A. A. Adebiyi

Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange. The empirical results obtained reveal the superiority of neural networks model over ARIMA model. The findings further resolve and clarify contradictory opinions reported in literature over the superiority of neural networks and ARIMA model and vice versa.

Stochastic Constriction Cockroach Swarm Optimization for Multidimensional Space Function Problems

The effect of stochastic constriction on cockroach swarm optimization (CSO) algorithm performance was examined in this paper. A stochastic constriction cockroach swarm optimization (SCCSO) algorithm is proposed. A stochastic constriction factor is introduced into CSO algorithm for swarm stability enhancement; control cockroach movement from one position to another while searching for solution to avoid explosion; enhanced local and global searching capabilities. SCCSO performance was tested through simulation studies and its performance on multidimensional functions is compared with that of original CSO, modified cockroach swarm optimization (MCSO), and one of the well-known global optimization techniques in the literature known as line search restart techniques (LSRS). Standard benchmarks that have been widely used for global optimization problems are considered for evaluating the proposed algorithm. The selected benchmarks were solved up to 3000 dimensions by the proposed algorithm.

Solving Dynamic Traveling Salesman Problem Using Dynamic Gaussian Process Regression

This paper solves the dynamic traveling salesman problem (DTSP) using dynamic Gaussian Process Regression (DGPR) method. The problem of varying correlation tour is alleviated by the nonstationary covariance function interleaved with DGPR to generate a predictive distribution for DTSP tour. This approach is conjoined with Nearest Neighbor (NN) method and the iterated local search to track dynamic optima. Experimental results were obtained on DTSP instances. The comparisons were performed with Genetic Algorithm and Simulated Annealing. The proposed approach demonstrates superiority in finding good traveling salesman problem (TSP) tour and less computational time in nonstationary conditions.

Datasets on the statistical properties of the first 3000 squared positive integers

The data in this article are as a result of a quest to uncover alternative research routes of deepening researchers’ understanding of integers apart from the traditional number theory approach. Hence, the article contains the statistical properties of the digits sum of the first 3000 squared positive integers. The data describes the various statistical tools applied to reveal different statistical and random nature of the digits sum of the first 3000 squared positive integers. Digits sum here implies the sum of all the digits that make up the individual integer.

Fuzzy-neural model with hybrid market indicators for stock forecasting

A number of research had been carried out to forecast stock price based on technical indicators, which rely purely on historical stock price data. Nevertheless, their performance is not always satisfactory. In this paper, the effect of using hybrid market indicators of technical, fundamental indicators and experts opinion for stock price prediction is examined. Input variables extracted from these market hybrid indicators are fed into a fuzzy-neural network for improved accuracy of stock price prediction. The empirical results obtained with published stock data shows that the proposed model can be effective to improve accuracy of stock price prediction.