Algorithmic Trading and Short-term Forecast for Financial Time Series with Machine Learning Models Implementation and Testing

 

 

 

 

Albert Wong, Gaétan Hains, Ajitesh Parihar
University Paris East Creteil, Langara College and Computer Science, Okanagan College

Algorithmic Trading and Short-term Forecast for Financial Time Series with Machine Learning Models Implementation and Testing

Time & Date: 9:30 a.m. – 12:30 pm, Monday, July 29th, 2024
Location: Room E-310 and online in Zoom, Okanagan College, Kelowna, 1000 KLO Rd, Kelowna V1Y 4X8
Registration (will be open soon): 

Abstract:

The increase in popularity of machine learning models and algorithms has brought up methods for increasing the efficiency of processes in various industries and new use cases. From corporations to individuals, machine learning is applicable in a wide range of settings. One such application is using machine learning models for stock price forecasting. This area is often studied. However, it still has unsolved problems due to the high complexity and volatility that technical factors and sentiment-analysis models are trying to capture. Based on this premise, we proposed to build up our previous experience in building short-term forecasting models using machine learning models. The research project aims to develop practical algorithmic trading algorithms based on accurate short-term forecasts for financial time series using machine learning models. The project focuses on these research activities:

  1. Building a database containing the targeted financial and other time series is valuable input to the machine learning models. This streamlines the process of acquiring financial data required for training the machine learning model with the addition of a web UI for configuring data collection automation and extracting required data.
  2. A short-term forecasting model based on machine learning is developed using the various time-series data from the data warehouse. Machine learning algorithms such as neural networks, random forecasts, support vector regression, XGBoost, and long short-term memory (LSTM) are evaluated with several performance criteria to identify the most accurate model from a short-term trading perspective. After the performance analysis based on several metrics, XGBoost was chosen for further development.

We will demonstrate the evaluation of the collected data’s quality, the metrics of the machine learning model’s prediction, and their integration. 

Bios:

Albert Wong, Ph.D., teaches at the Post-degree Diploma Program in Data Analytics at Langara (the “DA Program”). Drawing on experience and skills developed over a long career, Dr. Wong sets the technical direction for projects proposed within several applied research applications and liaises closely with the partners’ senior leadership teams to ensure that the projects align with each firm’s strategic and financial imperatives. Dr. Wong’s academic expertise includes sampling, multivariate statistical analysis, and ML. He has spent decades working and consulting with organizations of various sizes on the use of statistics, DA, and information technology to solve strategic and/or tactical problems.

Gaétan Hains is an expert in software safety and performance and holds a PhD in Computer Science from the University of Oxford. He is currently a Professor of Computer Science and Vice President for Digital Affairs at the University of Paris-Est Creteil (UPEC). He is also a member of the Laboratory of Algorithmics, Complexity, and Logic (LACL), where he has previously served as the head and held academic positions at the University of Montreal and the University of Orleans. He has extensive experience in R&D project leadership and doctoral supervision in parallel-distributed computing, software safety, privacy, and formal methods, with applications in finance, telecom, Al, automotive, and automated trading.

Ajitesh Parihar is a third-year Computer Science student and a Research Assistant at Okanagan College. He is a tech enthusiast who enjoys learning about innovations and technologies and is passionate about software engineering, cyber security, and algorithms. Ajitesh is excited to get more involved as a Board Member of the IEEE Student Branch and to meet and work with talented individuals.

For further information, please get in touch with Youry Khmelevsky (email: Youry at IEEE.org) and subscribe to the news at okanagan@listserv.ieee.org
Pizza and Refreshments will be provided

Cybersecurity Workshop (Draft)

Kristina Cormier, Ajitesh Parihar, Dr. Youry Khmelevsky, IBA Group
Computer Science, Okanagan College

Cybersecurity Workshop (Draft)

Time & Date: 09:00 a.m. – 5 p.m., August 7th, 2024
Location: Room HS-101 and online in Zoom, Computer Science Department, Okanagan College (in-person and online)
Registration (will be open soon): https://events.vtools.ieee.org/tego_/event/manage/424539

Abstract:

With the ever-increasing rate of cyber-attacks and data breaches, it has become essential for everyone to be aware of at least the basics of cybersecurity to safeguard themselves from harm. With this workshop, we aim to equip people with knowledge of techniques used by attackers and ways to defend against them, along with best practices for working with sensitive data. The workshop will include sessions by industry experts and demonstrations for practical applications of cybersecurity concepts and tools. After the workshop, students will present their capstone project in collaboration with an industry partner about using machine learning to automate business processes.  

