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Mabsur Fatin Bin Hossain

Publications and source records attributed to Mabsur Fatin Bin Hossain.

2 recordsLinked to original sources

Evolving CNN Architectures: From Custom Designs to Deep Residual Models for Diverse Image Classification and Detection Tasks

This paper presents a comparative study of a custom convolutional neural network (CNN) architecture against widely used pretrained and transfer learning CNN models across five real-world image datasets. The datasets span binary classification, fine-grained multiclass recognition, and object detection scenarios. We analyze how architectural factors, such as network depth, residual connections, and feature extraction strategies, influence classification and localization performance. The results show that deeper CNN architectures provide substantial performance gains on fine-grained multiclass datasets, while lightweight pretrained and transfer learning models remain highly effective for simpler binary classification tasks. Additionally, we extend the proposed architecture to an object detection setting, demonstrating its adaptability in identifying unauthorized auto-rickshaws in real-world traffic scenes. Building upon a systematic analysis of custom CNN architectures alongside pretrained and transfer learning models, this study provides practical guidance for selecting suitable network designs based on task complexity and resource constraints.

cs.CV↗

FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more difficult due to extreme price fluctuations driven by market sentiment, technological changes, and regulatory shifts. Traditionally, forecasting relied on statistical methods, but as markets became more complex, deep learning models like LSTM, Bi-LSTM, and the newer FinBERT-LSTM emerged to capture intricate patterns. Building upon recent advancements and addressing the volatility inherent in cryptocurrency markets, we propose a hybrid model that combines Bidirectional Long Short-Term Memory (Bi-LSTM) networks with FinBERT to enhance forecasting accuracy for these assets. This approach fills a key gap in forecasting volatile financial markets by blending advanced time series models with sentiment analysis, offering valuable insights for investors and analysts navigating unpredictable markets.

q-fin.TR↗