Seite - 45 - in Intelligent Environments 2019 - Workshop Proceedings of the 15th International Conference on Intelligent Environments

Figure2. ROCCurveComparison. In the future,weconsider strengthening thequalityofdata, suchas considering the cyclicality of the economy, so that the data covers at least one full economic cycle, and collectingmoreunstructured trainingdata tomakemore complexdeep learningmodels applicable.Alsowewouldconsidermoreeconomicsimplications,suchasdistinguishing between thedifferent effectsofmonetaryandfiscalpolicieson theadequacyofcapital. References [1] DiamondDW,DybvigPH.Bankruns,deposit insurance,andliquidity[J]. Journalofpoliticaleconomy, 1983,91(3):401-419. [2] Liquidity riskmeasurement andmanagement: a practitioner’s guide to global best practices[M]. John Wiley&Sons,2006. [3] Batra R,Daudpota SM. Integrating StockTwitswith sentiment analysis for better prediction of stock pricemovement[C]2018 InternationalConferenceonComputing,Mathematics andEngineeringTech- nologies (iCoMET). IEEE,2018:1-5. [4] FengF,ChenH,HeX,etal. ImprovingStockMovementPredictionwithAdversarialTraining[J]. arXiv preprint arXiv:1810.09936,2018. [5] DingX, ZhangY, Liu T, et al. Using structured events to predict stock pricemovement: An empiri- cal investigation[C]//Proceedings of the 2014Conference onEmpiricalMethods inNatural Language Processing (EMNLP).2014:1415-1425. [6] SundermeyerM,SchluterR,NeyH.LSTMneural networks for languagemodeling[C]//Thirteenth an- nual conferenceof the international speechcommunicationassociation.2012. [7] TiantianWang, ”Researchof feature selection and feature extractionmethods in internet news classifi- cation”,universityof scienceand technologyofchina,2016. [8] GoldbergY,LevyO.word2vecExplained:derivingMikolovetal.’snegative-samplingword-embedding method[J]. arXivpreprint arXiv:1402.3722,2014. [9] Soucy P, Mineau G W. Beyond TFIDF weighting for text categorization in the vector space mod- el[C]//IJCAI.2005,5:1130-1135. [10] TangJ,DengC,HuangGB.Extreme learningmachine formultilayerperceptron[J]. IEEEtransactions onneuralnetworksand learningsystems,2016,27(4):809-821. [11] MetzCE,HermanBA,RoeCA. Statistical comparison of twoROC-curve estimates obtained from partially-paireddatasets[J].MedicalDecisionMaking,1998,18(1):110-121. [12] ZhouZH.MachineLearning[M].Beijing:TsinghuaUniversityPress, 2016:23-51. Y.Duetal. /Predicting the InterbankCapitalAdequacyLevelBasedonFinancialDataAnalysis 45