scholarly journals seMLP: Self-evolving Multi-layer Perceptron in Stock Trading Decision Making

2021 ◽  
Vol 2 (2) ◽  
Author(s):  
Seow Wen Jun ◽  
Arif Ahmed Sekh ◽  
Chai Quek ◽  
Dilip K. Prasad
Keyword(s):  
Neural Network ◽  
Network Architecture ◽  
Data Sets ◽  
Multi Layer Perceptron ◽  
Neural Network Architecture ◽  
Stock Trading ◽  
Minimum Width ◽  
The Neural Network ◽  
Neural Network System ◽  
The Individual

AbstractThere is a growing interest in automatic crafting of neural network architectures as opposed to expert tuning to find the best architecture. On the other hand, the problem of stock trading is considered one of the most dynamic systems that heavily depends on complex trends of the individual company. This paper proposes a novel self-evolving neural network system called self-evolving Multi-Layer Perceptron (seMLP) which can abstract the data and produce an optimum neural network architecture without expert tuning. seMLP incorporates the human cognitive ability of concept abstraction into the architecture of the neural network. Genetic algorithm (GA) is used to determine the best neural network architecture that is capable of knowledge abstraction of the data. After determining the architecture of the neural network with the minimum width, seMLP prunes the network to remove the redundant neurons in the network, thus decreasing the density of the network and achieving conciseness. seMLP is evaluated on three stock market data sets. The optimized models obtained from seMLP are compared and benchmarked against state-of-the-art methods. The results show that seMLP can automatically choose best performing models.

FUZZY RULE EXTRACTION FROM SIMPLE EVOLVING CONNECTIONIST SYSTEMS

2004 ◽  
Vol 04 (03) ◽  
pp. 299-308 ◽  
Author(s):  
MICHAEL J. WATTS
Keyword(s):  
Neural Network ◽  
Network Architecture ◽  
Learning Algorithm ◽  
Fuzzy Rule ◽  
Rule Extraction ◽  
Data Sets ◽  
Neural Network Architecture ◽  
The Neural Network ◽  
Extraction Algorithm ◽  
Training Examples

A method for extracting Zadeh–Mamdani fuzzy rules from a minimalist constructive neural network model is described. The network contains no embedded fuzzy logic elements. The rule extraction algorithm needs no modification of the neural network architecture. No modification of the network learning algorithm is required, nor is it necessary to retain any training examples. The algorithm is illustrated on two well known benchmark data sets and compared with a relevant existing rule extraction algorithm.

SCORING MODELING BASED ON NEURAL NETWORKS FOR DETERMINING A BANK BORROWER'S RATING

2020 ◽  
Vol 2020 (10) ◽  
pp. 54-62
Author(s):  
Oleksii VASYLIEV ◽  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Network Architecture ◽  
Statistical Data ◽  
Activation Function ◽  
Decision Making Process ◽  
Neural Network Architecture ◽  
Acceptable Accuracy ◽  
The Neural Network ◽  
Sigmoid Activation Function

The problem of applying neural networks to calculate ratings used in banking in the decision-making process on granting or not granting loans to borrowers is considered. The task is to determine the rating function of the borrower based on a set of statistical data on the effectiveness of loans provided by the bank. When constructing a regression model to calculate the rating function, it is necessary to know its general form. If so, the task is to calculate the parameters that are included in the expression for the rating function. In contrast to this approach, in the case of using neural networks, there is no need to specify the general form for the rating function. Instead, certain neural network architecture is chosen and parameters are calculated for it on the basis of statistical data. Importantly, the same neural network architecture can be used to process different sets of statistical data. The disadvantages of using neural networks include the need to calculate a large number of parameters. There is also no universal algorithm that would determine the optimal neural network architecture. As an example of the use of neural networks to determine the borrower's rating, a model system is considered, in which the borrower's rating is determined by a known non-analytical rating function. A neural network with two inner layers, which contain, respectively, three and two neurons and have a sigmoid activation function, is used for modeling. It is shown that the use of the neural network allows restoring the borrower's rating function with quite acceptable accuracy.

Spatial Variability Aware Deep Neural Networks (SVANN): A General Approach

2021 ◽  
Vol 12 (6) ◽  
pp. 1-21
Author(s):  
Jayant Gupta ◽  
Carl Molnar ◽  
Yiqun Xie ◽  
Joe Knight ◽  
Shashi Shekhar
Keyword(s):  
Neural Network ◽  
Spatial Variability ◽  
Network Architecture ◽  
Network Models ◽  
Neural Network Architecture ◽  
Neural Network Models ◽  
Climatic Zones ◽  
The Neural Network ◽  
Plant Hardiness ◽  
Interpretation Model

