A model of Adaptive Neuro-Fuzzy Inference System (ANFIS) trained with an evolutionary algorithm, namely Genetic Algorithm (GA) is presented in this paper. Further, the tested on NASDAQ stock market indices which among most widely followed United States. Empirical results show that by determining parameters ANFIS (premise and consequent parameters) using GA, we can improve performance terms Mean...

In this work, a generative model based on recurrent neural networks for the complete dynamics of limit order book is developed. The captures by decomposing probability each transition into product conditional probabilities type, price level, size and time delay. Each such modelled network. Several evaluation metrics models related to trading execution are introduced. Using these metrics, it dem...

In this paper we examine the ability of Artificial Neural Network methods (ANN) for predicting stock market index. We first conduct an ANN analysis and then optimize model using Particle Swarm Optimization algorithm (PSO) to improve prediction accuracy. terms data, use NASDAQ index which is one most widely followed indices in United States. Empirical results show that by determining optimal set...

Leadership is an important aspect of social organization that affects the processes of group formation, coordination, and decision-making in human societies, as well as in the social system of many other animal species. The ability to identify leaders based on their behavior and the subsequent reactions of others opens opportunities to explore how group decisions are made. Understanding who exe...