مطالب مرتبط با کلیدواژه

Artificial Neural Networks


۱.

ANN-DEA Approach of Corporate Diversification and Efficiency in Bursa Malaysia(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Total Product Diversification International Diversification Data Envelopment Analysis Artificial Neural Networks

حوزه های تخصصی:
تعداد بازدید : ۶۸۷ تعداد دانلود : ۳۸۸
There is little consensus on the corporate diversification-efficiency relationship in the diversification literature. According to the corporate diversification, firms have a tendency to get more market share with diversifying in the local segment or in the international market. Theoretically, a contradictory exists between the profitable strategy and the value reducing strategy in the diversification strategy. In this paper, we measure firm’s efficiency by applying Data Envelopment Analysis (DEA) in manufacturing firms listed in Bursa Malaysia for five years. Meanwhile, a feed forward multilayer perceptron neural network is applied to model the mapping function between the input and output data to the efficiency score. Back propagation (BP) learning algorithm is applied to update network’s weights through minimizing the cost function, and the best topology of the network is conducted. The result of this study shows that there is a negative relationship between total product diversification and efficiency, and international diversification has a non-linear effect on the efficiency.
۲.

Prediction the Return Fluctuations with Artificial Neural Networks' Approach(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Earning quality Artificial Neural Networks Prediction

حوزه های تخصصی:
تعداد بازدید : ۴۴۵ تعداد دانلود : ۳۸۱
Time changes of return, inefficiency studies performed and presence of effective factors on share return rate are caused development modern and intelligent methods in estimation and evaluation of share return in stock companies. Aim of this research is prediction of return using financial variables with artificial neural network approach. Therefore, the statistical population of this study includes 120 listed companies in Tehran stock securities during 2005 to 2017. Independent variables in this research are market variables (Earning quality, free cash flow) and dependent variable is share return. The obtained outputs from estimation of the artificial neural networks and results obtained from estimation, using of this method with evaluation scales concerning random amount and comparing it with adjusted R, we found that there is meaningful relation between the associated variables and return. However, such network has the least error than other networks.
۳.

Design and Implementation of Organizational Architecture in Organizations in Charge of Combating Smuggling of Goods and Currency with the Aim of Improving the Management of Organizational Networks(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Organizational architecture Organization Network Management SWOT Approach Smart System Artificial Neural Networks

حوزه های تخصصی:
تعداد بازدید : ۳۳۱ تعداد دانلود : ۲۲۱
In the current situation, one of the concerns in the fight against smuggling of goods and currency is the improvement of the inter-organizational network. The purpose of this research is to design and implement organizational architecture to improve the management of organizational networks with SWOT approach, in this area using the artificial neural network toolbox and fuzzy logic in Matlab. This research is applied-modeling in terms of purpose. The statistical population includes expert professors and experts of organizations in charge of combating smuggling of goods and currency. After distributing 100 questionnaires, the sample size of this study is equal to 96 experts who were selected by a combination of two methods of non-probabilistic purposive sampling and snowball sampling. The results show that using the intelligent system, the status of "success of the organization's network management" can be examined numerically and more accurately: In terms of ideal importance, if; The "Network Management Based on EA Application Layer" status is good, ie exactly 0.813, and "Network management based on EA data source layer" is good, ie exactly 0.824, and "Network Management Based on EA Central Component Layer" is good, ie exactly 0.819, and "Network Management Based on EA Data Preparation Layer" is good, ie exactly 0.812, and "Network management based on EA service quality layer" in good condition, ie exactly 0.815;Then; The status of "successful implementation of the organization's network management" is at the top level (fifth level), ie exactly 0.952.According to the membership functions of language variables by experts, the value of 4.76 within the 5-value range in the range defined for the "excellent" language variable, ie the success status of the organization's network management, has been calculated exactly 0.952.
۴.

