A Comparison of Different Hybrid ARIMA - Neural Network Models for Stock Index Return Forecasting and Trading Strategy

2007 ◽  
Author(s):  
Manish Kumar ◽  
Thenmozhi M.
Keyword(s):  
Neural Network ◽  
Network Models ◽  
Trading Strategy ◽  
Stock Index ◽  
Neural Network Models

scholarly journals Forecasting stock index based on hybrid artificial neural network models

2019 ◽  
Vol 3 (1) ◽  
pp. 52-57
Author(s):  
Ta Quoc Bao ◽  
Le Nhat Tan ◽  
Le Thi Thanh An ◽  
Bui Thi Thien My
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Hybrid Model ◽  
Arima Model ◽  
Network Models ◽  
Stock Index ◽  
Ann Model ◽  
Neural Network Models ◽  
Artificial Neural

Forecasting stock index is a crucial financial problem which is recently received a lot of interests in the field of artificial intelligence. In this paper we are going to study some hybrid artificial neural network models. As main result, we show that hybrid models offer us effective tools to forecast stock index accurately. Within this study, we have analyzed the performance of classical models such as Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN) model and the Hybrid model, in connection with real data coming from Vietnam Index (VNINDEX). Based on some previous foreign data sets, for most of the complex time series, the novel hybrid models have a good performance comparing to individual models like ARIMA and ANN. Regarding Vietnamese stock market, our results also show that the Hybrid model gives much better forecasting accuracy compared with ARIMA and ANN models. Specifically, our results tell that the Hybrid combination model delivers smaller Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) than ARIMA and ANN models. The fitting curves demonstrate that the Hybrid model produces closer trend so better describing the actual data. Via our study with Vietnam Index, it is confirmed that the characteristics of ARIMA model are more suitable for linear time series while ANN model is good to work with nonlinear time series. The Hybrid model takes into account both of these features, so it could be employed in case of more generalized time series. As the financial market is increasingly complex, the time series corresponding to stock indexes naturally consist of linear and non-linear components. Because of these characteristic, the Hybrid ARIMA model with ANN produces better prediction and estimation than other traditional models.  

Method of complex copper-zinc ore typification using neural network models

2020 ◽  
Vol 5 ◽  
pp. 140-147 ◽  
Author(s):  
T.N. Aleksandrova ◽  
◽  
E.K. Ushakov ◽  
A.V. Orlova ◽  
◽  
...  
Keyword(s):  
Neural Network ◽  
Network Models ◽  
Neural Network Models ◽  
Copper Zinc ◽  
Complex Copper

Digital twin of equipment as a basis for the consumer in digital production

2020 ◽  
Keyword(s):  
Neural Network ◽  
Tool Wear ◽  
Chip Formation ◽  
Network Models ◽  
Machining Accuracy ◽  
Neural Network Models ◽  
Digital Twin ◽  
The Neural Network ◽  
Digital Production ◽  
Cyberphysical System

The neural network models series used in the development of an aggregated digital twin of equipment as a cyber-physical system are presented. The twins of machining accuracy, chip formation and tool wear are examined in detail. On their basis, systems for stabilization of the chip formation process during cutting and diagnose of the cutting too wear are developed. Keywords cyberphysical system; neural network model of equipment; big data, digital twin of the chip formation; digital twin of the tool wear; digital twin of nanostructured coating choice

scholarly journals Prediction of Stress in Power Transformer Winding Conductors Using Artificial Neural Networks: Hyperparameter Analysis

Energies ◽  
2021 ◽  
Vol 14 (14) ◽  
pp. 4242
Author(s):  
Fausto Valencia ◽  
Hugo Arcos ◽  
Franklin Quilumba
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Finite Element ◽  
Power Transformer ◽  
Network Models ◽  
Activation Function ◽  
Neural Network Models ◽  
Transformer Winding ◽  
Artificial Neural ◽  
Femm Software

The purpose of this research is the evaluation of artificial neural network models in the prediction of stresses in a 400 MVA power transformer winding conductor caused by the circulation of fault currents. The models were compared considering the training, validation, and test data errors’ behavior. Different combinations of hyperparameters were analyzed based on the variation of architectures, optimizers, and activation functions. The data for the process was created from finite element simulations performed in the FEMM software. The design of the Artificial Neural Network was performed using the Keras framework. As a result, a model with one hidden layer was the best suited architecture for the problem at hand, with the optimizer Adam and the activation function ReLU. The final Artificial Neural Network model predictions were compared with the Finite Element Method results, showing good agreement but with a much shorter solution time.

scholarly journals The Effectiveness of Ensemble-Neural Network Techniques to Predict Peak Uplift Resistance of Buried Pipes in Reinforced Sand

2021 ◽  
Vol 11 (3) ◽  
pp. 908
Author(s):  
Jie Zeng ◽  
Panagiotis G. Asteris ◽  
Anna P. Mamou ◽  
Ahmed Salih Mohammed ◽  
Emmanuil A. Golias ◽  
...  
Keyword(s):  
Neural Network ◽  
Numerical Models ◽  
Correlation Coefficients ◽  
Network Models ◽  
Small Scale ◽  
Offshore Platforms ◽  
Neural Network Models ◽  
Buried Pipes ◽  
Ensemble Techniques ◽  
Uplift Resistance

Buried pipes are extensively used for oil transportation from offshore platforms. Under unfavorable loading combinations, the pipe’s uplift resistance may be exceeded, which may result in excessive deformations and significant disruptions. This paper presents findings from a series of small-scale tests performed on pipes buried in geogrid-reinforced sands, with the measured peak uplift resistance being used to calibrate advanced numerical models employing neural networks. Multilayer perceptron (MLP) and Radial Basis Function (RBF) primary structure types have been used to train two neural network models, which were then further developed using bagging and boosting ensemble techniques. Correlation coefficients in excess of 0.954 between the measured and predicted peak uplift resistance have been achieved. The results show that the design of pipelines can be significantly improved using the proposed novel, reliable and robust soft computing models.

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