Stock price prediction is an important issue in the financial world, as it contributes to the development of effective strategies for stock exchange transactions. In this paper, we propose a generic framework employing Long Short-Term Memory (LSTM) and convolutional neural network (CNN) for adversarial training to forecast high-frequency stock market. This model takes the publicly available index provided by trading software as input to avoid complex financial theory research and difficult technical analysis, which provides the convenience for the ordinary trader of nonfinancial specialty. Our study simulates the trading mode of the actual trader and uses the method of rolling partition training set and testing set to analyze the effect of the model update cycle on the prediction performance. Extensive experiments show that our proposed approach can effectively improve stock price direction prediction accuracy and reduce forecast error.
Identifying influential nodes is an important topic in many diverse applications, such as accelerating information propagation, controlling rumors and diseases. Many methods have been put forward to identify influential nodes in complex networks, ranging from node centrality to diffusion-based processes. However, most of the previous studies do not take into account overlapping communities in networks. In this paper, we propose an effective method based on network representation learning. The method considers not only the overlapping communities in networks, but also the network structure. Experiments on real-world networks show that the proposed method outperforms many benchmark algorithms and can be used in large-scale networks.
Area Under the ROC Curve (AUC) is a widely used metric for measuring classification performance. It has important theoretical and academic values to develop AUC maximization algorithms. Traditional methods often apply batch learning algorithm to maximize AUC which is inefficient and unscalable for large-scale applications. Recently some online learning algorithms have been introduced to maximize AUC by going through the data only once. However, these methods sometimes fail to converge to an optimal solution due to the fixed or rapid decay of learning rates. To tackle this problem, we propose an algorithm AdmOAM, Adaptive Moment estimation method for Online AUC Maximization. It applies the estimation of moments of gradients to accelerate the convergence and mitigates the rapid decay of the learning rates. We establish the regret bound of the proposed algorithm and implement extensive experiments to demonstrate its effectiveness and efficiency.
1 January 2022 in Wireless Communications and Mobile Computing
Specific emitter identification (SEI) can distinguish communication radio emitters with the fingerprint features carried by the received signal, and this technology has been widely used in military and civilian fields. However, in the real electromagnetic environment, the number of communication radio emitters is large and the signal‐to‐noise ratio (SNR) is low, which leads to poor nonlinear fingerprint analysis of SEI in a single domain. Therefore, combining the exploration of multiple domains of electromagnetic spatial information resources, this paper proposed a radio frequency (RF) fingerprint extraction method based on complementary ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and multidomain joint entropy. The proposed method is an attempt and exploration further extraction of nonlinear fingerprint features in multiple domains. Firstly, considering the nonstationarity of the communication signal, this article adopts the CEEMDAN method to decompose the signal to multiple intrinsic mode functions (IMF). Then, the decomposed signal is represented in multiple spaces by a multidimensional phase space reconstruction technique. Nonlinear analysis of the original signal is performed in multiple spaces: multidimensional differential approximate entropy space, singular spectral entropy space, and power spectral entropy space. Finally, the support vector machine (SVM) is adopted in the classification stage. To demonstrate the robustness of the method, the method is verified on the universal software radio peripheral (USRP) dataset and the Northeastern University public dataset. In terms of the identification accuracy, the proposed method performs with 98.5% accuracy on the 5‐class USRP dataset. It also performs with 94.7% accuracy on the 16‐class public dataset. The experimental results show that the proposed method has a stable identification performance and has a more than 85% recognition rate in the SNR above 5dB.