Our invited speakers and demonstrations will cover the following topics: 

  • Best practices for safeguarding against cyber attacks 
  • Importance of good policies for cyber security at organizations 
  • Online Privacy 
  • Data encryption and decryption techniques 
  • Data anonymization and deanonymization for researchers 
  • Impact of cyber-criminal organizations on businesses and governments 
  • Penetration testing for vulnerability mitigation

The Workshop Agenda:

  1. Registration and Breakfast (8:00 am – 09:00 am)
  2. Welcome and Opening Remarks (9:00 am – 9:15 am)
  3. An Invited Speaker, IT Services/Security Manager, Okanagan College (9:15 am – 10:00 am)
  4. Coffee Break (10:00 am – 10:15 am)
  5. An Invited Speaker from Industry (10:15 am – 11:00 am)
  6. Coffee Break (11:00 am – 11:15 am)
  7. An Invited Speaker from Academia (11:15 am – 12:00 pm)
  8. Lunch Break (12:00 pm – 1:00 pm)
  9. Penetration Test from Industry (IBA Group) demonstration aims to help prevent (1:00 pm – 2:00 pm):
    • Data breaches and reputational losses worth millions of dollars
    • Unexpected fines and compensations resulted from exposed security vulnerabilities
    • Shutting down of service/product/business
    • Loss of customers and their trust
  10. Coffee break (2:00 pm – 2:15 pm)
  11. Workshop from Academia (2:15 pm – 3:30 pm)
  12. The COSC (OC) Students Capstone Project results presentation (3:30 pm – 4:15 pm)
  13. Round Table (4:15 pm – 5 pm)

Bios:

Ajitesh Parihar is a third-year Computer Science student and a Research Assistant at Okanagan College. He is a tech enthusiast who enjoys learning about innovations and technologies and is passionate about software engineering, cyber security, and algorithms. Ajitesh is excited to get more involved as a Board Member of the IEEE Student Branch and to meet and work with talented individuals.

Sergii Baibara currently serves as the Director of IBA BGroup, a Regional office of IBA Group, a position he has held since July 2012. IBA Group—30 years in IT business, started as a JV with IBM. He has 26 years of experience in the IT software business, Including S&T AG and SAS Institute. Sergii has been developing RPA practices since 2016.

IBA Group (Security Services): 
IBA Group is one of the largest IT service providers in the CEE region and has a worldwide organizational structure. It offers a portfolio of proprietary products that address different customers’ needs. Its software products are designed using the latest technologies and proven techniques. The company’s more than 30 years of experience in software development have helped it solve diverse business problems.

Kristina Cormier is a third-year Computer Science student at Okanagan College. She has a nursing background and recently discovered a passion for machine learning algorithms. Kristina is a board member of the Okanagan College IEEE Student Branch. She assists with organizing events and volunteering. Kristina truly enjoys being a mentor and helping others.

For further information, please get in touch with Youry Khmelevsky (email: Youry at IEEE.org) and subscribe to the news at okanagan@listserv.ieee.org
Pizza and Refreshments will be provided

Robotic Process Automation (RPA) and Intelligent Process Automation (IPA) for Small Industry in BC (a mini workshop)

 

 

 

 

Kristina Cormier, Ajitesh Parihar, …
Computer Science, Okanagan College
Sergey Zlobich is a Product Owner of the EasyRPA platform

Robotic Process Automation (RPA) and Intelligent Process Automation (IPA) for Small Industries in BC (a mini workshop — draft)

Time & Date: 9:30 a.m. – 12:30 pm, Saturday, July 20th, 2024
Location: Room E-308 and online in Zoom, Okanagan College, Kelowna, 1000 KLO Rd, Kelowna V1Y 4X8
Registration (will be open soon): https://events.vtools.ieee.org/m/424538

Abstract:

In the ever-evolving landscape of corporate automation, the transition from Robotic Process Automation (RPA) to Intelligent Process Automation (IPA) is critical nowadays. Integrating Machine Learning (ML) technologies and sophisticated Generative Pre-trained Transformer (GPT) models reshape how financial institutions optimize their processes.

