Novel volatility forecasting using deep learning–long short term memory recurrent neural networks

Y Liu - Expert Systems with Applications, 2019 - Elsevier
Abstracts The volatility is related to financial risk and its prediction accuracy is very important
in portfolio optimisation. A large body of literature to-date suggests Support Vector Machines …

Surrogate models based on machine learning methods for parameter estimation of left ventricular myocardium

L Cai, L Ren, Y Wang, W Xie… - Royal Society open …, 2021 - royalsocietypublishing.org
A long-standing problem at the frontier of biomechanical studies is to develop fast methods
capable of estimating material properties from clinical data. In this paper, we have studied …

An improved differential evolution algorithm with triangular mutation for global numerical optimization

AW Mohamed - Computers & Industrial Engineering, 2015 - Elsevier
This paper presents an Improved Differential Evolution (IDE) algorithm for solving global
numerical optimization problems over continuous space. The proposed algorithm introduces …

A new approach to very short term wind speed prediction using k-nearest neighbor classification

M Yesilbudak, S Sagiroglu, I Colak - energy conversion and management, 2013 - Elsevier
Wind energy is an inexhaustible energy source and wind power production has been
growing rapidly in recent years. However, wind power has a non-schedulable nature due to …

A modified differential evolution algorithm for unconstrained optimization problems

D Zou, J Wu, L Gao, S Li - Neurocomputing, 2013 - Elsevier
A modified differential evolution algorithm (MDE) is proposed to solve unconstrained
optimization problems in this paper. Gauss distribution and uniform distribution have one …

ACCUGRAM: A novel approach based on classification to frequency band selection for rotating machinery fault diagnosis

Z Liu, Y Jin, MJ Zuo, D Peng - ISA transactions, 2019 - Elsevier
Frequency band selection (FBS) in rotating machinery fault diagnosis aims to recognize
frequency band location including a fault transient out of a full band spectrum, and thus fault …

Hierarchical differential evolution algorithm combined with multi-cross operation

ZG Liu, XH Ji, Y Yang - Expert Systems with Applications, 2019 - Elsevier
In expert systems, complex optimization problems are always characterized by nonlinearity,
nonconvexity, multi-modality, discontinuity, and high dimensionality. Although classical …

Optimization of mooring systems in the context of an integrated design methodology

B da Fonseca Monteiro, JS Baioco, CH Albrecht… - Marine Structures, 2021 - Elsevier
This work describes an enhanced mooring optimization procedure, oriented towards recent
floating production systems (FPS) for oil & gas exploitation in ultra-deep-water scenarios …

An enhanced differential evolution algorithm based on multiple mutation strategies

W Xiang, X Meng, M An, Y Li… - Computational …, 2015 - Wiley Online Library
Differential evolution algorithm is a simple yet efficient metaheuristic for global optimization
over continuous spaces. However, there is a shortcoming of premature convergence in …

A novel differential evolution algorithm using local abstract convex underestimate strategy for global optimization

X Zhou, G Zhang, X Hao, L Yu - Computers & Operations Research, 2016 - Elsevier
Two main challenges in differential evolution (DE) are reducing the number of function
evaluations required to obtain optimal solutions and balancing the exploration and …