Impact of COVID-19 pandemic virus on G8 countries’ financial indices based on artificial neural network

2021 ◽  
Vol 14 (1) ◽  
pp. 89-103
Author(s):  
Hazem Al-Najjar ◽  
Nadia Al-Rousan ◽  
Dania Al-Najjar ◽  
Hamzeh F. Assous ◽  
Dana Al-Najjar
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Interest Rate ◽  
Performance Metrics ◽  
Pearson Correlation ◽  
Content Type ◽  
Stock Indices ◽  
Pandemic Virus ◽  
Artificial Neural ◽  
The Impact

Purpose The COVID-19 pandemic virus has affected the largest economies around the world, especially Group 8 and Group 20. The increasing numbers of confirmed and deceased cases of the COVID-19 pandemic worldwide are causing instability in stock indices every day. These changes resulted in the G8 suffering major losses due to the spread of the pandemic. This paper aims to study the impact of COVID-19 events using country lockdown announcement on the most important stock indices in G8 by using seven lockdown variables. To find the impact of the COVID-19 virus on G8, a correlation analysis and an artificial neural network model are adopted. Design/methodology/approach In this study, a Pearson correlation is used to study the strength of lockdown variables on international indices, where neural network is used to build a prediction model that can estimate the movement of stock markets independently. The neural network used two performance metrics including R2 and mean square error (MSE). Findings The results of stock indices prediction showed that R2 values of all G8 are between 0.979 and 0.990, where MSE values are between 54 and 604. The results showed that the COVID-19 events had a strong negative impact on stock movement, with the lowest point on the March of all G8 indices. Besides, the US lockdown and interest rate changes are the most affected by the G8 stock trading, followed by Germany, France and the UK. Originality/value The study has used artificial intelligent neural network to study the impact of US lockdown, decrease the interest rate in the USA and the announce of lockdown in different G8 countries.

Framework for rare event detection using Artificial Neural Network based context free grammar

2020 ◽  
Vol 39 (6) ◽  
pp. 8463-8475
Author(s):  
Palanivel Srinivasan ◽  
Manivannan Doraipandian
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Event Detection ◽  
Performance Metrics ◽  
Rare Events ◽  
Rare Event ◽  
Video Stream ◽  
Context Free Grammar ◽  
Artificial Neural ◽  
Context Free

Rare event detections are performed using spatial domain and frequency domain-based procedures. Omnipresent surveillance camera footages are increasing exponentially due course the time. Monitoring all the events manually is an insignificant and more time-consuming process. Therefore, an automated rare event detection contrivance is required to make this process manageable. In this work, a Context-Free Grammar (CFG) is developed for detecting rare events from a video stream and Artificial Neural Network (ANN) is used to train CFG. A set of dedicated algorithms are used to perform frame split process, edge detection, background subtraction and convert the processed data into CFG. The developed CFG is converted into nodes and edges to form a graph. The graph is given to the input layer of an ANN to classify normal and rare event classes. Graph derived from CFG using input video stream is used to train ANN Further the performance of developed Artificial Neural Network Based Context-Free Grammar – Rare Event Detection (ACFG-RED) is compared with other existing techniques and performance metrics such as accuracy, precision, sensitivity, recall, average processing time and average processing power are used for performance estimation and analyzed. Better performance metrics values have been observed for the ANN-CFG model compared with other techniques. The developed model will provide a better solution in detecting rare events using video streams.

scholarly journals Artificial neural network, predictor variables and sensitivity threshold for DNA methylation-based age prediction using blood samples

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Zhonghui Thong ◽  
Jolena Ying Ying Tan ◽  
Eileen Shuzhen Loo ◽  
Yu Wei Phua ◽  
Xavier Liang Shun Chan ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Regression Model ◽  
Sensitivity Threshold ◽  
Ann Model ◽  
Blood Samples ◽  
Ann Models ◽  
Artificial Neural ◽  
The Impact ◽  
Age Prediction

