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.

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Stock markets are highly volatile, complex, non-linear, and stochastic. Therefore, predicting stock market behavior is one of finance’s most complex challenges. Recently, political, health, and economic crises have profoundly impacted global stock prices, leading researchers to use machine learning to predict prices and analyze financial data. This article delves into two primary facets: firstly, examining stock price responses to the Russia-Ukraine war and the COVID-19 pandemic by assessing volatility and draw-downs from 2018 to 2023. Secondly, we introduce a framework named StockPredCris, designed to predict future stock indices employing two machine learning algorithms: Support Vector Regression (SVR) and eXtreme Gradient Boosting (XGBoost). Our experiments are conducted on four major stock market indices (NASDAQ, Russell 2000, DAX, and SSE) using a combination of historical stock index data and COVID-19 pandemic data. The performance of the implemented models is evaluated using five regression metrics along with the CPU time metric. The results of SVR demonstrates superior performance and signifcantly outperforms the other considered models for benchmarking. For instance, SVR achieved 0.0 MSE and 99.99% R for the four stock indices, with training times between 0.005 and 0.007 seconds. We recommend SVR for predicting future stock prices during crises. This study offers valuable insights for financial decision-makers, guiding them in making informed choices by understanding stock market reactions to major global crises, while addressing the uncertainty and fear of investors.

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The stock market which is a particular type of financial market, has attracted nowadays the attention of financial analysts and investors, as it is recognized one of the most challenging and unpredictable market. Recently, this kind of market is well known by its extreme volatility and instability due to the health (COVID-19), the geopolitical (the Russian, Ukraine, European, and American conflict), and the economic crises. This situation intensified the uncertainty and fear of investors; they need an intelligent and stable decision support system to assist them to foresee the future variations of stock prices. To address this issue, our paper proposes a hybrid ensemble-learning model that integrates different methods. (1) The Singular Spectrum Analysis (SSA) is used to eliminate the noise from financial data. (2) The Convolutional Neural Network (CNN) is applied to handle the task of automatic feature extraction. (3) Three machine-learning predictors (Random Forest (RF), Gradient Boosting (GB), and Extra Trees (ET)) are merged together and optimized using the Halving Grid Search (HGS) algorithm to obtain collective final predictions. To verify the validity of the proposed model, two major indices of Chinese and American stock markets, namely SSE and NASDAQ, were used. The proposed model is evaluated using RMSE, MAE, MAPE and CPU time metrics. Based on experiments, it is proven that the achieved results are better than other comparative prediction models used for benchmarking.

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Financial markets operate as dynamic systems susceptible to ongoing changes influenced by recent crises, such as geopolitical and health crises. Due to these factors, investor uncertainty has increased, making it challenging to identify trends in the stock markets. Predicting stock market prices enhances investors’ ability to make accurate investment decisions. This paper proposes an intelligent financial system named Pred-IFDSS, aiming to recommend the best model for accurate predictions of future stock market indexes. Pred-IFDSS includes seven machine learning models: (1) Linear Regression (LR), (2) Support Vector Regression (SVR), (3) eXtreme Gradient Boosting (XGBoost), (4) Simple Recurrent Neural Network (SRNN), (5) Gated Recurrent Unit (GRU), (6) Long Short-Term Memory (LSTM), and (7) Artificial Neural Network (ANN). Each model is tuned using the grid search strategy, trained, and evaluated. Experiments are conducted on three stock market indexes (NASDAQ, S&P 500, and NYSE). To measure the performance of these models, three standard strategic indicators are employed (MSE, RMSE, and MAE). The outcomes of the experiments demonstrate that the error rate in SRNN model is very low, and we recommend it to assist investors in foreseeing future trends in stock market prices and making the right investment decisions.

