Multi-objective evolutionary optimization using the relationship between F1 and accuracy metrics in classification tasks

Predicting Bitcoin Prices Using Machine Learning

In this paper we predict Bitcoin movements by utilizing a machine-learning framework. We compile a dataset of 24 potential explanatory variables that are often employed in the finance literature. Using daily data from 2nd of December 2014 to July 8th 2019, we build forecasting models that utilize past Bitcoin values, other cryptocurrencies, exchange rates and other macroeconomic variables. Our empirical results suggest that the traditional logistic regression model outperforms the linear support vector machine and the random forest algorithm, reaching an accuracy of 66%. Moreover, based on the results, we provide evidence that points to the rejection of weak form efficiency in the Bitcoin market.

A Hybrid Prediction Framework for Water Quality with Integrated W-ARIMA-GRU and LightGBM Methods

Water is the source of life, and in recent years, with the progress in technology, water quality data have shown explosive growth; how to use the massive amounts of data for water quality prediction services has become a new opportunity and challenge. In this paper, we use the surface water quality data of an area in Beijing collected and compiled by Zhongguancun International Medical Laboratory Certification Co., Ltd. (Beijing, China). On this basis, we decompose the original water quality indicator data series into two series in terms of trend and fluctuation; for the characteristics of the decomposed series data, we use the traditional time series prediction method to model the trend term, introduce the deep learning method to interpret the fluctuation term, and fuse the final prediction results. Compared with other models, our proposed integrated Wavelet decomposition, Autoregressive Integrated Moving Average (ARIMA) and Gated Recurrent Unit (GRU) model, which is abbreviated as the W-ARIMA-GRU model, has better prediction accuracy, stability, and robustness for three conventional water quality indicators. At the same time, this paper uses the ensemble learning model LightGBM for the prediction of water quality evaluation level, and the accuracy and F1-score reached 97.5% and 97.8%, respectively, showing very strong performance. This paper establishes a set of effective water quality prediction frameworks that can be used for timely water quality prediction and to provide a theoretical model and scientific and reasonable analysis reference for the relevant departments for advanced control.

Application of the Gravitational Search Algorithm for Constructing Fuzzy Classifiers of Imbalanced Data

The presence of imbalance in data significantly complicates the classification task, including fuzzy systems. Due to a large number of instances of bigger classes, instances of smaller classes are not recognized correctly. Therefore, additional tools for improving the quality of classification are required. The most common methods for handling imbalanced data have several disadvantages. For example, methods for generating additional instances of minority classes can worsen classification if there is a strong overlap of instances from different classes. Methods that directly modify the fuzzy classification algorithm lead to a decline in the interpretability of the model. In this paper, we study the efficiency of the gravitational search algorithm in the tasks of selecting the features and tuning the term parameters for fuzzy classifiers of imbalanced data. We consider only data with two classes and apply the algorithm based on extreme values of classes to construct models with a minimum number of rules. In addition, we propose a new quality metric based on the sum of the overall accuracy and the geometric mean with the presence of a priority coefficient between them.