AbstractRegression models are often used to predict age of an individual based on methylation patterns. Artificial neural network (ANN) however was recently shown to be more accurate for age prediction. Additionally, the impact of ethnicity and sex on our previous regression model have not been studied. Furthermore, there is currently no age prediction study investigating the lower limit of input DNA at the bisulfite treatment stage prior to pyrosequencing. Herein, we evaluated both regression and ANN models, and the impact of ethnicity and sex on age prediction for 333 local blood samples using three loci on the pyrosequencing platform. Subsequently, we trained a one locus-based ANN model to reduce the amount of DNA used. We demonstrated that the ANN model has a higher accuracy of age prediction than the regression model. Additionally, we showed that ethnicity did not affect age prediction among local Chinese, Malays and Indians. Although the predicted age of males were marginally overestimated, sex did not impact the accuracy of age prediction. Lastly, we present a one locus, dual CpG model using 25 ng of input DNA that is sufficient for forensic age prediction. In conclusion, the two ANN models validated would be useful for age prediction to provide forensic intelligence leads.

Prognosis of water levels in a moor groundwater system influenced by hydrology and water extraction using an artificial neural network 

2021 ◽  
Author(s):  
Sascha Flaig ◽  
Timothy Praditia ◽  
Alexander Kissinger ◽  
Ulrich Lang ◽  
Sergey Oladyshkin ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Mean Squared Error ◽  
Meteorological Data ◽  
Water Levels ◽  
Typical Structure ◽  
Water Abstraction ◽  
Physical Knowledge ◽  
Artificial Neural ◽  
The Impact

<p>In order to prevent possible negative impacts of water abstraction in an ecologically sensitive moor south of Munich (Germany), a “predictive control” scheme is in place. We design an artificial neural network (ANN) to provide predictions of moor water levels and to separate hydrological from anthropogenic effects. As the moor is a dynamic system, we adopt the „Long short-term memory“ architecture.</p><p>To find the best LSTM setup, we train, test and compare LSTMs with two different structures: (1) the non-recurrent one-to-one structure, where the series of inputs are accumulated and fed into the LSTM; and (2) the recurrent many-to-many structure, where inputs gradually enter the LSTM (including LSTM forecasts from previous forecast time steps). The outputs of our LSTMs then feed into a readout layer that converts the hidden states into water level predictions. We hypothesize that the recurrent structure is the better structure because it better resembles the typical structure of differential equations for dynamic systems, as they would usually be used for hydro(geo)logical systems. We evaluate the comparison with the mean squared error as test metric, and conclude that the recurrent many-to-many LSTM performs better for the analyzed complex situations. It also produces plausible predictions with reasonable accuracy for seven days prediction horizon.</p><p>Furthermore, we analyze the impact of preprocessing meteorological data to evapotranspiration data using typical ETA models. Inserting knowledge into the LSTM in the form of ETA models (rather than implicitly having the LSTM learn the ETA relations) leads to superior prediction results. This finding aligns well with current ideas on physically-inspired machine learning.</p><p>As an additional validation step, we investigate whether our ANN is able to correctly identify both anthropogenic and natural influences and their interaction. To this end, we investigate two comparable pumping events under different meteorological conditions. Results indicate that all individual and combined influences of input parameters on water levels can be represented well. The neural networks recognize correctly that the predominant precipitation and lower evapotranspiration during one pumping event leads to a lower decrease of the hydrograph.</p><p>To further demonstrate the capability of the trained neural network, scenarios of pumping events are created and simulated.</p><p>In conclusion, we show that more robust and accurate predictions of moor water levels can be obtained if available physical knowledge of the modeled system is used to design and train the neural network. The artificial neural network can be a useful instrument to assess the impact of water abstraction by quantifying the anthropogenic influence.</p>

Dynamic prediction of Indian stock market: an artificial neural network approach

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Himanshu Goel ◽  
Narinder Pal Singh
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Market ◽  
Institutional Investors ◽  
Time Series Data ◽  
Gradient Algorithm ◽  
Series Data ◽  
Content Type ◽  
Artificial Neural ◽  
Indian Stock Market

