Electrical. load forecasting using artificial neural network kohonen methode. Galang Jiwo Syeto / EEPIS-ITS ITS
|
|
- Norma Cross
- 5 years ago
- Views:
Transcription
1 Electrical load forecasting using artificial neural network kohonen methode Galang Jiwo Syeto / EEPIS-ITS ITS
2 INTRODUCTION Electricity can not be stored in a large scale, therefore this power must be provided when needed. As a result there is a problem in unfixed electrical power quota,, how to operate an electric power system that always able to meet the power demand at any time, in a good quality.
3 INTRODUCTION The first prerequisite should be implemented to achieve the goal,the electric company must knows the electrical load or power demand in the future. So that s s why we need, ELECTRICAL LOAD FORECASTING
4 Final project Objectives Build electrical load forecasting system more accurate in minimum average error Compare hybrid backpropagation kohonen and hybrid counterpropagation kohonen in electrical forecasting system
5 Problems How to determine algorithm using backpropagation with kohonen and counterpropagation with kohonen for electrical forecasting and get minimum error How to determine the number of hidden layer in backpropagation and counter propagation methode
6 Limitations Issue Used Artificial Neural Network especially backpropagation,counterpropagation and kohonen. Input data used is the electrical load data taken from PLN Company, Channeling and Load Management Center division for East Java and Bali between September,1 st 2005 until January,30 th 2006 Static input data in.txt file
7 System design (ANN Architecture) Hybrid methode backpropagation-kohonen kohonen 2 node in input layer,4 node in hidden layer,2 node in output layer (BP) 122 node in input layer and 122 node in output layer kohonen
8 System Design (General Method) First,we calculate mean and standard deviation each day Second,we calculate normalization profile each day Third, Get the prediction for the mean and standard deviation for next day Get the prediction
9 System design (ANN Architecture) Hybrid methode counterpropagation-kohonen 2 node in input layer,4 node in hidden layer,2 node in output layer (CP) 122 node in input layer and 122 node in output layer kohonen
10 System Design (Data) Data for this system was electrical load data taken from PLN Company, Channeling and Load Management Center division for East Java and Bali between September,1 st 2005 until January,30 th per hour in mega-watt units,total of the data are 3648 data
11 System Design (Data) PERIODE I NPUT PERIODE O UTPUT DATA TRAINING DATA TES
12 Implementation (BP initialization) Initial 3 weight randomize between 0 until 1 Initial Alpha for backpropagation Maximum error value Sigmoid function value (lambda) Initial Alpha for kohonen Epoch value for kohonen
13 Implementation (CP initialization) Initial 3 weight randomize between 0 until 1 Initial Learning Rate alpha and beta width neighbors controller Funct ction (k0), Number of counterpropagation Epoch Initial Alpha for kohonen Epoch value for kohonen
14 Implementation (data preprocessing) Normalization Mean and deviation standart
15 Implementation (data preprocessing) Normalization Profil
16 Implementation (NN Training) Backpropagation Counterpropagation Get the best weight for the mean and standar deviation forecasting
17 Implementation (Classification) Classify mean and deviation standart in 122 group classification Classify mean and deviation standart result of the forecasting Get the normalization profil index
18 Implementation (Postprocessing) Use euclidiance distance to get the nearest normalization profil index
19 Implementation (Forecasting Result) Get the forecasting result using
20 Implementation (Mean Square Error) To assess the performance of this forecasting system, we use MSE for getting error calculation MSE = (Actual i - Fitted i ) 2 /n
21 Testing and Analyzation Determine the number of neuron in hidden layer (backpropagation-kohonen) kohonen) Jumlah Neuron MSE Training 0, , , , , MSE Peramalan , , , , ,8643
22 Testing and Analyzation Determine the number of neuron in hidden layer (counterpropagation-kohonen) Jumlah Neuron MSE Training 0, , , , , MSE Peramalan , , , , ,1022
23 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen One next step forecasting metode CPNN-Kohonen BPNN-Kohonen MSE , ,4288
24 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen Five next step forecasting metode MSE CPNN-Kohonen BPNN-Kohonen , ,2535
25 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen Ten next step forecasting metode CPNN-Kohonen BPNN-Kohonen MSE , ,5660
26 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen Fifteen next step forecasting metode CPNN-Kohonen BPNN-Kohonen MSE , ,5583
27 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen Twenty next step forecasting metode CPNN-Kohonen BPNN-Kohonen MSE , ,9772
28 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen Twenty five next step forecasting metode CPNN-Kohonen BPNN-Kohonen MSE , ,8640
29 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen Thirty next step forecasting metode CPNN-Kohonen BPNN-Kohonen MSE , ,8463
30 Testing and Analyzation Compare forecasting value hybrid from backpropagation kohonen and counterpropagation kohonen mse BPNN-KOHONEN CPNN-KOHONEN tahap peramalan
