A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis

Artículo Materias > Ingeniería Universidad Europea del Atlántico > Investigación > Artículos y libros
Fundación Universitaria Internacional de Colombia > Investigación > Producción Científica
Universidad Internacional Iberoamericana México > Investigación > Producción Científica
Universidad Internacional do Cuanza > Investigación > Producción Científica
Universidad de La Romana > Investigación > Producción Científica
Abierto Inglés Artificial intelligence (AI)-based models have emerged as powerful tools in financial markets, capable of reducing investment risks and aiding in selecting highly profitable stocks by achieving precise predictions. This holds immense value for investors, as it empowers them to make data-driven decisions. Identifying current and future trends in multi-class forecasting techniques employed within financial markets, particularly profitability analysis as an evaluation metric is important. The review focuses on examining stud-ies conducted between 2018 and 2023, sourced from three prominent academic databases. A meticulous three-stage approach was employed, encompassing the systematic planning, conduct, and analysis of the se-lected studies. Specifically, the analysis emphasizes technical assessment, profitability analysis, hybrid mod-eling, and the type of results generated by models. Articles were shortlisted based on inclusion and exclusion criteria, while a rigorous quality assessment through ten quality criteria questions, utilizing a Likert-type scale was employed to ensure methodological robustness. We observed that ensemble and hybrid models with long short-term memory (LSTM) and support vector machines (SVM) are being more adopted for financial trends and price prediction. Moreover, hybrid models employing AI algorithms for feature engineering have great potential at par with ensemble techniques. Most studies only employ performance metrics and lack utilization of profitability metrics or investment or trading strategy (simulated or real-time). Similarly, research on multi-class or output is severely lacking in financial forecasting and can be a good avenue for future research. metadata Khattak, Bilal Hassan Ahmed; Shafi, Imran; Khan, Abdul Saboor; Soriano Flores, Emmanuel; García Lara, Roberto; Samad, Md. Abdus y Ashraf, Imran mail SIN ESPECIFICAR, SIN ESPECIFICAR, SIN ESPECIFICAR, emmanuel.soriano@uneatlantico.es, SIN ESPECIFICAR, SIN ESPECIFICAR, SIN ESPECIFICAR (2023) A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis. IEEE Access, 11. pp. 125359-125380. ISSN 2169-3536

[img]
Vista Previa
Texto
A_Systematic_Survey_of_AI_Models_in_Financial_Market_Forecasting_for_Profitability_Analysis.pdf
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Descargar (4MB) | Vista Previa

Resumen

Artificial intelligence (AI)-based models have emerged as powerful tools in financial markets, capable of reducing investment risks and aiding in selecting highly profitable stocks by achieving precise predictions. This holds immense value for investors, as it empowers them to make data-driven decisions. Identifying current and future trends in multi-class forecasting techniques employed within financial markets, particularly profitability analysis as an evaluation metric is important. The review focuses on examining stud-ies conducted between 2018 and 2023, sourced from three prominent academic databases. A meticulous three-stage approach was employed, encompassing the systematic planning, conduct, and analysis of the se-lected studies. Specifically, the analysis emphasizes technical assessment, profitability analysis, hybrid mod-eling, and the type of results generated by models. Articles were shortlisted based on inclusion and exclusion criteria, while a rigorous quality assessment through ten quality criteria questions, utilizing a Likert-type scale was employed to ensure methodological robustness. We observed that ensemble and hybrid models with long short-term memory (LSTM) and support vector machines (SVM) are being more adopted for financial trends and price prediction. Moreover, hybrid models employing AI algorithms for feature engineering have great potential at par with ensemble techniques. Most studies only employ performance metrics and lack utilization of profitability metrics or investment or trading strategy (simulated or real-time). Similarly, research on multi-class or output is severely lacking in financial forecasting and can be a good avenue for future research.

