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Predicting directions of S&P 500 using AI & ML models
Get PDFThis thesis was submitted for the award of Master of Philosophy and was awarded by Brunel University LondonThe challenge of predicting (financial) market movements has long been based on quantitative
models. These models are based on statistical analysis of historical data, which is
used to identify patterns and relationships that are used to predict market behavior. Artificial
intelligence (AI) and machine learning (ML) models are now extensively researched
and applied in the domain of Financial Markets. The development of Python packages that
encapsulate the theoretical underpinnings of these models has also taken place at the same
time. Many teams in the finance industry have mastered and exploited these packages and
report promising results in asset allocation and risk control. In our investigation of applying
AI/ML and quant models we have used Python packages for the software realization of Random
Forest, Gaussian Naive Bayes, Decision Tree, Artificial Neural Net (ANN) and Logistic
Regression models. The central aim of our investigation has been to generate next day market
movement predictions specifically for S&P 500. The study employs a comprehensive dataset
spanning five years, from 2017 to 2022, comprising closing prices of the S&P 500 index, VIX
index, Gold, Oil, and 10-year U.S. Treasury yields as features. Technical indicators derived
from these asset prices are utilized as additional features to enhance the predictive power
of the models. Initially, the individual models are evaluated, with accuracy scores ranging
from 50.90% (Random Forest) to 53.42% (Gaussian Naive Bayes), highlighting the inherent
challenges of stock market prediction. To improve prediction performance, an ensemble modeling
approach is adopted, where the final prediction is based on the majority voting of the individual models. The results demonstrate that the ensemble modeling technique generally
improves prediction accuracy, with the highest overall accuracy of 58.90% achieved when all
models agree on the market direction. While the ensemble modeling approach shows promise,
the achieved accuracy levels emphasize the complexity of stock market prediction tasks and
the need for further enhancements. This research serves as a foundation for developing stock
trading strategies by leveraging the ensemble model predictions for directional trading, risk
management, portfolio optimization, and other comprehensive trading strategies.OptiRisk Systems Lt
The potential of Deposit Refund Systems in closing the plastic beverage bottle loop: A review
Get PDFData availability: No data was used for the research described in the article.Supplementary materials are available online at: https://www.sciencedirect.com/science/article/pii/S0921344924005536#sec0013 .This critical review assesses the implementation and impact of Deposit Return Schemes (DRSs), also referred to as ‘Deposit Refund Systems’ and ‘Deposit Return Systems’ in international contexts, focusing on plastic beverage bottles. The review explores the multi-dimensional challenges that shape effective DRS implementation. A total of 143 peer-reviewed articles and grey literature studies were analysed based on DRS definitions, scope, year of implementation, materials involved, and impacts across multiple dimensions (technical, social, economic, regulatory, and environmental). Emphasising Europe, the study outlines the multi-dimensional challenges and opportunities associated with DRSs. Key findings highlight the critical importance of balancing redemption locations, deposit values, and public awareness, as reflected in varying return rates in different countries. While industry stakeholders advocate for standardising DRS models to maximise economic and technical value in the plastic bottle value chain, significant European-wide and regional-specific challenges such as harmonizing legal requirements, potential trade-offs, and addressing environmental and transportation costs, persist. This underscores the ongoing need for evaluation and refinement of DRS implementation strategies within evolving waste management practices. As the first of its kind, this study underscores the necessity for future research to inform the sustainability assessment of DRS, policy development, and efforts to promote social accountability.Brunel Research Initiative & Enterprise Fund (BRIEF) awards No. 11937111 and No. 11683100, as part of the ‘Closing the Plastic Food Packaging Loop’ project series
Connecting Arabic teacher training to task-based language teaching
No full textThis thesis was submitted for the award of Doctor of Education and was awarded by Brunel University LondonThis is an exploratory study focusing on Arabic supplementary school teachers’ attitudes, understanding and experiences of Task-Based Language Teaching (TBLT( and their perceptions of an online task-based language teacher training course for teaching Arabic communication and oral skills. This study aims to connect Arabic teacher training to TBLT for successful pedagogical implementation that may lead to better teaching and learning.
This study demonstrates originality and contributes to the literature of TBLT teacher training, the theory of experiential learning and the context of supplementary education and heritage language learners’ pedagogy.
Dissatisfaction with students’ low competencies in Arabic communication and oral skills has led to a call for a shift away from traditional teaching approaches to more communicative approaches that can engage with the language in an authentic way. Although TBLT is a promising and strong version of the communicative approach, given that it is a new, innovative approach to teaching Arabic it needs professional development to facilitate its integration. TBLT training is an area that has received no attention in the context of Arabic as a foreign language (AFL), whereby this study aims to address this gap.
