The stock market is known for its extreme complexity and volatility, and people are always looking for an accurate and effective way to guide stock trading. Long short-term memory (LSTM) neural networks are developed by recurrent neural networks (RNN) and have significant application value in many fields. In addition, LSTM avoids long-term dependence issues due to its unique storage unit structure, and it helps predict financial time series. Based on LSTM and an attention mechanism, a wavelet transform is used to denoise historical stock data, extract and train its features, and establish the prediction model of a stock price. We compared the results with the other three models, including the LSTM model, the LSTM model with wavelet denoising and the gated recurrent unit(GRU) neural network model on S&P 500, DJIA, HSI datasets. Results from experiments on the S&P 500 and DJIA datasets show that the coefficient of determination of the attention-based LSTM model is both higher than 0.94, and the mean square error of our model is both lower than 0.05.

In the financial market, there are a large number of indicators used to describe the change of stock price, which provides a good data basis for our stock price forecast. Different stocks are affected by different factors due to their different industry types and regions. Therefore, it is very important to find a multi factor combination suitable for a particular stock to predict the price of the stock. This paper proposes to use Genetic Algorithm(GA) for feature selection and develop an optimized Long Short-Term Memory(LSTM) neural network stock prediction model. Firstly, we use the GA to obtain a factors importance ranking. Then, the optimal combination of factors is obtained from this ranking with the method of trial and error. Finally, we use the combination of optimal factors and LSTM model for stock prediction. Thorough empirical studies based upon the China construction bank dataset and the CSI 300 stock dataset demonstrate that the GA-LSTM model can outperform all baseline models for time series prediction.

Federated unlearning (FUL) is an emerging distributed machine learning paradigm which enables the removal or unlearning of specific training data effects from trained Federated Learning (FL) models. While current studies mostly focus on client-side FUL to address the “right to be forgotten”, and ignore the server's right to remove local models from the global model, particularly when clients are trained with low-quality data. In this paper, we introduce the Server-Initiated Federated Unlearning (SIFU) algorithm, devised to eliminate low-quality data from the global model. SIFU consists of two main components: (i) Identifying low-quality data: we develop a category-based method for quantifying low-quality data for each client and filter out clients containing such data. Datasets are then divided accordingly. (ii) Unlearning low-quality data: we employ gradient ascent training to counteract the adverse effects of low-quality data on local models. To minimize any bias introduced, we concurrently perform several batches of boosting training with good-quality data. SIFU could identify and promptly eliminate the impact of low-quality data on the FL global model while still preserving the benefits of good-quality data. Finally, extensive evaluations are conducted to verify the performance of SIFU with four different kinds of datasets and models. Results show that, compared to retraining from scratch, SIFU accelerates the speed of unlearning by 15× for small datasets (i.e., MNIST and FMNIST) and 20× for large datasets (i.e., CIFAR-10 and CelebA) without any degradation in accuracy, which also outperforms the state of the arts.

Underwater object detection plays an essential role in ocean exploration, and the increasing amount of underwater object image data makes the study of advanced underwater object detection algorithms of great practical significance. However, there are problems with colour offset, low contrast, and target blur in underwater image data. An underwater object detection algorithm based on Faster R-CNN is proposed to solve these problems. First, the Swin Transformer is used as the backbone network of the algorithm. Second, by adding the path aggregation network, the deep feature map and the shallow feature map are superimposed and fused. Third, online hard example mining, makes the training process more efficient. Fourth, the ROI pooling is improved to ROI align, eliminating the two quantization errors of ROI pooling and improving the detection performance. Compared with other algorithms, the proposed algorithm’s based on improved Faster-RCNN on URPC2018 dataset is improved to 80.54%, and basically solve the problem of missed detection and false detection of objects of different sizes in a complex environment.