scholarly journals Utility of a Shuffled Differential Evolution algorithm in designing of a Pi-Sigma Neural Network based predictor model

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Rajashree Dash ◽  
Rasmita Rautray ◽  
Rasmita Dash
Keyword(s):  
Neural Network ◽  
Differential Evolution ◽  
Learning Algorithm ◽  
Financial Time Series ◽  
Differential Evolution Algorithm ◽  
Optimal Solution ◽  
Nonlinear Problems ◽  
Currency Exchange ◽  
Prediction Horizon ◽  
Predictor Model

Since the last few decades, Artificial Neural Networks have been the center of attraction of a large number of researchers for solving diversified problem domains. Due to its distinguishing features such as generalization ability, robustness and strong ability to tackle nonlinear problems, it appears to be more popular in financial time series modeling and prediction. In this paper, a Pi-Sigma Neural Network is designed for foretelling the future currency exchange rates in different prediction horizon. The unrevealed parameters of the network are interpreted by a hybrid learning algorithm termed as Shuffled Differential Evolution (SDE). The main motivation of this study is to integrate the partitioning and random shuffling scheme of Shuffled Frog Leaping algorithm with evolutionary steps of a Differential Evolution technique to obtain an optimal solution with an accelerated convergence rate. The efficiency of the proposed predictor model is actualized by predicting the exchange rate price of a US dollar against Swiss France (CHF) and Japanese Yen (JPY) accumulated within the same period of time.

scholarly journals A Differential Evolution-Oriented Pruning Neural Network Model for Bankruptcy Prediction

Complexity ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-21 ◽  
Author(s):  
Yajiao Tang ◽  
Junkai Ji ◽  
Yulin Zhu ◽  
Shangce Gao ◽  
Zheng Tang ◽  
...  
Keyword(s):  
Neural Network ◽  
Differential Evolution ◽  
Financial Institutions ◽  
Prediction Models ◽  
Learning Algorithm ◽  
Differential Evolution Algorithm ◽  
Dendritic Structure ◽  
Bankruptcy Prediction ◽  
Operating Characteristics ◽  
Lending Decisions

Financial bankruptcy prediction is crucial for financial institutions in assessing the financial health of companies and individuals. Such work is necessary for financial institutions to establish effective prediction models to make appropriate lending decisions. In recent decades, various bankruptcy prediction models have been developed for academics and practitioners to predict the likelihood that a loan customer will go bankrupt. Among them, Artificial Neural Networks (ANNs) have been widely and effectively applied in bankruptcy prediction. Inspired by the mechanism of biological neurons, we propose an evolutionary pruning neural network (EPNN) model to conduct financial bankruptcy analysis. The EPNN possesses a dynamic dendritic structure that is trained by a global optimization learning algorithm: the Adaptive Differential Evolution algorithm with Optional External Archive (JADE). The EPNN can reduce the computational complexity by removing the superfluous and ineffective synapses and dendrites in the structure and is simultaneously able to achieve a competitive classification accuracy. After simplifying the structure, the EPNN can be entirely replaced by a logic circuit containing the comparators and the logic NOT, AND, and OR gates. This mechanism makes it feasible to apply the EPNN to bankruptcy analysis in hardware implementations. To verify the effectiveness of the EPNN, we adopt two benchmark datasets in our experiments. The experimental results reveal that the EPNN outperforms the Multilayer Perceptron (MLP) model and our previously developed preliminary pruning neural network (PNN) model in terms of accuracy, convergence speed, and Area Under the Receiver Operating Characteristics (ROC) curve (AUC). In addition, the EPNN also provides competitive and satisfactory classification performances in contrast with other commonly used classification methods.

Research and Improvement on K-Means Clustering Algorithm

2013 ◽  
Vol 756-759 ◽  
pp. 3231-3235
Author(s):  
Xue Mei Wang ◽  
Jin Bo Wang
Keyword(s):  
Differential Evolution ◽  
Clustering Algorithm ◽  
Differential Evolution Algorithm ◽  
Optimal Solution ◽  
Clustering Quality ◽  
Local Optimal Solution ◽  
Evolution Algorithm ◽  
Clustering Center ◽  
Searching Ability ◽  
Improved Differential Evolution Algorithm