Spatial variability is a prominent feature of various geographic phenomena such as climatic zones, USDA plant hardiness zones, and terrestrial habitat types (e.g., forest, grasslands, wetlands, and deserts). However, current deep learning methods follow a spatial-one-size-fits-all (OSFA) approach to train single deep neural network models that do not account for spatial variability. Quantification of spatial variability can be challenging due to the influence of many geophysical factors. In preliminary work, we proposed a spatial variability aware neural network (SVANN-I, formerly called SVANN ) approach where weights are a function of location but the neural network architecture is location independent. In this work, we explore a more flexible SVANN-E approach where neural network architecture varies across geographic locations. In addition, we provide a taxonomy of SVANN types and a physics inspired interpretation model. Experiments with aerial imagery based wetland mapping show that SVANN-I outperforms OSFA and SVANN-E performs the best of all.

scholarly journals A data-driven neural network architecture for sentiment analysis

2019 ◽  
Vol 53 (1) ◽  
pp. 2-19 ◽  
Author(s):  
Erion Çano ◽  
Maurizio Morisio
Keyword(s):  
Neural Network ◽  
Sentiment Analysis ◽  
Network Architecture ◽  
Network Models ◽  
Data Sets ◽  
Feature Maps ◽  
Neural Network Architecture ◽  
Neural Network Models ◽  
Content Type ◽  
Max Pooling

Purpose The fabulous results of convolution neural networks in image-related tasks attracted attention of text mining, sentiment analysis and other text analysis researchers. It is, however, difficult to find enough data for feeding such networks, optimize their parameters, and make the right design choices when constructing network architectures. The purpose of this paper is to present the creation steps of two big data sets of song emotions. The authors also explore usage of convolution and max-pooling neural layers on song lyrics, product and movie review text data sets. Three variants of a simple and flexible neural network architecture are also compared. Design/methodology/approach The intention was to spot any important patterns that can serve as guidelines for parameter optimization of similar models. The authors also wanted to identify architecture design choices which lead to high performing sentiment analysis models. To this end, the authors conducted a series of experiments with neural architectures of various configurations. Findings The results indicate that parallel convolutions of filter lengths up to 3 are usually enough for capturing relevant text features. Also, max-pooling region size should be adapted to the length of text documents for producing the best feature maps. Originality/value Top results the authors got are obtained with feature maps of lengths 6–18. An improvement on future neural network models for sentiment analysis could be generating sentiment polarity prediction of documents using aggregation of predictions on smaller excerpt of the entire text.

scholarly journals Towards Better Interpretability in Deep Q-Networks

2019 ◽  
Vol 33 ◽  
pp. 4561-4569 ◽  
Author(s):  
Raghuram Mandyam Annasamy ◽  
Katia Sycara
Keyword(s):  
Neural Network ◽  
Network Architecture ◽  
Empirical Studies ◽  
Superior Performance ◽  
Training Algorithms ◽  
Neural Network Architecture ◽  
Q Learning ◽  
The Neural Network ◽  
Learning Techniques ◽  
Out Of Sample

Deep reinforcement learning techniques have demonstrated superior performance in a wide variety of environments. As improvements in training algorithms continue at a brisk pace, theoretical or empirical studies on understanding what these networks seem to learn, are far behind. In this paper we propose an interpretable neural network architecture for Q-learning which provides a global explanation of the model’s behavior using key-value memories, attention and reconstructible embeddings. With a directed exploration strategy, our model can reach training rewards comparable to the state-of-the-art deep Q-learning models. However, results suggest that the features extracted by the neural network are extremely shallow and subsequent testing using out-of-sample examples shows that the agent can easily overfit to trajectories seen during training.

scholarly journals Interpretable deep neural network for cancer survival analysis by integrating genomic and clinical data

2019 ◽  
Vol 12 (S10) ◽  
Author(s):  
Jie Hao ◽  
Youngsoon Kim ◽  
Tejaswini Mallavarapu ◽  
Jung Hun Oh ◽  
Mingon Kang
Keyword(s):  
Neural Network ◽  
Survival Analysis ◽  
Cancer Patient ◽  
Clinical Data ◽  
Network Architecture ◽  
Deep Neural Network ◽  
Patient Survival ◽  
Biological Mechanisms ◽  
Neural Network Architecture ◽  
The Neural Network

Abstract Background Understanding the complex biological mechanisms of cancer patient survival using genomic and clinical data is vital, not only to develop new treatments for patients, but also to improve survival prediction. However, highly nonlinear and high-dimension, low-sample size (HDLSS) data cause computational challenges to applying conventional survival analysis. Results We propose a novel biologically interpretable pathway-based sparse deep neural network, named Cox-PASNet, which integrates high-dimensional gene expression data and clinical data on a simple neural network architecture for survival analysis. Cox-PASNet is biologically interpretable where nodes in the neural network correspond to biological genes and pathways, while capturing the nonlinear and hierarchical effects of biological pathways associated with cancer patient survival. We also propose a heuristic optimization solution to train Cox-PASNet with HDLSS data. Cox-PASNet was intensively evaluated by comparing the predictive performance of current state-of-the-art methods on glioblastoma multiforme (GBM) and ovarian serous cystadenocarcinoma (OV) cancer. In the experiments, Cox-PASNet showed out-performance, compared to the benchmarking methods. Moreover, the neural network architecture of Cox-PASNet was biologically interpreted, and several significant prognostic factors of genes and biological pathways were identified. Conclusions Cox-PASNet models biological mechanisms in the neural network by incorporating biological pathway databases and sparse coding. The neural network of Cox-PASNet can identify nonlinear and hierarchical associations of genomic and clinical data to cancer patient survival. The open-source code of Cox-PASNet in PyTorch implemented for training, evaluation, and model interpretation is available at: https://github.com/DataX-JieHao/Cox-PASNet.