Tipo de Documento: Artículo
Palabras Clave: Artificial intelligence, financial forecasting, deep learning, stock market analysis, convolution neural network, cryptocurrency
Clasificación temática: Materias > Ingeniería
Divisiones: Universidad Europea del Atlántico > Investigación > Artículos y libros
Fundación Universitaria Internacional de Colombia > Investigación > Producción Científica
Universidad Internacional Iberoamericana México > Investigación > Producción Científica
Universidad Internacional do Cuanza > Investigación > Producción Científica
Universidad de La Romana > Investigación > Producción Científica
Depositado: 15 Nov 2023 23:30
Ultima Modificación: 02 Ene 2024 23:30
URI: https://repositorio.uneatlantico.es/id/eprint/9698

Acciones (logins necesarios)

Ver Objeto Ver Objeto

en

close

Enzymatic treatment shapes in vitro digestion pattern of phenolic compounds in mulberry juice

The health benefits of mulberry fruit are closely associated with its phenolic compounds. However, the effects of enzymatic treatments on the digestion patterns of these compounds in mulberry juice remain largely unknown. This study investigated the impact of pectinase (PE), pectin lyase (PL), and cellulase (CE) on the release of phenolic compounds in whole mulberry juice. The digestion patterns were further evaluated using an in vitro simulated digestion model. The results revealed that PE significantly increased chlorogenic acid content by 77.8 %, PL enhanced cyanidin-3-O-glucoside by 20.5 %, and CE boosted quercetin by 44.5 %. Following in vitro digestion, the phenolic compound levels decreased differently depending on the treatment, while cyanidin-3-O-rutinoside content increased across all groups. In conclusion, the selected enzymes effectively promoted the release of phenolic compounds in mulberry juice. However, during gastrointestinal digestion, the degradation of phenolic compounds surpassed their enhanced release, with effects varying based on the compound's structure.

Artículos y libros

Peihuan Luo mail , Jian Ai mail , Qiongyao Wang mail , Yihang Lou mail , Zhiwei Liao mail , Francesca Giampieri mail francesca.giampieri@uneatlantico.es, Maurizio Battino mail maurizio.battino@uneatlantico.es, Elwira Sieniawska mail , Weibin Bai mail , Lingmin Tian mail ,

Luo

en

close

A novel machine learning-based proposal for early prediction of endometriosis disease

Background Endometriosis is one of the causes of female infertility, with some studies estimating its prevalence at around 10 % of reproductive-age women worldwide and between 30 and 50 % in symptomatic women. However, its diagnosis is complex and often delayed, highlighting the need for more accessible and accurate diagnostic methods. The difficulty lies in its diverse etiology and the variability of symptoms among those affected. Methods This study proposes a predictive model based on supervised machine learning for the early identification of endometriosis, providing support for decision-making by healthcare professionals. For this purpose, an anonymised dataset of 5,143 female patients diagnosed with endometriosis at the private fertility clinic Inebir was used. The model integrates clinical records and genetic analysis through supervised machine learning algorithms, focusing on clinical variables and pathogenic and potentially pathogenic genetic variants. Results The developed predictive model achieves high accuracy in identifying the presence of endometriosis, highlighting the importance of combining clinical and genetic data in diagnosis. The integration of this data into the DELFOS platform, a clinical decision support system, demonstrates the utility of machine learning in improving the diagnosis of endometriosis. Conclusions The findings underscore the potential of clinical and genetic factors in the early diagnosis of endometriosis using supervised machine learning algorithms. This study contributes to the classification of clinical variables that influence endometriosis, offering a valuable tool for clinicians in making therapeutic and management decisions for their female patients.

Artículos y libros

Elena Enamorado-Díaz mail , Leticia Morales-Trujillo mail , Julián-Alberto García-García mail , Ana Teresa Marcos Rodríguez mail anateresa.marcos@uneatlantico.es, José Manuel Navarro-Pando mail jose.navarro@uneatlantico.es, María-José Escalona-Cuaresma mail ,

Enamorado-Díaz

<a href="/17788/1/s40537-025-01167-w.pdf" class="ep_document_link"><img class="ep_doc_icon" alt="[img]" src="/style/images/fileicons/text.png" border="0"/></a>

en

open

Detecting hate in diversity: a survey of multilingual code-mixed image and video analysis

The proliferation of damaging content on social media in today’s digital environment has increased the need for efficient hate speech identification systems. A thorough examination of hate speech detection methods in a variety of settings, such as code-mixed, multilingual, visual, audio, and textual scenarios, is presented in this paper. Unlike previous research focusing on single modalities, our study thoroughly examines hate speech identification across multiple forms. We classify the numerous types of hate speech, showing how it appears on different platforms and emphasizing the unique difficulties in multi-modal and multilingual settings. We fill research gaps by assessing a variety of methods, including deep learning, machine learning, and natural language processing, especially for complicated data like code-mixed and cross-lingual text. Additionally, we offer key technique comparisons, suggesting future research avenues that prioritize multi-modal analysis and ethical data handling, while acknowledging its benefits and drawbacks. This study attempts to promote scholarly research and real-world applications on social media platforms by acting as an essential resource for improving hate speech identification across various data sources.