According to the defects of classical k-means clustering algorithm such as sensitive to the initial clustering center selection, the poor global search ability, falling into the local optimal solution. A differential evolution algorithm which was a kind of a heuristic global optimization algorithm based on population was introduced in this article, then put forward an improved differential evolution algorithm combined with k-means clustering algorithm at the same time. The experiments showed that the method has solved initial centers optimization problem of k-means clustering algorithm well, had a better searching ability,and more effectively improved clustering quality and convergence speed.

scholarly journals Text Classification of Public Feedbacks using Convolutional Neural Network Based on Differential Evolution Algorithm

2019 ◽  
Vol 14 (1) ◽  
pp. 124-134 ◽  
Author(s):  
Shuai Zhang ◽  
Yong Chen ◽  
Xiaoling Huang ◽  
Yishuai Cai
Keyword(s):  
Neural Network ◽  
Differential Evolution ◽  
Convolutional Neural Network ◽  
Text Classification ◽  
Differential Evolution Algorithm ◽  
Classification Performance ◽  
Classification Model ◽  
Evolution Algorithm ◽  
Classification Prediction

Online feedback is an effective way of communication between government departments and citizens. However, the daily high number of public feedbacks has increased the burden on government administrators. The deep learning method is good at automatically analyzing and extracting deep features of data, and then improving the accuracy of classification prediction. In this study, we aim to use the text classification model to achieve the automatic classification of public feedbacks to reduce the work pressure of administrator. In particular, a convolutional neural network model combined with word embedding and optimized by differential evolution algorithm is adopted. At the same time, we compared it with seven common text classification models, and the results show that the model we explored has good classification performance under different evaluation metrics, including accuracy, precision, recall, and F1-score.

Forecasting the momentum using customised loss function for financial series

2021 ◽  
Vol 14 (4) ◽  
pp. 702-713
Author(s):  
N. Prabakaran ◽  
Rajasekaran Palaniappan ◽  
R. Kannadasan ◽  
Satya Vinay Dudi ◽  
V. Sasidhar
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Loss Function ◽  
Short Term Memory ◽  
Learning Algorithm ◽  
Financial Time Series ◽  
Storage Unit ◽  
Content Type ◽  
Financial Time ◽  
Unit Structure

PurposeWe propose a Machine Learning (ML) approach that will be trained from the available financial data and is able to gain the trends over the data and then uses the acquired knowledge for a more accurate forecasting of financial series. This work will provide a more precise results when weighed up to aged financial series forecasting algorithms. The LSTM Classic will be used to forecast the momentum of the Financial Series Index and also applied to its commodities. The network will be trained and evaluated for accuracy with various sizes of data sets, i.e. weekly historical data of MCX, GOLD, COPPER and the results will be calculated.Design/methodology/approachDesirable LSTM model for script price forecasting from the perspective of minimizing MSE. The approach which we have followed is shown below. (1) Acquire the Dataset. (2) Define your training and testing columns in the dataset. (3) Transform the input value using scalar. (4) Define the custom loss function. (5) Build and Compile the model. (6) Visualise the improvements in results.FindingsFinancial series is one of the very aged techniques where a commerce person would commerce financial scripts, make business and earn some wealth from these companies that vend a part of their business on trading manifesto. Forecasting financial script prices is complex tasks that consider extensive human–computer interaction. Due to the correlated nature of financial series prices, conventional batch processing methods like an artificial neural network, convolutional neural network, cannot be utilised efficiently for financial market analysis. We propose an online learning algorithm that utilises an upgraded of recurrent neural networks called long short-term memory Classic (LSTM). The LSTM Classic is quite different from normal LSTM as it has customised loss function in it. This LSTM Classic avoids long-term dependence on its metrics issues because of its unique internal storage unit structure, and it helps forecast financial time series. Financial Series Index is the combination of various commodities (time series). This makes Financial Index more reliable than the financial time series as it does not show a drastic change in its value even some of its commodities are affected. This work will provide a more precise results when weighed up to aged financial series forecasting algorithms.Originality/valueWe had built the customised loss function model by using LSTM scheme and have experimented on MCX index and as well as on its commodities and improvements in results are calculated for every epoch that we run for the whole rows present in the dataset. For every epoch we can visualise the improvements in loss. One more improvement that can be done to our model that the relationship between price difference and directional loss is specific to other financial scripts. Deep evaluations can be done to identify the best combination of these for a particular stock to obtain better results.