Purpose Artificial neural network (ANN) is a powerful technique to forecast the time series data such as the stock market. Therefore, this study aims to predict the Indian stock market closing price using ANNs. Design/methodology/approach The input variables identified from the literature are some macroeconomic variables and a global stock market factor. The study uses an ANN with Scaled Conjugate Gradient Algorithm (SCG) to forecast the Bombay Stock Exchange (BSE) Sensex. Findings The empirical findings reveal that the ANN model is able to achieve 93% accuracy in predicting the BSE Sensex closing prices. Moreover, the results indicate that the Morgan Stanley Capital International world index is the most important variable and the index of industrial production is the least important in predicting Sensex. Research limitations/implications The findings of the study have implications for the investors of all categories such as foreign institutional investors, domestic institutional investors and investment houses. Originality/value The novelty of this study lies in the fact that there are hardly any studies that use ANN to forecast the Indian stock market using macroeconomic indicators.

Improving the electromagnetic compatibility of electronic products by using response surface methodology and artificial neural network

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Ching-Hsiang Chen ◽  
Chien-Yi Huang ◽  
Yan-Ci Huang
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Response Surface Methodology ◽  
Response Surface ◽  
Electromagnetic Compatibility ◽  
Heat Dissipation ◽  
Optimal Parameter ◽  
Content Type ◽  
Early Stages ◽  
Artificial Neural

Purpose The purpose of this study is to use the Taguchi Method for parametric design in the early stages of product development. electromagnetic compatibility (EMC) issues can be considered in the early stages of product design to reduce counter-measure components, product cost and labor consumption increases due to a number of design changes in the R&D cycle and to accelerate the R&D process. Design/methodology/approach The three EMC characteristics, including radiated emission, conducted emission and fast transient impulse immunity of power, are considered response values; control factors are determined with respect to the relevant parameters for printed circuit board and mechanical design of the product and peripheral devices used in conjunction with the product are considered as noise factors. The optimal parameter set is determined by using the principal component gray relational analysis in conjunction with both response surface methodology and artificial neural network. Findings Market specifications and cost of components are considered to propose an optimal parameter design set with the number of grounded screw holes being 14, the size of the shell heat dissipation holes being 3 mm and the arrangement angle of shell heat dissipation holes being 45 degrees, to dispose of 390 O filters on the noise source. Originality/value The optimal parameter set can improve EMC effectively to accommodate the design specifications required by customers and pass test regulations.

Integrating artificial neural network and imperialist competitive algorithm (ICA), to predict the energy consumption for land leveling

2017 ◽  
Vol 11 (4) ◽  
pp. 522-540 ◽  
Author(s):  
Isham Alzoubi ◽  
Mahmoud Delavar ◽  
Farhad Mirzaei ◽  
Babak Nadjar Arrabi
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Energy Consumption ◽  
Compressibility Factor ◽  
Imperialist Competitive Algorithm ◽  
Content Type ◽  
Competitive Algorithm ◽  
Land Leveling ◽  
Soil Compressibility ◽  
Artificial Neural

Purpose This work aims to determine the best linear model using an artificial neural network (ANN) with the imperialist competitive algorithm (ICA-ANN) and ANN to predict the energy consumption for land leveling. Design/methodology/approach Using ANN, integrating artificial neural network and imperialist competitive algorithm (ICA-ANN) and sensitivity analysis (SA) can lead to a noticeable improvement in the environment. In this research, effects of various soil properties such as embankment volume, soil compressibility factor, specific gravity, moisture content, slope, sand per cent and soil swelling index on energy consumption were investigated. Findings According to the results, 10-8-3-1, 10-8-2-5-1, 10-5-8-10-1 and 10-6-4-1 multilayer perceptron network structures were chosen as the best arrangements and were trained using the Levenberg–Marquardt method as the network training function. Sensitivity analysis revealed that only three variables, namely, density, soil compressibility factor and cut-fill volume (V), had the highest sensitivity on the output parameters, including labor energy, fuel energy, total machinery cost and total machinery energy. Based on the results, ICA-ANN had a better performance in the prediction of output parameters in comparison with conventional methods such as ANN or particle swarm optimization (PSO)-ANN. Statistical factors of root mean square error (RMSE) and correlation coefficient (R2) illustrate the superiority of ICA-ANN over other methods by values of about 0.02 and 0.99, respectively. Originality/value A limited number of research studies related to energy consumption in land leveling have been done on energy as a function of volume of excavation and embankment. However, in this research, energy and cost of land leveling are shown to be functions of all the properties of the land, including the slope, coefficient of swelling, density of the soil, soil moisture and special weight dirt. Therefore, the authors believe that this paper contains new and significant information adequate for justifying publication in an international journal.

