Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting

A CNN-LSTM-Based Model to Forecast Stock Prices

Stock price data have the characteristics of time series. At the same time, based on machine learning long short-term memory (LSTM) which has the advantages of analyzing relationships among time series data through its memory function, we propose a forecasting method of stock price based on CNN-LSTM. In the meanwhile, we use MLP, CNN, RNN, LSTM, CNN-RNN, and other forecasting models to predict the stock price one by one. Moreover, the forecasting results of these models are analyzed and compared. The data utilized in this research concern the daily stock prices from July 1, 1991, to August 31, 2020, including 7127 trading days. In terms of historical data, we choose eight features, including opening price, highest price, lowest price, closing price, volume, turnover, ups and downs, and change. Firstly, we adopt CNN to efficiently extract features from the data, which are the items of the previous 10 days. And then, we adopt LSTM to predict the stock price with the extracted feature data. According to the experimental results, the CNN-LSTM can provide a reliable stock price forecasting with the highest prediction accuracy. This forecasting method not only provides a new research idea for stock price forecasting but also provides practical experience for scholars to study financial time series data.

Optimal river monitoring network using optimal partition analysis: a case study of Hun River, Northeast China

River monitoring networks play an important role in water environmental management and assessment, and it is critical to develop an appropriate method to optimize the monitoring network. In this study, an effective method was proposed based on the attainment rate of National Grade III water quality, optimal partition analysis and Euclidean distance, and Hun River was taken as a method validation case. There were 7 sampling sites in the monitoring network of the Hun River, and 17 monitoring items were analyzed once a month during January 2009 to December 2010. The results showed that the main monitoring items in the surface water of Hun River were ammonia nitrogen (NH₄⁺-N), chemical oxygen demand, and biochemical oxygen demand. After optimization, the required number of monitoring sites was reduced from seven to three, and 57% of the cost was saved. In addition, there were no significant differences between non-optimized and optimized monitoring networks, and the optimized monitoring networks could correctly represent the original monitoring network. The duplicate setting degree of monitoring sites decreased after optimization, and the rationality of the monitoring network was improved. Therefore, the optimal method was identified as feasible, efficient, and economic.

Research on an online self-organizing radial basis function neural network

A new growing and pruning algorithm is proposed for radial basis function (RBF) neural network structure design in this paper, which is named as self-organizing RBF (SORBF). The structure of the RBF neural network is introduced in this paper first, and then the growing and pruning algorithm is used to design the structure of the RBF neural network automatically. The growing and pruning approach is based on the radius of the receptive field of the RBF nodes. Meanwhile, the parameters adjusting algorithms are proposed for the whole RBF neural network. The performance of the proposed method is evaluated through functions approximation and dynamic system identification. Then, the method is used to capture the biochemical oxygen demand (BOD) concentration in a wastewater treatment system. Experimental results show that the proposed method is efficient for network structure optimization, and it achieves better performance than some of the existing algorithms.