scholarly journals The use of artificial neural network and multiple linear regressions for stock market forecasting

MATEMATIKA ◽  
2017 ◽  
Vol 33 (1) ◽  
pp. 1
Author(s):  
Abdu Masanawa Sagir ◽  
Saratha Sathasivan
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Exchange ◽  
Multiple Linear Regressions ◽  
Ann Model ◽  
Network Parameter ◽  
Stock Market Forecasting ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
Linear Regressions

In the recent economic crises, one of the precise uniqueness that all stock markets have in common is the uncertainty. An attempt was made to forecast future index of the Malaysia Stock Exchange Market using artificial neural network (ANN) model and a traditional forecasting tool – Multiple Linear Regressions (MLR). This paper starts with a brief introduction of stock exchange of Malaysia, an overview of artificial neural network and machine learning models used for prediction. System design and data normalization using MINITAB software were described. Training algorithm, MLR Model and network parameter models were presented. Best training graphs showing the training, validation, test and all regression values were analyzed.

Modeling of lime production process using artificial neural network

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Abolghasem Daeichian ◽  
Rana Shahramfar ◽  
Elham Heidari
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Production Process ◽  
High Energy ◽  
Ann Model ◽  
Artificial Neural ◽  
Rotary Kilns ◽  
Input Variables ◽  
Artificial Neural Network Ann ◽  
Lime Production

Abstract Lime is a significant material in many industrial processes, including steelmaking by blast furnace. Lime production through rotary kilns is a standard method in industries, yet it has depreciation, high energy consumption, and environmental pollution. A model of the lime production process can help to not only increase our knowledge and awareness but also can help reduce its disadvantages. This paper presents a black-box model by Artificial Neural Network (ANN) for the lime production process considering pre-heater, rotary kiln, and cooler parameters. To this end, actual data are collected from Zobahan Isfahan Steel Company, Iran, which consists of 746 data obtained in a duration of one year. The proposed model considers 23 input variables, predicting the amount of produced lime as an output variable. The ANN parameters such as number of hidden layers, number of neurons in each layer, activation functions, and training algorithm are optimized. Then, the sensitivity of the optimum model to the input variables is investigated. Top-three input variables are selected on the basis of one-group sensitivity analysis and their interactions are studied. Finally, an ANN model is developed considering the top-three most effective input variables. The mean square error of the proposed models with 23 and 3 inputs are equal to 0.000693 and 0.004061, respectively, which shows a high prediction capability of the two proposed models.

scholarly journals Modeling the concentration of carbonyl of ethylene propylene diene monomer during the thermal aging using artificial neural network

2021 ◽  
Vol 03 (01) ◽  
pp. 45-52
Author(s):  
Hadjira Maouz ◽  
◽  
Asma Adda ◽  
Salah Hanini ◽  
◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Thermal Aging ◽  
Training Data ◽  
Ethylene Propylene Diene Monomer ◽  
Ann Model ◽  
Ethylene Propylene ◽  
Artificial Neural ◽  
Input Variables ◽  
Artificial Neural Network Ann

The concentration of carbonyl is one of the most important properties contributing to the detection of the thermal aging of polymer ethylene propylene diene monomer (EPDM). In this publication, an artificial neural network (ANN) model was developed to predict concentration of carbenyl during the thermal aging of EPDM using a database consisting of seven input variables. The best fitting training data was obtained with the architecture of (7 inputs neurons, 10 hidden neurons and 1 output neuron). A Levenberg Marquardt learning (LM) algorithm, hyperbolic tangent transfer function were used at the hidden and output layer respectively. The optimal ANN was obtained with a high correlation coefficient R= 0.995 and a very low root mean square error RMSE = 0.0148 mol/l during the generalization phase. The comparison between the experimental and calculated results show that the ANN model is able of predicted the concentration of carbonyl during the thermal aging of ethylene propylene diene monomer

scholarly journals Penerapan Algoritma Artificial Neural Network untuk Klasifikasi Opini Publik Terhadap Covid-19

2021 ◽  
Vol 5 (2) ◽  
pp. 109-118
Author(s):  
Euis Saraswati ◽  
Yuyun Umaidah ◽  
Apriade Voutama
Keyword(s):  
Neural Network ◽  
Social Media ◽  
Artificial Neural Network ◽  
Text Mining ◽  
Ann Model ◽  
Rapid Spread ◽  
Backpropagation Method ◽  
Artificial Neural ◽  
The Government ◽  
Artificial Neural Network Ann

