TLBO-FLN: Teaching-Learning Based Optimization of Functional Link Neural Networks for Stock Closing Price Prediction

Author(s):  
Sarat Chandra Nayak ◽  
Subhranginee Das ◽  
Mohammad Dilsad Ansari

Background and Objective: Stock closing price prediction is enormously complicated. Artificial Neural Networks (ANN) are excellent approximation algorithms applied to this area. Several nature-inspired evolutionary optimization techniques are proposed and used in the literature to search the optimum parameters of ANN based forecasting models. However, most of them need fine-tuning of several control parameters as well as algorithm specific parameters to achieve optimal performance. Improper tuning of such parameters either leads toward additional computational cost or local optima. Methods: Teaching Learning Based Optimization (TLBO) is a newly proposed algorithm which does not necessitate any parameters specific to it. The intrinsic capability of Functional Link Artificial Neural Network (FLANN) to recognize the multifaceted nonlinear relationship present in the historical stock data made it popular and got wide applications in the stock market prediction. This article presents a hybrid model termed as Teaching Learning Based Optimization of Functional Neural Networks (TLBO-FLN) by combining the advantages of both TLBO and FLANN. Results and Conclusion: The model is evaluated by predicting the short, medium, and long-term closing prices of four emerging stock markets. The performance of the TLBO-FLN model is measured through Mean Absolute Percentage of Error (MAPE), Average Relative Variance (ARV), and coefficient of determination (R2); compared with that of few other state-of-the-art models similarly trained and found superior.

2018 ◽  
Vol 2018 ◽  
pp. 1-17 ◽  
Author(s):  
Hamed Atyia Soodi ◽  
Ahmet Mete Vural

Different optimization techniques are used for the training and fine-tuning of feed forward neural networks, for the estimation of STATCOM voltages and reactive powers. In the first part, the paper presents the voltage regulation in IEEE buses using the Static Compensator (STATIC) and discusses efficient ways to solve the power systems featuring STATCOM by load flow equations. The load flow equations are solved using iterative algorithms such as Newton-Raphson method. In the second part, the paper focuses on the use of estimation techniques based on Artificial Neural Networks as an alternative to the iterative methods. Different training algorithms have been used for training the weights of Artificial Neural Networks; these methods include Back-Propagation, Particle Swarm Optimization, Shuffled Frog Leap Algorithm, and Genetic Algorithm. A performance analysis of each of these methods is done on the IEEE bus data to examine the efficiency of each algorithm. The results show that SFLA outperforms other techniques in training of ANN, seconded by PSO.


Author(s):  
Asma Elyounsi ◽  
Hatem Tlijani ◽  
Mohamed Salim Bouhlel

Traditional neural networks are very diverse and have been used during the last decades in the fields of data classification. These networks like MLP, back propagation neural networks (BPNN) and feed forward network have shown inability to scale with problem size and with the slow convergence rate. So in order to overcome these numbers of drawbacks, the use of higher order neural networks (HONNs) becomes the solution by adding input units along with a stronger functioning of other neural units in the network and transforms easily these input units to hidden layers. In this paper, a new metaheuristic method, Firefly (FFA), is applied to calculate the optimal weights of the Functional Link Artificial Neural Network (FLANN) by using the flashing behavior of fireflies in order to classify ISA-Radar target. The average classification result of FLANN-FFA which reached 96% shows the efficiency of the process compared to other tested methods.


Author(s):  
Hamid Bentarzi

This chapter presents different techniques for obtaining the optimal number of the phasor measurement units (PMUs) that may be installed in a smart power grid to achieve full network observability under fault conditions. These optimization techniques such as binary teaching learning based optimization (BTLBO) technique, particle swarm optimization, the grey wolf optimizer (GWO), the moth-flame optimization (MFO), the cuckoo search (CS), and the wind-driven optimization (WDO) have been developed for the objective function and constraints alike. The IEEE 14-bus benchmark power system has been used for testing these optimization techniques by simulation. A comparative study of the obtained results of previous works in the literature has been conducted taking into count the simplicity of the model and the accuracy of characteristics.


Electronics ◽  
2020 ◽  
Vol 9 (11) ◽  
pp. 1923
Author(s):  
Eduardo G. Pardo ◽  
Jaime Blanco-Linares ◽  
David Velázquez ◽  
Francisco Serradilla

The objective of this research is to improve the hydrogen production and total profit of a real Steam Reforming plant. Given the impossibility of tuning the real factory to optimize its operation, we propose modelling the plant using Artificial Neural Networks (ANNs). Particularly, we combine a set of independent ANNs into a single model. Each ANN uses different sets of inputs depending on the physical processes simulated. The model is then optimized as a black-box system using metaheuristics (Genetic and Memetic Algorithms). We demonstrate that the proposed ANN model presents a high correlation between the real output and the predicted one. Additionally, the performance of the proposed optimization techniques has been validated by the engineers of the plant, who reported a significant increase in the benefit that was obtained after optimization. Furthermore, this approach has been favorably compared with the results that were provided by a general black-box solver. All methods were tested over real data that were provided by the factory.


Sign in / Sign up

Export Citation Format

Share Document