31 Conclusion 1. Electrical load forecasting using hybrid backpropagation kohonen better than counterpropagation kohonen 2. Forecasting system that hybrid Counterpropagation Kohonen, at the training process,, if the number of neurons used in the hidden layer increase,give effect increasing the error in forecasting result. 3. Results of a small error when the training has not given effect produce a small error value at the end of the forecast. 4. For get the best result of forecasting depend on number of hidden layer that used when training process
Performance analysis of Neural Network Algorithms on Stock Market Forecasting
www.ijecs.in International Journal Of Engineering And Computer Science ISSN:2319-7242 Volume 3 Issue 9 September, 2014 Page No. 8347-8351 Performance analysis of Neural Network Algorithms on Stock Market
More informationSTOCK PRICE PREDICTION: KOHONEN VERSUS BACKPROPAGATION
STOCK PRICE PREDICTION: KOHONEN VERSUS BACKPROPAGATION Alexey Zorin Technical University of Riga Decision Support Systems Group 1 Kalkyu Street, Riga LV-1658, phone: 371-7089530, LATVIA E-mail: alex@rulv
More informationAn enhanced artificial neural network for stock price predications
An enhanced artificial neural network for stock price predications Jiaxin MA Silin HUANG School of Engineering, The Hong Kong University of Science and Technology, Hong Kong SAR S. H. KWOK HKUST Business
More informationPREDICTION OF CLOSING PRICES ON THE STOCK EXCHANGE WITH THE USE OF ARTIFICIAL NEURAL NETWORKS
Image Processing & Communication, vol. 17, no. 4, pp. 275-282 DOI: 10.2478/v10248-012-0056-5 275 PREDICTION OF CLOSING PRICES ON THE STOCK EXCHANGE WITH THE USE OF ARTIFICIAL NEURAL NETWORKS MICHAŁ PALUCH,
More informationInternational Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18, ISSN
Volume XII, Issue II, Feb. 18, www.ijcea.com ISSN 31-3469 AN INVESTIGATION OF FINANCIAL TIME SERIES PREDICTION USING BACK PROPAGATION NEURAL NETWORKS K. Jayanthi, Dr. K. Suresh 1 Department of Computer
More informationForecasting stock market prices
ICT Innovations 2010 Web Proceedings ISSN 1857-7288 107 Forecasting stock market prices Miroslav Janeski, Slobodan Kalajdziski Faculty of Electrical Engineering and Information Technologies, Skopje, Macedonia
More informationJournal of Internet Banking and Commerce
Journal of Internet Banking and Commerce An open access Internet journal (http://www.icommercecentral.com) Journal of Internet Banking and Commerce, December 2017, vol. 22, no. 3 STOCK PRICE PREDICTION
More informationBond Market Prediction using an Ensemble of Neural Networks
Bond Market Prediction using an Ensemble of Neural Networks Bhagya Parekh Naineel Shah Rushabh Mehta Harshil Shah ABSTRACT The characteristics of a successful financial forecasting system are the exploitation
More informationInternational Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18, ISSN
International Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18, www.ijcea.com ISSN 31-3469 AN INVESTIGATION OF FINANCIAL TIME SERIES PREDICTION USING BACK PROPAGATION NEURAL
More informationNeural Network Prediction of Stock Price Trend Based on RS with Entropy Discretization
2017 International Conference on Materials, Energy, Civil Engineering and Computer (MATECC 2017) Neural Network Prediction of Stock Price Trend Based on RS with Entropy Discretization Huang Haiqing1,a,
More informationDesign and implementation of artificial neural network system for stock market prediction (A case study of first bank of Nigeria PLC Shares)
International Journal of Advanced Engineering and Technology ISSN: 2456-7655 www.newengineeringjournal.com Volume 1; Issue 1; March 2017; Page No. 46-51 Design and implementation of artificial neural network
More informationLITERATURE REVIEW. can mimic the brain. A neural network consists of an interconnected nnected group of
10 CHAPTER 2 LITERATURE REVIEW 2.1 Artificial Neural Network Artificial neural network (ANN), usually ly called led Neural Network (NN), is an algorithm that was originally motivated ted by the goal of
More informationPredicting the stock price companies using artificial neural networks (ANN) method (Case Study: National Iranian Copper Industries Company)
ORIGINAL ARTICLE Received 2 February. 2016 Accepted 6 March. 2016 Vol. 5, Issue 2, 55-61, 2016 Academic Journal of Accounting and Economic Researches ISSN: 2333-0783 (Online) ISSN: 2375-7493 (Print) ajaer.worldofresearches.com
More informationAN ARTIFICIAL NEURAL NETWORK MODELING APPROACH TO PREDICT CRUDE OIL FUTURE. By Dr. PRASANT SARANGI Director (Research) ICSI-CCGRT, Navi Mumbai
AN ARTIFICIAL NEURAL NETWORK MODELING APPROACH TO PREDICT CRUDE OIL FUTURE By Dr. PRASANT SARANGI Director (Research) ICSI-CCGRT, Navi Mumbai AN ARTIFICIAL NEURAL NETWORK MODELING APPROACH TO PREDICT CRUDE
More informationForecasting Currency Exchange Rates via Feedforward Backpropagation Neural Network
Universal Journal of Mechanical Engineering 5(3): 77-86, 2017 DOI: 10.13189/ujme.2017.050302 http://www.hrpub.org Forecasting Currency Exchange Rates via Feedforward Backpropagation Neural Network Joseph
More informationKeywords Time series prediction, MSM30 prediction, Artificial Neural Networks, Single Layer Linear Counterpropagation network.