Neural Network Based Intelligent Learning of Fuzzy Logic Controller Parameters

2004 ◽  
Author(s):  
Manish Kumar ◽  
Devendra P. Garg
Keyword(s):  
Neural Network ◽  
Fuzzy Logic ◽  
Network Architecture ◽  
Fuzzy Logic Controller ◽  
Rule Base ◽  
Neural Network Architecture ◽  
The Neural Network ◽  
Neuro Fuzzy ◽  
Learning Capabilities ◽  
Optimal Signal

Design of an efficient fuzzy logic controller involves the optimization of parameters of fuzzy sets and proper choice of rule base. There are several techniques reported in recent literature that use neural network architecture and genetic algorithms to learn and optimize a fuzzy logic controller. This paper presents methodologies to learn and optimize fuzzy logic controller parameters that use learning capabilities of neural network. Concepts of model predictive control (MPC) have been used to obtain optimal signal to train the neural network via backpropagation. The strategies developed have been applied to control an inverted pendulum and results have been compared for two different fuzzy logic controllers developed with the help of neural networks. The first neural network emulates a PD controller, while the second controller is developed based on MPC. The proposed approach can be applied to learn fuzzy logic controller parameter online via the use of dynamic backpropagation. The results show that the Neuro-Fuzzy approaches were able to learn rule base and identify membership function parameters accurately.

scholarly journals Bioacoustic classification of avian calls from raw sound waveforms with an open-source deep learning architecture

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Francisco J. Bravo Sanchez ◽  
Md Rahat Hossain ◽  
Nathan B. English ◽  
Steven T. Moore
Keyword(s):  
Neural Network ◽  
Network Architecture ◽  
Limited Data ◽  
Extraction Techniques ◽  
Neural Network Architecture ◽  
The Neural Network ◽  
Current Classification ◽  
Efficient Learning ◽  
Sound Features

AbstractThe use of autonomous recordings of animal sounds to detect species is a popular conservation tool, constantly improving in fidelity as audio hardware and software evolves. Current classification algorithms utilise sound features extracted from the recording rather than the sound itself, with varying degrees of success. Neural networks that learn directly from the raw sound waveforms have been implemented in human speech recognition but the requirements of detailed labelled data have limited their use in bioacoustics. Here we test SincNet, an efficient neural network architecture that learns from the raw waveform using sinc-based filters. Results using an off-the-shelf implementation of SincNet on a publicly available bird sound dataset (NIPS4Bplus) show that the neural network rapidly converged reaching accuracies of over 65% with limited data. Their performance is comparable with traditional methods after hyperparameter tuning but they are more efficient. Learning directly from the raw waveform allows the algorithm to select automatically those elements of the sound that are best suited for the task, bypassing the onerous task of selecting feature extraction techniques and reducing possible biases. We use publicly released code and datasets to encourage others to replicate our results and to apply SincNet to their own datasets; and we review possible enhancements in the hope that algorithms that learn from the raw waveform will become useful bioacoustic tools.

scholarly journals The approach to the formation of the neural network architecture for pattern recognition

2016 ◽  
Vol 12 (2) ◽  
pp. 61-64 ◽  
Author(s):  
Vitaly M Tatyankin
Keyword(s):  
Neural Network ◽  
Pattern Recognition ◽  
Network Architecture ◽  
Test Sample ◽  
Recognition Algorithm ◽  
Neural Network Architecture ◽  
Pattern Recognition Algorithm ◽  
The Neural Network

An approach to the formation of an efficient pattern recognition algorithm. Under efficiency, understood as a zero error, resulting in the identification of the images on the test sample. As a test sample is considered an open database of images of handwritten digits MNIST.

scholarly journals A Compact Gradient Based Neural Network for Capon Spectral Estimation

2020 ◽  
Vol 7 ◽  
Keyword(s):  
Neural Network ◽  
Network Architecture ◽  
Spectral Estimation ◽  
Original Method ◽  
Vector Product ◽  
Neural Network Architecture ◽  
Computational Burden ◽  
The Neural Network ◽  
Gradient Based ◽  
Simulation Results

This paper describes the use of a novel gradient based recurrent neural network to perform Capon spectral estimation. Nowadays, in the fastest algorithm proposed by Marple et al., the computational burden still remains significant in the calculation of the autoregressive (AR) Parameters. In this paper we propose to use a gradient based neural network to compute the AR parameters by solving the Yule-Walker equations. Furthermore, to reduce the complexity of the neural network architecture, the weights matrixinputs vector product is performed efficiently using the fast Fourier transform. Simulation results show that proposed neural network and its simplified architecture lead to the same results as the original method which prove the correctness of the proposed scheme.

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