Analysis of Stock Volatility Clustering Using ANN

2015 ◽  
Vol 28 (2) ◽  
pp. 32-45 ◽  
Author(s):  
Manish Kumar ◽  
Santanu Das ◽  
Sneha Govil

The model building theories broadly categorize the stock index forecasting models into two broad categories: Based on statistical theory consisting models such as Stochastic Volatility model (SV) and General Autoregressive Conditional Heteroskedasticity (GARCH) whereas other one based on artificial intelligence based models, such as artificial neural network (ANN), the support vector machine (SVM) and technique used for optimization such as particle swarm optimization (PSO). In existing literature, many of the statistical models when compared with artificial neural network models were outperformed by these models. This paper analyses stock volatility using ANN models as Multilayer perceptron with back propagation model and Radial Basis function.

2015 ◽  
Vol 74 (1) ◽  
Author(s):  
Roselina Sallehuddin ◽  
Subariah Ibrahim ◽  
Azlan Mohd Zain ◽  
Abdikarim Hussein Elmi

Fraud in communication has been increasing dramatically due to the new modern technologies and the global superhighways of communication, resulting in loss of revenues and quality of service in telecommunication providers especially in Africa and Asia.  One of the dominant types of fraud is SIM box bypass fraud whereby SIM cards are used to channel national and multinational calls away from mobile operators and deliver as local calls. Therefore it is important to find techniques that can detect this type of fraud efficiently. In this paper, two classification techniques, Artificial Neural Network (ANN) and Support Vector Machine (SVM) were developed to detect this type of fraud.   The classification uses nine selected features of data extracted from Customer Database Record.  The performance of ANN is compared with SVM to find which model gives the best performance. From the experiments, it is found that SVM model gives higher accuracy compared to ANN by giving the classification accuracy of 99.06% compared with ANN model, 98.71% accuracy. Besides, better accuracy performance, SVM also requires less computational time compared to ANN since it takes lesser amount of time in model building and training.


Author(s):  
S. Vijaya Rani ◽  
G. N. K. Suresh Babu

The illegal hackers  penetrate the servers and networks of corporate and financial institutions to gain money and extract vital information. The hacking varies from one computing system to many system. They gain access by sending malicious packets in the network through virus, worms, Trojan horses etc. The hackers scan a network through various tools and collect information of network and host. Hence it is very much essential to detect the attacks as they enter into a network. The methods  available for intrusion detection are Naive Bayes, Decision tree, Support Vector Machine, K-Nearest Neighbor, Artificial Neural Networks. A neural network consists of processing units in complex manner and able to store information and make it functional for use. It acts like human brain and takes knowledge from the environment through training and learning process. Many algorithms are available for learning process This work carry out research on analysis of malicious packets and predicting the error rate in detection of injured packets through artificial neural network algorithms.


2020 ◽  
pp. 002029402096482
Author(s):  
Sulaiman Khan ◽  
Abdul Hafeez ◽  
Hazrat Ali ◽  
Shah Nazir ◽  
Anwar Hussain

This paper presents an efficient OCR system for the recognition of offline Pashto isolated characters. The lack of an appropriate dataset makes it challenging to match against a reference and perform recognition. This research work addresses this problem by developing a medium-size database that comprises 4488 samples of handwritten Pashto character; that can be further used for experimental purposes. In the proposed OCR system the recognition task is performed using convolution neural network. The performance analysis of the proposed OCR system is validated by comparing its results with artificial neural network and support vector machine based on zoning feature extraction technique. The results of the proposed experiments shows an accuracy of 56% for the support vector machine, 78% for artificial neural network, and 80.7% for the proposed OCR system. The high recognition rate shows that the OCR system based on convolution neural network performs best among the used techniques.


2021 ◽  
Vol 2021 ◽  
pp. 1-20
Author(s):  
Tuan Vu Dinh ◽  
Hieu Nguyen ◽  
Xuan-Linh Tran ◽  
Nhat-Duc Hoang

Soil erosion induced by rainfall is a critical problem in many regions in the world, particularly in tropical areas where the annual rainfall amount often exceeds 2000 mm. Predicting soil erosion is a challenging task, subjecting to variation of soil characteristics, slope, vegetation cover, land management, and weather condition. Conventional models based on the mechanism of soil erosion processes generally provide good results but are time-consuming due to calibration and validation. The goal of this study is to develop a machine learning model based on support vector machine (SVM) for soil erosion prediction. The SVM serves as the main prediction machinery establishing a nonlinear function that maps considered influencing factors to accurate predictions. In addition, in order to improve the accuracy of the model, the history-based adaptive differential evolution with linear population size reduction and population-wide inertia term (L-SHADE-PWI) is employed to find an optimal set of parameters for SVM. Thus, the proposed method, named L-SHADE-PWI-SVM, is an integration of machine learning and metaheuristic optimization. For the purpose of training and testing the method, a dataset consisting of 236 samples of soil erosion in Northwest Vietnam is collected with 10 influencing factors. The training set includes 90% of the original dataset; the rest of the dataset is reserved for assessing the generalization capability of the model. The experimental results indicate that the newly developed L-SHADE-PWI-SVM method is a competitive soil erosion predictor with superior performance statistics. Most importantly, L-SHADE-PWI-SVM can achieve a high classification accuracy rate of 92%, which is much better than that of backpropagation artificial neural network (87%) and radial basis function artificial neural network (78%).


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