Siham Yousfi
School of Information Sciences

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Forecasting financial budget time series: ARIMA random walk vs LSTM neural network Maryem Rhanoui; Siham Yousfi; Mounia Mikram; Hajar Merizak
IAES International Journal of Artificial Intelligence (IJ-AI) Vol 8, No 4: December 2019
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (465.851 KB) | DOI: 10.11591/ijai.v8.i4.pp317-327

Abstract

Financial time series are volatile, non-stationary and non-linear data that are affected by external economic factors. There is several performant predictive approaches such as univariate ARIMA model and more recently Recurrent Neural Network. The accurate forecasting of budget data is a strategic and challenging task for an optimal management of resources, it requires the use of the most accurate model. We propose a predictive approach that uses and compares the Machine Learning ARIMA model and Deep Learning Recurrent LSTM model. The application and the comparative analysis show that the LSTM model outperforms the ARIMA model, mainly thanks to the LSTMs ability to learn non-linear relationship from data.
Analysis of the evolution of advanced transformer-based language models: experiments on opinion mining Nour Eddine Zekaoui; Siham Yousfi; Maryem Rhanoui; Mounia Mikram
IAES International Journal of Artificial Intelligence (IJ-AI) Vol 12, No 4: December 2023
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijai.v12.i4.pp1995-2010

Abstract

Opinion mining, also known as sentiment analysis, is a subfield of natural language processing (NLP) that focuses on identifying and extracting subjective information in textual material. This can include determining the overall sentiment of a piece of text (e.g., positive or negative), as well as identifying specific emotions or opinions expressed in the text, that involves the use of advanced machine and deep learning techniques. Recently, transformer-based language models make this task of human emotion analysis intuitive, thanks to the attention mechanism and parallel computation. These advantages make such models very powerful on linguistic tasks, unlike recurrent neural networks that spend a lot of time on sequential processing, making them prone to fail when it comes to processing long text. The scope of our paper aims to study the behaviour of the cutting-edge Transformer-based language models on opinion mining and provide a high-level comparison between them to highlight their key particularities. Additionally, our comparative study shows leads and paves the way for production engineers regarding the approach to focus on and is useful for researchers as it provides guidelines for future research subjects.