DECPNN: A hybrid stock predictor model using Differential Evolution and Chebyshev Polynomial neural network

2018 ◽  
Vol 12 (1) ◽  
pp. 93-104
Author(s):  
Rajashree Dash
2020 ◽  
Vol 126 ◽  
pp. 104663
Author(s):  
Ioannis A. Troumbis ◽  
George E. Tsekouras ◽  
John Tsimikas ◽  
Christos Kalloniatis ◽  
Dias Haralambopoulos

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Rajashree Dash ◽  
Rasmita Rautray ◽  
Rasmita Dash

Since the last few decades, Artificial Neural Networks have been the center of attraction of a large number of researchers for solving diversified problem domains. Due to its distinguishing features such as generalization ability, robustness and strong ability to tackle nonlinear problems, it appears to be more popular in financial time series modeling and prediction. In this paper, a Pi-Sigma Neural Network is designed for foretelling the future currency exchange rates in different prediction horizon. The unrevealed parameters of the network are interpreted by a hybrid learning algorithm termed as Shuffled Differential Evolution (SDE). The main motivation of this study is to integrate the partitioning and random shuffling scheme of Shuffled Frog Leaping algorithm with evolutionary steps of a Differential Evolution technique to obtain an optimal solution with an accelerated convergence rate. The efficiency of the proposed predictor model is actualized by predicting the exchange rate price of a US dollar against Swiss France (CHF) and Japanese Yen (JPY) accumulated within the same period of time.


Mathematics ◽  
2021 ◽  
Vol 9 (16) ◽  
pp. 1842
Author(s):  
Vladislav N. Kovalnogov ◽  
Ruslan V. Fedorov ◽  
Yuri A. Khakhalev ◽  
Theodore E. Simos ◽  
Charalampos Tsitouras

We consider the scalar autonomous initial value problem as solved by an explicit Runge-Kutta pair of orders 6 and 5. We focus on an efficient family of such pairs, which were studied extensively in previous decades. This family comes with 5 coefficients that one is able to select arbitrarily. We set, as a fitness function, a certain measure, which is evaluated after running the pair in a couple of relevant problems. Thus, we may adjust the coefficients of the pair, minimizing this fitness function using the differential evolution technique. We conclude with a method (i.e. a Runge-Kutta pair) which outperforms other pairs of the same two orders in a variety of scalar autonomous problems.


2021 ◽  
Vol 23 (1) ◽  
pp. 487-497
Author(s):  
Jie Qin ◽  
Jun Li

An accurate full-dimensional PES for the OH + SO ↔ H + SO2 reaction is developed by the permutation invariant polynomial-neural network approach.


2021 ◽  
Vol 11 (4) ◽  
pp. 1574
Author(s):  
Shabana Urooj ◽  
Satya P. Singh ◽  
Areej Malibari ◽  
Fadwa Alrowais ◽  
Shaeen Kalathil

Effective and accurate diagnosis of Alzheimer’s disease (AD), as well as early-stage detection, has gained more and more attention in recent years. For AD classification, we propose a new hybrid method for early detection of Alzheimer’s disease (AD) using Polar Harmonic Transforms (PHT) and Self-adaptive Differential Evolution Wavelet Neural Network (SaDE-WNN). The orthogonal moments are used for feature extraction from the grey matter tissues of structural Magnetic Resonance Imaging (MRI) data. Irrelevant features are removed by the feature selection process through evaluating the in-class and among-class variance. In recent years, WNNs have gained attention in classification tasks; however, they suffer from the problem of initial parameter tuning, parameter setting. We proposed a WNN with the self-adaptation technique for controlling the Differential Evolution (DE) parameters, i.e., the mutation scale factor (F) and the cross-over rate (CR). Experimental results on the Alzheimer’s disease Neuroimaging Initiative (ADNI) database indicate that the proposed method yields the best overall classification results between AD and mild cognitive impairment (MCI) (93.7% accuracy, 86.0% sensitivity, 98.0% specificity, and 0.97 area under the curve (AUC)), MCI and healthy control (HC) (92.9% accuracy, 95.2% sensitivity, 88.9% specificity, and 0.98 AUC), and AD and HC (94.4% accuracy, 88.7% sensitivity, 98.9% specificity and 0.99 AUC).


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