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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Forecasting Series-Based Stock Price Data Using Direct Reinforcement Learning, H. Li, Cihan H. Dagli, David Lee Enke
Forecasting Series-Based Stock Price Data Using Direct Reinforcement Learning, H. Li, Cihan H. Dagli, David Lee Enke
Engineering Management and Systems Engineering Faculty Research & Creative Works
A significant amount of work has been done in the area of price series forecasting using soft computing techniques, most of which are based upon supervised learning. Unfortunately, there has been evidence that such models suffer from fundamental drawbacks. Given that the short-term performance of the financial forecasting architecture can be immediately measured, it is possible to integrate reinforcement learning into such applications. In this paper, we present the novel hybrid view for a financial series and critic adaptation stock price forecasting architecture using direct reinforcement. A new utility function called policies-matching ratio is also proposed. The need for the …
An Empirical Analysis Of Backpropagation Error Surface Initiation For Injection Molding Process Control, Alice E. Smith, Elaine R. Raterman, Cihan H. Dagli
An Empirical Analysis Of Backpropagation Error Surface Initiation For Injection Molding Process Control, Alice E. Smith, Elaine R. Raterman, Cihan H. Dagli
Engineering Management and Systems Engineering Faculty Research & Creative Works
Backpropagation neural networks are trained by adjusting initially random interconnecting weights according to the steepest local error surface gradient. The authors examine the practical implications of the arbitrary starting point on the error landscape of the ensuing trained network. The effects on network convergence and performance are tested empirically, varying parameters such as network size, training rate, transfer function and data representation. The data used are live process control data from an injection molding plant
Neural Networks In Manufacturing: Possible Impacts On Cutting Stock Problems, Cihan H. Dagli
Neural Networks In Manufacturing: Possible Impacts On Cutting Stock Problems, Cihan H. Dagli
Engineering Management and Systems Engineering Faculty Research & Creative Works
The potential of neural networks is examined, and the effect of parallel processing on the solution of the stock-cutting problem is assessed. The conceptual model proposed integrates a feature-recognition network and a simulated annealing approach. The model uses a neocognitron neural network paradigm to generate data for assessing the degree of match between two irregular patterns. The information generated through the feature recognition network is passed to an energy function, and the optimal configuration of patterns is computed using a simulated annealing algorithm. Basics of the approach are demonstrated with an example.
Possible Applications Of Neural Networks In Manufacturing, S. Lammers, Cihan H. Dagli
Possible Applications Of Neural Networks In Manufacturing, S. Lammers, Cihan H. Dagli
Engineering Management and Systems Engineering Faculty Research & Creative Works
Summary form only given. An examination is made of the potential of neural networks and the impact of parallel processing in the design and operations of manufacturing systems. After an initial discussion on possible areas of application, an approach that integrates artificial intelligence, operations research, and neural networks for the solution of a scheduling problem is examined