Résumé

Stock markets have an important impact on economic growth of countries. The prediction
of stock market indexes has been a complex task for last years. Indeed, many researches and financial analysts are highly interested in the research area of stock market prediction. In this paper, we propose a novel framework, titled AutoCNN based on artificial intelligence techniques, to predict future stock market indexes. AutoCNN is composed mainly of three stages: (1) CNN for Automatic Feature Extraction, (2) The Halving Grid Search algorithm is combined to CNN model for stock indexes prediction and (3) Evaluation and recommendation. To validate our AutoCNN, we conduct experiments on two financial datasets that are extracted in the period between 2018 and 2023, which includes several events such as economic, health and geopolitical international crises. The performance of AutoCNN model is quantified using various metrics. It is benchmarked against different models and it proves strong prediction abilities. AutoCNN contributes to emerging technologies and innovation in the financial sector by automating decision-making, leveraging advanced pattern recognition, and enhancing the overall decision support system for investors in the digital economy.

Résumé

Financial markets are dynamic and open systems. They are subject to the influence of environmental changes. For this reason, predicting stock market prices is a difficult task for investors due to the volatility of the financial stock markets nature. Stock market forecasting leads investors to make decisions with more confidence based on the prediction of stock market price behavior. Indeed, a lot of analysts are greatly focused in the research domain of stock market prediction. Generally, the stock market prediction tools are categorized into two types of algorithms: (1) linear models like Auto Regressive (AR), Moving Average (MA), Auto-Regressive Integrated Moving Average (ARIMA), and (2) non-linear models like Autoregressive Conditionally Heteroscedastic (ARCH), Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and recently Neural Network (NN)). This paper aspires to crucially predict the stock index movement for National Association of Securities Dealers Automated Quotations (NASDAQ) based on deep learning networks. We propose a hybrid stock price prediction model using Convolutional Neural Network (CNN) for feature selection and Neural Network models to perform the task of prediction. To evaluate the performance of the proposed models, we use five regression evaluation metrics: Root Mean Square Error (RMSE), Mean Square Error (MSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and R-Square (R2), and the Execution Time (ET) metric to calculate the necessary time for running each hybrid model. The results reveal that error rates in the CNN-BGRU model are found to be lower compared to CNN-GRU, CNN-LSTM, CNN-BLSTM and the the existing hybrid models. This research work produces a practical experience for decision makers on financial time series data.

Résumé

Drug target interaction is an important area of drug discovery, development, and repositioning. Knowing that in vitro experiments are time-consuming and computationally expensive, the development of an efficient predictive model is a promising challenge for Drug-Target Interactions (DTIs) prediction. Motivated by this problem, we propose in this paper a new prediction model called DeepCNN-DTI to efficiently solve such complex real-world activities. The main motivation behind this work is to explore the advantages of a deep learning strategy with feature extraction techniques, resulting in an advanced model that effectively captures the complex relationships between drug molecules and target proteins for accurate DTIs prediction. Experimental results generated based on a set of data in terms of accuracy, precision, sensitivity, specificity, and F1-score demonstrate the superiority of the model compared to other competing learning strategies.

Résumé

Résumé

Deep Convolutional Neural Network (DCNN) is considered as a popular and powerful deep learning algorithm in image classification. However, there are not many DCNN applications used in medical imaging, because large dataset for medical images is not always available. In this paper, we present two DCNN architectures, a shallow DCNN and a pre-trained DCNN model: AlexNet, to detect breast cancer from 8000 mammographic images extracted from the Digital Database for Screening Mammography. In order to validate the performance of DCNN in breast cancer detection using a big data , we carried out a comparative study with a second deep learning algorithm Stacked AutoEncoders (SAE) in terms accuracy, sensitivity and specificity. The DCNN method achieved the best results with 89.23% of accuracy, 91.11% of sensitivity and 87.75% of specificity.