Ussipbekova, Dinara
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Forecasting stock market prices using deep learning methods Ismailova, Aisulu; Beldeubayeva, Zhanar; Kadirkulov, Kuanysh; Doumcharieva, Zhanagul; Konyrkhanova, Assem; Ussipbekova, Dinara; Aripbayeva, Ainura; Yesmukhanova, Dariga
International Journal of Electrical and Computer Engineering (IJECE) Vol 14, No 5: October 2024
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v14i5.pp5601-5611

Abstract

The article focuses on enhancing stock market price prediction through artificial neural networks and machine learning. It underscores the significance of improving forecast accuracy by incorporating historical stock prices, macroeconomic indicators, news events, and technical indicators. Exploring deep learning principles, it delves into convolutional neural networks (CNN), recurrent neural networks (RNN), including long short-term memory (LSTM), and gated recurrent unit (GRU) modifications. This financial time series processing study covers data preprocessing, creating training/test sets, and selecting evaluation metrics. Results suggest promising applications for the developed forecasting models in stock markets, stressing the importance of considering various factors for precise forecasts in dynamic financial environments. Historical reserve data serves as the model foundation. Integration of macroeconomic, news, and technical indicators offers a holistic approach, aiding trend and anomaly identification for enhanced forecasts. The article recommends suitable deep learning architectures, highlighting LSTM and GRU's effectiveness in adapting to intricate data dependencies. Experimental outcomes showcase these architectures' benefits in predicting stock market prices, offering valuable insights for finance and asset management professionals in financial analysis and machine learning realms.
Generating data for predicting court decisions in Kazakhstan using machine learning Ignatovich, Artyom; Yessengeldina, Anar; Baidullayeva, Gulzhakhan; Ussipbekova, Dinara; Jakhanova, Baktykul; Saduakassova, Gulmira; Serimbetov, Bulat; Tynykulova, Assemgul
Bulletin of Electrical Engineering and Informatics Vol 14, No 6: December 2025
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/eei.v14i6.10490

Abstract

This study presents the development of a synthetic dataset and machine learning models for predicting court decisions in Kazakhstan. The dataset contains 100,000 cases generated from the Code of the Republic of Kazakhstan, covering both administrative and criminal offenses. Each record includes attributes such as the age of the accused, offense type and severity, and mitigating or aggravating factors. Regression models were applied to estimate offense severity, level of guilt, and likelihood of penalties, while classification models predicted the offense category, relevant law articles, and sentencing type. Predictions addressed both general outcomes—classifying cases as criminal or administrative—and specific judicial decisions, including fines, imprisonment terms, and other penalties. Classification models achieved 92% accuracy in determining offense category and sentencing type, and regression models reached a root mean squared error (RMSE) of 0.12 for offense severity. Using synthetic data preserves confidentiality while enabling pattern discovery for decision support. The results demonstrate the potential of artificial intelligence (AI) to improve sentencing prediction, prioritize case processing, and enhance transparency in Kazakhstan’s judicial system. Beyond transparency in decision support, the proposed approach also shows potential in crime prevention, workload optimization, and fostering digital transformation within judicial operations.