scholarly journals Forecasting stock index with multi-objective optimization model based on optimized neural network architecture avoiding overfitting

2018 ◽  
Vol 15 (1) ◽  
pp. 211-236 ◽  
Author(s):  
Zhou Tao ◽  
Hou Muzhou ◽  
Liu Chunhui
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Optimization Model ◽  
Network Architecture ◽  
Stock Index ◽  
Multi Objective Optimization ◽  
Neural Network Architecture ◽  
Training Time ◽  
Multi Objective

In this paper, the stock index time series forecasting using optimal neural networks with optimal architecture avoiding overfitting is studied. The problem of neural network architecture selection is a central problem in the application of neural network computation. After analyzing the reasons for overfitting and instability of neural networks, in order to find the optimal NNs (neural networks) architecture, we consider minimizing three objective indexes: training and testing root mean square error (RMSE) and testing error variance (TEV). Then we built a multi-objective optimization model, then converted it to single objective optimization model and proved the existence and uniqueness theorem of optimal solution. After determining the searching interval, a Multiobjective Optimization Algorithm for Optimized Neural Network Architecture Avoiding Overfitting (ONNAAO) is constructed to solve above model and forecast the time series. Some experiments with several different datasets are taken for training and forecasting. And some performance such as training time, testing RMSE and neurons, has been compared with the traditional algorithm (AR, ARMA, ordinary BP, SVM) through many numerical experiments, which fully verified the superiority, correctness and validity of the theory.

SCORING MODELING BASED ON NEURAL NETWORKS FOR DETERMINING A BANK BORROWER'S RATING

2020 ◽  
Vol 2020 (10) ◽  
pp. 54-62
Author(s):  
Oleksii VASYLIEV ◽  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Network Architecture ◽  
Statistical Data ◽  
Activation Function ◽  
Decision Making Process ◽  
Neural Network Architecture ◽  
Acceptable Accuracy ◽  
The Neural Network ◽  
Sigmoid Activation Function

The problem of applying neural networks to calculate ratings used in banking in the decision-making process on granting or not granting loans to borrowers is considered. The task is to determine the rating function of the borrower based on a set of statistical data on the effectiveness of loans provided by the bank. When constructing a regression model to calculate the rating function, it is necessary to know its general form. If so, the task is to calculate the parameters that are included in the expression for the rating function. In contrast to this approach, in the case of using neural networks, there is no need to specify the general form for the rating function. Instead, certain neural network architecture is chosen and parameters are calculated for it on the basis of statistical data. Importantly, the same neural network architecture can be used to process different sets of statistical data. The disadvantages of using neural networks include the need to calculate a large number of parameters. There is also no universal algorithm that would determine the optimal neural network architecture. As an example of the use of neural networks to determine the borrower's rating, a model system is considered, in which the borrower's rating is determined by a known non-analytical rating function. A neural network with two inner layers, which contain, respectively, three and two neurons and have a sigmoid activation function, is used for modeling. It is shown that the use of the neural network allows restoring the borrower's rating function with quite acceptable accuracy.

scholarly journals Image reconstruction through a multimode fiber with a simple neural network architecture

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Changyan Zhu ◽  
Eng Aik Chan ◽  
You Wang ◽  
Weina Peng ◽  
Ruixiang Guo ◽  
...  
Keyword(s):  
Neural Network ◽  
Image Reconstruction ◽  
Network Architecture ◽  
Neural Network Architecture ◽  
Training Time ◽  
Modal Dispersion ◽  
Multimode Fibers ◽  
Speckle Patterns ◽  
Hidden Layer ◽  
Simple Neural Network

AbstractMultimode fibers (MMFs) have the potential to carry complex images for endoscopy and related applications, but decoding the complex speckle patterns produced by mode-mixing and modal dispersion in MMFs is a serious challenge. Several groups have recently shown that convolutional neural networks (CNNs) can be trained to perform high-fidelity MMF image reconstruction. We find that a considerably simpler neural network architecture, the single hidden layer dense neural network, performs at least as well as previously-used CNNs in terms of image reconstruction fidelity, and is superior in terms of training time and computing resources required. The trained networks can accurately reconstruct MMF images collected over a week after the cessation of the training set, with the dense network performing as well as the CNN over the entire period.

