A hybrid ARIMA-EGARCH and Artificial Neural Network model in stock market forecasting: evidence for India and the USA

2012 ◽  
Vol 4 (2) ◽  
pp. 160 ◽  
Author(s):  
Manish Kumar ◽  
M. Thenmozhi
Materials ◽  
2021 ◽  
Vol 14 (11) ◽  
pp. 3042
Author(s):  
Sheng Jiang ◽  
Mansour Sharafisafa ◽  
Luming Shen

Pre-existing cracks and associated filling materials cause the significant heterogeneity of natural rocks and rock masses. The induced heterogeneity changes the rock properties. This paper targets the gap in the existing literature regarding the adopting of artificial neural network approaches to efficiently and accurately predict the influences of heterogeneity on the strength of 3D-printed rocks at different strain rates. Herein, rock heterogeneity is reflected by different pre-existing crack and filling material configurations, quantitatively defined by the crack number, initial crack orientation with loading axis, crack tip distance, and crack offset distance. The artificial neural network model can be trained, validated, and tested by finite 42 quasi-static and 42 dynamic Brazilian disc experimental tests to establish the relationship between the rock strength and heterogeneous parameters at different strain rates. The artificial neural network architecture, including the hidden layer number and transfer functions, is optimized by the corresponding parametric study. Once trained, the proposed artificial neural network model generates an excellent prediction accuracy for influences of high dimensional heterogeneous parameters and strain rate on rock strength. The sensitivity analysis indicates that strain rate is the most important physical quantity affecting the strength of heterogeneous rock.


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