Muscat Securities Market Index (MSM30) Prediction Using Single Layer LInear Counterpropagation (SLLIC) Neural Network Louay A. Husseien Al-Nuaimy * Department of computer Science Oman College of Management
More informationDr. P. O. Asagba Computer Science Department, Faculty of Science, University of Port Harcourt, Port Harcourt, PMB 5323, Choba, Nigeria
PREDICTING THE NIGERIAN STOCK MARKET USING ARTIFICIAL NEURAL NETWORK S. Neenwi Computer Science Department, Rivers State Polytechnic, Bori, PMB 20, Rivers State, Nigeria. Dr. P. O. Asagba Computer Science
More informationStock Market Analysis Using Artificial Neural Network on Big Data
Available online www.ejaet.com European Journal of Advances in Engineering and Technology, 2016, 3(1): 26-33 Research Article ISSN: 2394-658X Stock Market Analysis Using Artificial Neural Network on Big
More informationStock Trading Following Stock Price Index Movement Classification Using Machine Learning Techniques
Stock Trading Following Stock Price Index Movement Classification Using Machine Learning Techniques 6.1 Introduction Trading in stock market is one of the most popular channels of financial investments.
More informationBased on BP Neural Network Stock Prediction
Based on BP Neural Network Stock Prediction Xiangwei Liu Foundation Department, PLA University of Foreign Languages Luoyang 471003, China Tel:86-158-2490-9625 E-mail: liuxwletter@163.com Xin Ma Foundation
More informationKeywords: artificial neural network, backpropagtion algorithm, derived parameter.
Volume 5, Issue 2, February 2015 ISSN: 2277 128X International Journal of Advanced Research in Computer Science and Software Engineering Research Paper Available online at: www.ijarcsse.com Stock Price
More informationInternational Journal of Computer Communication and Information System ( IJCCIS) Vol2. No1. ISSN: July Dec 2010
Skewness based Artificial Neural Network Model for Zone wise Classification of Cavitation Signals from Pressure Drop Devices of Prototype Fast Breeder Reactor Ramadevi.R 1, Sheela Rani.B 2, Prakash.V 3,
More informationGenetic Algorithm Based Backpropagation Neural Network Performs better than Backpropagation Neural Network in Stock Rates Prediction
162 Genetic Algorithm Based Backpropagation Neural Network Performs better than Backpropagation Neural Network in Stock Rates Prediction Asif Ullah Khan Asst. Prof. Dept. of Computer Sc. & Engg. All Saints
More informationDesign and Application of Artificial Neural Networks for Predicting the Values of Indexes on the Bulgarian Stock Market
Design and Application of Artificial Neural Networks for Predicting the Values of Indexes on the Bulgarian Stock Market Veselin L. Shahpazov Institute of Information and Communication Technologies, Bulgarian
More informationTwo kinds of neural networks, a feed forward multi layer Perceptron (MLP)[1,3] and an Elman recurrent network[5], are used to predict a company's
LITERATURE REVIEW 2. LITERATURE REVIEW Detecting trends of stock data is a decision support process. Although the Random Walk Theory claims that price changes are serially independent, traders and certain
More informationSTOCK MARKET TRENDS PREDICTION USING NEURAL NETWORK BASED HYBRID MODEL
International Journal of Computer Science Engineering and Information Technology Research (IJCSEITR) ISSN 2249-6831 Vol. 3, Issue 1, Mar 2013, 11-18 TJPRC Pvt. Ltd. STOCK MARKET TRENDS PREDICTION USING
More informationDepartment of Management, College of Management, Islamic Azad University of Qazvin, Qazvin, Iran
Asian Social Science; Vol. 12, No. 6; 2016 ISSN 1911-2017 E-ISSN 1911-2025 Published by Canadian Center of Science and Education The Investigation and Comparison of the Performance of Heuristic Methods
More informationKeywords: artificial neural network, backpropagtion algorithm, capital asset pricing model
Volume 5, Issue 11, November 2015 ISSN: 2277 128X International Journal of Advanced Research in Computer Science and Software Engineering Research Paper Available online at: www.ijarcsse.com Stock Price
More informationValencia. Keywords: Conditional volatility, backpropagation neural network, GARCH in Mean MSC 2000: 91G10, 91G70
