scholarly journals Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend

2016 ◽  
Vol 2016 ◽  
pp. 1-8 ◽  
Author(s):  
Montri Inthachot ◽  
Veera Boonjing ◽  
Sarun Intakosum
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Artificial Neural Network ◽  
Stock Price ◽  
Future Trend ◽  
Past Time ◽  
Hybrid Intelligence ◽  
Artificial Neural ◽  
Input Variables ◽  
Artificial Neural Network Ann

This study investigated the use of Artificial Neural Network (ANN) and Genetic Algorithm (GA) for prediction of Thailand’s SET50 index trend. ANN is a widely accepted machine learning method that uses past data to predict future trend, while GA is an algorithm that can find better subsets of input variables for importing into ANN, hence enabling more accurate prediction by its efficient feature selection. The imported data were chosen technical indicators highly regarded by stock analysts, each represented by 4 input variables that were based on past time spans of 4 different lengths: 3-, 5-, 10-, and 15-day spans before the day of prediction. This import undertaking generated a big set of diverse input variables with an exponentially higher number of possible subsets that GA culled down to a manageable number of more effective ones. SET50 index data of the past 6 years, from 2009 to 2014, were used to evaluate this hybrid intelligence prediction accuracy, and the hybrid’s prediction results were found to be more accurate than those made by a method using only one input variable for one fixed length of past time span.

Modeling of lime production process using artificial neural network

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Abolghasem Daeichian ◽  
Rana Shahramfar ◽  
Elham Heidari
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Production Process ◽  
High Energy ◽  
Ann Model ◽  
Artificial Neural ◽  
Rotary Kilns ◽  
Input Variables ◽  
Artificial Neural Network Ann ◽  
Lime Production

Abstract Lime is a significant material in many industrial processes, including steelmaking by blast furnace. Lime production through rotary kilns is a standard method in industries, yet it has depreciation, high energy consumption, and environmental pollution. A model of the lime production process can help to not only increase our knowledge and awareness but also can help reduce its disadvantages. This paper presents a black-box model by Artificial Neural Network (ANN) for the lime production process considering pre-heater, rotary kiln, and cooler parameters. To this end, actual data are collected from Zobahan Isfahan Steel Company, Iran, which consists of 746 data obtained in a duration of one year. The proposed model considers 23 input variables, predicting the amount of produced lime as an output variable. The ANN parameters such as number of hidden layers, number of neurons in each layer, activation functions, and training algorithm are optimized. Then, the sensitivity of the optimum model to the input variables is investigated. Top-three input variables are selected on the basis of one-group sensitivity analysis and their interactions are studied. Finally, an ANN model is developed considering the top-three most effective input variables. The mean square error of the proposed models with 23 and 3 inputs are equal to 0.000693 and 0.004061, respectively, which shows a high prediction capability of the two proposed models.

Development of a Hybrid Artificial Neural Network and Genetic Algorithm Model for Regime Identification of Slurry Transport in Pipelines

2009 ◽  
Vol 4 (1) ◽  
Author(s):  
Sandip K Lahiri ◽  
Kartik Chandra Ghanta
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Artificial Neural Network ◽  
Operating Conditions ◽  
Misclassification Error ◽  
Wide Range ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
Pipeline Design ◽  
Hybrid Artificial Neural Network

Four distinct regimes were found existent (namely sliding bed, saltation, heterogeneous suspension and homogeneous suspension) in slurry flow in pipeline depending upon the average velocity of flow. In the literature, few numbers of correlations has been proposed for identification of these regimes in slurry pipelines. Regime identification is important for slurry pipeline design as they are the prerequisite to apply different pressure drop correlation in different regime. However, available correlations fail to predict the regime over a wide range of conditions. Based on a databank of around 800 measurements collected from the open literature, a method has been proposed to identify the regime using artificial neural network (ANN) modeling. The method incorporates hybrid artificial neural network and genetic algorithm technique (ANN-GA) for efficient tuning of ANN meta parameters. Statistical analysis showed that the proposed method has an average misclassification error of 0.03%. A comparison with selected correlations in the literature showed that the developed ANN-GA method noticeably improved prediction of regime over a wide range of operating conditions, physical properties, and pipe diameters.

scholarly journals Modeling the concentration of carbonyl of ethylene propylene diene monomer during the thermal aging using artificial neural network

2021 ◽  
Vol 03 (01) ◽  
pp. 45-52
Author(s):  
Hadjira Maouz ◽  
◽  
Asma Adda ◽  
Salah Hanini ◽  
◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Thermal Aging ◽  
Training Data ◽  
Ethylene Propylene Diene Monomer ◽  
Ann Model ◽  
Ethylene Propylene ◽  
Artificial Neural ◽  
Input Variables ◽  
Artificial Neural Network Ann

