scholarly journals Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network: Investing in the Mexican Stock Market

2021 ◽  
Vol 16 (TNEA) ◽  
pp. 1-25
Author(s):  
Judith Jazmin Castro Pérez ◽  
José Eduardo Medina Reyes
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Portfolio Selection ◽  
Fuzzy Neural Network ◽  
Fuzzy Neural Networks ◽  
Principal Result ◽  
Investment Model ◽  
Fuzzy Portfolio Selection ◽  
Fuzzy Neural ◽  
Portfolio Selection Model

The objective of this research is to compare the returns of the portfolios developed by the proposed methodology called Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network against Markowitz’s portfolio theory; to identify the best investment model. For this purpose, we used ten stock time series of the Mexican market in daily format from January 2, 2015, to May 15, 2020, to get the portfolios every week from May 15 to June 12, 2020. The principal result is that our methodology recognized the behavior of each share, generates better risk management, and higher returns in comparison with the traditional techniques. The recommendation is to evaluate other stocks and markets to verify the efficiency of our model, the limitation is that a fundamental analysis must precede the tool, and the originality is the new technique proposed. The main conclusion is that the portfolio selection model based on fuzzy neural networks generated two models that do not have negative returns in any week, the cumulative return obtained was up to 15.68%.

Dynamic Controller Based on Ying Learning Algorithm for Medical Temperature System

2011 ◽  
Vol 187 ◽  
pp. 371-376
Author(s):  
Ping Zhang ◽  
Xiao Hong Hao ◽  
Heng Jie Li
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Fuzzy Neural Network ◽  
Learning Algorithm ◽  
Fuzzy Neural Networks ◽  
The Novel ◽  
Fuzzy Neural ◽  
Learning Set ◽  
And Training ◽  
Novel Algorithm

In order to avoid the over fitting and training and solve the knowledge extraction problem in fuzzy neural networks system. Ying Learning Dynamic Fuzzy Neural Network (YL-DFNN) algorithm is proposed. The Learning Set based on K-VNN is constituted from message. Then the framework of is designed and its stability is proved. Finally, Simulation indicates that the novel algorithm is fast, compact, and capable in generalization.

Fingerprint Classification Using Fuzzy-neural Network and Other Methods

2014 ◽  
Vol 3 (3) ◽  
pp. 129
Author(s):  
Idriss Tazight ◽  
Mohamed Fakir
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Fuzzy Neural Network ◽  
Search Space ◽  
Fuzzy Neural Networks ◽  
Pattern Recognition Problem ◽  
Fingerprint Classification ◽  
Right Loop ◽  
Fuzzy Neural ◽  
Singular Characteristics

The fingerprints are unique to each individual; they can be used as a means to distinguish one individual from another.Therefore they are used to identify a person. Fingerprint Classification is done to associate a given fingerprint to one of the existing classes, such as left loop, right loop, arch, tented arch and whorl. Classifying fingerprint images is a very complex pattern recognition problem, due to properties of intra-class diversitiesand inter-class similarities. Its objective is to reduce the responsetime and reducing the search space in an automatic identificationsystem fingerprint (AIS), in classifying fingerprints. In these papers we present a system of fingerprint classificationbased on singular characteristics for extracting feature vectorsand neural networks and fuzzy neural networks, SVM and Knearest neighbour for classifying.

scholarly journals Block Hierarchical Fuzzy-Neural Networks and Their Application to a Mobile Robot Control

1995 ◽  
Vol 7 (1) ◽  
pp. 12-20
Author(s):  
Jun Tang ◽  
◽  
Keigo Watanabe ◽  
Masatoshi Nakamura ◽  
◽  
...  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Mobile Robot ◽  
Fuzzy Neural Network ◽  
Fuzzy Neural Networks ◽  
Small Scale ◽  
Circular Path ◽  
Single Output ◽  
Fuzzy Neural ◽  
Input Variables

If some fuzzy sets in a fuzzy-neural network are assigned to each scalar input data, then the number of intermediate unit functions grows exponentially as the number of input variables to the fuzzy reasoning increases. Therefore, it is very important for multi-input/multi-out-put systems to effectively construct a small-scale fuzzy neural network. In this paper, four types of block hierarchical fuzzy-gaussian neural networks (FGNNs) are proposed for a control system of a mobile robot with two independent driving wheels by applying two inputs and single-output FGNN block, or single-input and singleoutput FGNN block. Such a block hierarchical FGNN consists of three layers. In other words, the first input layer consists of two FGNN blocks that independently generate torques for controlling the velocity and azimuth of the mobile robot. The second hidden layer determines their distributions to the final layer by using fixed connection weights. The final output layer also consists of two FGNN bl ks that automatically determine the out put scalers for the actual left- and right-wheel driving torques. The effectiveness of the proposed method is illustrated through some simulations of a circular path tracking control.

