This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses CNN to extract local patterns of multidimensional features of financial markets, and then models the bidirectional dependency of time series through BiLSTM, to comprehensively characterize the changing laws of systemic risk in spatial features and temporal dynamics. The experiment is based on real financial data sets. The results show that the model is significantly superior to traditional single models (such as BiLSTM, CNN, Transformer, and TCN) in terms of accuracy, recall, and F1 score. The F1-score reaches 0.88, showing extremely high discriminant ability. This shows that the joint strategy of combining CNN and BiLSTM can not only fully capture the complex patterns of market data but also effectively deal with the long-term dependency problem in time series data. In addition, this study also explores the robustness of the model in dealing with data noise and processing high-dimensional data, providing strong support for intelligent financial risk management. In the future, the research will further optimize the model structure, introduce methods such as reinforcement learning and multimodal data analysis, and improve the efficiency and generalization ability of the model to cope with a more complex financial environment.

This paper explores an improved Adaboost algorithm based on Long Short-Term Memory Networks (LSTMs), which aims to improve the prediction accuracy of user clicks on web page advertisements. By comparing it with several common machine learning algorithms, the paper analyses the advantages of the new model in ad click prediction. It is shown that the improved algorithm proposed in this paper performs well in user ad click prediction with an accuracy of 92%, which is an improvement of 13.6% compared to the highest of 78.4% among the other three base models. This significant improvement indicates that the algorithm is more capable of capturing user behavioural characteristics and time series patterns. In addition, this paper evaluates the model's performance on other performance metrics, including accuracy, recall, and F1 score. The results show that the improved Adaboost algorithm based on LSTM is significantly ahead of the traditional model in all these metrics, which further validates its effectiveness and superiority. Especially when facing complex and dynamically changing user behaviours, the model is able to better adapt and make accurate predictions. In order to ensure the practicality and reliability of the model, this study also focuses on the accuracy difference between the training set and the test set. After validation, the accuracy of the proposed model on these two datasets only differs by 1.7%, which is a small difference indicating that the model has good generalisation ability and can be effectively applied to real-world scenarios.

A classification prediction algorithm based on Long Short-Term Memory Network (LSTM) improved AdaBoost is used to predict virtual reality (VR) user experience. The dataset is randomly divided into training and test sets in the ratio of 7:3.During the training process, the model's loss value decreases from 0.65 to 0.31, which shows that the model gradually reduces the discrepancy between the prediction results and the actual labels, and improves the accuracy and generalisation ability.The final loss value of 0.31 indicates that the model fits the training data well, and is able to make predictions and classifications more accurately. The confusion matrix for the training set shows a total of 177 correct predictions and 52 incorrect predictions, with an accuracy of 77%, precision of 88%, recall of 77% and f1 score of 82%. The confusion matrix for the test set shows a total of 167 correct and 53 incorrect predictions with 75% accuracy, 87% precision, 57% recall and 69% f1 score. In summary, the classification prediction algorithm based on LSTM with improved AdaBoost shows good prediction ability for virtual reality user experience. This study is of great significance to enhance the application of virtual reality technology in user experience. By combining LSTM and AdaBoost algorithms, significant progress has been made in user experience prediction, which not only improves the accuracy and generalisation ability of the model, but also provides useful insights for related research in the field of virtual reality. This approach can help developers better understand user requirements, optimise virtual reality product design, and enhance user satisfaction, promoting the wide application of virtual reality technology in various fields.

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are first analyzed by descriptive statistics, and then the model is built and trained and tested on the dataset. After optimization and adjustment, the mean absolute error (MAE) of the model gradually decreases from 0.11 to 0.01 and tends to be stable, indicating that the model prediction effect is gradually close to the real value. The results on the test set show that the time series algorithm optimized based on Genetic Algorithm (GA)-Long Short-Term Memory Network (LSTM) is able to accurately predict the stock prices, and is highly consistent with the actual price trends and values, with strong generalization ability. The MAE on the test set is 2.41, the MSE is 9.84, the RMSE is 3.13, and the R2 is 0.87. This research result not only provides a novel stock price prediction method, but also provides a useful reference for financial market analysis using computer technology and big data.

