No abstract

Machine learning has emerged as a key factor in many technological and scientific advances and applications. Much research has been devoted to developing high performance machine learning models, which are able to make very accurate predictions and decisions on a wide range of applications. Nevertheless, we still seek to understand and explain how these models work and make decisions. Explainability and interpretability in machine learning is a significant issue, since in most of real-world problems it is considered essential to understand and explain the model's prediction mechanism in order to trust it and make decisions on critical issues. In this study, we developed a Grey-Box model based on semi-supervised methodology utilizing a self-training framework. The main objective of this work is the development of a both interpretable and accurate machine learning model, although this is a complex and challenging task. The proposed model was evaluated on a variety of real world datasets from the crucial application domains of education, finance and medicine. Our results demonstrate the efficiency of the proposed model performing comparable to a Black-Box and considerably outperforming single White-Box models, while at the same time remains as interpretable as a White-Box model.

Nowadays, cryptocurrency has infiltrated almost all financial transactions; thus, it is generally recognized as an alternative method for paying and exchanging currency. Cryptocurrency trade constitutes a constantly increasing financial market and a promising type of profitable investment; however, it is characterized by high volatility and strong fluctuations of prices over time. Therefore, the development of an intelligent forecasting model is considered essential for portfolio optimization and decision making. The main contribution of this research is the combination of three of the most widely employed ensemble learning strategies: ensemble-averaging, bagging and stacking with advanced deep learning models for forecasting major cryptocurrency hourly prices. The proposed ensemble models were evaluated utilizing state-of-the-art deep learning models as component learners, which were comprised by combinations of long short-term memory (LSTM), Bi-directional LSTM and convolutional layers. The ensemble models were evaluated on prediction of the cryptocurrency price on the following hour (regression) and also on the prediction if the price on the following hour will increase or decrease with respect to the current price (classification). Additionally, the reliability of each forecasting model and the efficiency of its predictions is evaluated by examining for autocorrelation of the errors. Our detailed experimental analysis indicates that ensemble learning and deep learning can be efficiently beneficial to each other, for developing strong, stable, and reliable forecasting models.

In last decade, cryptocurrency has emerged in financial area as a key factor in businesses and financial market opportunities. Accurate predictions can assist cryptocurrency investors towards right investing decisions and lead to potential increased profits. Additionally, they can also support policy makers and financial researchers in studying cryptocurrency markets behavior. Nevertheless, cryptocurrency price prediction is considered a very challenging task, due to its chaotic and very complex nature. In this study we evaluate some of the most successful and widely used deep learning algorithms forecasting cryptocurrency prices. The results obtained, provide significant evidence that deep learning models are not able to solve this problem efficiently and effectively. Conducting detailed experimentation and results analysis, we conclude that it is essential to invent and incorporate new techniques, strategies and alternative approaches such as: more sophisticated prediction algorithms, advanced ensemble methods, feature engineering techniques and other validation metrics.

No abstract