A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price

Creating an intelligent system that can accurately predict stock price in a robust way has always been a subject of great interest for many investors and financial analysts. Predicting future trends of financial markets is more remarkable these days especially after the recent global financial crisis. So traders who access to a powerful engine for extracting helpful information throw raw data can meet the success. In this paper we propose a new intelligent model in a multi-agent framework called bat-neural network multi-agent system (BNNMAS) to predict stock price. The model performs in a four layer multi-agent framework to predict eight years of DAX stock price in quarterly periods. The capability of BNNMAS is evaluated by applying both on fundamental and technical DAX stock price data and comparing the outcomes with the results of other methods such as genetic algorithm neural network (GANN) and some standard models like generalized regression neural network (GRNN), etc. The model tested for predicting DAX stock price a period of time that global financial crisis was faced to economics. The results show that BNNMAS significantly performs accurate and reliable, so it can be considered as a suitable tool for predicting stock price specially in a long term periods.     

Congestion management by determining optimal location of series FACTS devices using hybrid bacterial foraging and Nelder–Mead algorithm

In this paper, the Thyristor-Controlled Series-Compensated (TCSC) devices are located for congestion management in the power system by considering the non-smooth fuel cost function and penalty cost of emission. For this purpose, it is considered that the objective function of the proposed optimal power flow (OPF) problem is minimizing fuel and emission penalty cost of generators. A hybrid method that is the combination of the bacterial foraging (BF) algorithm with Nelder–Mead (NM) method (BF-NM) is employed to solve the OPF problems. The optimal location of the TCSC devices are then determined for congestion management. The size of the TCSC is obtained by using of the BF-NM algorithm to minimize the cost of generation, cost of emission, and cost of TCSC. The simulation results on IEEE 30-bus, modified IEEE 30-bus and IEEE 118-bus test system confirm the efficiency of the proposed method for finding the optimal location of the TCSC with non-smooth non-convex cost function and emission for congestion management in the power system. In addition, the results clearly show that a better solution can be achieved by using the proposed OPF problem in comparison with other intelligence methods.     

Lagrangian relaxation hybrid with evolutionary algorithm for short-term generation scheduling

Short-term generation scheduling is an important function in daily operational planning of power systems. It is defined as optimal scheduling of power generators over a scheduling period while respecting various generator constraints and system constraints. Objective of the problem includes costs associated with energy production, start-up cost and shut-down cost along with profits. The resulting problem is a large scale nonlinear mixed-integer optimization problem for which there is no exact solution technique available. The solution to the problem can be obtained only by complete enumeration, often at the cost of a prohibitively computation time requirement for realistic power systems. This paper presents a hybrid algorithm which combines Lagrangian Relaxation (LR) together with Evolutionary Algorithm (EA) to solve the problem in cooperative and competitive energy environments. Simulation studies were carried out on different systems containing various numbers of units. The outcomes from different algorithms are compared with that from the proposed hybrid algorithm and the advantages of the proposed algorithm are briefly discussed.     

Augmented context-based recommendation service framework using knowledge over the Linked Open Data cloud

This research proposes ACARDS (Augmented-Context bAsed RecommenDation Service) framework that is able to utilize knowledge over the Linked Open Data (LOD) cloud to recommend context-based services to users. To improve the level of user satisfaction with the result of the recommendation, the ACARDS framework implements a novel recommendation algorithm that can utilize the knowledge over the LOD cloud. In addition, the noble algorithm is able to use new concepts like the enriched tags and the augmented tags that originate from the hashtags on the SNSs materials. These tags are utilized to recommend the most appropriate services in the user’s context, which can change dynamically. Last but not least, the ACARDS framework implements the context-based reshaping algorithm on the augmented tag cloud. In the reshaping process, the ACARDS framework can recommend the highly receptive services in the users’ context and their preferences. To evaluate the performance of the ACARDS framework, we conduct four kinds of experiments using the Instagram materials and the LOD cloud. As a result, we proved that the ACARDS framework contributes to increasing the query efficiency by reducing the search space and improving the user satisfaction on the recommended services.     

Two-level intelligent modeling method for the rate of penetration in complex geological drilling process

The rate of penetration (ROP) model is of great importance in achieving a high efficiency in the complex geological drilling process. In this paper, a novel two-level intelligent modeling method is proposed for the ROP considering the drilling characteristics of data incompleteness, couplings, and strong nonlinearities. Firstly, a piecewise cubic Hermite interpolation method is introduced to complete the lost drilling data. Then, a formation drillability (FD) fusion submodel is established by using Nadaboost extreme learning machine (Nadaboost-ELM) algorithm, and the mutual information method is used to obtain the parameters, strongly correlated with the ROP. Finally, a ROP submodel is established by a neural network with radial basis function optimized by the improved particle swarm optimization (RBFNN-IPSO). This two-level ROP model is applied to a real drilling process and the proposed method shows the best performance in ROP prediction as compared with conventional methods. The proposed ROP model provides the basis for intelligent optimization and control in the complex geological drilling process.     