This pilot study aims to develop a deep learning model for predicting seismocardiogram (SCG) signals in the dorsoventral direction from the SCG signals in the right-to-left and head-to-foot directions ($\textrm{SCG}_x$ and $\textrm{SCG}_y$). The dataset used for the training and validation of the model was obtained from 15 healthy adult subjects. The SCG signals were recorded using tri-axial accelerometers placed on the chest of each subject. The signals were then segmented using electrocardiogram R waves, and the segments were downsampled, normalized, and centered around zero. The resulting dataset was used to train and validate a long short-term memory (LSTM) network with two layers and a dropout layer to prevent overfitting. The network took as input 100-time steps of $\textrm{SCG}_x$ and $\textrm{SCG}_y$, representing one cardiac cycle, and outputted a vector that mapped to the target variable being predicted. The results showed that the LSTM model had a mean square error of 0.09 between the predicted and actual SCG segments in the dorsoventral direction. The study demonstrates the potential of deep learning models for reconstructing 3-axis SCG signals using the data obtained from dual-axis accelerometers.

Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the possible use of new sources of information from textual news in order to improve the performance of these predictions. This paper proposes a Long and Short-Term Memory (LSTM) network incorporating textual news features that successfully predicts the deterministic and probabilistic tasks of the UK national electricity demand. The study finds that public sentiment and word vector representations related to transport and geopolitics have time-continuity effects on electricity demand. The experimental results show that the LSTM with textual features improves by more than 3% compared to the pure LSTM benchmark and by close to 10% over the official benchmark. Furthermore, the proposed model effectively reduces forecasting uncertainty by narrowing the confidence interval and bringing the forecast distribution closer to the truth.

Extensive bedside monitoring in Intensive Care Units (ICUs) has resulted in complex temporal data regarding patient physiology, which presents an upscale context for clinical data analysis. In the other hand, identifying the time-series patterns within these data may provide a high aptitude to predict clinical events. Hence, we investigate, during this work, the implementation of an automatic data-driven system, which analyzes large amounts of multivariate temporal data derived from Electronic Health Records (EHRs), and extracts high-level information so as to predict in-hospital mortality and Length of Stay (LOS) early. Practically, we investigate the applicability of LSTM network by reducing the time-frame to 6-hour so as to enhance clinical tasks. The experimental results highlight the efficiency of LSTM model with rigorous multivariate time-series measurements for building real-world prediction engines.

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time series model ARIMA can not describe the nonlinearity, and can not achieve satisfactory results in the stock prediction. As neural networks are with strong nonlinear generalization ability, this paper proposes an attention-based CNN-LSTM and XGBoost hybrid model to predict the stock price. The model constructed in this paper integrates the time series model, the Convolutional Neural Networks with Attention mechanism, the Long Short-Term Memory network, and XGBoost regressor in a non-linear relationship, and improves the prediction accuracy. The model can fully mine the historical information of the stock market in multiple periods. The stock data is first preprocessed through ARIMA. Then, the deep learning architecture formed in pretraining-finetuning framework is adopted. The pre-training model is the Attention-based CNN-LSTM model based on sequence-to-sequence framework. The model first uses convolution to extract the deep features of the original stock data, and then uses the Long Short-Term Memory networks to mine the long-term time series features. Finally, the XGBoost model is adopted for fine-tuning. The results show that the hybrid model is more effective and the prediction accuracy is relatively high, which can help investors or institutions to make decisions and achieve the purpose of expanding return and avoiding risk. Source code is available at https://github.com/zshicode/Attention-CLX-stock-prediction.

I found the book quite didactic and entertaining. Theano and Tensorflow are explored briefly in some specific chapters at the beginning of the book, but most of the material covers how to use Keras effectively with CNNs and RNNs. I found the Time Series and model improvement chapters specially interesting. I recommend this book for newbies willing to get a soft landing into Deep Learning with Python&Keras. I think this is Jason's best book to date. Starting with no previous deep learning experience and little familiarity with Python, over the course of a weekend I was able to develop and train a Convolutional Neural Net that achieved a 0.8% error rate on the famous MNIST digit recognition task (best-in-class is 0.23%). If you're struggling to get up to speed with deep learning, this book is a great way to get started.

This book was designed around major building blocks of the Python ecosystem that are useful to machine learning projects. There are a lot of things you could learn about Python, from language mechanics to the various libraries. Our goal is to take you straight to developing an intuition for the elements you can use in Python projects with laser-focused tutorials. We designed the tutorials to focus on how to get things done with Python. They give you the tools to both rapidly understand and apply each technique or operation. Each tutorial is designed to take you about one hour to read through and complete, excluding the extensions and further reading. You can choose to work through the lessons one per day, one per week, or at your own pace. I think momentum is critically important, and this book is intended to be read and used, not to sit idle. I would recommend picking a schedule and sticking to it.