Application of Neural Network Methods in the Prediction of Stock Markets

The purpose of the research is to define practical profit which can be achieved using neural network methods as a prediction instrument. The thesis investigates the ability of neural networks to forecast future events. This capability is checked on the example of price prediction during intraday trading on stock market. The executed experiments show predictions of average 1, 2, 5 and 10 minutes’ prices based on data of one day and made by two different types of forecasting systems. These systems are based on the recurrent neural networks and back propagation neural nets. The precision of the predictions is controlled by the absolute error and the error of market direction. The economical effectiveness is estimated by a special trading system. In conclusion, the best structures of neural nets are tested with data of 31 days’ interval. The best results of the average percent of profit from one transaction (buying + selling) are 0.06668654, 0.188299453, 0.349854787 and 0.453178626, they were achieved for prediction periods 1, 2, 5 and 10 minutes. The investigation can be interesting for the investors who have access to a fast information channel with a possibility of every-minute data refreshment.

Evaluation of follicular lymphoid depletion in the Bursa of Fabricius: an alternative methodology using digital image analysis and artificial neural networks

Fifty Bursa of Fabricius (BF) were examined by conventional optical microscopy and digital images were acquired and processed using Matlab® 6.5 software. The Artificial Neuronal Network (ANN) was generated using Neuroshell® Classifier software and the optical and digital data were compared. The ANN was able to make a comparable classification of digital and optical scores. The use of ANN was able to classify correctly the majority of the follicles, reaching sensibility and specificity of 89% and 96%, respectively. When the follicles were scored and grouped in a binary fashion the sensibility increased to 90% and obtained the maximum value for the specificity of 92%. These results demonstrate that the use of digital image analysis and ANN is a useful tool for the pathological classification of the BF lymphoid depletion. In addition it provides objective results that allow measuring the dimension of the error in the diagnosis and classification therefore making comparison between databases feasible.

Comparison of classification ability of hyperball algorithms to neural network and k-nearest neighbour algorithms

The main focus of this thesis is to evaluate and compare Hyperbalilearning algorithm (HBL) to other learning algorithms. In this work HBL is compared to feed forward artificial neural networks using back propagation learning, K-nearest neighbor and 103 algorithms. In order to evaluate the similarity of these algorithms, we carried out three experiments using nine benchmark data sets from UCI machine learning repository. The first experiment compares HBL to other algorithms when sample size of dataset is changing. The second experiment compares HBL to other algorithms when dimensionality of data changes. The last experiment compares HBL to other algorithms according to the level of agreement to data target values. Our observations in general showed, considering classification accuracy as a measure, HBL is performing as good as most ANn variants. Additionally, we also deduced that HBL.:s classification accuracy outperforms 103's and K-nearest neighbour's for the selected data sets.

Neural Network based studies on Spectroscopic Analysis and Image Processing

International School of Photonics, Cochin University of Science and Technology

Identification of spectral lines of elements using artificial neural networks

Artificial neural networks (ANNs) are relatively new computational tools that have found extensive utilization in solving many complex real-world problems. This paper describes how an ANN can be used to identify the spectral lines of elements. The spectral lines of Cadmium (Cd), Calcium (Ca), Iron (Fe), Lithium (Li), Mercury (Hg), Potassium (K) and Strontium (Sr) in the visible range are chosen for the investigation. One of the unique features of this technique is that it uses the whole spectrum in the visible range instead of individual spectral lines. The spectrum of a sample taken with a spectrometer contains both original peaks and spurious peaks. It is a tedious task to identify these peaks to determine the elements present in the sample. ANNs capability of retrieving original data from noisy spectrum is also explored in this paper. The importance of the need of sufficient data for training ANNs to get accurate results is also emphasized. Two networks are examined: one trained in all spectral lines and other with the persistent lines only. The network trained in all spectral lines is found to be superior in analyzing the spectrum even in a noisy environment.

Implementation of a Neural Network Classifier for Noise Sources in the Ocean

The paper investigates the feasibility of implementing an intelligent classifier for noise sources in the ocean, with the help of artificial neural networks, using higher order spectral features. Non-linear interactions between the component frequencies of the noise data can give rise to certain phase relations called Quadratic Phase Coupling (QPC), which cannot be characterized by power spectral analysis. However, bispectral analysis, which is a higher order estimation technique, can reveal the presence of such phase couplings and provide a measure to quantify such couplings. A feed forward neural network has been trained and validated with higher order spectral features

Dealing with complexity: an overview of the neural network approach

The problem of complexity is particularly relevant to the field of control engineering, since many engineering problems are inherently complex. The inherent complexity is such that straightforward computational problem solutions often produce very poor results. Although parallel processing can alleviate the problem to some extent, it is artificial neural networks (in various forms) which have recently proved particularly effective, even in dealing with the causes of the problem itself. This paper presents an overview of the current neural network research being undertaken. Such research aims to solve the complex problems found in many areas of science and engineering today.

Identification of nonlinear systems with a dynamic recurrent neural network

Two approaches are presented to calculate the weights for a Dynamic Recurrent Neural Network (DRNN) in order to identify the input-output dynamics of a class of nonlinear systems. The number of states of the identified network is constrained to be the same as the number of states of the plant.

