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Structured query language query join optimization by using rademacher averages and mapreduce algorithms Chandrashekariah, Yathish Aradhya Bandur; H. A., Dinesha
Bulletin of Electrical Engineering and Informatics Vol 13, No 3: June 2024
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/eei.v13i3.6837

Abstract

Query optimization involves identifying and implementing the most effective and efficient methods and strategies to enhance the performance of queries. This is achieved by intelligently utilizing system resources and considering various performance metrics. Table joining optimization involves optimizing the process of combining two or more tables within a database. Structured query language (SQL) optimization is the progress of utilizing SQL queries in the possible way to achieve fast and accurate database results. SQL optimization is critical to decreasing the no of queries in research description framework (RDF) and the time for processing a huge number of relatable data. In this paper, four new algorithms are proposed such as hash-join, sort-merge, rademacher averages and mapreduce for the progress of SQL query join optimization. The proposed model is evaluated and tested using waterloo sparql diversity test suite (WatDiv) and lehigh university benchmark (LUBM) benchmark datasets in terms of time execution. The results represented that the proposed method achieved an enhanced performance of less execution time for various queries such as Q3 of 5362, Q8 of 5921, Q9 of 5854 and Q10 of 5691 milliseconds. The proposed gives better performance than other existing methods like hybrid database-map reduction system (AQUA+) and join query processing (JQPro).
A novel technique for selecting financial parameters and technical indicators to predict stock prices bagalkot, Sneha S.; H. A., Dinesha; Naik, Nagaraj
International Journal of Electrical and Computer Engineering (IJECE) Vol 15, No 2: April 2025
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v15i2.pp2192-2201

Abstract

Stock price predictions are crucial in financial markets due to their inherent volatility. Investors aim to forecast stock prices to maximize returns, but accurate predictions are challenging due to frequent price fluctuations. Most literature focuses on technical indicators, which rely on historical data. This study integrates both financial parameters and technical indicators to predict stock prices. It involves three main steps: identifying essential financial parameters using recursive feature elimination (RFE), selecting quality stocks with a decision tree (DT), and forecasting stock prices using artificial neural networks (ANN), deep neural networks (DNN), and extreme gradient boosting (XGBoost). The models’ performance is evaluated with root mean square error (RMSE) and mean absolute error (MAE) scores. ANN and DNN models showed superior performance compared to the XGBoost model. The experiments utilized Indian stock data.