The concentration of carbonyl is one of the most important properties contributing to the detection of the thermal aging of polymer ethylene propylene diene monomer (EPDM). In this publication, an artificial neural network (ANN) model was developed to predict concentration of carbenyl during the thermal aging of EPDM using a database consisting of seven input variables. The best fitting training data was obtained with the architecture of (7 inputs neurons, 10 hidden neurons and 1 output neuron). A Levenberg Marquardt learning (LM) algorithm, hyperbolic tangent transfer function were used at the hidden and output layer respectively. The optimal ANN was obtained with a high correlation coefficient R= 0.995 and a very low root mean square error RMSE = 0.0148 mol/l during the generalization phase. The comparison between the experimental and calculated results show that the ANN model is able of predicted the concentration of carbonyl during the thermal aging of ethylene propylene diene monomer

A Genetic Algorithm-Artificial Neural Network Method for the Prediction of Longitudinal Dispersion Coefficient in Rivers

2011 ◽  
pp. 358-374
Author(s):  
Jianhua Yang ◽  
Evor L. Hines ◽  
Ian Guymer ◽  
Daciana D. Iliescu ◽  
Mark S. Leeson ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Dispersion Coefficient ◽  
Longitudinal Dispersion ◽  
Longitudinal Dispersion Coefficient ◽  
Artificial Neural ◽  
Input Variables ◽  
Training Examples ◽  
Artificial Neural Network Ann ◽  
Trained Neural Network

In this chapter a novel method, the Genetic Neural Mathematical Method (GNMM), for the prediction of longitudinal dispersion coefficient is presented. This hybrid method utilizes Genetic Algorithms (GAs) to identify variables that are being input into a Multi-Layer Perceptron (MLP) Artificial Neural Network (ANN), which simplifies the neural network structure and makes the training process more efficient. Once input variables are determined, GNMM processes the data using an MLP with the back-propagation algorithm. The MLP is presented with a series of training examples and the internal weights are adjusted in an attempt to model the input/output relationship. GNMM is able to extract regression rules from the trained neural network. The effectiveness of GNMM is demonstrated by means of case study data, which has previously been explored by other authors using various methods. By comparing the results generated by GNMM to those presented in the literature, the effectiveness of this methodology is demonstrated.

A Prescriptive Stock Market Investment Strategy for the Restaurant Industry using an Artificial Neural Network Methodology

2020 ◽  
pp. 217-237
Author(s):  
Gary R. Weckman ◽  
Ronald W. Dravenstott ◽  
William A. Young II ◽  
Ehsan Ardjmand ◽  
David F. Millie ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Price ◽  
Investment Strategy ◽  
Restaurant Industry ◽  
Housing Crisis ◽  
Classic Problem ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
Stock Market Investment

Stock price forecasting is a classic problem facing analysts. Forecasting models have been developed for predicting individual stocks and stock indices around the world and in numerous industries. According to a literature review, these models have yet to be applied to the restaurant industry. Strategies for forecasting typically include fundamental and technical variables. In this research, fundamental and technical inputs were combined into an artificial neural network (ANN) stock prediction model for the restaurant industry. Models were designed to forecast 1 week, 4 weeks, and 13 weeks into the future. The model performed better than the benchmark methods, which included, an analyst prediction, multiple linear regression, trading, and Buy and Hold trading strategies. The prediction accuracy of the ANN methodology presented reached accuracy performance measures as high as 60%. The model also shown resiliency over the housing crisis in 2008.

A Prescriptive Stock Market Investment Strategy for the Restaurant Industry using an Artificial Neural Network Methodology

2016 ◽  
Vol 3 (1) ◽  
pp. 1-21 ◽  
Author(s):  
Gary R. Weckman ◽  
Ronald W. Dravenstott ◽  
William A Young II ◽  
Ehsan Ardjmand ◽  
David F. Millie ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Price ◽  
Investment Strategy ◽  
Restaurant Industry ◽  
Housing Crisis ◽  
Classic Problem ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
Stock Market Investment

Stock price forecasting is a classic problem facing analysts. Forecasting models have been developed for predicting individual stocks and stock indices around the world and in numerous industries. According to a literature review, these models have yet to be applied to the restaurant industry. Strategies for forecasting typically include fundamental and technical variables. In this research, fundamental and technical inputs were combined into an artificial neural network (ANN) stock prediction model for the restaurant industry. Models were designed to forecast 1 week, 4 weeks, and 13 weeks into the future. The model performed better than the benchmark methods, which included, an analyst prediction, multiple linear regression, trading, and Buy and Hold trading strategies. The prediction accuracy of the ANN methodology presented reached accuracy performance measures as high as 60%. The model also shown resiliency over the housing crisis in 2008.

