CVaR Prediction Model of the Investment Portfolio Based on the Convolutional Neural Network Facilitates the Risk Management of the Financial Market

In summary, firstly, a method for establishing a portfolio model is proposed based on the risk management theory of the financial market. Then, a prediction model for CVaR is established based on the convolutional neural network, and the improved particle swarm algorithm is employed to solve the model. The actual data analysis is implemented to prove the feasibility of CVaR prediction model based on deep learning and particle swarm optimization algorithm in financial market risk management. The test results show that the investment portfolio CVaR prediction model based on the convolutional neural network can obtain the optimal solution in the 18th generation at the fastest after using the improved particle swarm algorithm, which is more effective than the traditional algorithm. The CVaR prediction model of the investment portfolio based on the convolutional neural network facilitates the risk management of the financial market.

Intelligent approach of score-based artificial fish swarm algorithm (SAFSA) for Parkinson's disease diagnosis

PurposeConventional diagnostic techniques, on the other hand, may be prone to subjectivity since they depend on assessment of motions that are often subtle to individual eyes and hence hard to classify, potentially resulting in misdiagnosis. Meanwhile, early nonmotor signs of Parkinson’s disease (PD) can be mild and may be due to variety of other conditions. As a result, these signs are usually ignored, making early PD diagnosis difficult. Machine learning approaches for PD classification and healthy controls or individuals with similar medical symptoms have been introduced to solve these problems and to enhance the diagnostic and assessment processes of PD (like, movement disorders or other Parkinsonian syndromes).Design/methodology/approachMedical observations and evaluation of medical symptoms, including characterization of a wide range of motor indications, are commonly used to diagnose PD. The quantity of the data being processed has grown in the last five years; feature selection has become a prerequisite before any classification. This study introduces a feature selection method based on the score-based artificial fish swarm algorithm (SAFSA) to overcome this issue.FindingsThis study adds to the accuracy of PD identification by reducing the amount of chosen vocal features while to use the most recent and largest publicly accessible database. Feature subset selection in PD detection techniques starts by eliminating features that are not relevant or redundant. According to a few objective functions, features subset chosen should provide the best performance.Research limitations/implicationsIn many situations, this is an Nondeterministic Polynomial Time (NP-Hard) issue. This method enhances the PD detection rate by selecting the most essential features from the database. To begin, the data set's dimensionality is reduced using Singular Value Decomposition dimensionality technique. Next, Biogeography-Based Optimization (BBO) for feature selection; the weight value is a vital parameter for finding the best features in PD classification.Originality/valuePD classification is done by using ensemble learning classification approaches such as hybrid classifier of fuzzy K-nearest neighbor, kernel support vector machines, fuzzy convolutional neural network and random forest. The suggested classifiers are trained using data from UCI ML repository, and their results are verified using leave-one-person-out cross validation. The measures employed to assess the classifier efficiency include accuracy, F-measure, Matthews correlation coefficient.

Path planning and smoothing of mobile robot based on improved artificial fish swarm algorithm

An algorithm that integrates the improved artificial fish swarm algorithm with continuous segmented Bézier curves is proposed, aiming at the path planning and smoothing of mobile robots. On the one hand, to overcome the low accuracy problems, more inflection points and relatively long planning paths in the traditional artificial fish swarm algorithm for path planning, feasible solutions and a range of step sizes are introduced based on Dijkstra's algorithm. To solve the problems of poor convergence and degradation that hinder the algorithm's ability to find the best in the later stage, a dynamic feedback horizon and an adaptive step size are introduced. On the other hand, to ensure that the planned paths are continuous in both orientation and curvature, the Bessel curve theory is introduced to smooth the planned paths. This is demonstrated through a simulation that shows the improved artificial fish swarm algorithm achieving 100% planning accuracy, while ensuring the shortest average path in the same grid environment. Additionally, the smoothed path is continuous in both orientation and curvature, which satisfies the kinematic characteristics of the mobile robot.

Crack detection of concrete structures using deep convolutional neural networks optimized by enhanced chicken swarm algorithm

With the rapid increase of ageing infrastructures worldwide, effective and robust inspection techniques are highly demanding to evaluate structural conditions and residual lifetime. The damages on structural surfaces, for example, spalling, crack, rebar buckling and exposure, are important indicators to assess the structural condition. In fact, several state-of-the-art automated inspection techniques using these indicators have been developed to reduce human-conducted onsite inspection activities. However, the efficiency of these techniques is still required to be improved in terms of accuracy and computational cost. In this study, a vision-based crack diagnosis method is developed using deep convolutional neural network (DCNN) and enhanced chicken swarm algorithm (ECSA). A DCNN model is designed with a deep architecture, consisting of six convolutional layers, two pooling layers and three fully connected layers. To enhance the generalisation capacity of trained model, ECSA is introduced to optimize meta-parameters of the DCNN model. The model is trained and tested using image patches cropped from raw images obtained from damaged concrete samples. Finally, a comparative study on different crack detection techniques is conducted to evaluate performance of the proposed method via a group of statistical evaluation indicators.

Optimal Control of Hybrid Energy Storage System of New Energy Power Generation System Based on Improved Particle Swarm Algorithm

In order to ensure the stability and reliability of power supply and realize day and night power generation, wind and solar complementary power generation systems are built in areas with abundant solar and wind energy resources. However, the system investment cost is too high. Because of this, there are wind, light intermittent, and non-intermittent power generation systems. For issues such as stability, an energy storage system needs to be configured to stabilize power fluctuations. This paper aims to study the optimization control of hybrid energy storage system of new energy power generation system based on improved particle swarm algorithm. In this paper, the application of particle swarm algorithm to power system reactive power optimization has been researched in two aspects. Through optimization methods, reasonable adjustment of control variables, full use of equipment resources of the power grid, to improve voltage quality and reduce system operation network to ensure the stability of the voltage system. In addition, this paper selects the IEEE30 node test system and simulation data analysis, takes the hybrid energy storage system as the optimization object, and optimizes the reactive power of the newly improved particle swarm algorithm. The experiments in this paper show that the improved algorithm has a good effect in reactive power optimization, increasing the performance of the hybrid energy storage system by 27.02%. MPSO algorithm is also better than basic PSO algorithm. It can be seen from the figure that in the PSO algorithm, the algorithm basically tends to be stable after more than 40 iterations, and finally the algorithm converges to 0.089.