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Register a new userMid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
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Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative analysis and tested their validity on short-term mid-price movement prediction. We focus on a wrapper feature selection method using entropy, least-mean squares, and linear discriminant analysis. We also build a new quantitative feature based on adaptive logistic regression for online learning, which is constantly selected first among the majority of the proposed feature selection methods. This study examines the best combination of features using high frequency limit order book data from Nasdaq Nordic. Our results suggest that sorting methods and classifiers can be used in such a way that one can reach the best performance with a combination of only very few advanced hand-crafted features.
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Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In this paper, we address this problem by designing a new set of handcrafted features and performing an extensive experimental evaluation on both liquid and illiquid stocks. More specifically, we implement a new set of econometrical features that capture statistical properties of the underlying securities for the task of mid-price prediction. Moreover, we develop a new experimental protocol for online learning that treats the task as a multi-objective optimization problem and predicts i) the direction of the next price movement and ii) the number of order book events that occur until the change takes place. In order to predict the mid-price movement, the features are fed into nine different deep learning models based on multi-layer perceptrons (MLP), convolutional neural networks (CNN) and long short-term memory (LSTM) neural networks. The performance of the proposed method is then evaluated on liquid and illiquid stocks, which are based on TotalView-ITCH US and Nordic stocks, respectively. For some stocks, results suggest that the correct choice of a feature set and a model can lead to the successful prediction of how long it takes to have a stock price movement.
Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin prediction works mostly base on trivial feature engineering, that manually designs features or factors from multiple areas, including Bticoin Blockchain information, finance and social media sentiments. The feature engineering not only requires much human effort, but the effectiveness of the intuitively designed features can not be guaranteed. In this paper, we aim to mining the abundant patterns encoded in bitcoin transactions, and propose k-order transaction graph to reveal patterns under different scope. We propose the transaction graph based feature to automatically encode the patterns. A novel prediction method is proposed to accept the features and make price prediction, which can take advantage from particular patterns from different history period. The results of comparison experiments demonstrate that the proposed method outperforms the most recent state-of-art methods.
In recent years, Bitcoin price prediction has attracted the interest of researchers and investors. However, the accuracy of previous studies is not well enough. Machine learning and deep learning methods have been proved to have strong prediction ability in this area. This paper proposed a method combined with Ensemble Empirical Mode Decomposition (EEMD) and a deep learning method called long short-term memory (LSTM) to research the problem of next-day Bitcoin price forecast.
We used machine learning methods to predict NaV1.7 inhibitors and found the model RF-CDK that performed best on the imbalanced dataset. Using the RF-CDK model for screening drugs, we got effective compounds K1. We use the cell patch clamp method to verify K1. However, because the model evaluation method in this article is not comprehensive enough, there is still a lot of research work to be performed, such as comparison with other existing methods. The target protein has multiple active sites and requires our further research. We need more detailed models to consider this biological process and compare it with the current results, which is an error in this article. So we want to withdraw this article.
Secondary structure plays an important role in determining the function of non-coding RNAs. Hence, identifying RNA secondary structures is of great value to research. Computational prediction is a mainstream approach for predicting RNA secondary structure. Unfortunately, even though new methods have been proposed over the past 40 years, the performance of computational prediction methods has stagnated in the last decade. Recently, with the increasing availability of RNA structure data, new methods based on machine-learning technologies, especially deep learning, have alleviated the issue. In this review, we provide a comprehensive overview of RNA secondary structure prediction methods based on machine-learning technologies and a tabularized summary of the most important methods in this field. The current pending issues in the field of RNA secondary structure prediction and future trends are also discussed.
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