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Stock market forecasters are focusing to create a positive approach for predicting the stock price. The fundamental principle of an effective stock market prediction is not only to produce the maximum outcomes but also to reduce the unreliable stock price estimate. In the stock market, sentiment analysis enables people for making educated decisions regarding the investment in a business. Moreover, the stock analysis identifies the business of an organization or a company. In fact, the prediction of stock prices is more complex due to high volatile nature that varies a large range of investor sentiment, economic and political factors, changes in leadership and other factors. This prediction often becomes ineffective, while considering only the historical data or textural information. Attempts are made to make the prediction more precise with the news sentiment along with the stock price information.

This paper introduces a prediction framework via sentiment analysis. Thereby, the stock data and news sentiment data are also considered. From the stock data, technical indicator-based features like moving average convergence divergence (MACD), relative strength index (RSI) and moving average (MA) are extracted. At the same time, the news data are processed to determine the sentiments by certain processes like (1) pre-processing, where keyword extraction and sentiment categorization process takes place; (2) keyword extraction, where WordNet and sentiment categorization process is done; (3) feature extraction, where Proposed holoentropy based features is extracted. (4) Classification, deep neural network is used that returns the sentiment output. To make the system more accurate on predicting the sentiment, the training of NN is carried out by self-improved whale optimization algorithm (SIWOA). Finally, optimized deep belief network (DBN) is used to predict the stock that considers the features of stock data and sentiment results from news data. Here, the weights of DBN are tuned by the new SIWOA.

The performance of the adopted scheme is computed over the existing models in terms of certain measures. The stock dataset includes two companies such as Reliance Communications and Relaxo Footwear. In addition, each company consists of three datasets (a) in daily option, set start day 1-1-2019 and end day 1-12-2020, (b) in monthly option, set start Jan 2000 and end Dec 2020 and (c) in yearly option, set year 2000. Moreover, the adopted NN + DBN + SIWOA model was computed over the traditional classifiers like LSTM, NN + RF, NN + MLP and NN + SVM; also, it was compared over the existing optimization algorithms like NN + DBN + MFO, NN + DBN + CSA, NN + DBN + WOA and NN + DBN + PSO, correspondingly. Further, the performance was calculated based on the learning percentage that ranges from 60, 70, 80 and 90 in terms of certain measures like MAE, MSE and RMSE for six datasets. On observing the graph, the MAE of the adopted NN + DBN + SIWOA model was 91.67, 80, 91.11 and 93.33% superior to the existing classifiers like LSTM, NN + RF, NN + MLP and NN + SVM, respectively for dataset 1. The proposed NN + DBN + SIWOA method holds minimum MAE value of (∼0.21) at learning percentage 80 for dataset 1; whereas, the traditional models holds the value for NN + DBN + CSA (∼1.20), NN + DBN + MFO (∼1.21), NN + DBN + PSO (∼0.23) and NN + DBN + WOA (∼0.25), respectively. From the table, it was clear that the RMSRE of the proposed NN + DBN + SIWOA model was 3.14, 1.08, 1.38 and 15.28% better than the existing classifiers like LSTM, NN + RF, NN + MLP and NN + SVM, respectively, for dataset 6. In addition, he MSE of the adopted NN + DBN + SIWOA method attain lower values (∼54944.41) for dataset 2 than other existing schemes like NN + DBN + CSA(∼9.43), NN + DBN + MFO (∼56728.68), NN + DBN + PSO (∼2.95) and NN + DBN + WOA (∼56767.88), respectively.

This paper has introduced a prediction framework via sentiment analysis. Thereby, along with the stock data and news sentiment data were also considered. From the stock data, technical indicator based features like MACD, RSI and MA are extracted. Therefore, the proposed work was said to be much appropriate for stock market prediction.

To predict the price of battery-grade lithium carbonate accurately and provide proper guidance to investors, a method called MFTBGAM is proposed in this study. This method integrates textual and numerical information using TCN-BiGRU–Attention.

