دورية أكاديمية
Hybrid modified weighted water cycle algorithm and Deep Analytic Network for forecasting and trend detection of forex market indices.
| العنوان: | Hybrid modified weighted water cycle algorithm and Deep Analytic Network for forecasting and trend detection of forex market indices. |
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| المؤلفون: | Bisoi, Ranjeeta, Parhi, Pournamasi, Dash, P.K. |
| المصدر: | International Journal of Knowledge Based Intelligent Engineering Systems; 2023, Vol. 27 Issue 4, p249-269, 21p |
| مصطلحات موضوعية: | POLYWATER, HYDROLOGIC cycle, FOREIGN exchange market, FOREIGN exchange rates, SUPPORT vector machines, FORECASTING |
| مستخلص: | This paper presents forecasting and trend analysis of foreign currency exchange rate in financial market using a hybrid Deep Analytic Network (DAN) technique optimized by a modified water cycle algorithm called Weighted WCA (WWCA) with better generalization capability than the traditional WCA.DAN comprises several stacked KRR (Kernel Ridge Regression) Auto encoders in a multilayer nonlinear regression architecture approach that provides better generalization and accuracy using regularized least squares technique. Further DAN using wavelet kernel function is particularly attractive for its strong data fitting and generalization ability along with its simplified execution procedure, high speed, and better performance achievements in comparison to LSSVM (least squares support vector machine). The output from the DAN is fed to a weighted KRR module to reject noise or the outliers in the noisy data and to make DAN a more robust predictor of the Forex markets, To obtain optimal values of wavelet kernel parameters, a modified metaheuristic water cycle algorithm i.e. the proposed WWCA is utilized. Applications of this new approach to predict forex rate along with trend analysis on three stock markets provide successful results and validate its superiority over some well known approaches like ANN, SVM, Naïve-Bayes, ELM. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: | Complementary Index |
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