scholarly journals Reynolds averaged turbulence modelling using deep neural networks with embedded invariance

2016 ◽  
Vol 807 ◽  
pp. 155-166 ◽  
Author(s):  
Julia Ling ◽  
Andrew Kurzawski ◽  
Jeremy Templeton
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Reynolds Stress ◽  
Network Architecture ◽  
Eddy Viscosity ◽  
Deep Neural Networks ◽  
Test Cases ◽  
Neural Network Architecture ◽  
Stress Anisotropy ◽  
Anisotropy Tensor

There exists significant demand for improved Reynolds-averaged Navier–Stokes (RANS) turbulence models that are informed by and can represent a richer set of turbulence physics. This paper presents a method of using deep neural networks to learn a model for the Reynolds stress anisotropy tensor from high-fidelity simulation data. A novel neural network architecture is proposed which uses a multiplicative layer with an invariant tensor basis to embed Galilean invariance into the predicted anisotropy tensor. It is demonstrated that this neural network architecture provides improved prediction accuracy compared with a generic neural network architecture that does not embed this invariance property. The Reynolds stress anisotropy predictions of this invariant neural network are propagated through to the velocity field for two test cases. For both test cases, significant improvement versus baseline RANS linear eddy viscosity and nonlinear eddy viscosity models is demonstrated.

scholarly journals Towards Heterogeneous Multi-Agent Reinforcement Learning with Graph Neural Networks

2020 ◽  
Author(s):  
Douglas Meneghetti ◽  
Reinaldo Bianchi
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Network Architecture ◽  
Communication Channels ◽  
Neural Network Architecture ◽  
Graph Representations ◽  
Labeled Graph ◽  
Multiple Agent ◽  
Multi Agent ◽  
Graph Neural Networks

This work proposes a neural network architecture that learns policies for multiple agent classes in a heterogeneous multi-agent reinforcement setting. The proposed network uses directed labeled graph representations for states, encodes feature vectors of different sizes for different entity classes, uses relational graph convolution layers to model different communication channels between entity types and learns distinct policies for different agent classes, sharing parameters wherever possible. Results have shown that specializing the communication channels between entity classes is a promising step to achieve higher performance in environments composed of heterogeneous entities.

An Interactive Neural Network for Constrained Multi-Objective Optimization with Application to the Design of Digital Filters

2012 ◽  
Vol 433-440 ◽  
pp. 2808-2816
Author(s):  
Jian Jin Zheng ◽  
You Shen Xia
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Computational Complexity ◽  
Digital Filters ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Multi Objective Optimization ◽  
Multi Objective ◽  
Single Objective

This paper presents a new interactive neural network for solving constrained multi-objective optimization problems. The constrained multi-objective optimization problem is reformulated into two constrained single objective optimization problems and two neural networks are designed to obtain the optimal weight and the optimal solution of the two optimization problems respectively. The proposed algorithm has a low computational complexity and is easy to be implemented. Moreover, the proposed algorithm is well applied to the design of digital filters. Computed results illustrate the good performance of the proposed algorithm.

scholarly journals Comparative Performance Analysis of Neural Network Real-Time Object Detections in Different Implementations

2020 ◽  
Vol 226 ◽  
pp. 02020
Author(s):  
Alexey V. Stadnik ◽  
Pavel S. Sazhin ◽  
Slavomir Hnatic
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Computer Vision ◽  
Performance Analysis ◽  
Object Detection ◽  
Real Time ◽  
Network Architecture ◽  
Neural Network Architecture ◽  
Comparative Performance

The performance of neural networks is one of the most important topics in the field of computer vision. In this work, we analyze the speed of object detection using the well-known YOLOv3 neural network architecture in different frameworks under different hardware requirements. We obtain results, which allow us to formulate preliminary qualitative conclusions about the feasibility of various hardware scenarios to solve tasks in real-time environments.

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