This presentation delves into Intelligent Process Automation, where traditional boundaries are surpassed, unlocking unprecedented possibilities. From task classification using ML algorithms to the revolutionary impact of GPT models, we explore each facet and unravel a narrative that underscores the transformative power of automation in the corporate sector.

During the talk, we will discuss the following topics:

  • The Shift from RPA to Intelligent Automation.
  • Classification Algorithms in Action — Illustrate how classification algorithms streamline corporate operations.
  • Information Extraction for Corporate Data — examine ML’s role in extracting data from unstructured corporate documents.
  • Signature Recognition for Enhanced Security — explore the role of ML in recognizing and authenticating signatures in various corporate documents.
  • Revolutionizing AI with GPT Models — uncover the latest advancements in Generative Pre-trained Transformer (GPT) models, highlighting their impact on the corporate sector.
  • Delegating tasks to AI: Balancing Trust and Risk — emphasize the importance of understanding the cost of errors in each process.
  • Specialized Platforms for Corporate Automation — advocate for a balanced approach with a human-in-the-loop for continuous quality improvement.

A mini workshop Agenda:

  1. An Invited Speaker from Industry (9:30 am – 10:15 am)
  2. Coffee Break (10:15 am – 10:30 am)
  3. An Invited Speaker from Academia (10:30 am – 11:00 am)
    1. Understand the fundamentals of LLM technology and its capabilities.
    2. Learn how to integrate LLM with internal databases to enhance information retrieval and application.
    3. Discover the concept of RAG and how it enhances LLM performance.
    4. See how our company developed an innovative product leveraging RAG and LLM integration for superior business solutions.
  4. Coffee Break (11:00 am – 11:30 pm)
  5. The COSC Students Capstone Project results presentation (11:30 am – 12:00 pm)
    1. Machine Learning
    2. Automation Process
    3. Hybrid Automation
    4. Digitizing Documents (OCR)
  6. The COSC Students Capstone Project demonstration (12:00 pm – 12:30 pm)
    1. EasyRPA platform overview
    2. EasyRPA architecture
  7. Q&A

Bios:

Kristina Cormier is a third-year Computer Science student at Okanagan College. She has a nursing background and recently discovered a passion for machine learning algorithms. Kristina is a board member of the Okanagan College IEEE Student Branch. She assists with organizing events and volunteering. Kristina truly enjoys being a mentor and helping others.

Ajitesh Parihar is a third-year Computer Science student and a Research Assistant at Okanagan College. He is a tech enthusiast who enjoys learning about innovations and technologies and is passionate about software engineering, cyber security, and algorithms. Ajitesh is excited to get more involved as a Board Member of the IEEE Student Branch and to meet and work with talented individuals.

Sergii Baibara currently serves as the Director of IBA BGroup, a Regional office of IBA Group, a position he has held since July 2012. IBA Group—30 years in IT business, started as a JV with IBM. He has 26 years of experience in the IT software business, Including S&T AG and SAS Institute. Sergii has been developing RPA practices since 2016.

Sergey Zlobich is a Product Owner of the EasyRPA platform developed by IBA Group. With 27 years overall experience in the international IT industry, 7 years have been dedicated to RPA technology and products, including hands-on experience with Workfusion, Blue Prism, and Automation. Anywhere.
– Over 10 years of software development expertise, enabling effective contributions to diverse projects and technologies.
– Strong advocate for full automation, passionate about eliminating manual work through innovative solutions.
– Specialize in leveraging LLMs for natural language processing tasks and data analysis.
– Developed and maintained enterprise-level applications.
– Proficient in the entire software development lifecycle.

IBA Group (Security Services): 
IBA Group is one of the largest IT service providers in the CEE region and has a worldwide organizational structure. It offers a portfolio of proprietary products that address different customers’ needs. Its software products are designed using the latest technologies and proven techniques. The company’s more than 30 years of experience in software development have helped it solve diverse business problems.

