{"title":"A Novel Deep Reinforcement Learning-based Automatic Stock Trading Method and a Case Study","authors":"Youzhang He, Yuchen Yang, Yihe Li, Peng Sun","doi":"10.1109/iGETblockchain56591.2022.10087066","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087066","url":null,"abstract":"As the most important capital market, how formulating a reasonable stock trading strategy to improve capital return and reduce trading risk has always been the focus of people’s attention. In recent years, with the development of data-driven AI technology, people have begun to try to apply it to stock market data analysis to minimize the trading risk caused by the uncertainty of price fluctuations in the stock market. Accordingly, in this paper, we solve the complex stock trading decision-making problem by exploiting the deep reinforcement learning techniques. Briefly, in this paper, we consider two trading models: 1) for trading a specific single blue chip stock, we design a new trading agent based on Double Deep Q-Network (DDQN) to maximize the return for such specific blue chip stock purchase and sale; 2) To further reduce the risk of stock trading, for the more common multi-stock trading scenarios, we utilize twin-delayed deep deterministic policy gradient (TD3) technique to design a multi-stock collaborative trading agent for achieving the goals of risk hedging and maximizing returns. We further evaluated the efficiency of the proposed trading agents in stock price prediction accuracy and returns based on the actual U.S. Stock Market data.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128800369","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
R. Subramoniam, Aditya Parameswaran, R. Ramanan, Rakesh Sreekumar, S. Cherian
{"title":"Generating trust using product genome mapping: A cure for ESG communication","authors":"R. Subramoniam, Aditya Parameswaran, R. Ramanan, Rakesh Sreekumar, S. Cherian","doi":"10.1109/iGETblockchain56591.2022.10087063","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087063","url":null,"abstract":"ESG or Environmental, Social and Governance has become a mainstream focus for many companies today driven by mandates such as SEC Climate Risk Disclosure and CBP Uyghur Forced Labor Prevention Act in the US or regulations such as the German Supply Chain Act in addition to the environmentally and socially conscious stakeholder activism. Investors and customers are demanding product visibility and provenance to make investment and/or buying decisions. The supply chain disruptions that has rattled the industry in the last couple of years has added fuel to the fire, with supply chain resilience as a key factor. Blockchain solutions with the ability to enable data sharing across multi-party systems, track and trace multi-tier chain-of-custody data flows and provide immutable, verifiable proofs is well-positioned at the intersection of supply chain resilience and the circular economy needs. This article will focus on how reporting with block chain solutions may provide the opportunity for companies to enhance stakeholder trust in their ESG data and its communication.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124155103","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Performance Study for Improving Throughput in Hyperledger Fabric Blockchain Platform","authors":"S. Nanduri, Harish Vemula","doi":"10.1109/iGETblockchain56591.2022.10087049","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087049","url":null,"abstract":"Hyperledger Fabric (HLF) is a blockchain platform that supports immediate finality of transactions and can be used in various application domains such as Supply chain, Health etc. Researchers have reported significant improvement in throughput, in HLF v1.0, based on experiments carried out with certain optimizations when Kafka is used as a consensus mechanism. In our paper, we supplement the above study with a few more guidelines that improve the throughput. The guidelines have been derived on top of HLF platform v2.2.3 with Raft and SmartBFT consensus mechanisms and with different Tx sizes. Our experimental study has shown 3 to 5 times improvement when compared to default configuration settings of HLF v2.2.3 in the case of Raft.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130526492","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Proof-by-Location as a Socially Responsible Financial Infrastructure","authors":"Donald J. Patterson, Bill Tomlinson","doi":"10.1109/iGETblockchain56591.2022.10087087","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087087","url":null,"abstract":"The Proof-of-Work algorithm that underlies Bitcoin and many other cryptocurrencies is well known for its energy-intensive requirements. The Proof-of-Stake algorithm that underlies Ethereum2 and various other cryptocurrencies is less impactful environmentally, but it has a second, looming issue: the problem of wealth inequality. We have developed an alternative to Proof-of-Work and Proof-of-Stake, called Proof-by-Location, that has the potential to address both of these issues. This paper describes Proof-by-Location and a financial platform called Xylem that is based on it. This platform seeks to distribute transaction fees to billions of cryptocurrency \"Notaries\" around the world (essentially, anyone with a smartphone), who work together to establish a distributed consensus about financial transactions. Using Xylem as a global financial infrastructure could lead to significantly better social and environmental outcomes than existing financial platforms.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122058434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