Optimization Waiting Time at Berthing Area of Port Container Terminal with Hybrid Genetic Algorithm (GA) and Artificial Neural Network (ANN)

2014 ◽  
Vol 902 ◽  
pp. 431-436 ◽  
Author(s):  
A. Shahpanah ◽  
S. Poursafary ◽  
S. Shariatmadari ◽  
A. Gholamkhasi ◽  
S.M. Zahraee
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Artificial Neural Network ◽  
Waiting Time ◽  
Container Terminal ◽  
Hybrid Approach ◽  
Simulation Software ◽  
Optimum Number ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

A queuing network model related to arrival, departure and berthing process of ships at port container terminal is presented in this paper. The important datas collected from PTP port container terminal located at Malaysia. Based on the case study the model was built with using Arena 13.5 simulation software. Especially this study proposes a hybrid approach consisting of Genetic algorithm (GA), Artificial Neural Network (ANN) to find the the optimum number of equipments at berthing area of port container terminal. The input data that used in ANN obtained from Arena results. The main goal of this study is reduced waiting time of each ship at port container terminal, and Based on the result the optimum waiting time 50 will be achieved.

scholarly journals Predicting the Required Volume Need for Architectural Work Using Artificial Neural Networks in Hospital Buildings

2019 ◽  
Vol 5 (1) ◽  
pp. 83
Author(s):  
Aulia Yudha Prathama
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Estimation Accuracy ◽  
Construction Design ◽  
Work Volume ◽  
Building Area ◽  
Artificial Neural ◽  
Input Variables ◽  
Artificial Neural Network Ann ◽  
Hidden Layer

Decision-making in construction design has an important role. The need for estimation tools of planning and project management aspects needs to develop. This paper discussed the benefits of artificial neural network methodology to overcome the problem of estimated the needs of the volume of wall paired, ceiling worked pairing, and ceramic floor pairing for architectural work at the designed stage of the building. The average architecture cost of state building is 29%-51% of total construction value. Data from 15 projects was used for being trained and tested by Artificial Neural Network (ANN) methods with 5 design input variables. The ANN helped to estimate the value of volume requirement on the architectural working of Pratama Hospital building project in remote areas of Indonesia. Those input variables include building area, average column span distance, the height of the building, the shape of the building, and a number of inpatient rooms. From ANN simulation, the best empirical equation of P2V5 modeling was used to predict the need of hospital architecture work volume at conceptual stage with best ANN structure 5-9-3 (5 input variables, 1 hidden layer with 9 neurons and 3 output) with result of estimation accuracy a maximum of 96.40% was reached.

scholarly journals Dissolved oxygen modelling using artificial neural network: a case of River Nzoia, Lake Victoria basin, Kenya

2016 ◽  
Vol 2 (1) ◽  
Author(s):  
Kanda Edwin Kimutai ◽  
Kipkorir Emmanuel Chessum ◽  
Kosgei Job Rotich
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Dissolved Oxygen ◽  
Network Architecture ◽  
Lake Victoria ◽  
Agricultural Runoff ◽  
Lake Victoria Basin ◽  
Artificial Neural ◽  
Input Variables ◽  
Artificial Neural Network Ann

River Nzoia in Kenya, due to its role in transporting industrial and municipal wastes in addition to agricultural runoff to Lake Victoria, is vulnerable to pollution. Dissolved oxygen is one of the most important indicators of water pollution. Artificial neural network (ANN) has gained popularity in water quality forecasting. This study aimed at assessing the ability of ANN to predict dissolved oxygen using four input variables of temperature, turbidity, pH and electrical conductivity. Multilayer perceptron network architecture was used in this study. The data consisted of 113 monthly values for the input variables and output variable from 2009–2013 which were split into training and testing datasets. The results obtained during training and testing were satisfactory with R2 varying from 0.79 to 0.94 and RMSE values ranging from 0.34 to 0.64 mg/l which imply that ANN can be used as a monitoring tool in the prediction of dissolved oxygen for River Nzoia considering the non-correlational relationship of the input and output variables. The dissolved oxygen values follow seasonal trend with low values during dry periods.

scholarly journals Mitigating Economic Denial of Sustainability (EDoS) in Cloud Environment using Genetic Algorithm and Artificial Neural Network

2019 ◽  
Vol 8 (10) ◽  
pp. 3415-3421
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Artificial Neural Network ◽  
Virtual Machines ◽  
Fitness Function ◽  
Medium Size ◽  
Cloud Environment ◽  
Edos Attacks ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

Economic Denial of Sustainability (EDoS) is a latest threat in the cloud environment in which EDoS attackers continually request huge number of resources that includes virtual machines, virtual security devices, virtual networking devices, databases and so on to slowly exploit illegal traffic to trigger cloud-based scaling capabilities. As a result, the targeted cloud ends with a consumer bill that could lead to bankruptcy. This paper proposes an intelligent reactive approach that utilizes Genetic Algorithm and Artificial Neural Network (GANN) for classification of cloud server consumer to minimize the effect of EDoS attacks and will be beneficial to small and medium size organizations. EDoS attack encounters the illegal traffic so the work is progressed into two phases: Artificial Neural Network (ANN) is used to determine affected path and to detect suspected service provider out of the detected affected route which further consist of training and testing phase. The properties of every server are optimized by using an appropriate fitness function of Genetic Algorithm (GA) based on energy consumption of server. ANN considered these properties to train the system to distinguish between the genuine overwhelmed server and EDoS attack affected server. The experimental results show that the proposed Genetic and Artificial Neural Network (GANN) algorithm performs better compared to existing Fuzzy Entropy and Lion Neural Learner (FLNL) technique with values of precision, recall and f-measure are increased by 3.37%, 10.26% and 6.93% respectively.

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