This paper introduces a novel adversarial attack method targeting text classification models, termed the Modified Word Saliency-based Adversarial Attack (MWSAA). The technique builds upon the concept of word saliency to strategically perturb input texts, aiming to mislead classification models while preserving semantic coherence. By refining the traditional adversarial attack approach, MWSAA significantly enhances its efficacy in evading detection by classification systems. The methodology involves first identifying salient words in the input text through a saliency estimation process, which prioritizes words most influential to the model's decision-making process. Subsequently, these salient words are subjected to carefully crafted modifications, guided by semantic similarity metrics to ensure that the altered text remains coherent and retains its original meaning. Empirical evaluations conducted on diverse text classification datasets demonstrate the effectiveness of the proposed method in generating adversarial examples capable of successfully deceiving state-of-the-art classification models. Comparative analyses with existing adversarial attack techniques further indicate the superiority of the proposed approach in terms of both attack success rate and preservation of text coherence.

In various real-world applications such as machine translation, sentiment analysis, and question answering, a pivotal role is played by NLP models, facilitating efficient communication and decision-making processes in domains ranging from healthcare to finance. However, a significant challenge is posed to the robustness of these natural language processing models by text adversarial attacks. These attacks involve the deliberate manipulation of input text to mislead the predictions of the model while maintaining human interpretability. Despite the remarkable performance achieved by state-of-the-art models like BERT in various natural language processing tasks, they are found to remain vulnerable to adversarial perturbations in the input text. In addressing the vulnerability of text classifiers to adversarial attacks, three distinct attack mechanisms are explored in this paper using the victim model BERT: BERT-on-BERT attack, PWWS attack, and Fraud Bargain’s Attack (FBA). Leveraging the IMDB, AG News, and SST2 datasets, a thorough comparative analysis is conducted to assess the effectiveness of these attacks on the BERT classifier model. It is revealed by the analysis that PWWS emerges as the most potent adversary, consistently outperforming other methods across multiple evaluation scenarios, thereby emphasizing its efficacy in generating adversarial examples for text classification. Through comprehensive experimentation, the performance of these attacks is assessed, and the findings indicate that the PWWS attack outperforms others, demonstrating lower runtime, higher accuracy, and favorable semantic similarity scores. The key insight of this paper lies in the assessment of the relative performances of three prevalent state-of-the-art attack mechanisms.

In the dynamic world of financial markets, investors and traders alike seek tools and methodologies that can provide insights into potential price movements and help them make informed decisions. Technical analysis stands at the forefront of such methodologies, offering a systematic approach to interpreting historical price data and identifying trends and patterns that may guide future market behavior.

In this paper, we introduce an enhanced textual adversarial attack method, known as Saliency Attention and Semantic Similarity driven adversarial Perturbation (SASSP). The proposed scheme is designed to improve the effectiveness of contextual perturbations by integrating saliency, attention, and semantic similarity. Traditional adversarial attack methods often struggle to maintain semantic consistency and coherence while effectively deceiving target models. Our proposed approach addresses these challenges by incorporating a threepronged strategy for word selection and perturbation. First, we utilize a saliencybased word selection to prioritize words for modification based on their importance to the model's prediction. Second, attention mechanisms are employed to focus perturbations on contextually significant words, enhancing the attack's efficacy. Finally, an advanced semantic similarity-checking method is employed that includes embedding-based similarity and paraphrase detection. By leveraging models like Sentence-BERT for embedding similarity and fine-tuned paraphrase detection models from the Sentence Transformers library, the scheme ensures that the perturbed text remains contextually appropriate and semantically consistent with the original. Empirical evaluations demonstrate that SASSP generates adversarial examples that not only maintain high semantic fidelity but also effectively deceive state-of-the-art natural language processing models. Moreover, in comparison to the original scheme of contextual perturbation CLARE, SASSP has yielded a higher attack success rate and lower word perturbation rate

A text generation model is a machine learning model that uses neural networks, especially transformers architecture to generate contextually relevant text based on linguistic patterns learned from extensive corpora. The models are trained on a huge amount of textual data so that they can model and learn complex concepts of any language like its grammar, vocabulary, phrases, and styles.

Prediction of future movement of stock prices has been the subject matter of many research work. On one hand, we have proponents of the Efficient Market Hypothesis who claim that stock prices cannot be predicted accurately. On the other hand, there are propositions that have shown that, if appropriately modelled, stock prices can be predicted fairly accurately. The latter have focused on choice of variables, appropriate functional forms and techniques of forecasting. This work proposes a granular approach to stock price prediction by combining statistical and machine learning methods with some concepts that have been advanced in the literature on technical analysis. The objective of our work is to take 5 minute daily data on stock prices from the National Stock Exchange (NSE) in India and develop a forecasting framework for stock prices. Our contention is that such a granular approach can model the inherent dynamics and can be fine-tuned for immediate forecasting. Six different techniques including three regression-based approaches and three classification-based approaches are applied to model and predict stock price movement of two stocks listed in NSE - Tata Steel and Hero Moto. Extensive results have been provided on the performance of these forecasting techniques for both the stocks.

