Direselign Addis Tadesse

Mr. Direselign Addis Tadesse

orcid

Research Focus & Metrics

Academic Career Length

7Years (2020-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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7 January 2020 in Applied Sciences
Verified
Journal Article
Open access
PDF file
VTVan-Dai Ta
Van-Dai Ta
Chuan-Ming LiuChuan-Ming Liu
Chuan-Ming Liu
DTDireselign Addis Tadesse
Direselign Addis Tadesse
In quantitative trading, stock prediction plays an important role in developing an effective trading strategy to achieve a substantial return. Prediction outcomes also are the prerequisites for active portfolio construction and optimization. However, the stock prediction is a challenging task because of the diversified factors involved such as uncertainty and instability. Most of the previous research focuses on analyzing financial historical data based on statistical techniques, which is known as a type of time series analysis with limited achievements. Recently, deep learning techniques, specifically recurrent neural network (RNN), has been designed to work with sequence prediction. In this paper, a long short-term memory (LSTM) network, which is a special kind of RNN, is proposed to predict stock movement based on historical data. In order to construct an efficient portfolio, multiple portfolio optimization techniques, including equal-weighted modeling (EQ), simulation modeling Monte Carlo simulation (MCS), and optimization modeling mean variant optimization (MVO), are used to improve the portfolio performance. The results showed that our proposed LSTM prediction model works efficiently by obtaining high accuracy from stock prediction. The constructed portfolios based on the LSTM prediction model outperformed other constructed portfolios-based prediction models such as linear regression and support vector machine. In addition, optimization techniques showed a significant improvement in the return and Sharpe ratio of the constructed portfolios. Furthermore, our constructed portfolios beat the benchmark Standard and Poor 500 (S&P 500) index in both active returns and Sharpe ratios.

28 June 2020 in Applied Sciences
Verified
Journal Article
Open access
PDF file
DTDireselign Addis Tadesse
Direselign Addis Tadesse
Chuan-Ming LiuChuan-Ming Liu
Chuan-Ming Liu
VTVan-Dai Ta
Van-Dai Ta
Reading text and unified text detection and recognition from natural images are the most challenging applications in computer vision and document analysis. Previously proposed end-to-end scene text reading methods do not consider the frequency of input images at feature extraction, which slows down the system, requires more memory, and recognizes text inaccurately. In this paper, we proposed an octave convolution (OctConv) feature extractor and a time-restricted attention encoder-decoder module for end-to-end scene text reading. The OctConv can extract features by factorizing the input image based on their frequency. It is a direct replacement of convolutions, orthogonal and complementary, for reducing redundancies and helps to boost the reading text through low memory requirements at a faster speed. In the text reading process, features are first extracted from the input image using Feature Pyramid Network (FPN) with OctConv Residual Network with depth 50 (ResNet50). Then, a Region Proposal Network (RPN) is applied to predict the location of the text area by using extracted features. Finally, a time-restricted attention encoder-decoder module is applied after the Region of Interest (RoI) pooling is performed. A bilingual real and synthetic scene text dataset is prepared for training and testing the proposed model. Additionally, well-known datasets including ICDAR2013, ICDAR2015, and Total Text are used for fine-tuning and evaluating its performance with previously proposed state-of-the-art methods. The proposed model shows promising results on both regular and irregular or curved text detection and reading tasks.

17 March 2020
Verified
Book Chapter
Closed access
PDF file
DTDireselign Addis Tadesse
Direselign Addis Tadesse
CLChuan-Ming Liu
Chuan-Ming Liu
VTVan-Dai Ta
Van-Dai Ta