Coronavirus disease (Covid-19) or commonly called coronavirus. This virus spreads very quickly and even almost infects the whole world, including Indonesia. A large number of cases and the rapid spread of this virus make people worry and even fear the increasing spread of the Covid-19 virus. Information about this virus has also been spread on various social media, one of which is Twitter. Various public opinions regarding the Covid-19 virus are also widely expressed on Twitter. Opinions on a tweet contain positive or negative sentiments. Sentiments of sentiment contained in a tweet can be used as material for consideration and evaluation for the government in dealing with the Covid-19 virus. Based on these problems, a sentiment analysis classification is needed to find out public opinion on the Covid-19 virus. This research uses Artificial Neural Network (ANN) algorithm with the Backpropagation method. The results of this test get 88.62% accuracy, 91.5% precision, and 95.73% recall. The results obtained show that the ANN model is quite good for classifying text mining.

scholarly journals Artificial Neural Network Trained to Predict High-Harmonic Flux

2018 ◽  
Author(s):  
Ana Maria Mihaela Gherman ◽  
Katalin Kovács ◽  
Mircea Vasile Cristea ◽  
Valer Tosa
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
High Harmonic ◽  
Ann Model ◽  
Gas Cell ◽  
Dimensional Parameter ◽  
High Order Harmonic ◽  
Cell Position ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

In this work we present the results obtained with an artificial neural network (ANN) which we trained to predict the expected output of high-order harmonic generation (HHG) process, while exploring a multi-dimensional parameter space. We argue on the utility and efficiency of the ANN model and demonstrate its ability to predict the outcome of HHG simulations. In this case study we present the results for a loose focusing HHG beamline, where the changing parameters are: the laser pulse energy, gas pressure, gas cell position relative to focus and gas cell length. The physical quantity which we predict here using ANN is directly related to the total harmonic yield in a specified spectral domain (20-40 eV). We discuss the versatility and adaptability of the presented method.

scholarly journals Solving multiple linear regression problem using artificial neural network

2022 ◽  
Vol 12 (1) ◽  
pp. 770
Author(s):  
Mohammad S. Khrisat ◽  
Ziad A. Alqadi
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Regression Problem ◽  
Simple Method ◽  
Scientific Experiments ◽  
Linear Regression Problem ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
The Relationship ◽  
Linear Regressions

<span>Multiple linear regressions are an important tool used to find the relationship between a set of variables used in various scientific experiments. In this article we are going to introduce a simple method of solving a multiple rectilinear regressions (MLR) problem that uses an artificial neural network to find the accurate and expected output from MLR problem. Different artificial neural network (ANN) types with different architecture will be tested, the error between the target outputs and the calculated ANN outputs will be investigated. A recommendation of using a certain type of ANN based on the experimental results will be raised.</span>

scholarly journals A Study on Correlation of Subjects on Electrical Engineering Course Using Artificial Neural Network (ANN)

2021 ◽  
Vol 17 (2) ◽  
pp. 144
Author(s):  
Fathiah Zakaria ◽  
Siti Aishah Che Kar ◽  
Rina Abdullah ◽  
Syila Izawana Ismail ◽  
Nur Idawati Md Enzai
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Electrical Engineering ◽  
Electric Circuit ◽  
Time Correlation ◽  
Ann Model ◽  
Core Subject ◽  
History Of ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

Abstract: This paper presents a study of correlation between subjects of Diploma in Electrical Engineering (Electronics/Power) at Universiti Teknologi MARA(UiTM) Cawangan Terengganu using Artificial Neural Network (ANN). The analysis was done to see the effect of mathematical subjects (Pre-calculus and Calculus 1) and core subject (Electric Circuit 1) on Electronics 1. Electronics 1 is found to be a core subject with the history of high failure rate percentage (more than 25%) in previous semesters. This research has been conducted on current final semester students (Semester 5). Seven (7) models of ANN are developed to observe the correlation between the subjects. In order to develop an ANN model, ANN design and parameters need to be chosen to find the best model. In this study, historical data from students’ database were used for training and testing purpose. Total number of datasets used are 58 sets. 70% of the datasets are used for training process and 30% of the datasets are used for testing process. The Regression Coefficient, (R) values from the developed models was observed and analyzed to see the effect of the subject on the performance of students. It can be proven that Electric Circuit 1 has significant correlation with the Electronics 1 subject respected to the highest R value obtained (0.8100). The result obtained proves that student’s understanding on Electric Circuit 1 subject (taken during semester 2) has direct impact on the performance of students on Electronics 1 subject (taken during semester 3). Hence, early preventive measures could be taken by the respective parties.    Keywords: Artificial neural network, Diploma in Electrical Engineering, Graduate on time, Correlation.

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