A Deep Learning Based Analysis of the Big Five Personality Traits from Handwriting Samples Using Image Processing(مقاله علمی وزارت علوم)

کلیدواژه‌ها: computer vision Convolutional neural networks Artificial Neural Networks Machine Learning Big Five Personality Traits Handwriting Graphology

حوزه های تخصصی:
تعداد بازدید : ۲۳۰ تعداد دانلود : ۹۸
Handwriting Analysis has been used for a very long time to analyze an individual’s suitability for a job, and is in recent times, gaining popularity as a valid means of a person’s evaluation. Extensive Research has been done in the field of determining the Personality Traits of a person through handwriting. We intend to analyze an individual’s personality by breaking it down into the Big Five Personality Traits using their handwriting samples. We present a dataset that links personality traits to the handwriting features. We then propose our algorithm - consisting of one ANN based model and PersonaNet, a CNN based model. The paper evaluates our algorithm’s performance with baseline machine learning models on our dataset. Testing our novel architecture on this dataset, we compare our algorithm based on various metrics, and show that our novel algorithm performs better than the baseline Machine Learning models.
۵.

Designing Cell Production Arrangement Scenarios with the Approach of Artificial Neural Networks(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Artificial Neural Networks cell production production line arrangement Scenario Analysis

حوزه های تخصصی:
تعداد بازدید : ۱۹۹ تعداد دانلود : ۱۱۲
The arrangement of machines and how to move them is one of the most important issues in factories and production units, which always imposes a lot of costs on the collections. Although the arrangement of machines is done once over a long period of time, its effects are very widespread. Accordingly, it is necessary to pay more attention to the matter of arrangement. Today, cellular production is also one of the widespread production methods at the industrial level, which requires this precision. The current research aims to produce new arrangements by using artificial neural networks. The way of working is that by using the data related to the number of production parts, the production time of each part, and the group of parts under investigation, as well as the costs of the devices, this clustering is done in 3 modes of 4, 6, and 9. Performing this type of clustering has higher accuracy and speed than other methods, and the results may be somewhat different in each scenario and with each clustering time, which increases flexibility in selection.
۶.

Designing an Optimal Model Using Artificial Neural Networks to Predict Non-Linear Time Series (case study: Tehran Stock Exchange Index)(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Total stock index Forecast Artificial Neural Networks Tehran Stock Exchange

حوزه های تخصصی:
تعداد بازدید : ۱۷۳ تعداد دانلود : ۱۷۹
Investing in stocks is fraught with long risks that make it tough to manage and predict the choices out there to the investor. Artificial Neural Network (ANN) is a popular method which also incorporates technical analysis for making predictions in financial markets. The purpose of this work is an applied study which is conducted using description based on testing as method. The discussion is established on analytical-computational methods. In this research, the documents and statistics of the Tehran Stock Exchange are used to obtain the desired variables. Descriptive statistics and inferential statistics, as well as Perceptron multi-layer neural networks are utilized to analyze the data of this research. The results of this research show the confirmation of the high prediction accuracy of the Tehran Stock Exchange index compared to other estimation methods by the presented model, which has the ability to predict the total index with less than 1.7% error.
۷.

Developing a Stock Market Prediction Model by Deep Learning Algorithms(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Stock Price Prediction Artificial Neural Networks deep learning Long Short-Term Memory Recurrent Neural Networks

حوزه های تخصصی:
تعداد بازدید : ۳۴ تعداد دانلود : ۲۲
For investors, predicting stock market changes has always been attractive and challenging because it helps them accurately identify profits and reduce potential risks. Deep learning-based models, as a subset of machine learning, receive attention in the field of price prediction through the improvement of traditional neural network models. In this paper, we propose a model for predicting stock prices of Tehran Stock Exchange companies using a long-short-term memory (LSTM) deep neural network. The model consists of two LSTM layers, one Dense layer, and two DropOut layers. In this study, using our studies and evaluations, the adjusted stock price with 12 technical index variables was taken as an input for the model. In assessing the model's predictive outcomes, we considered RMSE, MAE, and MAPE as criteria. According to the results, integrating technical indicators increases the model's accuracy in predicting the stock price, with the LSTM model outperforming the RNN model in this task.