Optimization of Backpropagation Using Harmony Search for Gold Price Forecasting

نویسندگان

چکیده

Gold is a precious metal often used for investment, due to its cash-in ease and yearly value increase. This indicates that price forecasting determine the prospect of future gold prices. Strong highly desired by investors make decisions. That why technical indicators are very important forecasting. By using information obtained can be more informative than pure One commonly methods Backpropagation (BP). BP has been shown have good performance in dealing with nonlinear problems. However, random determination parameters neurons hidden layer requires number get optimal results. Therefore, this study aims analyze optimization (BP) through Harmony Search (HS) algorithm evaluating use relevant In HS-BP model, method input variables layer. HS principle musicians aim finding best harmony. technique based on results fitness function. research, function Mean Square Error (MSE). optimize such way system provides lowest MSE improves Based Moving Average, Relative Strength Index, Bollinger Bands. Next, selected applied algorithm. Where implementation uses closing data January 2020-2021. The showed proposed better accuracy convergence error. level regular model.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fluid Injection Optimization Using Modified Global Dynamic Harmony Search

One of the mostly used enhanced oil recovery methods is the injection of water or gas under pressure to maintain or reverse the declining pressure in a reservoir. Several parameters should be optimized in a fluid injection process. The usual optimizing methods evaluate several scenarios to find the best solution. Since it is required to run the reservoir simulator hundreds of times, the process...

متن کامل

Gold Price Forecasting Using ARIMA Model

This study gives an inside view of the application of ARIMA time series model to forecast the future Gold price in Indian browser based on past data from November 2003 to January 2014 to mitigate the risk in purchases of gold. Hence, to give guideline for the investor when to buy or sell the yellow metal. This financial instrument has gained a lot of momentum in recent past as Indian economy is...

متن کامل

Forecasting Wheat Price Using Backpropagation And NARX Neural Network

--------------------------------------------------ABSTRACT-------------------------------------------------------This study aims to investigate suitable model and forecast future wheat price using backpropagation neural network (BPNN) and nonlinear autoregressive models with exogenous inputs (NARX) networks. The price of wheat was estimated using prices of 3 types of grains widely used in agric...

متن کامل

SYMBIOTIC ORGANISMS SEARCH AND HARMONY SEARCH ALGORITHMS FOR DISCRETE OPTIMIZATION OF STRUCTURES

In this work, a new hybrid Symbiotic Organisms Search (SOS) algorithm introduced to design and optimize spatial and planar structures under structural constraints. The SOS algorithm is inspired by the interactive behavior between organisms to propagate in nature. But one of the disadvantages of the SOS algorithm is that due to its vast search space and a large number of organisms, it may trap i...

متن کامل

Integrated forecasting model with adaptive parameters optimization using a harmony search algorithm for carbon dioxide emissions

With the significant increase of greenhouse gases and environmental deterioration, it is essential to understand trends of CO2 emissions form fossil fuel so as to establish effective energy policies and environmental strategy decision. In this study, a novel integrated forecasting model with adaptive parameters optimization by using Harmony Search (HS) algorithm for carbon dioxide emissions is ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Pakistan Journal of Statistics and Operation Research

سال: 2022

ISSN: ['1816-2711', '2220-5810']

DOI: https://doi.org/10.18187/pjsor.v18i3.3915