Artículos y libros

Hafiz Muhammad Raza Ur Rehman mail , Mahpara Saleem mail , Muhammad Zeeshan Jhandir mail , Eduardo René Silva Alvarado mail eduardo.silva@funiber.org, Helena Garay mail helena.garay@uneatlantico.es, Imran Ashraf mail ,

Raza Ur Rehman

<a class="ep_document_link" href="/17794/1/s41598-025-95836-8.pdf"><img class="ep_doc_icon" alt="[img]" src="/style/images/fileicons/text.png" border="0"/></a>

en

open

Evaluating the impact of deep learning approaches on solar and photovoltaic power forecasting: A systematic review

Accurate solar and photovoltaic (PV) power forecasting is essential for optimizing grid integration, managing energy storage, and maximizing the efficiency of solar power systems. Deep learning (DL) models have shown promise in this area due to their ability to learn complex, non-linear relationships within large datasets. This study presents a systematic literature review (SLR) of deep learning applications for solar PV forecasting, addressing a gap in the existing literature, which often focuses on traditional ML or broader renewable energy applications. This review specifically aims to identify the DL architectures employed, preprocessing and feature engineering techniques used, the input features leveraged, evaluation metrics applied, and the persistent challenges in this field. Through a rigorous analysis of 26 selected papers from an initial set of 155 articles retrieved from the Web of Science database, we found that Long Short-Term Memory (LSTM) networks were the most frequently used algorithm (appearing in 32.69% of the papers), closely followed by Convolutional Neural Networks (CNNs) at 28.85%. Furthermore, Wavelet Transform (WT) was found to be the most prominent data decomposition technique, while Pearson Correlation was the most used for feature selection. We also found that ambient temperature, pressure, and humidity are the most common input features. Our systematic evaluation provides critical insights into state-of-the-art DL-based solar forecasting and identifies key areas for upcoming research. Future research should prioritize the development of more robust and interpretable models, as well as explore the integration of multi-source data to further enhance forecasting accuracy. Such advancements are crucial for the effective integration of solar energy into future power grids.

Artículos y libros

Oussama Khouili mail , Mohamed Hanine mail , Mohamed Louzazni mail , Miguel Ángel López Flores mail miguelangel.lopez@uneatlantico.es, Eduardo García Villena mail eduardo.garcia@uneatlantico.es, Imran Ashraf mail ,

Khouili

<a class="ep_document_link" href="/17796/1/1-s2.0-S2773032825000070-main.pdf"><img class="ep_doc_icon" alt="[img]" src="/style/images/fileicons/text.png" border="0"/></a>

en

open

Cross-country analysis of sustainable innovation and female entrepreneurship and their influence on the presence of women in managerial positions

Despite the global increase of women in business, there is still a very small proportion of female business leaders, although the distribution varies greatly by region and sector. Considering innovation, in its many forms, as well as female entrepreneurship, both considered as a path towards sustainability, the question arises as to whether this drive for sustainability leads to a greater presence of female CEOs. Current studies predominantly examine the impact of women's presence on a company's economic and financial performance, as well as any potential effects on its innovation strategy. However, the examination of factors that help understand the economic and business context influencing the presence of women in leadership roles is often overlooked. This empirical study fills this gap by exploring the micro and macro context influencing the presence of female CEOs in innovative firms worldwide stressing the influence of female owners. The sample comprises 107,026 companies from manufacturing and service industries in 118 countries, from 2007 to 2023, data obtained from the World Bank Enterprise Surveys. The econometric model applied is logistic regression with clustered standard errors. The study contains six estimations generating strong evidence supporting most of the formulated hypotheses. Findings suggest women CEOs are likely to lead women-owned firms which promote (sustainable) innovation through developing new products for new markets, allocating less investment in R&D, product innovation and business processes, although with some nuances. Other important factors to consider are productivity, sales strategy, firm size, sector, and socio-economic context with a gender focus.

Artículos y libros

Inna Alexeeva-Alexeev mail , Pilar Guaita-Fernandez mail , Cristina Mazas Pérez-Oleaga mail cristina.mazas@uneatlantico.es,

Alexeeva-Alexeev