Predicting volatility is a critical activity for taking risk- adjusted decisions in asset trading and allocation. In order to provide effective decision-making support, in this paper we investigate the profitability of a deep Long Short-Term Memory (LSTM) Neural Network for forecasting daily stock market volatility using a panel of 28 assets representative of the Dow Jones Industrial Average index combined with the market factor proxied by the SPY and, separately, a panel of 92 assets belonging to the NASDAQ 100 index. The Dow Jones plus SPY data are from January 2002 to August 2008, while the NASDAQ 100 is from December 2012 to November 2017. If, on the one hand, we expect that this evolutionary behavior can be effectively captured adaptively through the use of Artificial Intelligence (AI) flexible methods, on the other, in this setting, standard parametric approaches could fail to provide optimal predictions. We compared the volatility forecasts generated by the LSTM approach to those obtained through use of widely recognized benchmarks models in this field, in particular, univariate parametric models such as the Realized Generalized Autoregressive Conditionally Heteroskedastic (R-GARCH) and the Glosten–Jagannathan–Runkle Multiplicative Error Models (GJR-MEM). The results demonstrate the superiority of the LSTM over the widely popular R-GARCH and GJR-MEM univariate parametric methods, when forecasting in condition of high volatility, while still producing comparable predictions for more tranquil periods.

Mining patterns in large databases is a challenging task facing NP-hard problems. Research focused attention on the most occurrent patterns, although less frequent patterns still offer interesting insights. In this paper we propose a new algorithm for discovering infrequent patterns and compare it to other solutions.

Human pose estimation focuses on methods that allow us to assess ergonomic risk in the workplace and aims to prevent work-related musculoskeletal disorders (WMSDs). The recent increase in the use of Industry 4.0 technologies has allowed advances to be made in machine learning (ML) techniques for image processing to enable automated ergonomic risk assessment. In this context, this study aimed to develop a method of calculating joint angles from digital snapshots or videos using computer vision and ML techniques to achieve a more accurate evaluation of ergonomic risk. Starting with an ergonomic analysis, this study explored the use of a semi-supervised training method to detect the skeletons of workers and to estimate the positions and angles of their joints. A criticality index, based on RULA scores and fuzzy rules, is then calculated to evaluate possible corrective actions aimed at reducing WMSDs and improving production capacity using a collaborative robot that supports workers in carrying out critical operations. This method is tested in a real industrial case in which the manual assembly of electrical components is conducted, achieving a reduction in overall ergonomic stress of 13% and an increase in production capacity of 33% during a work shift. The proposed approach can overcome the limitations of recent developments based on computer vision or wearable sensors by performing an assessment with an objective and flexible approach to postural analysis development.