• Journal of Intelligence and Information Systems
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• v.20 no.4
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• pp.43-58
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• 2014

As the use of trading systems has increased rapidly, many researchers have become interested in developing effective stock market prediction models using artificial intelligence techniques. Stock market prediction involves multifaceted interactions between market-controlling factors and unknown random processes. A successful stock prediction model achieves the most accurate result from minimum input data with the least complex model. In this research, we develop a combination model of ${\pi}$-fuzzy logic and support vector machine (SVM) models, using a genetic algorithm to optimize the parameters of the SVM and ${\pi}$-fuzzy functions, as well as feature subset selection to improve the performance of stock market prediction. To evaluate the performance of our proposed model, we compare the performance of our model to other comparative models, including the logistic regression, multiple discriminant analysis, classification and regression tree, artificial neural network, SVM, and fuzzy SVM models, with the same data. The results show that our model outperforms all other comparative models in prediction accuracy as well as return on investment.

• The Journal of Society for e-Business Studies
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• v.27 no.1
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• pp.15-28
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• 2022

Due to recent expansion of online market such as clothing, utilizing customer review has become a major marketing measure. User review has been used as a tool of analyzing sentiment of customers. Sentiment analysis can be largely classified with machine learning-based and lexicon-based method. Machine learning-based method is a learning classification model referring review and labels. As research of sentiment analysis has been developed, multi-modal models learned by images and video data in reviews has been studied. Characteristics of words in reviews are differentiated depending on products' and customers' categories. In this paper, sentiment is analyzed via considering review data and metadata of products and users. Gated Recurrent Unit (GRU), Long Short-Term Memory (LSTM), Self Attention-based Multi-head Attention models and Bidirectional Encoder Representation from Transformer (BERT) are used in this study. Same Multi-Layer Perceptron (MLP) model is used upon every products information. This paper suggests a multi-modal sentiment analysis model that simultaneously considers user reviews and product meta-information.