Tool Condition Monitoring in Machining by Fuzzy Neural Networks

1996 ◽  
Vol 118 (4) ◽  
pp. 665-672 ◽  
Author(s):  
S. Li ◽  
M. A. Elbestawi
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Condition Monitoring ◽  
Fuzzy Neural Network ◽  
Principal Component ◽  
Fuzzy Neural Networks ◽  
Tool Condition Monitoring ◽  
Cutting Conditions ◽  
Tool Condition ◽  
Fuzzy Neural

The Multiple Principal Component (MPC) Fuzzy Neural Network for tool condition monitoring in machining under varying cutting conditions is proposed. This approach is based on three major components of “soft computation,” namely fuzzy logic, neural network, and probability reasoning. The MPC classification fuzzy neural networks were built through training with learning data obtained from cutting tests performed in a reasonable range of cutting conditions. Several sensors were used for monitoring feature selection. Force, vibration, and spindle motor power signals were fused in multiple principal component directions to give a highly sensitive feature space. The tool conditions considered in the monitoring tests included sharp tool, tool breakage, slight wear, medium wear, and severe wear. The results showed success rates of approximate 94 percent in self-classification tests (i.e., the same data samples were used for both learning and classification), 84 percent in tests performed using different records for classification than those used for learning under the same cutting conditions, and about 80 percent in tests performed using samples obtained at different cutting conditions for classification than those used for learning within the same range of cutting conditions. The MPC fuzzy neural network classification strategy performed better than back-propagation trained feed-forward neural networks in these tests.

System Identification Based on Dynamical Training for Recurrent Interval Type-2 Fuzzy Neural Network

2011 ◽  
Vol 1 (3) ◽  
pp. 66-85 ◽  
Author(s):  
Tsung-Chih Lin ◽  
Yi-Ming Chang ◽  
Tun-Yuan Lee
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Nonlinear System ◽  
Fuzzy Neural Network ◽  
Fuzzy Neural Networks ◽  
Training Data ◽  
Fuzzy Neural ◽  
Interval Type ◽  
Recurrent Interval

This paper proposes a novel fuzzy modeling approach for identification of dynamic systems. A fuzzy model, recurrent interval type-2 fuzzy neural network (RIT2FNN), is constructed by using a recurrent neural network which recurrent weights, mean and standard deviation of the membership functions are updated. The complete back propagation (BP) algorithm tuning equations used to tune the antecedent and consequent parameters for the interval type-2 fuzzy neural networks (IT2FNNs) are developed to handle the training data corrupted by noise or rule uncertainties for nonlinear system identification involving external disturbances. Only by using the current inputs and most recent outputs of the input layers, the system can be completely identified based on RIT2FNNs. In order to show that the interval IT2FNNs can handle the measurement uncertainties, training data are corrupted by white Gaussian noise with signal-to-noise ratio (SNR) 20 dB. Simulation results are obtained for the identification of nonlinear system, which yield more improved performance than those using recurrent type-1 fuzzy neural networks (RT1FNNs).

Diagnose Expert System of Engine Based on Fuzzy Neural Network

2012 ◽  
Vol 588-589 ◽  
pp. 1472-1475
Author(s):  
Miao Tian
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Fault Diagnosis ◽  
Expert System ◽  
Fuzzy Neural Network ◽  
Fuzzy Neural Networks ◽  
Learning Ability ◽  
Fuzzy Neural ◽  
Enhance Efficiency ◽  
Self Learning

Engine has a high chance of failure, it usually accounts for about 40% of vehicle failures. Study expert system of engine fault diagnosises that it can locate fault timely and accurately, and enhance efficiency. However, the traditional expert system has shortcomings so as inefficient inference and poor self-learning capability. The fuzzy logic and traditional neural networks are combined to form fuzzy neural networks, they are established a model of fuzzy neural network (FNN) of fault diagnosis, and that the model is applied to engine fault diagnosis, complementary advantages, to effectively enhance efficiency of inference and self-learning ability, its performance is higher than the traditional BP network.

scholarly journals Optimization of parameters of neuro-fuzzy model

2020 ◽  
Vol 17 (3) ◽  
pp. 1206
Author(s):  
Lyalya Bakievna Khuzyatova ◽  
Lenar Ajratovich Galiullin
Keyword(s):  
Neural Network ◽  
Decision Support ◽  
Decision Support Systems ◽  
Fuzzy Neural Network ◽  
Support Systems ◽  
Fuzzy Model ◽  
Knowledge Bases ◽  
Fuzzy Neural Networks ◽  
Neural Network Models ◽  
Fuzzy Neural