This study uses a Design-Based Research (DBR) methodology that aims to develop knowledge to improve the current teaching practices based on concrete data and evidence-based insights, contributing a data-driven TBLT professional development framework based on existing theoretical educational frameworks and the contextual needs of service teachers in UK Arabic supplementary schools.
This involved the use of questionnaires with 58 participants, semi-structured interviews and an intervention (five TBLT training workshops) with five Arabic supplementary school teachers across six different schools in London, Birmingham and Bristol.
The findings indicate positive attitudes and experiences towards implementing TBLT in Arabic supplementary schools as a result of the teachers’ satisfaction with the TBLT training workshops. The satisfaction was attributed to the participant teachers’ engagement, new knowledge gained and the ability to transfer it, as well as students’ learning outcomes
Exploring the resource mobilization process in social enterprises in China: A bricolage and social exchange perspective
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Resource mobilization has come to dominate contemporary discourse on the making and survival of social enterprises (SEs). Emphasizing the socially constructed nature of idiosyncratic firm resource environments, this study integrates bricolage and social exchange theory to explore the means at hand and the kinds of practices SEs in China employ to mobilize resources to address persistent social problems.
Design/methodology/approach:
Adopting a qualitative multiple case design, the research contribution is developed in the context of four SEs based in two cities in China selected through a two-stage process. The main data for the inquiry come from 21 face-to-face, semi-structured interviews conducted with key informants in 2018 and 2019. The authors supplemented this with secondary data about each SE curated from social media platforms and publicly available documentary sources, including press statements, reports and popular press video interviews.
Findings:
The research findings suggest that SEs in China tend to follow a two-step resource mobilization process: fraternize and exchange. Leveraging the means at hand – “social practice know-how” and the practice of “proactiveness,” SEs strategically engage with actors in their environment (fraternize) to understand and explore the possible sources of the resources they require. Nevertheless, fraternization alone is not sufficient; SEs must demonstrate exchange values (social, economic, functional and regulatory) to convince resource owners to either directly release resources (funds, the right of use of empty spaces, technologies, time and efforts) or offer them indirect support (certification, government procurement). The process of fraternizing within the contingencies of organizing, intertwined with social exchange practices, constitutes the success of resource mobilization. The combination and reconfiguration of the expanded repertoire of mobilized resources provide opportunities for the SEs to make do and, in return, help them maintain their status as valued SEs in China.
Originality/value:
This study extends the understanding of bricolage through a social exchange lens to unpack the process through which SEs in China mobilize appropriate resources for their businesses. Emphasizing the importance of the social dimension of bricolage in resource mobilization, a two-step model, comprising fraternization exhibited in the form of social practice know-how and proactiveness and social exchange, is presented as an essential mechanism in SEs’ resource mobilization in China
Microstructural evolution and strength enhancement in laser powder bed fusion Al-Mg-Yb-Zr alloys
Get PDFData Availability: Data will be made available on request.Supplementary material is available online at: https://www.sciencedirect.com/science/article/pii/S0925838824031517#sec0085 .Al-Mg alloys fabricated by laser powder bed fusion (L-PBF) usually suffer from poor processability and strength response. In this work, the effect of Yb and Zr in Al-Mg alloys was studied using Al-3Mg-0.7Zr and Al-3Mg-0.5Yb-0.7Zr alloys fabricated by L-PBF. The size of average grain along the building direction was measured to be 3.6 μm, of which 94.2 % consisted of equiaxed grains. The formation of Al3(Yb,Zr) phase in the L-PBF was revealed through single-track and multi-track melt pools and the formation of Al3Zr, Al/Al3Yb eutectics, in couple with the L12-Al3(Yb,Zr) phase were found to be responsible for the high-volume fraction of refined equiaxed grains. After aging at 375 ℃ for 14 h, a high-volume fraction L12-Al3(Yb,Zr) (4.5 nm) was formed within the relatively coarse grains (5.8 μm), which showed strong thermal stability and precipitation strengthening. As such, the as-aged Al-3Mg-0.5Yb-0.7Zr alloy can deliver a good combination of strength-ductility, in which ultimate tensile strength (UTS) and elongation (El) are 401 MPa and 15.1 %, respectively.inancial support from the National Natural Science Foundation of China (Grant No. 52071343) and supported by the Central South University Postgraduate Research and Innovation Project, China (1053320231074) are gratefully acknowledged
Neurocognitive health in LGBTQIA+ older adults: current state of research and recommendations
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Neurocognitive health in LGBTQIA+ older adults: current state of research and recommendations
by Manca, R., Moreno, J. A., Nicoletti, A., Henderson, N. J., and Flatt, J. D. (2024). Front. Hum. Neurosci. 18:1394374. doi: 10.3389/fnhum.2024.1394374
In the published article, an author name was incorrectly written as “John Alexander Moreno”. The correct spelling is “Jhon Alexander Moreno”.
