International Conference on Advancements in Computing [ICAC]

Permanent URI for this communityhttps://rda.sliit.lk/handle/123456789/312

The International Conference on Advancements in Computing (ICAC) is organized by the Faculty of Computing of the Sri Lanka Institute of Information Technology (SLIIT) as an open forum for academics along with industry professionals to present the latest findings and research output and practical deployments in computing.

The primary objective of ICAC is to promote innovative research that addresses real-world challenges and contributes to the social well-being of communities. The conference provides a dynamic platform for researchers from around the world to present groundbreaking findings, exchange ideas, and establish meaningful collaborations.

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Author: search.filters.author.Jayawardena, C

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    Comparative analysis of the application of Deep Learning techniques for Forex Rate prediction
    (IEEE, 2019-12-05) Aryal, S; Nadarajah, D; Kasthurirathna, D; Rupasinghe, L; Jayawardena, C
    Forecasting the financial time series is an extensive field of study. Even though the econometric models, traditional machine learning models, artificial neural networks and deep learning models have been used to predict the financial time series, deep learning models have been recently employed to do predictions of financial time series. In this paper, three different deep learning models called Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN) and Temporal Convolution Network (TCN) have been used to predict the United States Dollar (USD) to Sri Lankan Rupees (LKR) exchange rate and compared the accuracy of the models. The results indicate the superiority of CNN model over other models. We conclude that CNN based models perform best in financial time series prediction.
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    Stock Market Prediction Using Machine Learning Techniques
    (IEEE, 2019-12-05) Sirimevan, N; Mamalgaha, I. G. U. H; Jayasekara, C; Mayuran, Y. S; Jayawardena, C
    Predicting stock market prices is crucial subject at the present economy. Hence, the tendency of researchers towards new opportunities to predict the stock market has been increased. Researchers have found that, historical stock data and Search Engine Queries, social mood from user generated content in sources like Twitter, Web News has a predictive relationship to the future stock prices. Lack of information such as social mood was there in past studies and in this research, we discuss an effective method to analyze multiple information sources to fill the information gap and predict an accurate future value. For this, LSTM - RNN models were employed to analyze sperate sources and Ensembled method with Weighted Average and Differential Evolution technique were used for more accurate prediction of the stock prices. And highly accurate predictions were made to one-day, seven-days, 15-days and 30 days for the future. So that investors could gain an insight into what they are inventing for and the companies to track how well they will perform in the stock market.