Enhancing Bangla Fake News Detection Using Bidirectional Gated Recurrent Units and Deep Learning Techniques

The rise of fake news has made the need for effective detection methods, including in languages other than English, increasingly important. The study aims to address the challenges of Bangla which is considered a less important language. To this end, a complete dataset containing about 50,000 news items is proposed. Several deep learning models have been tested on this dataset, including the bidirectional gated recurrent unit (GRU), the long short-term memory (LSTM), the 1D convolutional neural network (CNN), and hybrid architectures. For this research, we assessed the efficacy of the model utilizing a range of useful measures, including recall, precision, F1 score, and accuracy. This was done by employing a big application. We carry out comprehensive trials to show the effectiveness of these models in identifying bogus news in Bangla, with the Bidirectional GRU model having a stunning accuracy of 99.16%. Our analysis highlights the importance of dataset balance and the need for continual improvement efforts to a substantial degree. This study makes a major contribution to the creation of Bangla fake news detecting systems with limited resources, thereby setting the stage for future improvements in the detection process.

Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalized scheme. This paper intends to discuss our machine learning model, which can make a significant amount of profit in the US stock market by performing live trading in the Quantopian platform while using resources free of cost. Our top approach was to use ensemble learning with four classifiers: Gaussian Naive Bayes, Decision Tree, Logistic Regression with L1 regularization and Stochastic Gradient Descent, to decide whether to go long or short on a particular stock. Our best model performed daily trade between July 2011 and January 2019, generating 54.35% profit. Finally, our work showcased that mixtures of weighted classifiers perform better than any individual predictor about making trading decisions in the stock market.