moth flame optimization algorithm

The stock market involves risks and returns that, if forecasted correctly, can lead to profitability, and for this forecasting, appropriate methods are needed. It is affected by various parameters and needs a way to identify these parameters well and have a dynamic nature. The main goal of this article is forecasting Tehran Price Index (TEPIX) by using hybrid Artificial Neural Network (ANN) based on Genetic Algorithm (GA), Harmony Search (HS) particle Swarm Optimization algorithm (PSO) Moth Flame Optimization (MFO) and Whale Optimization algorithms. GA is used as feature selection. So, PSO, HS MFO and WOA are used to determine the number of input and hidden layers. We use the daily values of the stock price index of the Tehran Stock Exchange from 2013 to 2018 in order to forecasting price and test it. The accuracy of ANN, hybrid Artificial Neural Network with HS, PSO MFO and WOA is evaluated based on different loss functions such as MSE, MAE and etc. the results show that the predictability of Meta-heuristic algorithms in testing period is higher than normal ANN. Also, the predictability of hybrid WOA is higher than hybrid PSO and HS algorithms and MFO.

One of the most parameters and variables in every economics is the interest rate. Government officials and lawmakers change interest rates for various purposes controlling liquidity, inflation, and prices, Economic growth and development, lending, etc. So, it is important to set the interest rate correctly. If you can predict the interest rate correctly, you can earn and gain profit by investing in various sectors. Moreover, the interest rate can impact other sectors through parallel markets such as the stock market, automobile, housing, etc. Interest rates are related to parallel markets. Thus, if you can forecast the interest rate, you can predict the parallel markets too. The main goal of this article, as it is clear from the title, is the prediction of interest rate using ANN and improving the network using some novel heuristic algorithms such as Moth Flame Optimization algorithm (MFO), Chimp Optimization Algorithm (CHOA), Time-varying Correlation Particle Swarm Optimization algorithm (TVAC-PSO), etc. we used 17 variables such as oil price, gold coin price, house price, etc. as input variables. We used GA and a new algorithm called Grey Wolf Optimization, Particle Swarm Optimization (GWO-PSO) algorithm as a feature selection and choosing the best variables. We have used eight loss functions such as MSE, RMSE, MAE, etc. too. Finally, we have compared different algorithms due to their estimation errors. The main contribution of this paper is that, first, this is for the first time which these novel metaheuristic algorithms have been used for the prediction of interest rate. Second, it has tried to use different graphs and tables for better understanding and totally a comprehensive research paper. The results show that Whale Optimization Algorithm (WOA) performed better than other methods along with less error.