Application of Feature Selection Based on Multilayer GA in Stock Prediction

Forecasting stock prices changes using long-short term memory neural network with symbolic genetic programming

This study introduces an augmented Long-Short Term Memory (LSTM) neural network architecture, integrating Symbolic Genetic Programming (SGP), with the objective of forecasting cross-sectional price returns across a comprehensive dataset comprising 4500 listed stocks in the Chinese market over the period from 2014 to 2022. Using the S&P Alpha Pool Dataset for China as basic input, this architecture incorporates data augmentation and feature extraction techniques. The result of this study demonstrates significant improvements in Rank Information coefficient (Rank IC) and IC information ratio (ICIR) by 1128% and 5360% respectively when it is applied to fundamental indicators. For technical indicators, the hybrid model achieves a 206% increase in Rank IC and an impressive surge of 2752% in ICIR. Furthermore, the proposed hybrid SGP-LSTM model outperforms major Chinese stock indexes, generating average annualized excess returns of 31.00%, 24.48%, and 16.38% compared to the CSI 300 index, CSI 500 index, and the average portfolio, respectively. These findings highlight the effectiveness of SGP-LSTM model in improving the accuracy of cross-sectional stock return predictions and provide valuable insights for fund managers, traders, and financial analysts.

Determination of Air Traffic Complexity Most Influential Parameters Based on Machine Learning Models

Today, aircraft demand is exceeding the capacity of the Air Traffic Control (ATC) system. As a result, airspace is becoming a very complex environment to control. The complexity of airspace is thus closely related to the workload of controllers and is a topic of great interest. The major concern is that variables that are related to complexity are currently recognised, but there is still a debate about how to define complexity. This paper attempts to define which variables determine airspace complexity. To do so, a novel methodology based on the use of machine learning models is used. In this way, it tries to overcome one of the main disadvantages of the current complexity models: the subjectivity of the models based on expert opinion. This study has determined that the main indicator that defines complexity is the number of aircraft in the sector, together with the occupancy of the traffic flows and the vertical distribution of aircraft. This research can help numerous studies on both air traffic complexity assessment and Air Traffic Controller (ATCO) workload studies. This model can also help to study the behaviour of air traffic and to verify that there is symmetry in structure and the origin of the complexity in the different ATC sectors. This would have a great benefit on ATM, as it would allow progress to be made in solving the existing capacity problem.