Time series analysis and forecasting of stock market prices has been a very active area of research over the last two decades. Availability of extremely fast and parallel architecture of computing and sophisticated algorithms has made it possible to extract, store, process and analyze high volume stock market time series data very efficiently. In this paper, we have used time series data of the two sectors of the Indian economy – Information Technology (IT) and Capital Goods (CG) for the period January 2009 – April 2016 and have studied the relationships of these two time series with the time series of DJIA indices, NIFTY indices and the US Dollar to Indian Rupees exchange rate. We established by graphical and statistical tests that while the IT sector of India has a strong association with DJIA indices and the Dollar to Rupee exchange rate, the Indian CG sector exhibits a strong association with the NIFTY indices. We contend that these observations corroborate our hypotheses that the Indian IT sector is strongly coupled with the world economy whereas the CG sector of India is the reflection of India’s internal economic growth. We also present several models of regression between the time series which exhibit strong association among them. The effectiveness of these models have been demonstrated by very low values of their forecasting errors.

Designing efficient and robust algorithms for accurate prediction of stock market prices is one of the most exciting challenges in the field of time series analysis and forecasting. With the exponential rate of development and evolution of sophisticated algorithms and with the availability of fast computing platforms, it has now become possible to effectively and efficiently extract, store, process and analyze high volume of stock market data with diversity in its contents. Availability of complex algorithms which can execute very fast on parallel architecture over the cloud has made it possible to achieve higher accuracy in forecasting results while reducing the time required for computation. In this paper, we use the time series data of the healthcare sector of India for the period January 2010 till December 2016. We first demonstrate a decomposition approach of the time series and then illustrate how the decomposition results provide us with useful insights into the behavior and properties exhibited by the time series. Further, based on the structural analysis of the time series, we propose six different methods of forecasting for predicting the time series index of the healthcare sector. Extensive results are provided on the performance of the forecasting methods to demonstrate their effectiveness.

Prediction of stock prices using econometrics and machine learning based approaches poses significant challenges to the research community since the movement of stock prices are essentially random in its nature. However, significant development and rapid evolution of sophisticated and complex algorithms which are capable of analyzing large volume of time series data, coupled with availability of high-performance hardware and parallel computing architecture over the last decade, has made it possible to efficiently process and effectively analyze voluminous stock market time series data in an almost real-time environment. In this paper, we propose a decomposition-based approach for time series analysis of the Indian mid cap sector and also present a highly robust and accurate prediction framework consisting of six forecasting methods for predicting the future values of the time series. Extensive results are presented on the performance of each forecasting method and the reasons why a particular method has performed better than the others have been critically analyzed.

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. Researchers have also worked on technical analysis of stocks with a goal of identifying patterns in the stock price movements using advanced data mining techniques. In this work, we propose an approach of hybrid modeling for stock price prediction building different machine learning and deep learning-based models. For the purpose of our study, we have used NIFTY 50 index values of the National Stock Exchange (NSE) of India, during the period December 29, 2014 till July 31, 2020. We have built eight regression models using the training data that consisted of NIFTY 50 index records from December 29, 2014 till December 28, 2018. Using these regression models, we predicted the open values of NIFTY 50 for the period December 31, 2018 till July 31, 2020. We, then, augment the predictive power of our forecasting framework by building four deep learning-based regression models using long-and short-term memory (LSTM) networks with a novel approach of walk-forward validation. Using the grid-searching technique, the hyperparameters of the LSTM models are optimized so that it is ensured that validation losses stabilize with the increasing number of epochs, and the convergence of the validation accuracy is achieved. We exploit the power of LSTM regression models in forecasting the future NIFTY 50 open values using four different models that differ in their architecture and in the structure of their input data. Extensive results are presented on various metrics for all the regression models. The results clearly indicate that the LSTM-based univariate model that uses one-week prior data as input for predicting the next week’s open value of the NIFTY 50 time series is the most accurate model.

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and derive profit from it. Improving the prediction accuracy remains the single most challenge in this area of research. We propose a hybrid approach for stock price movement prediction using machine learning, deep learning, and natural language processing. We select the NIFTY 50 index values of the National Stock Exchange (NSE) of India, and collect its daily price movement over a period of three years (2015 – 2017). Based on the data of 2015 – 2017, we build various predictive models using machine learning, and then use those models to predict the closing value of NIFTY 50 for the period January 2018 till June 2019 with a prediction horizon of one week. For predicting the price movement patterns, we use a number of classification techniques, while for predicting the actual closing price of the stock, various regression models have been used. We also build a Long and Short-Term Memory (LSTM)-based deep learning network for predicting the closing price of the stocks and compare the prediction accuracies of the machine learning models with the LSTM model. We further augment the predictive model by integrating a sentiment analysis module on Twitter data to correlate the public sentiment of stock prices with the market sentiment. This has been done using Twitter sentiment and previous week closing values to predict stock price movement for the next week. We tested our proposed scheme using a cross validation method based on Self Organizing Fuzzy Neural Networks (SOFNN) and found extremely interesting results.

Over the years, researchers have strived to develop reliable and accurate predictive models for stock price prediction. The literature suggests that well-designed and refined predictive models can provide painstakingly precise estimates of future stock values. This project aims to showcase a comprehensive set of models for predicting stock prices, including time series, econometric, statistical, and machine learning-based approaches. The dataset includes ten industry leaders from different sectors and NIFTY50, spanning from January 2017 to December 2022. The models' performance was evaluated to determine which approach performs best for different sectors. The time series models employed include Holt's Linear Trend and Holt-Winters Exponential Smoothing, while the econometric model utilized is ARIMA. Additionally, the statistical model adopted is OLS, while several machine learning and deep learning models incorporated a range of techniques such as Random Forest, KNN, CNN, LSTM, etc. Besides predicting stock prices, the models were also designed to determine the direction of stock price movements. This project aims to provide insights into the best methods for predicting stock prices and direction across different industries by combining different models and approaches.