5.1CEDec 27, 2017
An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data FrameworkO. B. Sezer, M. Ozbayoglu, E. Dogdu
In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger signals using the most commonly preferred technical analysis indicators. Then, a Multilayer Perceptron (MLP) artificial neural network (ANN) model is trained in the learning stage on the daily stock prices between 1997 and 2007 for all of the Dow30 stocks. Apache Spark big data framework is used in the training stage. The trained model is then tested with data from 2007 to 2017. The results indicate that by choosing the most appropriate technical indicators, the neural network model can achieve comparable results against the Buy and Hold strategy in most of the cases. Furthermore, fine tuning the technical indicators and/or optimization strategy can enhance the overall trading performance.
6.6AIDec 26, 2017
A Real-Time Autonomous Highway Accident Detection Model Based on Big Data Processing and Computational IntelligenceA. Murat Ozbayoglu, Gokhan Kucukayan, Erdogan Dogdu
Due to increasing urban population and growing number of motor vehicles, traffic congestion is becoming a major problem of the 21st century. One of the main reasons behind traffic congestion is accidents which can not only result in casualties and losses for the participants, but also in wasted and lost time for the others that are stuck behind the wheels. Early detection of an accident can save lives, provides quicker road openings, hence decreases wasted time and resources, and increases efficiency. In this study, we propose a preliminary real-time autonomous accident-detection system based on computational intelligence techniques. Istanbul City traffic-flow data for the year 2015 from various sensor locations are populated using big data processing methodologies. The extracted features are then fed into a nearest neighbor model, a regression tree, and a feed-forward neural network model. For the output, the possibility of an occurrence of an accident is predicted. The results indicate that even though the number of false alarms dominates the real accident cases, the system can still provide useful information that can be used for status verification and early reaction to possible accidents.
2.7IRAug 9, 2016
SpEnD: Linked Data SPARQL Endpoints Discovery Using Search EnginesSemih Yumusak, Erdogan Dogdu, Halife Kodaz et al.
In this study, a novel metacrawling method is proposed for discovering and monitoring linked data sources on the Web. We implemented the method in a prototype system, named SPARQL Endpoints Discovery (SpEnD). SpEnD starts with a "search keyword" discovery process for finding relevant keywords for the linked data domain and specifically SPARQL endpoints. Then, these search keywords are utilized to find linked data sources via popular search engines (Google, Bing, Yahoo, Yandex). By using this method, most of the currently listed SPARQL endpoints in existing endpoint repositories, as well as a significant number of new SPARQL endpoints, have been discovered. Finally, we have developed a new SPARQL endpoint crawler (SpEC) for crawling and link analysis.