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This paper introduces TradeStrat-ML, a novel framework for stock market trading. It integrates various techniques: technical analysis, hybrid machine learning models, multi-agent-based simulations (MABS), and financial modeling for stock market analysis and future predictions. The process involves using a Convolutional Neural Network (CNN) to extract features from preprocessed financial data. The output of this model is then combined with three machine learning models (Gated Recurrent Unit (GRU), Extreme Gradient Boosting (XGBoost), and Support Vector Regression (SVR)) to predict future stock price indices. Subsequently, the models are evaluated, compared, and the most accurate model is selected for stock market prediction. In the final stage, the selected model, along with the Simple Moving Average (SMA) indicator, is used to develop an optimized trading strategy. The TradeStrat-ML system is organized into four main layers and validated using MABS simulations. Comparative analysis and simulation experiments collectively indicate that this new combination prediction model is a potent and practical tool for informed investment decision-making.

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Elderly fatigue, a critical issue affecting the health and well-being of the aging population worldwide, presents as a substantial decline in physical and mental activity levels. This widespread condition reduces the quality of life and introduces significant hazards, such as increased accidents and cognitive deterioration. Therefore, this study proposed a model to detect fatigue in the elderly with satisfactory accuracy. In our contribution, we use video and image processing through a video in order to detect the elderly’s face recognition in each frame. The model identifies facial landmarks on the detected face and calculates the Eye Aspect Ratio (EAR), Eye Fixation, Eye Gaze Direction, Mouth Aspect Ratio (MAR), and 3D head pose. Among the various methods evaluated in our study, the Extra Trees algorithm outperformed all others machine learning methods, achieving the highest results with a sensitivity of 98.24%, specificity of 98.35%, and an accuracy of 98.29%.

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The cold start problem has always been a major challenge for recommender systems. It arises when the system lacks rating records for new users or items. Addressing the challenge of providing personalized recommendations in the cold start scenario is crucial. This research proposes a new hybrid recommender system named CoDFi-DL which combines demographic and enhanced collaborative filtering. The demographic filtering is performed through a deep neural network (DNN) and used to solve the new user cold start problem. The enhanced collaborative filtering component of our model focuses on delivering personalized recommendations through a neighborhood-based method. The major contribution in this research is the DNN-based demographic filtering which overcomes the new user cold start problem and enhances the collaborative filtering process. Our system significantly improves the relevancy of the recommendation task and thus provides personalized recommended items to cold users. To evaluate the effectiveness of our approach, we conducted experiments on real multi-label datasets, 1M and 100K MovieLens. CoDFi-DL recommender system showed higher performance in comparison with baseline methods, achieving lower RMSE rates of 0.5710 on the 1M MovieLens dataset and 0.6127 on the 100K MovieLens dataset.

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Internet users are overwhelmed by the vast number of services and products to choose from. This data deluge has led to the need for recommender systems. Simultaneously, the explosion of interactions on social networks is constantly increasing. These interactions produce a large amount of content that incites organizations and individuals to exploit it as a support for decision making. In our research, we propose, Twit-CoFiD, a hybrid recommender system based on tweet sentiment analysis which performs a demographic filtering to use its outputs in an enhanced collaborative filtering enriched with a sentiment analysis component. The demographic filtering, based on a Deep Neural Network (DNN), allows to overcome the cold start problem. The sentiment analysis of Twitter data combined with the enhanced collaborative filtering makes recommendations more relevant and personalized. Experiments were conducted on 1M and 100K Movielens datasets. Our system was compared to other existing methods in terms of predictive accuracy, assessed using Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) metrics. It yielded improved results, achieving lower RMSE and MAE rates of 0.4474 and 0.3186 on 100K Movielens dataset and of 0.3609 and 0.3315 on 1M Movielens dataset.

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The rapid expansion of contextual information from smartphones and Internet of Things (IoT) devices paved the way for Context-Aware Recommendation Systems (CARS). This abundance of contextual data heralds a transformative era for traditional recommendation systems. In alignment with this trend, we propose a novel model which provides personalized recommendations based on context. Our approach uses K-means algorithm to cluster users based on contextual features. Then, the model performs collaborative filtering based on matrix factorization with enhanced contextual biases to provide relevant recommendations. We demonstrated the performance of our method through experiments conducted on the movie recommender dataset LDOS-CoMoDa. The experimental results showed the effective performance of our proposal compared to reference methods, achieving an RMSE of 0.7416 and an MAE of 0.6183.