Conjugate Gradient Trained Neural Network for Intelligent Sensing of Manhole Gases to Avoid Human Fatality

2014 ◽  
pp. 257-280
Author(s):  
Paramartha Dutta ◽  
Varun Kumar Ojha
Keyword(s):  
Neural Network ◽  
Conjugate Gradient ◽  
Learning Algorithm ◽  
Real Life ◽  
Nonlinear Problems ◽  
Pipeline System ◽  
Neural Network Learning ◽  
Pattern Recognition Problem ◽  
Artificial Neural Network Ann ◽  
Trained Neural Network

Computational Intelligence offers solution to various real life problems. Artificial Neural Network (ANN) has the capability of solving highly complex and nonlinear problems. The present chapter demonstrates the application of these tools to provide solutions to the manhole gas detection problem. Manhole, the access point across sewer pipeline system, contains various toxic and explosive gases. Hence, predetermination of these gases before accessing manholes is becoming imperative. The problem is treated as a pattern recognition problem. ANN, devised for solving this problem, is trained using a supervised learning algorithm. The conjugate gradient method is used as an alternative of back propagation neural network learning algorithm for training of the ANN. The chapter offers comprehensive performance analysis of the learning algorithm used for the training of ANN followed by discussion on the methods of presenting the system result. The authors discuss different variants of Conjugate Gradient and propose two new variants of it.

Simulation and Experimental Study in Position Control of Servo Hydraulic System With Flexible Load Using Adaptive Neural Network and Differential Evolution Strategy

2006 ◽  
Author(s):  
Hassan Yousefi ◽  
Heikki Handroos
Keyword(s):  
Neural Network ◽  
Differential Evolution ◽  
Position Control ◽  
Differential Evolution Algorithm ◽  
System Stability ◽  
Minimum Problem ◽  
Nonlinear Behaviour ◽  
Neural Network Controller ◽  
Highly Nonlinear ◽  
Flexible Load

Hydraulic position servos with an asymmetrical cylinder are commonly used in industry. These kinds of systems are nonlinear in nature and generally difficult to control. Because of parameters changing during extending and retracting, using constant gain will cause overshoot, poor performance or even loss of system stability. The highly nonlinear behaviour of these devices makes them ideal subjects for applying different types of sophisticated controllers. This paper is concerned with a second order adaptive model reference and an artificial neural network controller to position tracking of a servo hydraulic with a flexible load. In present study, a neural network with two outputs is presented. One of the outputs of neural network is used for system’s dynamic compensator and another one for gain scheduling controller. To avoid the local minimum problem, Differential Evolution Algorithm (DEA) is used to find the weights and biases of neural network. The proposed controller is verified with a common used p-controller. The simulation and experimental results suggest that if the neural network is chosen and trained well, it improves all performance evaluation criteria such as stability, fast response, and accurate reference model tracking in servo hydraulic systems.

scholarly journals Multi-Auv Distributed Task Allocation Based on the Differential Evolution Quantum Bee Colony Optimization Algorithm

2017 ◽  
Vol 24 (s3) ◽  
pp. 65-71
Author(s):  
Jianjun Li ◽  
Ru Bo Zhang
Keyword(s):  
Differential Evolution ◽  
Optimization Algorithm ◽  
Task Allocation ◽  
Artificial Bee Colony ◽  
Differential Evolution Algorithm ◽  
Optimal Solution ◽  
Allocation Model ◽  
Bee Colony ◽  
Bee Colony Optimization ◽  
Distributed Task Allocation

Abstract The multi-autonomous underwater vehicle (AUV) distributed task allocation model of a contract net, which introduces an equilibrium coefficient, has been established to solve the multi-AUV distributed task allocation problem. A differential evolution quantum artificial bee colony (DEQABC) optimization algorithm is proposed to solve the multi-AUV optimal task allocation scheme. The algorithm is based on the quantum artificial bee colony algorithm, and it takes advantage of the characteristics of the differential evolution algorithm. This algorithm can remember the individual optimal solution in the population evolution and internal information sharing in groups and obtain the optimal solution through competition and cooperation among individuals in a population. Finally, a simulation experiment was performed to evaluate the distributed task allocation performance of the differential evolution quantum bee colony optimization algorithm. The simulation results demonstrate that the DEQABC algorithm converges faster than the QABC and ABC algorithms in terms of both iterations and running time. The DEQABC algorithm can effectively improve AUV distributed multi-tasking performance.

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