scholarly journals Application of Gene Expression Programming, Artificial Neural Network and Multilinear Regression in Predicting Hydrochar Physicochemical Properties

2020 ◽  
Author(s):  
Jibril Abdulsalam ◽  
Abiodun Ismail Lawal ◽  
Ramadimetja Lizah Setsepu ◽  
Moshood Onifade ◽  
Samson Bada
Keyword(s):  
Neural Network ◽  
Gene Expression ◽  
Artificial Neural Network ◽  
Performance Metrics ◽  
Gene Expression Programming ◽  
Mean Bias Error ◽  
Energy Yield ◽  
Multilinear Regression ◽  
Soft Computing Techniques ◽  
Artificial Neural

Abstract Globally, the provision of energy is becoming an absolute necessity. Biomass resources are abundant and have been described as a potential alternative source of energy. However, it is important to assess the fuel characteristics of the various available biomass sources. Soft computing techniques are presented in this study to predict the mass yield (MY), energy yield (EY), and higher heating value (HHV) of hydrothermally carbonized biomass by using Gene Expression Programming (GEP), multiple-input single output-artificial neural network (MISO-ANN), and Multilinear regression (MLR). The three techniques were compared using statistical performance metrics. The coefficient of determination (R2), mean absolute error (MAE), and mean bias error (MBE) were used to evaluate the performance of the models. The MISO-ANN with 5-10-10-1 and 5-15-15-1 network architectures provided the most satisfactory performance of the three proposed models (R2 = 0.976, 0.955, 0.996; MAE = 2.24, 2.11, 0.93; MBE = 0.16, 0.37, 0.12) for MY, EY and HHV respectively. The GEP technique’s ability to predict hydrochar properties based on the input parameters was found to be satisfactory, while MLR provided an unsatisfactory predictive model. Sensitivity analysis was conducted, and the analysis revealed that volatile matter (VM) and temperature (Temp) have more influence on the MY, EY, and HHV.

Predicting the ground vibration induced by mine blasting using imperialist competitive algorithm

2018 ◽  
Vol 35 (4) ◽  
pp. 1774-1787 ◽  
Author(s):  
Katayoun Behzadafshar ◽  
Fahimeh Mohebbi ◽  
Mehran Soltani Tehrani ◽  
Mahdi Hasanipanah ◽  
Omid Tabrizi
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Ground Vibration ◽  
Imperialist Competitive Algorithm ◽  
Empirical Models ◽  
Coefficient Of Determination ◽  
Content Type ◽  
Competitive Algorithm ◽  
Spacing Ratio ◽  
Artificial Neural

PurposeThe purpose of this paper is to propose three imperialist competitive algorithm (ICA)-based models for predicting the blast-induced ground vibrations in Shur River dam region, Iran.Design/methodology/approachFor this aim, 76 data sets were used to establish the ICA-linear, ICA-power and ICA-quadratic models. For comparison aims, artificial neural network and empirical models were also developed. Burden to spacing ratio, distance between shot points and installed seismograph, stemming, powder factor and max charge per delay were used as the models’ input, and the peak particle velocity (PPV) parameter was used as the models’ output.FindingsAfter modeling, the various statistical evaluation criteria such as coefficient of determination (R2) were applied to choose the most precise model in predicting the PPV. The results indicate the ICA-based models proposed in the present study were more acceptable and reliable than the artificial neural network and empirical models. Moreover, ICA linear model with theR2 of 0.939 was the most precise model for predicting the PPV in the present study.Originality/valueIn the present paper, the authors have proposed three novel prediction methods based on ICA to predict the PPV. In the next step, we compared the performance of the proposed ICA-based models with the artificial neural network and empirical models. The results indicated that the ICA-based models proposed in the present paper were superior in terms of high accuracy and have the capacity to generalize.

