded sequences. The sequences, once arranged into the 2D array, can represent the fingerprints of the signals. The benefit of such transformation is that we can exploit the recent advances of the deep learning models for the image classification such as Convolutional Neural Network (CNN). Results: The proposed model, as a result, is the combination of LSTM and CNN. We evaluate the model over two data sets. For the first data set, which is more standardized than the other, our model outperforms previous works or at least equal. In the case of the second data set, we devise the schemes to generate training and testing data by changing the parameters of the window size, the sliding size, and the labeling scheme. Conclusion: The evaluation results show that the accuracy is over 95% for some cases. We also analyze the effect of the parameters on the performance.

Improving Sentiment Analysis using Hybrid Deep Learning Model

2020 ◽  
Vol 13 (4) ◽  
pp. 627-640 ◽  
Author(s):  
Avinash Chandra Pandey ◽  
Dharmveer Singh Rajpoot
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Sentiment Analysis ◽  
Classification Accuracy ◽  
Short Term Memory ◽  
Computational Cost ◽  
Extraction Process ◽  
Learning Model ◽  
Sentiment Classification ◽  
Deep Learning Model

Background: Sentiment analysis is a contextual mining of text which determines viewpoint of users with respect to some sentimental topics commonly present at social networking websites. Twitter is one of the social sites where people express their opinion about any topic in the form of tweets. These tweets can be examined using various sentiment classification methods to find the opinion of users. Traditional sentiment analysis methods use manually extracted features for opinion classification. The manual feature extraction process is a complicated task since it requires predefined sentiment lexicons. On the other hand, deep learning methods automatically extract relevant features from data hence; they provide better performance and richer representation competency than the traditional methods. Objective: The main aim of this paper is to enhance the sentiment classification accuracy and to reduce the computational cost. Method: To achieve the objective, a hybrid deep learning model, based on convolution neural network and bi-directional long-short term memory neural network has been introduced. Results: The proposed sentiment classification method achieves the highest accuracy for the most of the datasets. Further, from the statistical analysis efficacy of the proposed method has been validated. Conclusion: Sentiment classification accuracy can be improved by creating veracious hybrid models. Moreover, performance can also be enhanced by tuning the hyper parameters of deep leaning models.

Country Risk Analysis of Bangladesh

2016 ◽  
Vol 5 (2) ◽  
Author(s):  
Zahidur Rahman ◽  
Jannatul Ferdous Bristy
Keyword(s):  
Risk Analysis ◽  
Financial Risk ◽  
Political Risk ◽  
Multinational Companies ◽  
Country Risk ◽  
Low Risk ◽  
Primary Data ◽  
Policy Makers ◽  
Financial Factors ◽  
Political Economic

In the endeavor of conquering the worlds consumers, multinational companies face enormous risks. Such risks may arise from different political, economic, and financial factors. These factors are commonly referred to country risk as a whole. Focusing Bangladesh in this regard, objective of this study is to find out the level of country risk in terms of political, economic, and financial riskiness. Analysis of country risk has been done using an internationally recognized methodology named International Country Risk Guide (ICRG). For political risk analysis, primary data has been collected from 20 journalists, bureaucrats and policy makers, business persons, corporate professionals, and academicians with a structured closed-ended questionnaire. Results indicate that Bangladesh is in high risk position in terms of political risk, low risk position in terms of economic risk and very low risk position in terms of financial risk. Compositely, Bangladesh has been found to be a moderately risky country for investment.

scholarly journals A Novel Load Forecasting Approach Based on Smart Meter Data Using Advance Preprocessing and Hybrid Deep Learning

2021 ◽  
Vol 11 (6) ◽  
pp. 2742
Author(s):  
Fatih Ünal ◽  
Abdulaziz Almalaq ◽  
Sami Ekici
Keyword(s):  
Deep Learning ◽  
Energy Consumption ◽  
Prediction Models ◽  
Short Term Memory ◽  
Critical Role ◽  
Load Forecasting ◽  
Unified Framework ◽  
Short Term ◽  
Planning And Scheduling ◽  
Short Term Load Forecasting

Short-term load forecasting models play a critical role in distribution companies in making effective decisions in their planning and scheduling for production and load balancing. Unlike aggregated load forecasting at the distribution level or substations, forecasting load profiles of many end-users at the customer-level, thanks to smart meters, is a complicated problem due to the high variability and uncertainty of load consumptions as well as customer privacy issues. In terms of customers’ short-term load forecasting, these models include a high level of nonlinearity between input data and output predictions, demanding more robustness, higher prediction accuracy, and generalizability. In this paper, we develop an advanced preprocessing technique coupled with a hybrid sequential learning-based energy forecasting model that employs a convolution neural network (CNN) and bidirectional long short-term memory (BLSTM) within a unified framework for accurate energy consumption prediction. The energy consumption outliers and feature clustering are extracted at the advanced preprocessing stage. The novel hybrid deep learning approach based on data features coding and decoding is implemented in the prediction stage. The proposed approach is tested and validated using real-world datasets in Turkey, and the results outperformed the traditional prediction models compared in this paper.

scholarly journals Application of Rough and Fuzzy Set Theory for Prediction of Stochastic Wind Speed Data Using Long Short-Term Memory

Atmosphere ◽  
2021 ◽  
Vol 12 (7) ◽  
pp. 924
Author(s):  
Moslem Imani ◽  
Hoda Fakour ◽  
Wen-Hau Lan ◽  
Huan-Chin Kao ◽  
Chi Ming Lee ◽  
...  
Keyword(s):  
Deep Learning ◽  
Wind Speed ◽  
Set Theory ◽  
Rough Set ◽  
Fuzzy Set Theory ◽  
Short Term Memory ◽  
Learning Model ◽  
Short Term ◽  
Long Short Term Memory ◽  
Deep Learning Model

Despite the great significance of precisely forecasting the wind speed for development of the new and clean energy technology and stable grid operators, the stochasticity of wind speed makes the prediction a complex and challenging task. For improving the security and economic performance of power grids, accurate short-term wind power forecasting is crucial. In this paper, a deep learning model (Long Short-term Memory (LSTM)) has been proposed for wind speed prediction. Knowing that wind speed time series is nonlinear stochastic, the mutual information (MI) approach was used to find the best subset from the data by maximizing the joint MI between subset and target output. To enhance the accuracy and reduce input characteristics and data uncertainties, rough set and interval type-2 fuzzy set theory are combined in the proposed deep learning model. Wind speed data from an international airport station in the southern coast of Iran Bandar-Abbas City was used as the original input dataset for the optimized deep learning model. Based on the statistical results, the rough set LSTM (RST-LSTM) model showed better prediction accuracy than fuzzy and original LSTM, as well as traditional neural networks, with the lowest error for training and testing datasets in different time horizons. The suggested model can support the optimization of the control approach and the smooth procedure of power system. The results confirm the superior capabilities of deep learning techniques for wind speed forecasting, which could also inspire new applications in meteorology assessment.

Sign in / Sign up

Export Citation Format

Share Document