For further information, please get in touch with Youry Khmelevsky (email: Youry at IEEE.org) and subscribe to the news at okanagan@listserv.ieee.org
Pizza and Refreshments will be provided

The 26th Western Canadian Conference on Computing Education (WCCCE) 2024 May 2-3, 2024

We are pleased to announce the 26th Western Canadian Conference on Computing Education at Okanagan College. The conference is a forum for discussing the development of computing programs and curricula and for sharing innovative strategies and tools for teaching & learning in fields such as computer science, software engineering, computer technology, information systems and information technology. It will bring educators from the western provinces, the rest of Canada, and beyond, allowing them to share their experiences and learn from one another. The Department of Computer Science at Okanagan College is pleased to be hosting the conference in 2024.

Venue

WCCCE 2023 will occur in Kelowna, British Columbia, Canada, May 2-3, 2024 (Thursday and Friday). The conference sessions will be held on the Okanagan College campus. WCCCE 2024 will have an in-person format.

Registration is still open at Eventbrite ($280, $200 and $100 for seniors and students) at  https://www.eventbrite.ca/e/the-26th-western-canadian-conference-on-computing-education-wccce-tickets-804199170367?aff=oddtdtcreator or through vTools for IEEE Members ($100) without Dinner on Thursday at 6 pm (https://events.vtools.ieee.org/event/register/419091). Please use the Eventbrite URL above to Register for the Conference with Dinner.

Keynote Speakers

  1. Dr. Ramon Lawrence

Impact of Artificial Intelligence on Approaches to Assessment and Student Help

Artificial intelligence has a significant impact on approaches to engaging, helping, and assessing students. Even before generative AI systems such as ChatGPT, students often questioned the value of assignments, may not consistently engage with instructors and teaching assistants during office hours and labs, and struggled to find the motivation and support necessary for their learning. This talk describes several research studies and systems designed to improve student engagement and learning. The first project focuses on automating assessment using PrairieLearn for both asynchronous labs and real-time classroom engagement using a gamification approach. The second project describes the HelpMe system supporting on-demand help for students using virtual labs rather than scheduled lab times. Virtual labs help with accessibility and engagement while reducing the computer lab resources used. The third project analyzes the impacts of generative AI on assessments and support systems. This includes research on detecting AI submissions in Computer Science courses and using course-specific chatbots to help answer questions for students. Attendees will be able to take away some practical approaches for use in their own classes.

Bio: Dr. Ramon Lawrence is a professor of computer science and Academic Director for the Centre for Teaching and Learning at the University of British Columbia Okanagan.  His teaching recognitions included the UBC Award for Teaching Excellence and Innovation in 2017, the Killam Teaching Prize in 2020, and a 9-time member of the teaching honour roll recognizing the top 10% of instructors at UBC Okanagan.  His scholarship in teaching and learning research is in the areas of automatic assessment and help systems and the impacts of artificial intelligence on education.  The research has resulted in changes to how labs are delivered for many courses. He is the founder of Unity Data Inc. (www.unityjdbc.com), which provides software for data integration from multiple sources and is a database consultant for enterprises requiring Big Data solutions.  Recent work produced software for SQL querying and integrating MongoDB with enterprise relational systems used by numerous companies worldwide. Dr. Lawrence is a senior member of the ACM and a senior member of IEEE.

2.

Dr. Ben Stephenson

Tales from the Trenches: Experiences from Two Decades of Post-Secondary Teaching

I have been teaching at the post-secondary level since 2001.  During that time, I have used a variety of activities and interventions to engage students, manage my workload, improve assessments, and better students’ experiences in both my own courses and others.  In this talk I will survey the practices that I have implemented; everything from TA training to snake charming, and textbook writing to computer generated art.  I’ll tell stories about what has worked well, some well-intentioned ideas that didn’t have as much impact as hoped, and maybe even a complete flop (or two).  My hope is that you come away from this session with new ideas to try in your own classroom and the ability to avoid some of the mistakes that I have made.

Bio: Ben Stephenson is a Professor (Teaching) at the University of Calgary with more than two decades of post-secondary teaching experience during which he has taught thousands of students.  He is the author of a dozen pedagogically focused papers, five “nifty” assignments, and two textbooks.  Ben is a significant contributor to the Canadian and international Computer Science Education communities and is currently recovering from his recent work as Co-Chair of the 2023 and 2024 SIGCSE Technical Symposia on Computer Science Education.  Outside of working hours he is a husband and father of two, an avid Lego builder, a solar panel enthusiast, and a frugal grocery shopper.