Artificial neural network and regression models for prediction of sewing thread consumption for multilayered fabric assembly at lockstitch 301 seam

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Md Vaseem Chavhan ◽  
M. Ramesh Naidu ◽  
Hayavadana Jamakhandi
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Regression Model ◽  
Regression Models ◽  
Network Models ◽  
Quadratic Regression ◽  
Neural Network Models ◽  
Content Type ◽  
Sewing Thread ◽  
Artificial Neural

Purpose This paper aims to propose the artificial neural network (ANN) and regression models for the estimation of the thread consumption at multilayered seam assembly stitched with lock stitch 301. Design/methodology/approach In the present study, the generalized regression and neural network models are developed by considering the fabric types: woven, nonwoven and multilayer combination thereof, with basic sewing parameters: sewing thread linear density, stitch density, needle count and fabric assembly thickness. The network with feed-forward backpropagation is considered to build the ANN, and the training function trainlm of MATLAB software is used to adjust weight and basic values according to the optimization of Levenberg Marquardt. The performance of networks measured in terms of the mean squared error and the layer output is set according to the sigmoid transfer function. Findings The proposed ANN and regression model are able to predict the thread consumption with more accuracy for multilayered seam assembly. The predictability of thread consumption from available geometrical models, regression models and industrial empirical techniques are compared with proposed linear regression, quadratic regression and neural network models. The proposed quadratic regression model showed a good correlation with practical thread consumption value and more accuracy in prediction with an overall 4.3% error, as compared to other techniques for given multilayer substrates. Further, the developed ANN network showed good accuracy in the prediction of thread consumption. Originality/value The estimation of thread consumed while stitching is the prerequisite of the garment industry for inventory management especially with the introduction of the costly high-performance sewing thread. In practice, different types of fabrics are stitched at multilayer combinations at different locations of the stitched product. The ANN and regression models are developed for multilayered seam assembly of woven and nonwoven fabric blend composition for better prediction of thread consumption.

Effective design and development of hybrid ABC-CSO-based capacitor placement with load forecasting based on artificial neural network

2019 ◽  
Vol 39 (5) ◽  
pp. 917-930 ◽  
Author(s):  
Sarika Sharma ◽  
Smarajit Ghosh
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Radial Distribution ◽  
Power Loss ◽  
Distribution Network ◽  
Load Forecasting ◽  
Distribution Networks ◽  
Content Type ◽  
Power Loss Reduction ◽  
Artificial Neural

Purpose This paper aims to develop a capacitor position in radial distribution networks with a specific end goal to enhance the voltage profile, diminish the genuine power misfortune and accomplish temperate sparing. The issue of the capacitor situation in electric appropriation systems incorporates augmenting vitality and peak power loss by technique for capacitor establishments. Design/methodology/approach This paper proposes a novel strategy using rough thinking to pick reasonable applicant hubs in a dissemination structure for capacitor situation. Voltages and power loss reduction indices of distribution networks hubs are shown by fuzzy enrollment capacities. Findings A fuzzy expert system containing a course of action of heuristic rules is then used to ascertain the capacitor position appropriateness of each hub in the circulation structure. The sizing of capacitor is solved by using hybrid artificial bee colony–cuckoo search optimization. Practical implications Finally, a short-term load forecasting based on artificial neural network is evaluated for predicting the size of the capacitor for future loads. The proposed capacitor allocation is implemented on 69-node radial distribution network as well as 34-node radial distribution network and the results are evaluated. Originality/value Simulation results show that the proposed method has reduced the overall losses of the system compared with existing approaches.

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