RESUMEN
Ichimoku Kinkohyo or Ichimoku Cloud Chart is one of the most popular technical indicators used by traders all over the world. However, its profitability is heavily influenced by the market environment, to which it is applied. Furthermore, the COVID-19 outbreak may have an impact on the market environment as well as the performance of all technical indicators. This study is the first to look into the profitability of Ichimoku-based trading rules in the Vietnamese stock market in the context of the COVID-19 outbreak. More particularly, the COVID-19 outbreak has a positive influence on the performance of this strategy when considering the entire market as well as a variety of industries including real estate industry, food and beverage industry, resource industry, and automotive and electronic components industry. Compared to the pre-pandemic period, the return on investment obtained per each transaction using the Ichimoku-based strategy increased by roughly 8 - 9 % in the pandemic period. Compared to the Buy-and-hold method, the Ichimoku-based strategy could slightly increase Accumulated return while posing a lower risk. The findings indicate that the Ichimoku-based strategy is applicable to the Vietnam stock market, regardless of the adverse effects of the pandemic on the industries.
RESUMEN
Heavy metals in water and wastewater are taken into account as one of the most hazardous environmental issues that significantly impact human health. The use of biochar systems with different materials helped significantly remove heavy metals in the water, especially wastewater treatment systems. Nevertheless, heavy metal's sorption efficiency on the biochar systems is highly dependent on the biochar characteristics, metal sources, and environmental conditions. Therefore, this study implicates the feasibility of biochar systems in the heavy metal sorption in water/wastewater and the use of artificial intelligence (AI) models in investigating efficiency sorption of heavy metal on biochar. Accordingly, this work investigated and proposed 20 artificial intelligent models for forecasting the sorption efficiency of heavy metal onto biochar based on five machine learning algorithms and bagging technique (BA). Accordingly, support vector machine (SVM), random forest (RF), artificial neural network (ANN), M5Tree, and Gaussian process (GP) algorithms were used as the key algorithms for the aim of this study. Subsequently, the individual models were bagged with each other to generate new ensemble models. Finally, 20 intelligent models were developed and evaluated, including SVM, RF, M5Tree, GP, ANN, BA-SVM, BA-RF, BA-M5Tree, BA-GP, BA-ANN, SVM-RF, SVM-M5Tree, SVM-GP, SVM-ANN, RF-M5Tree, RF-GP, RF-ANN, M5Tree-GP, M5Tree-ANN, GP-ANN. Of those, the hybrid models (i.e., BA-SVM, BA-RF, BA-M5Tree, BA-GP, BA-ANN, SVM-RF, SVM-M5Tree, SVM-GP, SVM-ANN, RF-M5Tree, RF-GP, RF-ANN, M5Tree-GP, M5Tree-ANN, GP-ANN) are introduced as the novelty of this study for estimating the heavy metal's sorption efficiency on the biochar systems. Also, the biochar characteristics, metal sources, and environmental conditions were comprehensively assessed and used, and they are considered as a novelty of the study as well. For this aim, a dataset of sorption efficiency of heavy metal was collected and processed with 353 experimental tests. Various performance indexes were applied to evaluate the models, such as RMSE, R2, MAE, color intensity, Taylor diagram, box and whiskers plots. This study's findings revealed that AI models could predict heavy metal's sorption efficiency onto biochar with high reliability, and the efficiency of the ensemble models is higher than those of individual models. The results also reported that the SVM-ANN ensemble model is the most superior model among 20 developed models. The predictive model proposed that heavy metal's efficiency sorption on biochar can be accurately forecasted and early warning for the water pollution by heavy metal.