<p>The questions and problems of the formation of knowledge bases of intelligent man-machine decision support systems are considered. The neuron-fuzzy model used in the work is described. The need for increasing the efficiency of the neuron-fuzzy model in the formation of knowledge bases is being updated. The task is to develop methods and algorithms for presetting and optimizing the parameters of a fuzzy neural network. To solve difficult formalized tasks, it is necessary to develop decision support systems - expert systems based on a knowledge base. ES developers are constantly faced with the problems of “extraction” and formalization of knowledge, as well as the search for new ways to obtain it. To do this, use the extraction, acquisition and formation of knowledge. Currently, the formation of knowledge bases is relevant for the creation of hybrid technologies - fuzzy neural networks that combine the advantages of neural network models and fuzzy systems. The analysis of the efficiency of the fuzzy neural network carried out in the work showed that the quality of training of the NN largely depends on the choice of the number of fuzzy granules for input drugs. In addition, to use fuzzy information formalized by the mathematical apparatus of fuzzy logic, procedures are required for selecting optimal forms and presetting the parameters of the corresponding membership functions (MF).</p>

scholarly journals Hybrid fuzzy neural network versus backpropagation neural network: An application to predict the Ibex-35 index stock

2020 ◽  
Vol 6 (1) ◽  
pp. 85-98
Author(s):  
J. Oliver Muncharaz
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Neuronal Network ◽  
Fuzzy Neural Network ◽  
Stock Exchange ◽  
Prediction Errors ◽  
Market Prices ◽  
Index Stock ◽  
Fuzzy Neural ◽  
Spanish Stock Exchange

The use of neural networks has been extended in all areas of knowledge due to the good results being obtained in the resolution of the different problems posed. The prediction of prices in general, and stock market prices in particular, represents one of the main objectives of the use of neural networks in finance. This paper presents the analysis of the efficiency of the hybrid fuzzy neural network against a backpropagation type neural network in the price prediction of the Spanish stock exchange index (IBEX-35). The paper is divided into two parts. In the first part, the main characteristics of neural networks such as hybrid fuzzy and backpropagation, their structures and learning rules are presented. In the second part, the prediction of the IBEX-35 stock exchange index with these networks is analyzed, measuring the efficiency of both as a function of the prediction errors committed. For this purpose, both networks have been constructed with the same inputs and for the same sample period. The results obtained suggest that the Hybrid fuzzy neuronal network is much more efficient than the widespread backpropagation neuronal network for the sample analysed.

System Identification Based on Dynamical Training for Recurrent Interval Type-2 Fuzzy Neural Network

2013 ◽  
pp. 188-205
Author(s):  
Tsung-Chih Lin ◽  
Yi-Ming Chang ◽  
Tun-Yuan Lee
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
System Identification ◽  
Nonlinear System ◽  
Fuzzy Neural Networks ◽  
Training Data ◽  
Fuzzy Neural ◽  
Interval Type ◽  
Recurrent Interval

This paper proposes a novel fuzzy modeling approach for identification of dynamic systems. A fuzzy model, recurrent interval type-2 fuzzy neural network (RIT2FNN), is constructed by using a recurrent neural network which recurrent weights, mean and standard deviation of the membership functions are updated. The complete back propagation (BP) algorithm tuning equations used to tune the antecedent and consequent parameters for the interval type-2 fuzzy neural networks (IT2FNNs) are developed to handle the training data corrupted by noise or rule uncertainties for nonlinear system identification involving external disturbances. Only by using the current inputs and most recent outputs of the input layers, the system can be completely identified based on RIT2FNNs. In order to show that the interval IT2FNNs can handle the measurement uncertainties, training data are corrupted by white Gaussian noise with signal-to-noise ratio (SNR) 20 dB. Simulation results are obtained for the identification of nonlinear system, which yield more improved performance than those using recurrent type-1 fuzzy neural networks (RT1FNNs).

scholarly journals Principal Component Analysis Based Dynamic Fuzzy Neural Network for Internal Corrosion Rate Prediction of Gas Pipelines

2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Xiaoxu Chen ◽  
Linyuan Wang ◽  
Zhiyu Huang
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Principal Component Analysis ◽  
Artificial Neural Networks ◽  
Corrosion Rate ◽  
Fuzzy Neural Network ◽  
Principal Component ◽  
Component Analysis ◽  
Internal Corrosion ◽  
Fuzzy Neural

Aiming at the characteristics of the nonlinear changes in the internal corrosion rate in gas pipelines, and artificial neural networks easily fall into a local optimum. This paper proposes a model that combines a principal component analysis (PCA) algorithm and a dynamic fuzzy neural network (D-FNN) to address the problems above. The principal component analysis algorithm is used for dimensional reduction and feature extraction, and a dynamic fuzzy neural network model is utilized to perform the prediction. The study implementing the PCA-D-FNN is further accomplished with the corrosion data from a real pipeline, and the results are compared among the artificial neural networks, fuzzy neural networks, and D-FNN models. The results verify the effectiveness of the model and algorithm for inner corrosion rate prediction.

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