The Word2Vec model is initially employed to process the gathered textual data concerning battery-grade lithium carbonate. Subsequently, a dual-channel text-numerical extraction model, integrating TCN and BiGRU, is constructed to extract textual and numerical features separately. Following this, the attention mechanism is applied to extract fusion features from the textual and numerical data. Finally, the market price prediction results for battery-grade lithium carbonate are calculated and outputted using the fully connected layer.

Experiments in this study are carried out using datasets consisting of news and investor commentary. The findings reveal that the MFTBGAM model exhibits superior performance compared to alternative models, showing its efficacy in precisely forecasting the future market price of battery-grade lithium carbonate.

The dataset analyzed in this study spans from 2020 to 2023, and thus, the forecast results are specifically relevant to this timeframe. Altering the sample data would necessitate repetition of the experimental process, resulting in different outcomes. Furthermore, recognizing that raw data might include noise and irrelevant information, future endeavors will explore efficient data preprocessing techniques to mitigate such issues, thereby enhancing the model’s predictive capabilities in long-term forecasting tasks.

The price prediction model serves as a valuable tool for investors in the battery-grade lithium carbonate industry, facilitating informed investment decisions. By using the results of price prediction, investors can discern opportune moments for investment. Moreover, this study utilizes two distinct types of text information – news and investor comments – as independent sources of textual data input. This approach provides investors with a more precise and comprehensive understanding of market dynamics.

We propose a novel price prediction method based on TCN-BiGRU Attention for “text-numerical” information fusion. We separately use two types of textual information, news and investor comments, for prediction to enhance the model's effectiveness and generalization ability. Additionally, we utilize news datasets including both titles and content to improve the accuracy of battery-grade lithium carbonate market price predictions.

Coronavirus disease (Covid-19) has created uncertainty in all countries around the world, resulting in enormous human suffering and global recession. Because the economic impact of this pandemic is still unknown, it would be intriguing to study the incorporation of the Covid-19 period into stock price prediction. The goal of this study is to use an improved extreme learning machine (ELM), whose parameters are optimized by four meta-heuristics: harmony search (HS), social spider algorithm (SSA), artificial bee colony algorithm (ABCA) and particle swarm optimization (PSO) for stock price prediction.

In this study, the activation functions and hidden layer neurons of the ELM were optimized using four different meta-heuristics. The proposed method is tested in five sectors. Analysis of variance (ANOVA) and Duncan's multiple range test were used to compare the prediction methods. First, ANOVA was applied to the test data for verification and validation of the proposed methods. Duncan's multiple range test was used to identify a suitable method based on the ANOVA results.

The main finding of this study is that the hybrid methodology can improve the prediction accuracy during the pre and post Covid-19 period for stock price prediction. The mean absolute percent error value of each method showed that the prediction errors of the proposed methods were all under 0.13106 in the worst case, which appears to be a remarkable outcome for such a difficult prediction task.

The novelty of this study is the use of four hybrid ELM methods to evaluate the automotive, technology, food, construction and energy sectors during the pre and post Covid-19 period. Additionally, an appropriate method was determined for each sector.

Predicting the stock market's prices has always been an interesting topic since its closely related to making money. Recently, the advances in natural language processing (NLP) have opened new perspectives for solving this task. The purpose of this paper is to show a state-of-the-art natural language approach to using language in predicting the stock market.

In this paper, the conventional statistical models for time-series prediction are implemented as a benchmark. Then, for methodological comparison, various state-of-the-art natural language models ranging from the baseline convolutional and recurrent neural network models to the most advanced transformer-based models are developed, implemented and tested.

Experimental results show that there is a correlation between the textual information in the news headlines and stock price prediction. The model based on the GRU (gated recurrent unit) cell with one linear layer, which takes pairs of the historical prices and the sentiment score calculated using transformer-based models, achieved the best result.

