Моделирование и прогнозирование индексов производства при помощи искусственных нейронных сетей с учетом межотраслевых связей и сравнение прогностических качеств различных архитектур (Modeling and Forecasting Production Indices Using Artificial Neural Networks, Taking Into Account Intersectoral Relationships and Comparing the Predictive Qualities of Various Architectures)

2021 ◽  
Author(s):  
A Kaukin ◽  
Vladimir Kosarev

FinTech ◽  
2021 ◽  
Vol 1 (1) ◽  
pp. 47-62
Author(s):  
Sanjib Kumar Nayak ◽  
Sarat Chandra Nayak ◽  
Subhranginee Das

Artificial neural networks (ANNs) are suitable procedures for predicting financial time series (FTS). Cryptocurrencies are good investment assets; therefore, the effective prediction of cryptocurrencies has become a trending area of research. Capturing inherent uncertainties associated with cryptocurrency FTS with conventional methods is difficult. Though ANNs are the better alternative, fixing the optimal parameters of ANNs is a tedious job. This article develops a hybrid ANN through Rao algorithm (RA + ANN) for the effective prediction of six popular cryptocurrencies such as Bitcoin, Litecoin, Ethereum, CMC 200, Tether, and Ripple. Six comparative models such as GA + ANN, PSO + ANN, MLP, SVM, LSE, and ARIMA are developed and trained in a similar way. All these models are evaluated through the mean absolute percentage of error (MAPE) and average relative variance (ARV) metrics. It is found that the proposed RA + ANN generated the lowest MAPE and ARV values, statistically different as compared with existing methods mentioned above, and hence can be recommended as a potential financial instrument for predicting cryptocurrencies.



1999 ◽  
Vol 22 (8) ◽  
pp. 723-728 ◽  
Author(s):  
Artymiak ◽  
Bukowski ◽  
Feliks ◽  
Narberhaus ◽  
Zenner




Author(s):  
Kobiljon Kh. Zoidov ◽  
◽  
Svetlana V. Ponomareva ◽  
Daniel I. Serebryansky ◽  
◽  
...  


2005 ◽  
Vol 53 (5) ◽  
pp. 343 ◽  
Author(s):  
Nak Jong Seong ◽  
Jeong Min Lee ◽  
Se Hyung Kim ◽  
Joon Koo Han ◽  
Young Jun Kim ◽  
...  


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