Study on the Pakistan stock market using a new stock crisis prediction method.

A Stock market collapse occurs when stock prices drop by more than 10% across all main indexes. Predicting a stock market crisis is difficult because of the increased volatility in the stock market. Stock price drops can be triggered by a variety of factors, including corporate results, geopolitical tensions, financial crises, and pandemic events. For scholars and investors, predicting a crisis is a difficult endeavor. We developed a model for the prediction of stock crisis using Hybridized Feature Selection (HFS) approach. Firstly, we went for the suggestion of the HFS method for the removal of stock's unnecessary financial attributes. The Naïve Bayes approach, on the other hand, is used for the classification of strong fundamental stocks. In the third step, Stochastic Relative Strength Index (StochRSI) is employed to identify a stock price bubble. In the fourth step, we identified the stock market crisis point in stock prices through moving average statistics. The fifth is the prediction of stock crises by using deep learning algorithms such as Gated Recurrent Unit (GRU) and Long-Short Term Memory (LSTM). Root Mean Square Error (RMSE), Mean Squared Error (MSE) and Mean Absolute Error (MAE) are implemented for assessing the performance of the models. The HFS-based GRU technique outperformed the HFS-based LSTM method to anticipate the stock crisis. To complete the task, the experiments used Pakistan datasets. The researchers can look at additional technical factors to forecast when a crisis would occur in the future. With a new optimizer, the GRU approach may be improved and fine-tuned even more.

Deep transfer learning with multimodal embedding to tackle cold-start and sparsity issues in recommendation system.

Recommender systems (RSs) have become increasingly vital in the modern information era and connected economy. They play a key role in business operations by generating personalized suggestions and minimizing information overload. However, the performance of traditional RSs is limited by data sparseness and cold-start issues. Though deep learning-based recommender systems (DLRSs) are very popular, they underperform when considering rating matrices with sparse entries. Despite their performance improvements, DLRSs also suffer from data sparsity, cold start, serendipity, and generalizability issues. We propose a multistage model that uses multimodal data embedding and deep transfer learning for effective and personalized product recommendations, and is designed to overcome data sparsity and cold-start issues. The proposed model includes two phases. In the first-offline-phase, a deep learning technique is implemented to learn hidden features from a large image dataset (targeting new item cold start), and a multimodal data embedding is used to produce dense user feature and item feature vectors (targeting user cold start). This phase produces three different similarity matrices that are used as inputs for the second-online-phase to generate a list of top-n relevant items for a target user. We analyzed the accuracy and effectiveness of the proposed model against the existing baseline RSs using a Brazilian E-commerce dataset. The results show that our model scored 0.5882 for MAE and 0.4011 for RMSE which is lower than baseline RSs which indicates that the model achieved an improved accuracy and was able to minimize the typical cold start and data sparseness issues during the recommendation process.