Gaetan Hains

2papers

2 Papers

TRMay 17, 2023
Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms

Albert Wong, Steven Whang, Emilio Sagre et al.

Creating accurate predictions in the stock market has always been a significant challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research paper compares four machine learning models and their accuracy in forecasting three well-known stocks traded in the NYSE in the short term from March 2020 to May 2022. We deploy, develop, and tune XGBoost, Random Forest, Multi-layer Perceptron, and Support Vector Regression models. We report the models that produce the highest accuracies from our evaluation metrics: RMSE, MAPE, MTT, and MPE. Using a training data set of 240 trading days, we find that XGBoost gives the highest accuracy despite running longer (up to 10 seconds). Results from this study may improve by further tuning the individual parameters or introducing more exogenous variables.

DCDec 7, 2020
Machine Learning Prediction of Gamer's Private Networks

Chris Mazur, Jesse Ayers, Gaetan Hains et al.

The Gamer's Private Network (GPN) is a client/server technology created by WTFast for making the network performance of online games faster and more reliable. GPN s use middle-mile servers and proprietary algorithms to better connect online video-game players to their game's servers across a wide-area network. Online games are a massive entertainment market and network latency is a key aspect of a player's competitive edge. This market means many different approaches to network architecture are implemented by different competing companies and that those architectures are constantly evolving. Ensuring the optimal connection between a client of WTFast and the online game they wish to play is thus an incredibly difficult problem to automate. Using machine learning, we analyzed historical network data from GPN connections to explore the feasibility of network latency prediction which is a key part of optimization. Our next step will be to collect live data (including client/server load, packet and port information and specific game state information) from GPN Minecraft servers and bots. We will use this information in a Reinforcement Learning model along with predictions about latency to alter the clients' and servers' configurations for optimal network performance. These investigations and experiments will improve the quality of service and reliability of GPN systems.