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A Novel Hybrid Model Using RBF and PSO for Net Asset Value Prediction

A Novel Hybrid Model Using RBF and PSO for Net Asset Value Prediction
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Author(s): C. M. Anish (Guru Ghasidas Vishwavidyalaya, India), Babita Majhi (Guru Ghasidas Vishwavidyalaya, India)and Ritanjali Majhi (NIT Warangal, India)
Copyright: 2018
Pages: 19
Source title: Intelligent Systems: Concepts, Methodologies, Tools, and Applications
Source Author(s)/Editor(s): Information Resources Management Association (USA)
DOI: 10.4018/978-1-5225-5643-5.ch043

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Abstract

Net asset value (NAV) prediction is an important area of research as small investors are doing investment in there, Literature survey reveals that very little work has been done in this field. The reported literature mainly used various neural network models for NAV prediction. But the derivative based learning algorithms of these reported models have the problem of trapping into the local solution. Hence in chapter derivative free algorithm, particle swarm optimization is used to update the parameters of radial basis function neural network for prediction of NAV. The positions of particles represent the centers, spreads and weights of the RBF model and the minimum MSE is used as the cost function. The convergence characteristics are obtained to show the performance of the model during training phase. The MAPE and RMSE value are calculated during testing phase to show the performance of the proposed RBF-PSO model. These performance measure exhibits that the proposed model is better model in comparison to MLANN, FLANN and RBFNN models.

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