Int. J. Complex Systems in Science vol. 2(1) (2012), pp. 21 26 Estimating returns and conditional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network Fernando
More informationEvaluate the Ability of Artificial Neural Network to Predict the Stock Price of Non-Metallic Mineral Products Industry in Tehran's Stock Exchange
Evaluate the Ability of Artificial Neural Network to Predict the Stock Price of Non-Metallic Mineral Products Industry in Tehran's Stock Exchange Mohammad Sarchami, Department of Accounting, College Of
More informationAn Intelligent Forex Monitoring System
An Intelligent Forex Monitoring System Ajith Abraham & Morshed U. Chowdhury" School of Computing and Information Technology Monash University (Gippsland Campus), Churchill, Victoria 3842, Australia http://ajith.softcomputing.net,
More informationApplications of Neural Networks in Stock Market Prediction
Applications of Neural Networks in Stock Market Prediction -An Approach Based Analysis Shiv Kumar Goel 1, Bindu Poovathingal 2, Neha Kumari 3 1Asst. Professor, Vivekanand Education Society Institute of
More informationStock Market Prediction using Artificial Neural Networks IME611 - Financial Engineering Indian Institute of Technology, Kanpur (208016), India
Stock Market Prediction using Artificial Neural Networks IME611 - Financial Engineering Indian Institute of Technology, Kanpur (208016), India Name Pallav Ranka (13457) Abstract Investors in stock market
More informationIran s Stock Market Prediction By Neural Networks and GA
Iran s Stock Market Prediction By Neural Networks and GA Mahmood Khatibi MS. in Control Engineering mahmood.khatibi@gmail.com Habib Rajabi Mashhadi Associate Professor h_mashhadi@ferdowsi.um.ac.ir Electrical
More informationZONE WISE ANALYSIS OF CAVITATION IN PRESSURE DROP DEVICES OF PROTOTYPE FAST BREEDER REACTOR BY KURTOSIS BASED RECURRENT NETWORK
ZONE WISE ANALYSIS OF CAVITATION IN PRESSURE DROP DEVICES OF PROTOTYPE FAST BREEDER REACTOR BY KURTOSIS BASED RECURRENT NETWORK RAMADEVI RATHINASABAPATHY, Head, Department of Electronics & Instrumentation,
More informationANN Robot Energy Modeling
IOSR Journal of Electrical and Electronics Engineering (IOSR-JEEE) e-issn: 2278-1676,p-ISSN: 2320-3331, Volume 11, Issue 4 Ver. III (Jul. Aug. 2016), PP 66-81 www.iosrjournals.org ANN Robot Energy Modeling
More informationBarapatre Omprakash et.al; International Journal of Advance Research, Ideas and Innovations in Technology
ISSN: 2454-132X Impact factor: 4.295 (Volume 4, Issue 2) Available online at: www.ijariit.com Stock Price Prediction using Artificial Neural Network Omprakash Barapatre omprakashbarapatre@bitraipur.ac.in
More informationInternational Journal of Research in Engineering Technology - Volume 2 Issue 5, July - August 2017
RESEARCH ARTICLE OPEN ACCESS The technical indicator Z-core as a forecasting input for neural networks in the Dutch stock market Gerardo Alfonso Department of automation and systems engineering, University
More informationProviding a Model to Predict Future Cash Flow Using Neural Networks on the Pharmaceutical and Chemical Industries of Tehran Stock Market
Providing a Model to Predict Future Cash Flow Using Neural Networks on the Pharmaceutical and Chemical Industries of Tehran Stock Market Mohammad Khakrah Kahnamouei (Corresponding author) Dept. of Accounting,
More informationThe Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index Soleh Ardiansyah 1, Mazlina Abdul Majid 2, JasniMohamad Zain 2 Faculty of Computer System and Software
More informationForecasting the Indonesian Government Securities Yield Curve using Neural Networks and Vector Autoregressive Model
Int. Statistical Inst.: Proc. 58th World Statistical Congress, 11, Dublin (Session CPS71) p.571 Forecasting the Indonesian Government Securities Yield Curve using Neural Networks and Vector Autoregressive
More informationArtificially Intelligent Forecasting of Stock Market Indexes
Artificially Intelligent Forecasting of Stock Market Indexes Loyola Marymount University Math 560 Final Paper 05-01 - 2018 Daniel McGrath Advisor: Dr. Benjamin Fitzpatrick Contents I. Introduction II.
