Title
Intelligent Networks for Chaotic Fractional-Order Nonlinear Financial Model
Date Issued
01 January 2022
Access level
open access
Resource Type
journal article
Author(s)
Publisher(s)
Tech Science Press
Abstract
The purpose of this paper is to present a numerical approach based on the artificial neural networks (ANNs) for solving a novel fractional chaotic financial model that represents the effect of memory and chaos in the presented system. The method is constructed with the combination of the ANNs along with the Levenberg-Marquardt backpropagation (LMB), named the ANNs-LMB. This technique is tested for solving the novel problem for three cases of the fractional-order values and the obtained results are compared with the reference solution. Fifteen numbers neurons have been used to solve the fractional-order chaotic financialmodel. The selection of the data to solve the fractional-order chaotic financial model are selected as 75% for training, 10% for testing, and 15% for certification. The results indicate that the presented approximate solutions fit exactly with the reference solution and the method is effective and precise. The obtained results are testified to reduce the mean square error (MSE) for solving the fractional model and verified through the various measures including correlation, MSE, regression histogram of the errors, and state transition (ST).
Start page
5015
End page
5030
Volume
72
Issue
3
Language
English
OCDE Knowledge area
Ciencias de la computación
Ciencias de la información
Subjects
Scopus EID
2-s2.0-85128659640
Source
Computers, Materials and Continua
ISSN of the container
15462218
Sponsor(s)
Funding Statement: This research received funding support from the NSRF via the Program Management Unit for Human Resources & Institutional Development, Research and Innovation (Grant Number B05F640088).
Sources of information:
Directorio de Producción Científica
Scopus