Prognosticate of the financial market utilizing ensemble-based conglomerate model with technical indicators

Machine learning analysis on the impacts of COVID-19 on India's renewable energy transitions and air quality

India is severely affected by the COVID-19 pandemic and is facing an unprecedented public health emergency. While the country's immediate measures focus on combating the coronavirus spread, it is important to investigate the impacts of the current crisis on India's renewable energy transition and air quality. India's economic slowdown is mainly compounded by the collapse of global oil prices and the erosion of global energy demand. A clean energy transition is a key step in enabling the integration of energy and climate. Millions in India are affected owing to fossil fuel pollution and the increasing climate heating that has led to inconceivable health impacts. This paper attempts to study the impact of COVID-19 on India's climate and renewable energy transitions through machine learning algorithms. India is observing a massive collapse in energy demand during the lockdown as its coal generation is suffering the worst part of the ongoing pandemic. During this current COVID-19 crisis, the renewable energy sector benefits from its competitive cost and the Indian government's must-run status to run generators based on renewable energy sources. In contrast to fossil fuel-based power plants, renewable energy sources are not exposed to the same supply chain disruptions in this current pandemic situation. India has the definite potential to surprise the global community and contribute to cost-effective decarbonization. Moreover, the country has a good chance of building more flexibility into the renewable energy sector to avoid an unstable future.

An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction

Developing reliable equity market models allows investors to make more informed decisions. A trading model can reduce the risks associated with investment and allow traders to choose the best-paying stocks. However, stock market analysis is complicated with batch processing techniques since stock prices are highly correlated. In recent years, advances in machine learning have given us a lot of chances to use forecasting theory and risk optimization together. The study postulates a unique two-stage framework. First, the mean-variance approach is utilized to select probable stocks (portfolio construction), thereby minimizing investment risk. Second, we present an online machine learning technique, a combination of “perceptron” and “passive-aggressive algorithm,” to predict future stock price movements for the upcoming period. We have calculated the classification reports, AUC score, accuracy, and Hamming loss for the proposed framework in the real-world datasets of 20 health sector indices for four different geographical reasons for the performance evaluation. Lastly, we conduct a numerical comparison of our method's outcomes to those generated via conventional solutions by previous studies. Our aftermath reveals that learning-based ensemble strategies with portfolio selection are effective in comparison.

A Fusion Framework for Forecasting Financial Market Direction Using Enhanced Ensemble Models and Technical Indicators

People continuously hunt for a precise and productive strategy to control the stock exchange because the monetary trade is recognised for its unbelievably different character and unpredictability. Even a minor gain in predicting performance will be extremely profitable and significant. Our novel study implemented six boosting techniques, i.e., XGBoost, AdaBoost, Gradient Boosting, LightGBM, CatBoost, and Histogram-based Gradient Boosting, and these boosting techniques were hybridised using a stacking framework to find out the direction of the stock market. Five different stock datasets were selected from four different countries and were used for our experiment. We used two-way overfitting protection during our model building process, i.e., dynamic reduction technique and cross-validation technique. For model evaluation purposes, we used the performance metrics, i.e., accuracy, ROC curve (AUC), F-score, precision, and recall. The aim of our study was to propose and select a predictive model whose training and testing accuracy difference was minimal in all stocks. The findings revealed that the meta-classifier Meta-LightGBM had training and testing accuracy differences that were very low among all stocks. As a result, a proper model selection might allow investors the freedom to invest in a certain stock in order to successfully control risk and create short-term, sustainable profits.