U. Cali, M. Ferdous, Enis Karaarslan, S. Gourisetti, M. Mylrea
{"title":"SSI meets Metaverse for Industry 4.0 and Beyond","authors":"U. Cali, M. Ferdous, Enis Karaarslan, S. Gourisetti, M. Mylrea","doi":"10.1109/iGETblockchain56591.2022.10087134","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087134","url":null,"abstract":"As the global industrial complex gears toward fulfilling the tenets of Industry 4.0 and beyond, technologies such as distributed ledger technologies, digital twins, and artificial intelligence become pivotal enablers. In the last decade, metaverse as a concept and technology found its place among crucial enablers for technology and digital advancement across several engineering domains. Metaverse has the potential to combine the elements from distributed computing platforms, the digital evolution of physical systems, and advanced learning systems to unearth a fully digitized world of comparative properties of the real world. We should ensure the privacy, integrity, and confidentiality of personal data. These requirements will lead to proper identity management in the metaverse. Given the complex nature of the metaverse, traditional centralized systems may not offer a viable identity management solution. Therefore, this study explores a decentralized identity management system called the Self-sovereign Identity (SSI) as a logical alternative to traditional centralized identity management systems. The proposed holistic framework aims to ignite new ideas and discussions related to the combined deployment of DLT (Distributed Ledger Technology), SSI, and metaverse to inspire new implementation areas within the Industry 4.0 environment. The paper also discusses various opportunities, enablers, technical & privacy aspects, legislation requirements, and other barriers related to SSI implementation.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"72 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127365880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Yuval Abraham Regev, Henrik Vassdal, Ugur Halden, Ferhat Ozgur Catak, U. Cali
{"title":"Hybrid AI-based Anomaly Detection Model using Phasor Measurement Unit Data","authors":"Yuval Abraham Regev, Henrik Vassdal, Ugur Halden, Ferhat Ozgur Catak, U. Cali","doi":"10.1109/iGETblockchain56591.2022.10087111","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087111","url":null,"abstract":"Over the last few decades, extensive use of information and communication technologies has been the main driver of the digitalization of power systems. Proper and secure monitoring of the critical grid infrastructure became an integral part of the modern power system. Using phasor measurement units (PMUs) to surveil the power system is one of the technologies that have a promising future. Increased frequency of measurements and smarter methods for data handling can improve the ability to reliably operate power grids. The increased cyber-physical interaction offers both benefits and drawbacks, where one of the drawbacks comes in the form of anomalies in the measurement data. The anomalies can be caused by both physical faults on the power grid, as well as disturbances, errors, and cyber attacks in the cyber layer. This paper aims to develop a hybrid AI-based model that is based on various methods such as Long Short Term Memory (LSTM), Convolutional Neural Network (CNN) and other relevant hybrid algorithms for anomaly detection in phasor measurement unit data. The dataset used within this research was acquired by the University of Texas, which consists of real data from grid measurements. In addition to the real data, false data that has been injected to produce anomalies has been analyzed. The impacts and mitigating methods to prevent such kind of anomalies are discussed.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125462295","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Challenges of Proof-of-Useful-Work (PoUW)","authors":"F. Hoffmann","doi":"10.1109/iGETblockchain56591.2022.10087185","DOIUrl":"https://doi.org/10.1109/iGETblockchain56591.2022.10087185","url":null,"abstract":"Proof-of-Work is a popular blockchain consensus algorithm that is used in cryptocurrencies like Bitcoin in which hashing operations are repeated until the resulting hash has certain properties. This approach uses lots of computational power and energy for the sole purpose of securing the blockchain. In order to not waste energy on hashing operations that do not have any other purpose than enabling consensus between nodes and therefore securing the blockchain, Proof-of-Useful-Work is an alternative approach which aims to replace excessive usage of hash functions with tasks that bring additional real-world benefit, e.g. supporting scientific experiments that rely on computationally heavy simulations. In this publication theoretical PoUW concepts such as Coinami, CoinAI and the cryptocurrency Primecoin are analyzed with respects to how PoW properties can be retained while doing useful work.","PeriodicalId":186049,"journal":{"name":"2022 IEEE 1st Global Emerging Technology Blockchain Forum: Blockchain & Beyond (iGETblockchain)","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128988663","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}