scholarly journals A Quick Gbest Guided Artificial Bee Colony Algorithm for Stock Market Prices Prediction

Symmetry ◽  
2018 ◽  
Vol 10 (7) ◽  
pp. 292 ◽  
Author(s):  
Habib Shah ◽  
Nasser Tairan ◽  
Harish Garg ◽  
Rozaida Ghazali
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Artificial Bee Colony ◽  
Learning Algorithm ◽  
Hybrid Technique ◽  
Market Prices ◽  
Market Values ◽  
Bee Colony ◽  
Global Issue ◽  
Investment Advisor

The objective of this work is to present a Quick Gbest Guided artificial bee colony (ABC) learning algorithm to train the feedforward neural network (QGGABC-FFNN) model for the prediction of the trends in the stock markets. As it is quite important to know that nowadays, stock market prediction of trends is a significant financial global issue. The scientists, finance administration, companies, and leadership of a given country struggle towards developing a strong financial position. Several technical, industrial, fundamental, scientific, and statistical tools have been proposed and used with varying results. Still, predicting an exact or near-to-exact trend of the Stock Market values behavior is an open problem. In this respect, in the present manuscript, we propose an algorithm based on ABC to minimize the error in the trend and actual values by using the hybrid technique based on neural network and artificial intelligence. The presented approach has been verified and tested to predict the accurate trend of Saudi Stock Market (SSM) values. The proposed QGGABC-ANN based on bio-inspired learning algorithm with its high degree of accuracy could be used as an investment advisor for the investors and traders in the future of SSM. The proposed approach is based mainly on SSM historical data covering a large span of time. From the simulation findings, the proposed QGGABC-FFNN outperformed compared with other typical computational algorithms for prediction of SSM values.

scholarly journals PENERAPAN ARTIFICIAL NEURAL NETWORK DENGAN OPTIMASI MODIFIED ARTIFICIAL BEE COLONY UNTUK MERAMALKAN HARGA BITCOIN TERHADAP RUPIAH

2020 ◽  
Vol 9 (2) ◽  
pp. 135-142
Author(s):  
Di Mokhammad Hakim Ilmawan ◽  
Budi Warsito ◽  
Sugito Sugito
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Artificial Bee Colony ◽  
Time Series Data ◽  
Learning Algorithm ◽  
Series Data ◽  
Future Period ◽  
Bee Colony ◽  
Artificial Neural ◽  
Digital Assets

Bitcoin is one of digital assets that can be used to make a profit. One of the ways to use Bitcoin profitly is to trade Bitcoin. At trade activities, decisions making whether to buy or not are very crucial. If we can predict the price of Bitcoin in the future period, we can make a decisions whether to buy Bitcoin or not. Artificial Neural Network can be used to predict Bitcoin price data which is time series data. There are many learning algorithm in Artificial Neural Network, Modified Artificial Bee Colony is one of optimization algorithm that used to solve the optimal weight of Artificial Neural Network. In this study, the Bitcoin exchage rate against Rupiah starting September 1, 2017 to January 4, 2019 are used. Based on the training results obtained that MAPE value is 3,12% and the testing results obtained that MAPE value is 2,02%. This represent that the prediction results from Artificial Neural Network optimized by Modified Artificial Bee Colony algorithm are quite accurate because of small MAPE value.

Share Market Data Prediction Strategies using Deep Learning Algorithm

2019 ◽  
Vol 13 ◽  
Author(s):  
A John. ◽  
D. Praveen Dominic ◽  
M. Adimoolam ◽  
N. M. Balamurugan
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Stock Market ◽  
Predictive Analytics ◽  
Learning Algorithm ◽  
Market Price ◽  
Stochastic Gradient ◽  
Stochastic Gradient Descent ◽  
Mining Machine ◽  
Gradient Descent Algorithm

Background:: Predictive analytics has a multiplicity of statistical schemes from predictive modelling, data mining, machine learning. It scrutinizes present and chronological data to make predictions about expectations or if not unexplained measures. Most predictive models are used for business analytics to overcome loses and profit gaining. Predictive analytics is used to exploit the pattern in old and historical data. Objective: People used to follow some strategies for predicting stock value to invest in the more profit-gaining stocks and those strategies to search the stock market prices which are incorporated in some intelligent methods and tools. Such strategies will increase the investor’s profits and also minimize their risks. So prediction plays a vital role in stock market gaining and is also a very intricate and challenging process. Method: The proposed optimized strategies are the Deep Neural Network with Stochastic Gradient for stock prediction. The Neural Network is trained using Back-propagation neural networks algorithm and stochastic gradient descent algorithm as optimal strategies. Results: The experiment is conducted for stock market price prediction using python language with the visual package. In this experiment RELIANCE.NS, TATAMOTORS.NS, and TATAGLOBAL.NS dataset are taken as input dataset and it is downloaded from National Stock Exchange site. The artificial neural network component including Deep Learning model is most effective for more than 100,000 data points to train this model. This proposed model is developed on daily prices of stock market price to understand how to build model with better performance than existing national exchange method.