Sponsors

Platinum Sponsor

Gold Sponsors

Screenshot

Silver Sponsors

In-Kind Sponsorship

Cooperating Organizations

WCCCE 2024 is presented in cooperation with the ACM Special Interest Group on Computer Science Education (SIGCSE — Pending) and will be Supported by the IEEE Okanagan Subsection and IEEE Vancouver Section (Pending). For more information about the WCCCE conferences, please see here: https://dl.acm.org/conference/wccce.

Innovation to shape future: A.I. and Quantum leap

Dr. Lucas Hui

Innovation to shape future: AI and Quantum leap
(Slides: IEEE AI Quantum 240130)

Time & Date: 5 p.m., Tuesday, January 30th, 2024
Location: Room E309 and online in Zoom, Okanagan College, Kelowna, 1000 KLO Rd, Kelowna V1Y 4X8
Registration is open now: https://events.vtools.ieee.org/m/401949

Abstract:

Knowledge and innovation will define the future of human society. This talk will focus on two powerful technologies: AI and quantum computing. The presentation will include basic concepts of the technologies, as well as the profound impact of these technologies and the pivotal role they play in our future.

The talk will cover the following topics:

  • The evolution of Artificial Intelligence: demonstrate the expectation of intelligent machines.
  • Significance of Machine Learning: why and how machine learning is important in modern society.
  • Impact of Artificial Intelligence in the near future: how Artificial Intelligence tools will impact human lives, and how humans should respond to that.
  • The Quantum Jump to Quantum Computing: Why Quantum Computing can significantly improve the Computing landscape.
  • Application of quantum computing in the near future: different areas in which quantum computing has significant contributions.
  • The synergy of quantum computing and artificial intelligence: how the interaction of these two technologies can create a greater effect.
  • Future opportunities: how can we take advantage of these two technologies?

Bio:

Dr Lucas Hui has more than 20 years of university teaching and research experience, covering computer science subjects including information security, Internet commerce, artificial intelligence, data structure and algorithms and others.

He had been CTO of the Hong Kong Applied Science and Technology Research Institute, leading researchers and student interns in multidisciplinary applied research projects. His current interest is in the impact of innovative technology on society. He is a senior member of IEEE.

For further information, please get in touch with Youry Khmelevsky (email: Youry at IEEE.org) and subscribe to the news at okanagan@listserv.ieee.org
Pizza and Refreshments will be provided

Okanagan College Department of Computer Science seeks capstone design projects from industry

The Okanagan College Department of Computer Science is looking for project proposals from industry for its Capstone Project courses COSC 224 and 471.

In the capstone project course, second-year students in teams of 3 to 5 and senior students in teams of 7 to 15 work on projects proposed by industry or other organizations.

The projects can be general in software development or specialized in software engineering.

For additional information on the projects and the Capstone Software Project courses, please visit http://www.okanagan.bc.ca/cosc and

  1. HowToSubmitCapstoneProjectProposal
  2. CapstonePartnerProposalForm

If you have any questions, please get in touch with the Computer Science Department at Okanagan College: capstones [dot] okanagan [dot] bc [dot] ca or chair[dot]cis at okanagan[dot]bc[dot]ca

From Robotic Process Automation (RPA) to Intelligent Process Automation (IPA)

Sergii Baibara
Director of IBA Ukraine, part of IBA Group

From Robotic Process Automation (RPA) to Intelligent Process Automation (IPA) (slides: RPA IEEE QR)

Time & Date: 9:30 a.m., Tuesday, December 5th, 2023
Location: Room HS 102 and online in Zoom, Okanagan College, Kelowna, 1000 KLO Rd, Kelowna V1Y 4X8
Registration is open now: https://events.vtools.ieee.org/m/386898 

Abstract:

In the ever-evolving landscape of corporate automation, the transition from Robotic Process Automation (RPA) to Intelligent Process Automation (IPA) is critical nowadays. Integrating Machine Learning (ML) technologies and sophisticated Generative Pre-trained Transformer (GPT) models reshape how financial institutions optimize their processes.