More informationUsing artificial neural networks for forecasting per share earnings
African Journal of Business Management Vol. 6(11), pp. 4288-4294, 21 March, 2012 Available online at http://www.academicjournals.org/ajbm DOI: 10.5897/AJBM11.2811 ISSN 1993-8233 2012 Academic Journals
More informationKeywords: Average Returns, Standard Deviation, Fund Beta, Treynor, Sharpe, Jensen and Fama s Ratio, least square model, perception modeling
MULTILAYER PERCEPTION MODELING AND PERFORMANCE MEASURES: MUTUAL FUND PATTERNS ON FDI WITH SPECIAL REFERENCE TO INDIAN EQUITY FUNDS Jothi Basu T.* and Dr. Kavitha Shanmugam** Centre for Research and Development,
More informationREGRESSION, THEIL S AND MLP FORECASTING MODELS OF STOCK INDEX
International Journal of Computer Engineering and Technology (IJCET), ISSN 0976 6367(Print) ISSN 0976 6375(Online) Volume 1 Number 1, May - June (2010), pp. 82-91 IAEME, http://www.iaeme.com/ijcet.html
More informationRole of soft computing techniques in predicting stock market direction
REVIEWS Role of soft computing techniques in predicting stock market direction Panchal Amitkumar Mansukhbhai 1, Dr. Jayeshkumar Madhubhai Patel 2 1. Ph.D Research Scholar, Gujarat Technological University,
More informationForecasting Foreign Exchange Rate during Crisis - A Neural Network Approach
International Proceedings of Economics Development and Research IPEDR vol.86 (2016) (2016) IACSIT Press, Singapore Forecasting Foreign Exchange Rate during Crisis - A Neural Network Approach K. V. Bhanu
More informationStock Price Prediction using combination of LSTM Neural Networks, ARIMA and Sentiment Analysis
Stock Price Prediction using combination of LSTM Neural Networks, ARIMA and Sentiment Analysis Omkar S. Deorukhkar 1, Shrutika H. Lokhande 2, Vanishree R. Nayak 3, Amit A. Chougule 4 1,2,3Student, Department
More informationDECISION SCIENCES INSTITUTE Stock Trading Decisions Using Ensemble-based Forecasting Models
DECISION SCIENCES INSTITUTE Stock Trading Decisions Using Ensemble-based Forecasting Models Dhanya Jothimani Indian Institute of Technology Delhi, India Email: dhanyajothimani@gmail.com Ravi Shankar Indian
More informationPredicting Economic Recession using Data Mining Techniques
Predicting Economic Recession using Data Mining Techniques Authors Naveed Ahmed Kartheek Atluri Tapan Patwardhan Meghana Viswanath Predicting Economic Recession using Data Mining Techniques Page 1 Abstract
More informationAdaptive Neuro-Fuzzy Inference System for Mortgage Loan Risk Assessment
International Journal of Intelligent Information Systems 2016; 5(1): 17-24 Published online February 19, 2016 (http://www.sciencepublishinggroup.com/j/ijiis) doi: 10.11648/j.ijiis.20160501.13 ISSN: 2328-7675
More informationPredicting stock prices for large-cap technology companies
Predicting stock prices for large-cap technology companies 15 th December 2017 Ang Li (al171@stanford.edu) Abstract The goal of the project is to predict price changes in the future for a given stock.
More informationApplication of Deep Learning to Algorithmic Trading
Application of Deep Learning to Algorithmic Trading Guanting Chen [guanting] 1, Yatong Chen [yatong] 2, and Takahiro Fushimi [tfushimi] 3 1 Institute of Computational and Mathematical Engineering, Stanford
More informationPredicting Abnormal Stock Returns with a. Nonparametric Nonlinear Method
Predicting Abnormal Stock Returns with a Nonparametric Nonlinear Method Alan M. Safer California State University, Long Beach Department of Mathematics 1250 Bellflower Boulevard Long Beach, CA 90840-1001
More informationForeign Exchange Rate Forecasting using Levenberg- Marquardt Learning Algorithm
Indian Journal of Science and Technology, Vol 9(8), DOI: 10.17485/ijst/2016/v9i8/87904, February 2016 ISSN (Print) : 0974-6846 ISSN (Online) : 0974-5645 Foreign Exchange Rate Forecasting using Levenberg-
More informationGenetic Algorithms Overview and Examples
Genetic Algorithms Overview and Examples Cse634 DATA MINING Professor Anita Wasilewska Computer Science Department Stony Brook University 1 Genetic Algorithm Short Overview INITIALIZATION At the beginning
More informationBULLETIN OF MATHEMATICS AND STATISTICS RESEARCH
KY PUBLICATIONS BULLETIN OF MATHEMATICS AND STATISTICS RESEARCH A Peer Reviewed International Research Journal http://www.bomsr.com Email:editorbomsr@gmail.com RESEARCH ARTICLE PREDICTION OF GOLD PRICES
