Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Majid Vafaei Jahan"'
Publikováno v:
IEEE Access, Vol 12, Pp 121846-121863 (2024)
Investors’ trading behavior is influenced by a multimode of information sources such as technical analysis, news dissemination, and sentiment, which results in the non-stationary behavior of financial time series. With advancements in deep learning
Externí odkaz:
https://doaj.org/article/909e54fe72f746599363cd0772256dd8
Publikováno v:
Information, Vol 13, Iss 10, p 466 (2022)
News dissemination in social media causes fluctuations in financial markets. (Scope) Recent advanced methods in deep learning-based natural language processing have shown promising results in financial market analysis. However, understanding how to l
Externí odkaz:
https://doaj.org/article/6fdf781734ca4a4891e7b93d8ed7f52b
Publikováno v:
Egyptian Informatics Journal, Vol 15, Iss 2, Pp 115-127 (2014)
This paper presents two adaptive and non-adaptive data hiding methods for grayscale images based on modulus function. Our adaptive scheme is based on the concept of human vision sensitivity, so the pixels in edge areas than to smooth areas can tolera
Externí odkaz:
https://doaj.org/article/43157b2f1f0f47c2805edb4a1c0ccdb3
Publikováno v:
Egyptian Informatics Journal, Vol 13, Iss 2, Pp 65-73 (2012)
Nowadays, various imitations of natural processes are used to solve challenging optimization problems faster and more accurately. Spin glass based optimization, specifically, has shown strong local search capability and parallel processing. However,
Externí odkaz:
https://doaj.org/article/6682b242148c4cb78709b7168b5c862d
Publikováno v:
DSAA
Most of the existing news-based market prediction techniques disregard conceptual and emotional relations in the news stream. In this work, we consider the conceptual relationship between news documents using contextualized latent concept modeling as
Publikováno v:
International Journal of Computer Network and Information Security. 11:35-42
Publikováno v:
Proceedings of the Canadian Conference on Artificial Intelligence.
Multifractal detrended cross-correlation analysis (MFDCCA) is largely used to analyze non-stationary financial time series. Existing methods for such analysis utilize the time series itself as the detrending function with a polynomial. We propose a t
Publikováno v:
Knowledge-Based Systems. 247:108742
Publikováno v:
International Journal of Data Science and Analytics. 3:297-307
Collaborative filtering (CF) is one of the most well-known and commonly used techniques to build recommender systems and generate recommendations. However, it suffers from several inherent issues such as data sparsity and cold start. This paper tends
Autor:
Majid Vafaei Jahan
Publikováno v:
Signal and Data Processing. 13:43-62