Cited By
View all- Chen MSangaiah AChen TLughofer EEgrioglu E(2022)Deep Learning for Financial EngineeringComputational Economics10.1007/s10614-022-10260-859:4(1277-1281)Online publication date: 1-Apr-2022
The Training of Pi-Sigma Artificial Neural Networks with Differential Evolution Algorithm for Forecasting
Pages 1699 - 1711
Abstract
Looking at the artificial neural networks’ literature, most of the studies started with feedforward artificial neural networks and the training of many feedforward artificial neural networks models are performed with derivative-based algorithms such as levenberg–marquardt and back-propagation learning algorithms in the first studies. In recent years, although many new heuristic algorithms have been proposed for different aims these heuristic algorithms are also frequently used in the training process of many different artificial neural network models. Pi-sigma artificial neural networks have different importance than many artificial neural network models with its higher-order network structure and superior forecasting performance. In this study, the training of Pi-Sigma artificial neural networks is performed by differential evolution algorithm uses DE/rand/1 mutation strategy. The performance of the proposed method is evaluated by two data sets and seen that the proposed method has a very effective performance compared with many artificial neural network models.
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Kluwer Academic Publishers
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Publication History
Published: 01 April 2022
Accepted: 20 December 2020
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View all- Chen MSangaiah AChen TLughofer EEgrioglu E(2022)Deep Learning for Financial EngineeringComputational Economics10.1007/s10614-022-10260-859:4(1277-1281)Online publication date: 1-Apr-2022
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