More informationAN INTENSE NIGERIAN STOCK EXCHANGE MARKET PREDICTION USING LOGISTIC WITH BACK-PROPAGATION ANN MODEL
AN INTENSE NIGERIAN STOCK EXCHANGE MARKET PREDICTION USING LOGISTIC WITH BACK-PROPAGATION ANN MODEL * Abubakar S. Magaji, Department of Mathematical Sciences, Faculty of Science, Kaduna State University,
More informationCOGNITIVE LEARNING OF INTELLIGENCE SYSTEMS USING NEURAL NETWORKS: EVIDENCE FROM THE AUSTRALIAN CAPITAL MARKETS
Asian Academy of Management Journal, Vol. 7, No. 2, 17 25, July 2002 COGNITIVE LEARNING OF INTELLIGENCE SYSTEMS USING NEURAL NETWORKS: EVIDENCE FROM THE AUSTRALIAN CAPITAL MARKETS Joachim Tan Edward Sek
More informationSTOCK MARKET PREDICTION AND ANALYSIS USING MACHINE LEARNING
STOCK MARKET PREDICTION AND ANALYSIS USING MACHINE LEARNING Sumedh Kapse 1, Rajan Kelaskar 2, Manojkumar Sahu 3, Rahul Kamble 4 1 Student, PVPPCOE, Computer engineering, PVPPCOE, Maharashtra, India 2 Student,
More information1996OO7 057 AFIT/GIR/ENG/95D-4 A NEURAL NETWORK APPROACH TO THE PREDICTION AND CONFIDENCE ASSIGNATION OF NONLINEAR TIME SERIES CLASSIFICATIONS THESIS
AFIT/GIR/ENG/95D-4 A NEURAL NETWORK APPROACH TO THE PREDICTION AND CONFIDENCE ASSIGNATION OF NONLINEAR TIME SERIES CLASSIFICATIONS THESIS Erin S. Heim Captain, USAF AFIT/GIR/ENG/95D-4 1996OO7 057 Approved
More informationStock market price index return forecasting using ANN. Gunter Senyurt, Abdulhamit Subasi
Stock market price index return forecasting using ANN Gunter Senyurt, Abdulhamit Subasi E-mail : gsenyurt@ibu.edu.ba, asubasi@ibu.edu.ba Abstract Even though many new data mining techniques have been introduced
More informationArtificial Neural Network and Fuzzy Neural Network Algorithm for Financial Health Analysis of Indonesian SOEs
Journal of Engineering and Science Research 2 (): 63-70, 208 e-issn: 2289-727 RMP Publications, 208 DOI: 0.26666/rmp.jesr.208..0 Artificial Neural Network and Fuzzy Neural Network Algorithm for Financial
More informationForecasting stock market return using ANFIS: the case of Tehran Stock Exchange
Available online at http://www.ijashss.com International Journal of Advanced Studies in Humanities and Social Science Volume 1, Issue 5, 2013: 452-459 Forecasting stock market return using ANFIS: the case
More informationChapter IV. Forecasting Daily and Weekly Stock Returns
Forecasting Daily and Weekly Stock Returns An unsophisticated forecaster uses statistics as a drunken man uses lamp-posts -for support rather than for illumination.0 Introduction In the previous chapter,
More informationAn Improved Approach for Business & Market Intelligence using Artificial Neural Network
Available Online at www.ijcsmc.com International Journal of Computer Science and Mobile Computing A Monthly Journal of Computer Science and Information Technology ISSN 2320 088X IMPACT FACTOR: 5.258 IJCSMC,
More informationLong Term and Short Term Investment Strategy for Predicting the Performance of BSE using MLP Model
Indian Journal of Science and Technology, Vol 8(22), IPL0250, September 2015 ISSN (Print) : 0974-6846 ISSN (Online) : 0974-5645 Long Term and Short Term Investment Strategy for Predicting the Performance
More informationDATA MINING ON LOAN APPROVED DATSET FOR PREDICTING DEFAULTERS
DATA MINING ON LOAN APPROVED DATSET FOR PREDICTING DEFAULTERS By Ashish Pandit A Project Report Submitted in Partial Fulfillment of the Requirements for the Degree of Master of Science in Computer Science
More informationAbstract Making good predictions for stock prices is an important task for the financial industry. The way these predictions are carried out is often
Abstract Making good predictions for stock prices is an important task for the financial industry. The way these predictions are carried out is often by using artificial intelligence that can learn from
More informationOutline. Neural Network Application For Predicting Stock Index Volatility Using High Frequency Data. Background. Introduction and Motivation
Neural Network Application For Predicting Stock Index Volatility Using High Frequency Data Project No CFWin03-32 Presented by: Venkatesh Manian Professor : Dr Ruppa K Tulasiram Outline Introduction and
More informationApplication of Artificial Neural Network For Path Loss Prediction In Urban Macrocellular Environment
American Journal of Engineering Research (AJER) e-issn : 2320-0847 p-issn : 2320-0936 Volume-03, Issue-02, pp-270-275 www.ajer.org Research Paper Open Access Application of Artificial Neural Network For