The authors apologize for this error and state that this does not change the scientific conclusions of the article in any way. The original article has been updated.This work was supported by an Alzheimer's Association Grant (AARF-22-919481) to RM. JF was supported by the National Institutes on Aging, National Institutes of Health (R01AG083177, K01AG056669, and R24AG066599), Alzheimer's Association (AARGD-22-929144 t), and Michael J. Fox Foundation for Parkinson's Research (MJFF-020943). JM's laboratory (Innovation, Technology, and Cognition - INTECOG) receives financial assistance provided by the Natural Sciences and Engineering Research Council of Canada (NSERC) (DH-2024-00194) and Gouvernement du Québec (Ministère de l'Économie, de l'Innovation et de l'Énergie) in Quebec, Canada (2023-2028-PSOv2a-UDEM-IS-68102)
The UK Online Safety Act, the EU Digital Services Act and online disinformation: is the right to political participation adequately protected?
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No new data were created with this study.Volume 16, Issue 2: Special edition: The Online Safety Act 2023Special edition: The Online Safety Act 2023.Online disinformation is a constant on social media platforms, particularly flourishing in times of elections. While sometimes harmless, it can lead to very serious human rights violations, including the right to political participation. The recent Online Safety Act in the United Kingdom and the EU Digital Services Act promise to make the online space safe by addressing harmful online content. This article explores the extent to which the OSA and DSA protect the right to political participation when addressing online disinformation. By comparing the two instruments, the article argues that they fall short in effectively protecting the two main components of Article 25 ICCPR, the right to vote and the right to stand for election, when threatened by online disinformation. In particular, it shows that the existing provisions are often vague and general with excessive deference to online platforms, urging strong enforcement and a more prominent role for regulators
A More Compassionate Mode of University Leadership
Get PDFUniversity leadership is responsible for creating a positive and healthy environment for students and academic staff. As argued by Waddington (2018), university leaders have both a moral and legal obligation to protect all members of their institution from physical and emotional harm. Moreover, university leaders must uphold shared values such as a commitment to the pursuit of knowledge, truth, and freedom of expression (Dearing and National Committee of Inquiry into Higher Education, 1997) and foster a culture of collegiality and compassion in higher education. Such shared values not only benefit academic staff but also enhance the quality of teaching for students and the community as a whole (Waddington, 2021)
A long-memory model for multiple cycles with an application to the US stock market
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The original contributions presented in the study are included in the article, further inquiries can be directed to the corresponding author.MSC: 91G15JEL Classification: C22; C15This paper proposes a long-memory model that includes multiple cycles in addition to the long-run component. Specifically, instead of a single pole or singularity in the spectrum, it allows for multiple poles and, thus, different cycles with different degrees of persistence. It also incorporates non-linear deterministic structures in the form of Chebyshev polynomials in time. Simulations are carried out to analyze the finite sample properties of the proposed test, which is shown to perform well in the case of a relatively large sample with at least 1000 observations. The model is then applied to weekly data on the S&P 500 from 1 January 1970 to 26 October 2023 as an illustration. The estimation results based on the first differenced logged values (i.e., the returns) point to the existence of three cyclical structures in the series, with lengths of approximately one month, one year, and four years, respectively, and to orders of integration in the range (0, 0.20), which implies stationary long memory in all cases.This research was funded by the MINEIC-AEI-FEDER ECO2017-85503-R project from ‘Ministerio de Economía, Industria y Competitividad’ (MINEIC), ‘Agencia Estatal de Investigación’ (AEI) Spain and ‘Fondo Europeo de Desarrollo Regional’ (FEDER), and also from internal projects of the Universidad Francisco de Vitoria
A measurement model of trust in construction projects
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Lack of trust in construction projects will lead to poor project performance or project failure, indicating the importance of trust-building. Existing studies have developed various trust models, while most studies covered limited trust factors, failed to clarify their meanings and relationships or lacked qualitative or quantitative evidence. Thus, this study aims to develop a measurement model of trust in construction projects with theoretical justification as well as qualitative and quantitative data.
Design/methodology/approach:
A literature review was conducted to identify conceptual types, factors and indicators of trust. Individual interviews and focus groups were performed to test the proposed framework with qualitative data. A survey and confirmatory factor analysis (CFA) method were utilized to build the measurement model of trust using quantitative data in BIM-assisted projects.
Findings:
The proposed trust framework covered the four conceptual types, four factors (integrity, competency, benevolence and commitment) and 13 indicators, supported by the results of interviews and focus groups. The measurement model of trust from CFA results supported the significant, positive, and one-to-one relationships between 13 indicators and four factors of trust in BIM-assisted projects.
Originality/value:
Theoretically, the study provides new insights into the multi-dimensional nature of trust. In practice, the findings could facilitate trustors and trustees to better understand, build, measure and enhance trust in construction projects
Data sources:
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