This study provides an insight into how to use NLP to improve stock price prediction and shows that there is a correlation between news headlines and stock price prediction.

The portfolio of low-risk stocks outperforms the portfolio of high-risk stocks and market portfolios on a risk-adjusted basis. This phenomenon is called the low-risk effect. There are several economic and behavioral explanations for the existence and persistence of such an effect. However, it is still unclear whether specific sector orientation drives the low-risk effect. The study seeks to answer the following important questions in Indian equity markets: (a) Whether sector bets or stock bets mainly drive the low-risk effect? (b) Is it a mere proxy for the well-known value effect? (c) Does the low-risk effect prevail in long-only portfolios?

The study is based on all the listed stocks on the National Stock Exchange (NSE) of India from December 1994 to September 2018. It classifies them into 11 Global Industry Classification Standard (GICS) sectors to construct stock-level and sector-level BAB (Betting Against Beta) and long-only low-risk portfolios. It follows the study of Asness et al. (2014) to construct various BAB portfolios. It applies Fama–French (FF) three-factor and Fama–French–Carhart (FFC) four-factor asset pricing models in addition to Capital Asset Pricing Model (CAPM) to examine the strength of BAB, sector-level BAB, stock-level BAB and long-only low-beta portfolios.

Both sector- and stock-level bets contribute to the return of the low-risk investing strategy, but the stock-level effect is dominant. Only betting on safe sectors or industries will not earn economically significant alpha. The low-risk effect is unique and not a value effect in disguise. Both long-short and long-only portfolios within sectors and industry groups deliver positive excess returns. Consumer staples, financial, materials and healthcare sectors mainly contribute to the returns of the low-risk effect in India. This study offers empirical evidence against the Samuelson (1998) micro-efficient market given the strong performance of the stock-level low-risk effect.

The superior performance of the low-risk investment strategies at both stock and sector levels offers investors an opportunity to strategically invest in stocks from the right sectors and earn high risk-adjusted returns with lower drawdowns over an entire market cycle. Besides, it paves the way for stock exchanges and index manufacturers to launch sector-specific low-volatility indices for relevant sectors. Passive funds can launch index funds and exchange-traded funds by tracking these indices. Active fund managers can espouse sector-specific low-risk investment strategies based on the results of this and similar other studies.

The study is the first of its kind. It offers insights into the portfolio characteristics and performance of the long-short and the long-only variant of low-risk portfolios within sectors and industry groups. It decomposes the low-risk effect into sector-level and stock-level effects.

The purpose of this paper is to study the transient thermoelastic interactions in a nonlocal rotating magneto-thermoelastic medium with temperature-dependent properties. Three-phase-lag (TPL) model of generalized thermoelasticity is employed to study the problem. An initial magnetic field with constant intensity acts parallel to the bounding plane. Therefore, Maxwell's theory of electrodynamics has been effectively introduced and the expression for Lorentz's force is obtained with the help of modified Ohm's law.

The normal mode technique has been adopted to solve the resulting non-dimensional coupled field equations to obtain the expressions of physical field variables.

For uniformly distributed thermal load, normal displacement, temperature distribution and stress components are calculated numerically with the help of MATLAB software for a copper material and the results are illustrated graphically. Some particular cases of interest are also deduced from the present study.

Influences of nonlocal parameter, rotation, temperature-dependent properties, magnetic field and time are carefully analyzed for mechanically stress free boundary and uniformly distributed thermal load. The present work is useful and valuable for analysis of problem involving thermal shock, nonlocal parameter, temperature-dependent elastic and thermal moduli.

The purpose of this paper is to identify faults in distribution systems which are unavoidable because of adverse weather conditions and unexpected accidents. Hence, quick fault location is vital for continuous power supply. However, most fault location methods depend on the stored database for locating fault. The database is created by simulation, which is time consuming. Therefore, in this work, a comprehensive fault location method to detect faulty section and fault distance from one-ended bus using limited simulated data is proposed.