More informationUnderstanding neural networks
Machine Learning Neural Networks Understanding neural networks An Artificial Neural Network (ANN) models the relationship between a set of input signals and an output signal using a model derived from
More informationHybrid Soft and Hard Computing Based Forex Monitoring Systems
Chapter I Hybrid Soft and Hard Computing Based Forex Monitoring Systems Ajith Abraham I.1 In a universe with a single currency, there would be no foreign exchange market, no foreign exchange rates, and
More informationStatistical and Machine Learning Approach in Forex Prediction Based on Empirical Data
Statistical and Machine Learning Approach in Forex Prediction Based on Empirical Data Sitti Wetenriajeng Sidehabi Department of Electrical Engineering Politeknik ATI Makassar Makassar, Indonesia tenri616@gmail.com
More informationAPPLICATION OF ARTIFICIAL NEURAL NETWORK SUPPORTING THE PROCESS OF PORTFOLIO MANAGEMENT IN TERMS OF TIME INVESTMENT ON THE WARSAW STOCK EXCHANGE
QUANTITATIVE METHODS IN ECONOMICS Vol. XV, No. 2, 2014, pp. 307 316 APPLICATION OF ARTIFICIAL NEURAL NETWORK SUPPORTING THE PROCESS OF PORTFOLIO MANAGEMENT IN TERMS OF TIME INVESTMENT ON THE WARSAW STOCK
More informationA Comparative Study of Zero-inflated, Hurdle Models with Artificial Neural Network in Claim Count Modeling
International Journal of Statistics and Systems ISSN 0973-2675 Volume 2, Number 2 (207), pp. 265-276 Research India Publications http://www.ripublication.com A Comparative Study of Zero-inflated, Hurdle
More informationSELECTING NEURAL NETWORK ARCHITECTURE FOR INVESTMENT PROFITABILITY PREDICTIONS
UDC:007:681.3:651(082) Original scientific paper SELECTING NEURAL NETWORK ARCHITECTURE FOR INVESTMENT PROFITABILITY PREDICTIONS Marijana Zekić-Sušac, Nataša Šarlija Faculty of Economics, University of
More informationForecasting Movement of the Nigerian Stock Exchange All Share Index using Artificial Neural and Bayesian Networks
Journal of Finance and Investment Analysis, vol. 2, no.1, 2013, 41-59 ISSN: 2241-0998 (print version), 2241-0996(online) Scienpress Ltd, 2013 Forecasting Movement of the Nigerian Stock Exchange All Share
More informationConfidence Intervals for the Difference Between Two Means with Tolerance Probability
Chapter 47 Confidence Intervals for the Difference Between Two Means with Tolerance Probability Introduction This procedure calculates the sample size necessary to achieve a specified distance from the
More informationForecasting of Stock Exchange Share Price using Feed Forward Artificial Neural Network
Forecasting of Stock Exchange Share Price using Feed Forward Artificial Neural Network Mohammad Mohatram Department of Electrical & Electronics Engineering Waljat Colleges of Applied Sciences Muscat, Sultanate
More informationNeural Network Approach for Stock Prediction using Historical Data
Neural Network Approach for Stock Prediction using Historical Data Yuvraj Wadghule SND COE & RC,Yeola Prof. I.R. Shaikh SND COE & RC,Yeola ABSTRACT In today s era the count of investor is increasing dayby
More informationA.K.Singh. Keywords Ariticial neural network, backpropogation, soft computing, forecasting
Volume 4, Issue 5, May 2014 ISSN: 2277 128X International Journal of Advanced Research in Computer Science and Software Engineering Research Paper Available online at: www.ijarcsse.com Forecasting Stock
More informationClassification of Capital Expenditures and Revenue Expenditures: An Analysis of Correlation and Neural Networks
Classification of Capital Expenditures and Revenue Expenditures: An Analysis of Correlation and Neural Networks Fadzilah Siraj a, Nurazzah Abu Bakar b, Adnan Abolgasim c a,b,c College of Arts and Sciences
More informationSpiking Back Propagation Multilayer Neural Network Design for Predicting Unpredictable Stock Market Prices with Time Series Analysis
Spiking Back Propagation Multilayer Neural Network Design for Predicting Unpredictable Stock Market Prices with Time Series Analysis Amit Ganatr and Y. P. Kosta Abstract Stock prediction is, so far, one
More informationComparative study of Financial Time Series Prediction By Artificial Neural Network with Gradient Descent Learning Arka Ghosh
Comparative study of Financial Time Series Prediction By Artificial Neural Network with Gradient Descent Learning Arka Ghosh Abstract Financial forecasting is an example of a signal processing problem
More informationDesign of a Wavelet Inspired Neuro-Fuzzy Approach to Forecast Financial Data