Artificial Neural Networks and the Study of the Psychoactivity of Cannabinoid Compounds

Cannabinoid compounds have widely been employed because of its medicinal and psychotropic properties. These compounds are isolated from Cannabis sativa (or marijuana) and are used in several medical treatments, such as glaucoma, nausea associated to chemotherapy, pain and many other situations. More recently, its use as appetite stimulant has been indicated in patients with cachexia or AIDS. In this work, the influence of several molecular descriptors on the psychoactivity of 50 cannabinoid compounds is analyzed aiming one obtain a model able to predict the psychoactivity of new cannabinoids. For this purpose, initially, the selection of descriptors was carried out using the Fisher`s weight, the correlation matrix among the calculated variables and principal component analysis. From these analyses, the following descriptors have been considered more relevant: E(LUMO) (energy of the lowest unoccupied molecular orbital), Log P (logarithm of the partition coefficient), VC4 (volume of the substituent at the C4 position) and LP1 (Lovasz-Pelikan index, a molecular branching index). To follow, two neural network models were used to construct a more adequate model for classifying new cannabinoid compounds. The first model employed was multi-layer perceptrons, with algorithm back-propagation, and the second model used was the Kohonen network. The results obtained from both networks were compared and showed that both techniques presented a high percentage of correctness to discriminate psychoactive and psychoinactive compounds. However, the Kohonen network was superior to multi-layer perceptrons.

Application of multivariable control using artificial neural networks in a debutanizer distillation column

LOPES, Jose Soares Batista et al. Application of multivariable control using artificial neural networks in a debutanizer distillation column.In: INTERNATIONAL CONGRESS OF MECHANICAL ENGINEERING - COBEM, 19, 5-9 nov. 2007, Brasilia. Anais... Brasilia, 2007

Identificação não linear usando uma rede fuzzy wavelet neural network modificada

In last decades, neural networks have been established as a major tool for the identification of nonlinear systems. Among the various types of networks used in identification, one that can be highlighted is the wavelet neural network (WNN). This network combines the characteristics of wavelet multiresolution theory with learning ability and generalization of neural networks usually, providing more accurate models than those ones obtained by traditional networks. An extension of WNN networks is to combine the neuro-fuzzy ANFIS (Adaptive Network Based Fuzzy Inference System) structure with wavelets, leading to generate the Fuzzy Wavelet Neural Network - FWNN structure. This network is very similar to ANFIS networks, with the difference that traditional polynomials present in consequent of this network are replaced by WNN networks. This paper proposes the identification of nonlinear dynamical systems from a network FWNN modified. In the proposed structure, functions only wavelets are used in the consequent. Thus, it is possible to obtain a simplification of the structure, reducing the number of adjustable parameters of the network. To evaluate the performance of network FWNN with this modification, an analysis of network performance is made, verifying advantages, disadvantages and cost effectiveness when compared to other existing FWNN structures in literature. The evaluations are carried out via the identification of two simulated systems traditionally found in the literature and a real nonlinear system, consisting of a nonlinear multi section tank. Finally, the network is used to infer values of temperature and humidity inside of a neonatal incubator. The execution of such analyzes is based on various criteria, like: mean squared error, number of training epochs, number of adjustable parameters, the variation of the mean square error, among others. The results found show the generalization ability of the modified structure, despite the simplification performed

Contribuição para o estudo do embarque de uma rede neural artificial em field programmable gate array (FPGA)

This study shows the implementation and the embedding of an Artificial Neural Network (ANN) in hardware, or in a programmable device, as a field programmable gate array (FPGA). This work allowed the exploration of different implementations, described in VHDL, of multilayer perceptrons ANN. Due to the parallelism inherent to ANNs, there are disadvantages in software implementations due to the sequential nature of the Von Neumann architectures. As an alternative to this problem, there is a hardware implementation that allows to exploit all the parallelism implicit in this model. Currently, there is an increase in use of FPGAs as a platform to implement neural networks in hardware, exploiting the high processing power, low cost, ease of programming and ability to reconfigure the circuit, allowing the network to adapt to different applications. Given this context, the aim is to develop arrays of neural networks in hardware, a flexible architecture, in which it is possible to add or remove neurons, and mainly, modify the network topology, in order to enable a modular network of fixed-point arithmetic in a FPGA. Five synthesis of VHDL descriptions were produced: two for the neuron with one or two entrances, and three different architectures of ANN. The descriptions of the used architectures became very modular, easily allowing the increase or decrease of the number of neurons. As a result, some complete neural networks were implemented in FPGA, in fixed-point arithmetic, with a high-capacity parallel processing

Modeling and analysis of artificial neural networks applied in operations research

Artificial neural networks are dynamic systems consisting of highly interconnected and parallel nonlinear processing elements. Systems based on artificial neural networks have high computational rates due to the use of a massive number of these computational elements. Neural networks with feedback connections provide a computing model capable of solving a rich class of optimization problems. In this paper, a modified Hopfield network is developed for solving problems related to operations research. The internal parameters of the network are obtained using the valid-subspace technique. Simulated examples are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.