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In a rapidly evolving digital landscape, recommender systems have become essential tools for helping users navigate overwhelming amounts of information in various domains. In e-learning contexts, these systems aim to support learners by identifying educational resources or relevant academic content that are significant for their learning experience. However, research incorporating domain knowledge, such as course-related concepts, to improve recommendation quality remains limited. This paper presents a new personalized recommender system in e-learning context, which is called KA-ERN: Knowledge-based Attention Ensemble Recurrent Network. Specifically, KA-ERN leverages a Knowledge Graph to capture the dependencies and semantic relationships between users, courses, and their related concepts and then, performs ensemble learning by combining the Bidirectional Long Short-Term Memory network (Bi-LSTM) with the Artificial Neural Network (ANN). An attention mechanism is added to enhance recommendation quality. Our approach is based on a two-stage architecture. First, entities and relations embeddings are generated and then concatenated as sequences allowing the model to capture complex relationships and contextual dependencies of user preferences. Secondly, these embeddings are provided as inputs to the KA-ERN model. The proposed combination of Bi-LSTM network, ANN, and attention mechanisms shows the advantage of using Knowledge graph embeddings over bipartite graph embeddings capturing only user-item interactions and experimental results achieving the best recommendation metrics, with RMSE of 0.045 and MAE of 0.034, outperforming baseline methods.

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Serverless Computing, also named Function as a Service (FaaS) in the Azure cloud provider, is a new feature of cloud computing. This is another brick, after managed and fully managed services, allowing to provide on-demand services instead of provisioned resources and it is used to strengthen the company’s ability in order to master its IT system and consequently to make its business processes more profitable. Knowing that decision making is one of the important tasks in business processes, the improvement of this task was the concern of both the industry and the academy communities. Those efforts have led to several models, mainly the two Object Management Group (OMG) models: Business Process Model and Notation (BPMN) and Decision Model and Notation (DMN) in order to support this need. The DMN covers the decision-making task in business processes mainly the eligibility of business rules. This eligibility can be automated in order to help designers in the mastering of this important task by the running of an algorithm or a method such as the Multiple Criteria Decision Making (MCDM). This feature can be designed and implemented and deployed in various architectures to integrate it in existing Business Process Management Systems (BPMS). It could then improve supporting several business areas such as the Business Intelligence (BI) process. In this paper, our main contribution is the enrichment of the DMN model by the automation of the business rules eligibility through Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) using FaaS to further streamline the decision-making task in business processes. Results show to strengthen business-IT alignment and reduce the gap between the real world and associated IT solutions.

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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.

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The prediction of stock price movements is one of the most challenging tasks in financial market field. Stock price trends depended on various external factors like investor's sentiments, health and political crises which can make stock prices more volatile and chaotic. Lately, two crises affected the variation of stock prices, COVID-19 pandemic and Russia-Ukraine conflict. Investors need a robust system to predict future stock trends in order to make successful investments and to face huge losses in uncertainty situations. Recently, various machine learning (ML) models have been proposed to make accurate stock movement predictions. In this paper, a framework including five ML classifiers (Gaussian Naive Bayes (GNB), Random Forest (RF), Gradient Boosting (GB), Support Vector Machine (SVM), and K-Nearest Neighbors (kNN))) is proposed to predict the closing price trends. Technical indicators are calculated and used with historical stock data as input. These classifiers are hybridized with Principal Component Analysis method (PCA) for feature selection and Grid Search (GS) Optimization Algorithm for hyper-parameters tuning. Experimental results are conducted on National Association of Securities Dealers Automated Quotations (NASDAQ) stock data covering the period from 2018 to 2023. The best result was found with the Random Forest classifier model which achieving the highest accuracy (61%).

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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.

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Decision-making in Business Process is a real challenge, given its technical complexity and organizational impact. Mostly, decision-making is based on business rules fired by an inference engine using facts reflecting the context of the current process task. Focus on a task alone and in isolation from the rest of the process can easily lead to inconsistency in decision-making. In this paper, we aim to improve the importance of consistency of decision-making throughout the process. To fulfill this aim, our contribution is to propose Consistency Working Memory RETE (CWM-RETE): a Framework based on the Rete Algorithm as a pattern-matching algorithm to simulate inference; and MongoDB as a document-oriented database to serialize business rules. This framework enables the compatibility of decision-making throughout the business process. The experimentation is based on the Business Intelligence process as a case study and it is shown that the decision-making process can generate different results depending on whether consistency functionality is enabled or not.