基于粒子群优化和支持向量机的花粉浓度预测模型

为了提高花粉浓度预报的准确率，解决现有花粉浓度预报准确率不高的问题，提出了一种基于粒子群优化（PSO）算法和支持向量机（SVM）的花粉浓度预报模型。首先，综合考虑气温、气温日较差、相对湿度、降水量、风力、日照时数等多种气象要素，选择与花粉浓度相关性较强的气象要素构成特征向量；其次，利用特征向量与花粉浓度数据建立SVM预测模型，并使用PSO算法找出最优参数；然后利用最优参数优化花粉浓度预测模型；最后，使用优化后的模型对花粉未来24 h浓度进行预测，并与未优化的SVM、多元线性回归法（MLR）、反向神经网络（BPNN）作对比。此外使用优化后的模型对某市南郊观象台和密云两个站点进行逐日花粉浓度预测。实验结果表明，相比其他预报方法，所提方法能有效提高花粉浓度未来24 h预测精度，并具有较高的泛化能力。     

采用信息增益率的混合入侵检测模型设计

针对现有混合入侵检测模型仅定性选取特征而导致检测精度较低的问题，同时为了充分结合误用检测模型和异常检测模型的优势，提出一种采用信息增益率的混合入侵检测模型.首先，利用信息增益率定量地选择特征子集，最大程度地保留样本信息；其次，采用余弦时变粒子群算法确定支持向量机参数构建误用检测模型，使其更好地平衡粒子在全局和局部的搜索能力，然后，选取灰狼算法确定单类支持向量机参数构建异常检测模型，以此来提高对最优参数的搜索效率和精细程度，综合提高混合入侵检测模型对攻击的检测效果；最后，通过两种数据集进行仿真实验，验证了所提混合入侵检测模型具有较好的检测性能.     

应用膨胀算法提取目标的直接定位算法

为了解决被动雷达系统中的多发射源定位问题，提出了一种基于多重信号分类(MUSIC)算法和图像膨胀(IE)算法的直接定位方法。该方法结合了谱分析中的MUSIC思想，通过对接收量测协方差矩阵进行特征分析求解目标的位置。首先，在目标个数未知的前提下，利用Akaike信息准则(AIC)来确定模型阶数；然后，推导了基于MUSIC的定位代价函数；之后，利用图像膨胀算法处理得到的代价函数平面；最后，膨胀处理后的输出为目标个数及目标位置的估计值。提出的算法有效地解决了目标检测及提取的问题，能够确定多个目标的位置坐标，为后续的定位性能分析提供可能性，也保证了算法的完整性。进一步地分析了多个临近目标情况下影响目标提取性能的主要因素。     

基于模糊谱聚类的不确定蛋白质相互作用网络功能模块挖掘

针对谱聚类融合模糊C-means（FCM）聚类的蛋白质相互作用（PPI）网络功能模块挖掘方法准确率不高、执行效率较低和易受假阳性影响的问题，提出一种基于模糊谱聚类的不确定PPI网络功能模块挖掘（FSC-FM）方法。首先，构建一个不确定PPI网络模型，使用边聚集系数给每一条蛋白质交互作用赋予一个存在概率测度，克服假阳性对实验结果的影响；第二，利用基于边聚集系数流行距离（FEC）策略改进谱聚类中的相似度计算，解决谱聚类算法对尺度参数敏感的问题，进而利用谱聚类算法对不确定PPI网络数据进行预处理，降低数据的维数，提高聚类的准确率；第三，设计基于密度的概率中心选取策略（DPCS）解决模糊C-means算法对初始聚类中心和聚类数目敏感的问题，并对预处理后的PPI数据进行FCM聚类，提高聚类的执行效率以及灵敏度；最后，采用改进的边期望稠密度（EED）对挖掘出的蛋白质功能模块进行过滤。在酵母菌DIP数据集上运行各个算法可知，FSC-FM与基于不确定图模型的检测蛋白质复合物（DCU）算法相比，F-measure值提高了27.92%，执行效率提高了27.92%；与在动态蛋白质相互作用网络中识别复合物的方法（CDUN）、演化算法（EA）、医学基因或蛋白质预测算法（MGPPA）相比也有更高的F-measure值和执行效率。实验结果表明，在不确定PPI网络中，FSC-FM适合用于功能模块的挖掘。