The work uses voltage sag data measured at a primary substation. Support vector machine estimates the data which are not simulated. The possible faulty section is determined using matching approach and fault distance using mathematical analysis.

This work proposed a ranking analysis for multiple possible faulty sections, and the fault distance is calculated using Euclidean distance approach.

The research work uses Malaysian distribution system as it represents a practical distribution system with multiple branches and limited measurement at primary substation. The work requires only metering devices to identify fault which is cost effective. In addition, the distribution system is simulated using real-time PSCAD by which the capability of proposed method can be fully tested.

The paper presents a new method for fault analysis. It reduces simulation time and storage space of database. The work identifies faulty section and ranks the prior faulty section. It also identifies fault distance using a mathematical approach.

This study aims to analyse the behaviour of plane waves within a nonlocal transversely isotropic visco-thermoelastic medium having variable thermal conductivity.

The concept of enunciation is used in the generalized theory of thermoelasticity in accordance with the Green–Lindsay and Eringen’s nonlocal elasticity models. The linear viscoelasticity model developed by Kelvin–Voigt is used to characterize the viscoelastic properties of transversely isotropic materials.

It has been noticed that three plane waves, which are coupled together, travel through the medium at three different speeds. The derivation of reflection coefficients and energy ratios for reflected waves is carried out by incorporating suitable boundary conditions. Numerical computations are performed for the amplitude ratios, phase speeds and energy partition and displayed in graphical form.

The outcomes of the numerical simulation demonstrate that the amplitude ratios are significantly influenced by variable thermal conductivity, nonlocal parameters and viscosity. It is further observed from the plots that the phase speeds in a transversely isotropic medium depend on the angle of incidence. In addition, it has been established that the energy is preserved during the reflection phenomenon.

Affordability and lifestyle choices in housing are critical to meet basic human needs for shelter, security and wellbeing. The meaning of a house for a particular group of people and what is ‘affordable’ for a particular community is the critical issue. Dhaka, the capital of Bangladesh, has greater population density and rate of expansion compared to almost any other mega cities of Asia. The historic core of the city known as old Dhaka is a combination of several traditional neighborhoods. Houses in these traditional neighborhoods are not only places to live, rather an integral unit of a social system, having a good mix of place of work and individual expression in living. They also show flexibility and adaptability (with more scope for personalization and individual life style choices) compared to the contemporary housing stock. One of the success factors in these traditional houses is the healthy mix of the income ranges to avoid a ghetto effect of low cost housing. The recent rapid urbanization has led to a discontinuity of the traditional housing form of old Dhaka, leading to a disintegration of the mix of lifestyle choices and affordability. Following popular market trends, they are often replaced by housing blocks in a higher density ignoring the need for a diverse mix. This paper studies the traditional housing of old Dhaka with two case study neighborhoods. Several elements of housing like the common price, materials and construction, space layout, scale, social space, facades, street interface, etc are selected for a qualitative study. Local residents interview, archival records, maps, Plans, figure-ground, aerial images are used to analyze, identify and demonstrate the elements that made them socio-culturally sustainable and affordable for the community. With the analysis, lessons from the traditional housing form that may contribute to the new housing in Dhaka are identified.

Gandhi-Nu-Gam:Ludiya is a typical traditional village in the Kutchchh region of Gujarat, India which was devastated by an earthquake in 2001. Its holistic rehabilitation by the Vastu Shilpa Foundation and Manav Sadhna includes socio-cultural and economic systems and house forms which ensure and maintain the continuum of suddenly disrupted traditions. A participatory development process involved the residents in all decisions concerning choice of relocation site, settlement pattern, clustering, choice of dwelling location, type and construction and provision of amenities, as well as environmental management. Infrastructure improvements such as check-dams, toilets, solar-cell electrification and smokeless-stoves were also carried out.