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The stock market is viewed as an unpredictable, volatile, and
competitive market. The prediction of stock prices has been
a challenging task for many years. In fact, many analysts are
highly interested in the research area of stock price prediction.
Various forecasting methods can be categorized into linear and
non-linear algorithms. In this paper, we offer an overview of the
use of deep learning networks for the Indian National Stock
Exchange time series analysis and prediction. The networks
used are Recurrent Neural Network, Long Short-Term Memory
Network, and Convolutional Neural Network to predict future
trends of NIFTY 50 stock prices. Comparative analysis is done
using different evaluation metrics. These analysis led us to
identify the impact of feature selection process and hyperparameter optimization on prediction quality and metrics used in the prediction of stock market performance and prices. The performance of the models was quantified using MSE metric.
These errors in the LSTM model are found to be lower compared
to RNN and CNN models.

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The modelling of business processes and in particular decision-making in these processes takes an important place in the quality and reliability of IT solutions. In order to define a modelling standards in this domain, the Open Management Group (OMG) has developed the Business Process Model and Notation (BPMN) and Decision Model and Notation (DMN). Currently, these two standards are a pillar of several business architecture Frameworks to support Business-IT alignment and minimize the gap between the managers expectations and delivered technical solution. In this paper, we propose the Multi-Criteria DMN (MC-DMN) which is a DMN enrichment. It allows covering the preference to criteria in decision-making using Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) as a Multi-Criteria Decision-Making (MCDM) method and therefore it gives more faithfulness to the real world and further agility face the business layer changes.

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Nowadays, we are confronted with increasingly complex information systems. Modelling these kinds of systems will only be controlled through appropriate tools, techniques and models. Work of the Open Management Group (OMG) in this area have resulted in the development of Business Process Model and Notation (BPMN) and Decision Model and Notation (DMN). Currently, these two standards are a pillar of various business architecture Frameworks to support Business-IT alignment and minimize the gap between the managers’ expectations and delivered technical solutions. Several research focus on the extension of these models especially BPMNDF which aims to harmonize decision-making throughout a single business process. The current challenge is to extend the BPMNDF in order to cover business process in a distributed and cooperative environment. In this paper, we propose the Multi-Agent BPMN Decision Footprint (MABPMNDF) which is a novel model based on both BPMNDF and MAS to support decision-making in distributed business process.

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In recent years, the Object Management Group (OMG)  has  focused  its  work  to  improve  the  business process modeling on multiple axes. The investigation in the domain  of  the  decision-making  has  resulted  in  its externalization through the invention of the Decision Model and Notation  (DMN). The latter, as presented  by OMG, is designed  as  a  supplement  to the  Business  Process  Model and  Notation  (BPMN),  to  model  decision-making  in business process.  DMN  covers  several  aspects  of  decision-making, but some factors are not explicitly mentioned, such as  harmonization,  synergy  and  uncertainty.  Since  the decision is based on modeling, serialization and integration of business  rules in the  business  process,  several questions arise  around  these problems.

In  this paper,  we  study the structure  of  business  rules  favoring  harmonization  of decisions  and  we  propose  an  additional  approach  for business  rules  serialization  through  NoSQL  databases, specifically MongoDB as a Document-Oriented database.

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Nowadays, one of the companies challenges is to benefit from their Business Intelligence (BI) projects and not to see huge investments ruined. To address problems related to the modelling of these projects and the management of their life-cycle, Enterprise Architecture (EA) Frameworks are considered as an attractive alternative to strengthen the Business-IT alignment. Business Process Model and Notation (BPMN) represents a pillar of these Frameworks to minimize the gap between the expectations of managers and delivered technical solutions. The importance of decision-making in business process has led the Object Management Group (OMG) to announce its new standard: Decision Model and Notation (DMN). In this paper, we propose the BPMN Decision Footprint (BPMNDF), which is a coupling of a BPMN with a novel DMN version. This enhancement has an additional component as a repository of all decisions along the process, used in order to ensure the harmony of decision-making.

