Forecasting of Net Asset Value of Indian Mutual Funds Using Firefly Algorithm-Based Neural Network Model

2020 ◽  
pp. 217-224
Author(s):  
Sarbeswara Hota ◽  
Sarada Prasanna Pati ◽  
Pranati Satapathy
Keyword(s):  
Neural Network ◽  
Mutual Funds ◽  
Network Model ◽  
Neural Network Model ◽  
Firefly Algorithm ◽  
Asset Value ◽  
Net Asset Value

A Mutual Fund Investment Method Using Fruit Fly Optimization Algorithm and Neural Network

2014 ◽  
Vol 571-572 ◽  
pp. 318-325 ◽  
Author(s):  
Tsu Hua Huang ◽  
Yung Ho Leu
Keyword(s):  
Neural Network ◽  
Mutual Funds ◽  
Optimization Algorithm ◽  
Mutual Fund ◽  
Fruit Fly ◽  
Fruit Fly Optimization Algorithm ◽  
Fruit Fly Optimization ◽  
Asset Value ◽  
Net Asset Value ◽  
Fund Portfolio

This paper presents a method to construct a profitable portfolio of mutual funds for investors. This method comprises two stages. In the first stage, the DEA, Sharpe and Treynor indices of mutual funds and the monthly rates of return (ROR) of mutual funds are used to select a mutual fund portfolio. In the second stage, the linear regression model, the Fruit Fly Optimization Algorithm (FOA) and the General Regression Neural Network (GRNN) are used to construct a prediction model for the net asset values of each of the constituent mutual funds of the portfolio. The trade decision of a selected mutual fund is then made based on the rise or fall of its net asset value. The empirical results showed that, compared to other combinations, the combination of using Sharpe index for portfolio selection and the GRNN optimized with FOA for net asset value prediction offered the best accumulated return rate for the mutual fund portfolio investment.

A neural network model of entropy discrimination in pigeons

2003 ◽  
Author(s):  
Christopher Silansky ◽  
Anthony Chemero
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model

A neural network model of pre-pulse inhibition

2003 ◽  
Author(s):  
Nestor Schmajuk ◽  
Roger Smith
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model

Neural Network Model to Calculate the Creep Data Using Size

2017 ◽  
Vol 7 (8) ◽  
pp. 257
Author(s):  
Seetharam .K ◽  
Sharana Basava Gowda ◽  
. Varadaraj
Keyword(s):  
Neural Network ◽  
Risk Factors ◽  
Software Engineering ◽  
Network Model ◽  
Neural Network Model ◽  
Software Metrics ◽  
Creep Data ◽  
Engineering Software ◽  
Function Points ◽  
Different Levels

In Software engineering software metrics play wide and deeper scope. Many projects fail because of risks in software engineering development[1]t. Among various risk factors creeping is also one factor. The paper discusses approximate volume of creeping requirements that occur after the completion of the nominal requirements phase. This is using software size measured in function points at four different levels. The major risk factors are depending both directly and indirectly associated with software size of development. Hence It is possible to predict risk due to creeping cause using size.

Estimating nitrogen contents of apple leaves based on hyperspectral parameter models at different phenophases

2016 ◽  
Vol 6 (2) ◽  
pp. 942-952
Author(s):  
Xicun ZHU ◽  
Zhuoyuan WANG ◽  
Lulu GAO ◽  
Gengxing ZHAO ◽  
Ling WANG
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Bp Neural Network ◽  
Shoot Growth ◽  
Hyperspectral Data ◽  
Estimation Model ◽  
Apple Leaves ◽  
Bp Neural Network Model ◽  
Nitrogen Contents

The objective of the paper is to explore the best phenophase for estimating the nitrogen contents of apple leaves, to establish the best estimation model of the hyperspectral data at different phenophases. It is to improve the apple trees precise fertilization and production management. The experiments were done in 20 orchards in the field, measured hyperspectral data and nitrogen contents of apple leaves at three phenophases in two years, which were shoot growth phenophase, spring shoots pause growth phenophase, autumn shoots pause growth phenophase. The study analyzed the nitrogen contents of apple leaves with its original spectral and first derivative, screened sensitive wavelengths of each phenophase. The hyperspectral parameters were built with the sensitive wavelengths. Multiple stepwise regressions, partial least squares and BP neural network model were adopted in the study. The results showed that 551 nm, 716 nm, 530 nm, 703 nm; 543 nm, 705 nm, 699 nm, 756 nm and 545 nm, 702 nm, 695 nm, 746 nm were sensitive wavelengths of three phenophases. R551+R716, R551*R716, FDR530+FDR703, FDR530*FDR703; R543+R705, R543*R705, FDR699+FDR756, FDR699*FDR756and R545+R702, R545*R702, FDR695+FDR746, FDR695*FDR746 were the best hyperspectral parameters of each phenophase. Of all the estimation models, the estimated effect of shoot growth phenophase was better than other two phenophases, so shoot growth phenophase was the best phenophase to estimate the nitrogen contents of apple leaves based on hyperspectral models. In the three models, the 4-3-1 BP neural network model of shoot growth phenophase was the best estimation model. The R2 of estimated value and measured value was 0.6307, RE% was 23.37, RMSE was 0.6274.

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