Precision Power System Harmonic Analysis Algorithm Based on ABC-BPNN

2013 ◽  
Vol 483 ◽  
pp. 630-634
Author(s):  
Shu Chuan Gan ◽  
Ling Tang ◽  
Li Cao ◽  
Ying Gao Yue
Keyword(s):  
Neural Network ◽  
Power System ◽  
Harmonic Analysis ◽  
Bp Neural Network ◽  
Artificial Bee Colony Algorithm ◽  
Artificial Bee Colony ◽  
Optimal Solution ◽  
Bee Colony ◽  
Network Algorithm ◽  
Neural Network Algorithm

An algorithm of artificial colony algorithm to optimize the BP neural network algorithm was presented and used to analyze the harmonics of power system. The artificial bee colony algorithm global searching ability, convergence speed for the BP neural network algorithm for harmonic analysis is easy to fall into local optimal solution of the disadvantages, and the initial weights of the artificial bee colony algorithm also greatly enhance whole algorithm model generalization capability. This algorithm using MATLAB for Artificial bee colony algorithm and BP neural network algorithm simulation training toolbox found using artificial bee colony algorithm to optimize BP neural network algorithm converges faster results with greater accuracy, with better harmonic analysis results.

Optimization Artificial Neural Network Using Artificial Bee Colony in Letter Recognition Classification

2020 ◽  
Vol 8 (4) ◽  
pp. 469
Author(s):  
I Gusti Ngurah Alit Indrawan ◽  
I Made Widiartha
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Networks ◽  
Classification Accuracy ◽  
Artificial Bee Colony Algorithm ◽  
Artificial Bee Colony ◽  
Letter Recognition ◽  
Bee Colony ◽  
Artificial Neural ◽  
Hidden Layer

Artificial Neural Networks or commonly abbreviated as ANN is one branch of science from the field of artificial intelligence which is often used to solve various problems in fields that involve grouping and pattern recognition. This research aims to classify Letter Recognition datasets using Artificial Neural Networks which are weighted optimally using the Artificial Bee Colony algorithm. The best classification accuracy results from this study were 92.85% using a combination of 4 hidden layers with each hidden layer containing 10 neurons.

Functional Link Neural Network with Modified Artificial Bee Colony for Data Classification

2017 ◽  
Vol 13 (3) ◽  
pp. 1-14 ◽  
Author(s):  
Tutut Herawan ◽  
Yana Mazwin Mohmad Hassim ◽  
Rozaida Ghazali
Keyword(s):  
Neural Network ◽  
Network Architecture ◽  
Artificial Bee Colony ◽  
Classification Problem ◽  
Functional Link ◽  
Abc Algorithm ◽  
Bee Colony ◽  
Learning Scheme ◽  
Feed Forward Network ◽  
Functional Link Neural Network

Functional Link Neural Network (FLNN) has emerged as an important tool for solving non-linear classification problem and has been successfully applied in many engineering and scientific problems. The FLNN structure is much more modest than ordinary feed forward network like the Multilayer Perceptron (MLP) due to its flat network architecture which employs less tuneable weights for training. However, the standard Backpropagation (BP) learning uses for FLNN training prone to get trap in local minima which affect the FLNN classification performance. To recover the BP-learning drawback, this paper proposes an Artificial Bee Colony (ABC) optimization with modification on bee foraging behaviour (mABC) as an alternative learning scheme for FLNN. This is motivated by good exploration and exploitation capabilities of searching optimal weight parameters exhibit by ABC algorithm. The result of the classification accuracy made by FLNN with mABC (FLNN-mABC) is compared with the original FLNN architecture with standard Backpropagation (BP) (FLNN-BP) and standard ABC algorithm (FLNN-ABC). The FLNN-mABC algorithm provides better learning scheme for the FLNN network with average overall improvement of 4.29% as compared to FLNN-BP and FLNN-ABC.

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