74 Design of a Wavelet Inspired Neuro-Fuzzy Approach to Forecast Financial Data Priyanka Student, SE, PDM College Of Engineering, Bahadurgarh, Haryana ABSTRACT The prediction algorithm always has their
More information"Stock Price Direction Prediction Applying Soft Computing"
A Synopsis on "Stock Price Direction Prediction Applying Soft Computing" Submitted to: Gujarat Technology University For the Degree of Doctor of Philosophy In Computer Engineering By: Amit M. Panchal Enrollment
More informationPredictive Model Learning of Stochastic Simulations. John Hegstrom, FSA, MAAA
Predictive Model Learning of Stochastic Simulations John Hegstrom, FSA, MAAA Table of Contents Executive Summary... 3 Choice of Predictive Modeling Techniques... 4 Neural Network Basics... 4 Financial
More informationCAN NEURAL NETWORKS LEARN THE BLACK-SCHOLES MODEL?: A SIMPLIFIED APPROACH. Shaikh A. Hamid Southern New Hampshire University School of Business
CAN NEURAL NETWORKS LEARN THE BLACK-SCHOLES MODEL?: A SIMPLIFIED APPROACH Shaikh A. Hamid Southern New Hampshire University School of Business Abraham Habib Boston University School of Management Working
More informationResearch Article Design and Explanation of the Credit Ratings of Customers Model Using Neural Networks
Research Journal of Applied Sciences, Engineering and Technology 7(4): 5179-5183, 014 DOI:10.1906/rjaset.7.915 ISSN: 040-7459; e-issn: 040-7467 014 Maxwell Scientific Publication Corp. Submitted: February
More informationNational Stock Exchange Stock and Index Price Direction Prediction using Backpropagation Artificial Neural Network
National Stock Exchange Stock and Index Price Direction Prediction using Backpropagation Artificial Neural Network Amit M. Panchal 1, Dr. Jayesh M. Patel 2 Ph.D Research Scholar, Gujarat Technological
More informationAutomated Neural-ware System for Stock Market Prediction
Proceedings of the 2004 IEEE Conference on Cybernetics and Intelligent Systems Singapore, 1-3 December, 2004 Automated Neural-ware System for Stock Market Prediction Arosha. Senanayake School of Enginecring,,
More informationStock Market Prediction using Artificial Neural Networks
Stock Market Prediction using Artificial Neural Networks Gaurav Kshirsagar, Mohit Chandel, Shantanu Kakade, Rukshad Amaria Abstract The prediction of stock market prices and conditions has always been
More informationBackpropagation and Recurrent Neural Networks in Financial Analysis of Multiple Stock Market Returns
Backpropagation and Recurrent Neural Networks in Financial Analysis of Multiple Stock Market Returns Jovina Roman and Akhtar Jameel Department of Computer Science Xavier University of Louisiana 7325 Palmetto
More informationA Novel Prediction Method for Stock Index Applying Grey Theory and Neural Networks
The 7th International Symposium on Operations Research and Its Applications (ISORA 08) Lijiang, China, October 31 Novemver 3, 2008 Copyright 2008 ORSC & APORC, pp. 104 111 A Novel Prediction Method for
More informationAn Analysis of the Performance of Artificial Neural Network Technique for Stock Market Forecasting
An Analysis of the Performance of Artificial Neural Network Technique for Stock Market Forecasting Kunwar Singh Vaisla Associate Professor Department of CSE BCT Kumaon Engineering College Dwarahat, District
More informationRisky Portfolio Selection through Neural Networks
70 Irainan Accounting & Auditing Review, Winter 2006, No 46, PP 70-83 Risky Portfolio Selection through Neural Networks Reza Raei 1 1. Assistant Professor of Finance (Accepted, 5/Mar/2007) Abstract The
More informationCopy Right to GARPH Page 38
IMPLEMENT EFFICIENT ALGORITHM FOR PREDICTIONS OF STOCK MARKET BY MULTICLASS SUPPORT VECTOR MACHINE 1 VAIBHAV INGOLE Department of Computer Science & Engineering, TIT, Bhopal, India vingole42@rediffmail.com
More informationBusiness Strategies in Credit Rating and the Control of Misclassification Costs in Neural Network Predictions
Association for Information Systems AIS Electronic Library (AISeL) AMCIS 2001 Proceedings Americas Conference on Information Systems (AMCIS) December 2001 Business Strategies in Credit Rating and the Control
More informationNeuro-Genetic System for DAX Index Prediction
Neuro-Genetic System for DAX Index Prediction Marcin Jaruszewicz and Jacek Mańdziuk Faculty of Mathematics and Information Science, Warsaw University of Technology, Plac Politechniki 1, 00-661 Warsaw,
More information