This presentation delves into Intelligent Process Automation, where traditional boundaries are surpassed, unlocking unprecedented possibilities. From the classification of tasks using ML algorithms to the revolutionary impact of GPT models, we explore each facet and unravel a narrative that underscores the transformative power of automation in the corporate sector.

During the talk, we will discuss the following topics:

  • The Shift from RPA to Intelligent Automation.
  • Classification Algorithms in Action — Illustrate how classification algorithms streamline corporate operations.
  • Information Extraction for Corporate Data — examine ML’s role in extracting data from unstructured corporate documents.
  • Signature Recognition for Enhanced Security — explore the role of ML in recognizing and authenticating signatures in various corporate documents.
  • Revolutionizing AI with GPT Models — uncover the latest advancements in Generative Pre-trained Transformer (GPT) models, highlighting their impact on the corporate sector.
  • Delegating tasks to AI: Balancing Trust and Risk — emphasize the importance of understanding the cost of errors in each process.
  • Specialized Platforms for Corporate Automation — advocate for a balanced approach with a human-in-the-loop for continuous quality improvement.

Bio:

Sergii Baibara currently serves as the Director of IBA Ukraine, part of IBA Group, a position he has held since July 2012. IBA Group – 30 years in IT business, started as JV with IBM. He has 26 years of experience in the international IT software business, Including S&T AG and SAS Institute. Sergii has been developing RPA practices since 2016.

For further information, please get in touch with Youry Khmelevsky (email: Youry at IEEE.org) and subscribe to the news at okanagan@listserv.ieee.org
Pizza and Refreshments will be provided

IEEE Okanagan College Student Branch Annual General Meeting

Chair: Thais Santos Damasceno 
Vice Chair: Ashley Tumback
Tresure: Alexander Hopfner
Secretary: Alexander Ross

IEEE Okanagan College Student Branch Annual General Meeting
(supported by IEEE Okanagan Subsection)

Time & Date:  5 p.m., Wednesday, November 8th, 2023
Location: Room E 102, Okanagan College, Kelowna, 1000 KLO Rd, Kelowna V1Y 4X8 (Zoom: https://ca01web.zoom.us/j/65884995637?pwd=M2JqV25WMWNaYkJxK3kySGt3THplZz09)
Registration is open now: https://events.vtools.ieee.org/m/382340

Bios:

Thais Damasceno is a dynamic professional with 3+ years of work experience who is shifting from a legal career in Brazil to the world of technology in Canada. Following a year of legal practice, she relocated to Canada to enhance her English and discovered her passion for programming. Thais worked during a 9-month software developer internship at Willowglen Systems Inc, a pivotal experience that solidified her commitment to the industry. There, she worked mainly with JavaScript and C++. In Fall 2023, she embarked on her journey at Okanagan College, where she’s dedicated to advancing her technology expertise. This strives to bring innovative solutions to complex challenges, bridging her legal background with her technical knowledge.

Daniel Tumback has a background as a residential framer; however, his true passion is working on computers. After years of working in construction, he decided to go and get an undergraduate degree in computer information systems. He has a passion for building things, from assembling the components of a computer to building houses. He hopes to take that same passion into the computer science world and help build the future of computer components. He has a keen interest in the future of quantum computing and hopes to one day be on the front line of quantum development to truly help build the next generation of computing hardware.

Alexander Ross is a computer science enthusiast and aspiring professional. He is a 23-year-old Computer Science enthusiast with a strong foundation in programming and a dedication to innovation. His journey in the world of technology began at Okanagan College, where he is currently enrolled in the Computer Information Systems (CIS) program. As a third-year student, he has honed his skills in Java, C, C++, HTML/CSS, JavaScript, VB.NET, SQL, and SPARC while gaining expertise in Database Analysis and Design, micro-controllers, and circuitry design. In addition to his technical proficiency, he has had the opportunity to work in dynamic and high-stress environments. During his tenure at Kal Tire, he mastered adaptability and time management. Beyond his educational and work experiences, he is a quick learner with strong communication skills. He is excited about the possibilities and is eager to continue his journey in the world of technology.

For further information, please get in touch with Youry Khmelevsky (email: Youry at IEEE.org) and subscribe to the news at okanagan@listserv.ieee.org
Pizza and Refreshments will be provided