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Computational Finance, an exciting new cross-disciplinary research area, depends extensively on the tools and techniques of computer science, statistics, information systems and financial economics for educating the next generation of financial researchers, analysts, risk managers, and financial information technology professionals. This new discipline, sometimes also referred to as "Financial Engineering" or "Quantitative Finance" needs professionals with extensive skills both in finance and mathematics along with specialization in computer science. Soft-Computing in Capital Market hopes to fulfill the need of applications of this offshoot of the technology by providing a diverse collection of cross-disciplinary research. This edited volume covers most of the recent, advanced research and practical areas in computational finance, starting from traditional fundamental analysis using algebraic and geometric tools to the logic of science to explore information from financial data without prejudice. Utilizing various methods, computational finance researchers aim to determine the financial risk with greater precision that certain financial instruments create. In this line of interest, twelve papers dealing with new techniques and/or novel applications related to computational intelligence, such as statistics, econometrics, neural- network, and various numerical algorithms are included in this volume.

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This paper explores the dynamics of stock market from a behavioral perspective using
a multi-agent simulation. The aim of this paper is to study the behavior of investors in the stock
market to find a model as close as possible to reality. The main problem is to understand,
through a novel model which includes behavioral and cognitive attitudes of the investor, the
running of the market and determine the sources of his complexity. Simulation experiments are
being performed to observe stylized facts of the financial time series. These experiments show
that representing a behavioral model allows to observe emergent socio-economic phenomena.

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This paper introduces a new conceptual model representing the stock market dynamics. This model is essentially based on cognitive behavior of the investors. In order to validate our model, we build an artificial stock market simulation based on agent-oriented methodologies. The purpose of this simulation is to understand the influence of psychological character of an investor and its neighborhood on its decision-making and their impact on the market in terms of price fluctuations. Interactions between investors and information exchange during a transaction reproduce the market dynamics and organize the multi-agent based pricing.

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We introduce in this paper a new conceptual model representing the stock market dynamics.
This model is essentially based on cognitive behavior of the investors. In order to validate our model, we
build an artificial stock market simulation based on agent-oriented methodologies. The proposed simulator
is composed of market supervisor agent essentially responsible for executing transactions via an order
book and various kinds of investor agents depending to their profile. The purpose of this simulation is to
understand the influence of psychological character of an investor and its neighborhood on its decision-making
and their impact on the market in terms of price fluctuations. Interactions between investors and information
exchange during a transaction reproduce the market dynamics and organize the multi-agent based pricing.

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In this paper, we study the stock market trading behavior and the interactions between traders. We propose a novel model which includes behavioral and cognitive attitudes of the trader at the micro level and explains their effects on his decision making at the macro level. The proposed simulator is composed of heterogeneous Trader agents with a behavioral cognitive model and the CentralMarket agent matching buying and selling orders. Our artificial stock market is implemented using distributed artificial intelligence techniques. The resulting simulation system is a tool able to numerically simulate financial market operations in a realistic way. Experiments show that representing the micro level led us to validate some stylized facts related to stock market and to observe emergent socio-economic phenomena at the macro level.

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This paper explores the dynamics of stock market from a psychological perspective using a multi-agent simulation model. We study the stock market trading behavior and the interactions between traders. We propose a novel model which includes behavioral and cognitive attitudes of the trader at the micro level and explains their effects on his decision making at the macro level. The proposed simulator is composed of heterogeneous Trader agents with a behavioral cognitive model and the CentralMarket agent matching buying and selling orders. Simulation experiments are being performed to observe stylized facts of the financial times series and to show that the psychological attitudes have many consequences on the stock market dynamics. These experiments show that the modelization of the micro level led us to observe emergent socio-economic phenomena at the macro level.

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In this paper, we introduce a new model of the stock market. This model describes the behavioral and cognitive attitudes of the investor at the micro level and explains their effects on his decision making. A multi-agent based simulation is used to validate our model and to study the emergence of certain stock market phenomena at the macro level. The modelling and implementation details of our simulator will appear in the full version of the paper.