F.4.18. Time series analysis
Fatemeh Moodi; Amir Jahangard Rafsanjani; Sajjad Zarifzadeh; Mohammad Ali Zare Chahooki
Abstract
This article proposes a novel hybrid network integrating three distinct architectures -CNN, GRU, and LSTM- to predict stock price movements. Here with Combining Feature Extraction and Sequence Learning and Complementary Strengths can Improved Predictive Performance. CNNs can effectively identify short-term ...
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This article proposes a novel hybrid network integrating three distinct architectures -CNN, GRU, and LSTM- to predict stock price movements. Here with Combining Feature Extraction and Sequence Learning and Complementary Strengths can Improved Predictive Performance. CNNs can effectively identify short-term dependencies and relevant features in time series, such as trends or spikes in stock prices. GRUs designed to handle sequential data. They are particularly useful for capturing dependencies over time while being computationally less expensive than LSTMs. In the hybrid model, GRUs help maintain relevant historical information in the sequence without suffering from vanishing gradient problems, making them more efficient for long sequences. LSTMs excel at learning long-term dependencies in sequential data, thanks to their memory cell structure. By retaining information over longer periods, LSTMs in the hybrid model ensure that important trends over time are not lost, providing a deeper understanding of the time series data. The novelty of the 1D-CNN-GRU-LSTM hybrid model lies in its ability to simultaneously capture short-term patterns and long-term dependencies in time series data, offering a more nuanced and accurate prediction of stock prices. The data set comprises technical indicators, sentiment analysis, and various aspects derived from pertinent tweets. Stock price movement is categorized into three categories: Rise, Fall, and Stable. Evaluation of this model on five years of transaction data demonstrates its capability to forecast stock price movements with an accuracy of 0.93717. The improvement of proposed hybrid model for stock movement prediction over existing models is 12% for accuracy and F1-score metrics.
C.3. Software Engineering
Saba Beiranvand; Mohammad Ali Zare Chahooki
Abstract
Software Cost Estimation (SCE) is one of the most widely used and effective activities in project management. In machine learning methods, some features have adverse effects on accuracy. Thus, preprocessing methods based on reducing non-effective features can improve accuracy in these methods. In clustering ...
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Software Cost Estimation (SCE) is one of the most widely used and effective activities in project management. In machine learning methods, some features have adverse effects on accuracy. Thus, preprocessing methods based on reducing non-effective features can improve accuracy in these methods. In clustering techniques, samples are categorized into different clusters according to their semantic similarity. Accordingly, in the proposed study, to improve SCE accuracy, first samples are clustered based on original features. Then, a feature selection (FS) technique is separately done for each cluster. The proposed FS method is based on a combination of filter and wrapper FS methods. The proposed method uses both filter and wrapper advantages in selecting effective features of each cluster, with less computational complexity and more accuracy. Furthermore, as the assessment criteria have significant impacts on wrapper methods, a fused criterion has also been used. The proposed method was applied to Desharnais, COCOMO81, COCONASA93, Kemerer, and Albrecht datasets, and the obtained Mean Magnitude of Relative Error (MMRE) for these datasets were 0.2173, 0.6489, 0.3129, 0.4898 and 0.4245, respectively. These results were compared with previous studies and showed improvement in the error rate of SCE.
A. Hashemi; M. A. Zare Chahooki
Abstract
Social networks are valuable sources for marketers. Marketers can publish campaigns to reach target audiences according to their interest. Although Telegram was primarily designed as an instant messenger, it is used as a social network in Iran due to censorship of Facebook, Twitter, etc. Telegram neither ...
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Social networks are valuable sources for marketers. Marketers can publish campaigns to reach target audiences according to their interest. Although Telegram was primarily designed as an instant messenger, it is used as a social network in Iran due to censorship of Facebook, Twitter, etc. Telegram neither provides a marketing platform nor the possibility to search among groups. It is difficult for marketers to find target audience groups in Telegram, hence we developed a system to fill the gap. Marketers use our system to find target audience groups by keyword search. Our system has to search and rank groups as relevant as possible to the search query. This paper proposes a method called GroupRank to improve the ranking of group searching. GroupRank elicits associative connections among groups based on membership records they have in common. After detailed analysis, five-group quality factors have been introduced and used in the ranking. Our proposed method combines TF-IDF scoring with group quality scores and associative connections among groups. Experimental results show improvement in many different queries.
C. Software/Software Engineering
S. Beiranvand; M.A. Z.Chahooki
Abstract
Software project management is one of the significant activates in the software development process. Software Development Effort Estimation (SDEE) is a challenging task in the software project management. SDEE is an old activity in computer industry from 1940s and has been reviewed several times. A SDEE ...
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Software project management is one of the significant activates in the software development process. Software Development Effort Estimation (SDEE) is a challenging task in the software project management. SDEE is an old activity in computer industry from 1940s and has been reviewed several times. A SDEE model is appropriate if it provides the accuracy and confidence simultaneously before software project contract. Due to the uncertain nature of development estimates and in order to increase the accuracy, researchers recently have focused on machine learning techniques. Choosing the most effective features to achieve higher accuracy in machine learning is crucial. In this paper, for narrowing the semantic gap in SDEE, a hierarchical method of filter and wrapper Feature Selection (FS) techniques and a fused measurement criteria are developed in a two-phase approach. In the first phase, two stage filter FS methods provide start sets for wrapper FS techniques. In the second phase, a fused criterion is proposed for measuring accuracy in wrapper FS techniques. Experimental results show the validity and efficiency of the proposed approach for SDEE over a variety of standard datasets.
C.3. Software Engineering
E. Ghandehari; F. Saadatjoo; M. A. Zare Chahooki
Abstract
Agent oriented software engineering (AOSE) is an emerging field in computer science and proposes some systematic ideas for multi agent systems analysis, implementation and maintenance. Despite the various methodologies introduced in the agent-oriented software engineering, the main challenges ...
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Agent oriented software engineering (AOSE) is an emerging field in computer science and proposes some systematic ideas for multi agent systems analysis, implementation and maintenance. Despite the various methodologies introduced in the agent-oriented software engineering, the main challenges are defects in different aspects of methodologies. According to the defects resulted from weaknesses in agent oriented methodologies in different aspects, a combinatory solution named ARA using, ASPECS, ROADMAP and AOR has been proposed. The three methodologies were analyzed in a comprehensive analytical framework according to concepts and Perceptions, modeling language, process and pragmatism. According to time and resource limitations, sample methodologies for evaluation and in titration were selected. This selection was based on the use of methodologies' and their combination ability. The evaluation show that, the ROADMAP methodology supports stages of agent-oriented systems' analysis and the design stage is not complete because it doesn’t model all semi agents. On the other hand, since AOR and ASPECS methodologies support the design stage and inter agent interactions, a mixed methodology has been proposed and is a combination of analysis stage of ROADMAP methodology and design stage of AOR and ASPECS methodologies. Furthermore, to increase the performance of proposed methodology of actor models, service model, capability and programming were also added to this proposed methodology. To describe its difference phases, it was used in a case study too. Results of this project can pave the way to introduce future agent-oriented methodologies.
