Intelligence Optimization Algorithms and Applications

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Computational and Applied Mathematics".

Deadline for manuscript submissions: 31 December 2024 | Viewed by 896

Special Issue Editors


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Guest Editor
School of Mechanical and Electric Engineering, Guangzhou University, Guangzhou 510006, China
Interests: swarm intelligent optimization theory and application; large-scale complex system control and optimization; robot system navigation; path planning optimization
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Guest Editor
School of Electrical and Information Engineering, Zhengzhou University, Zhengzhou 450001, China
Interests: computational intelligence; evolutionary computation; constrained optimization; machine learning; dynamic optimization

Special Issue Information

Dear Colleagues,

The new generation of artificial intelligence is driving the rapid development of industry, with advanced software and algorithms gradually integrating into various aspects of life. Large-scale and ultra-large-scale systems have emerged, with increasingly fine configurations and complex processes, which urgently require optimization. However, precise optimization methods are difficult to handle, forcing the research of more effective, reasonable, and feasible heuristic methods and swarm intelligence optimization methods, which attract significant attention and have been a useful tool for solving mathematic theory and real-world problems. Intelligence optimization algorithms can ignore the problems’ characters and obtain feasible solutions quickly. Therefore, they are widely used in mechanism optimization design, mechanism motion trajectory planning, workshop layout optimization, optimization related to machining process technology planning, and so on.

However, some key challenges need to be solved for intelligence optimization algorithms. In theory, there is no strict proof about the approximation ability of this method. In application, it may fail to obtain feasible solutions due to the complexity of problems. Furthermore, an algorithm that suits all types of problems is difficult to design due to their diversity.

Thus, in this Special Issue, we expect articles on topics including (but not limited to):

  • Novel algorithms that have advantages in convergence speed, accuracy, and robustness compared with existing ones and their applications in engineering, processing, scheduling, planning, and so on.
  • Combination of advanced technologies and intelligence optimization algorithms, for example, determining hyper parameters of algorithms with GAN, or extracting features in LLM with algorithms.
  • Reviews including comparison, analysis, and evaluation of different algorithms or problems.
  • Articles that focus on the derivation of an algorithm’s approximation ability, the relationship between algorithms and problems, and other mathematical and theoretical study.
  • Mechanism optimization design, mechanism motion trajectory planning, workshop layout optimization, and optimization related to machining process technology planning.

Dr. Haibin Ouyang
Dr. Kunjie Yu
Guest Editors

Manuscript Submission Information

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Keywords

  • optimization
  • intelligence algorithms
  • dynamic optimization
  • multimodal optimization
  • constrained optimization
  • large-scale optimization and application
  • path-planning
  • distribution optimization
  • mechanism optimization design
  • network optimization
  • transfer learning
  • evolutionary optimization
  • neural architecture optimization
  • federated learning

Published Papers (1 paper)

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Research

15 pages, 6572 KiB  
Article
Combining Autoregressive Integrated Moving Average Model and Gaussian Process Regression to Improve Stock Price Forecast
by Shiying Tu, Jiehu Huang, Huailong Mu, Juan Lu and Ying Li
Mathematics 2024, 12(8), 1187; https://doi.org/10.3390/math12081187 - 15 Apr 2024
Viewed by 425
Abstract
Stock market performance is one key indicator of the economic condition of a country, and stock price forecasting is important for investments and financial risk management. However, the inherent nonlinearity and complexity in stock price movements imply that simple conventional modeling techniques are [...] Read more.
Stock market performance is one key indicator of the economic condition of a country, and stock price forecasting is important for investments and financial risk management. However, the inherent nonlinearity and complexity in stock price movements imply that simple conventional modeling techniques are not adequate for stock price forecasting. In this paper, we present a hybrid model (ARIMA + GPRC) which combines the autoregressive integrated moving average (ARIMA) model and Gaussian process regression (GPR) with a combined covariance function (GPRC). The proposed hybrid model can account for both the linearity and nonlinearity in stock price movements. Based on daily data on three stocks listed on the Shanghai Stock Exchange (SSE), it is found that GPRC outperforms GPR with a single covariance function. Further, the proposed hybrid model is compared with the ARIMA model, artificial neural network (ANN), and GPRC model. Based on the forecasting trend and the statistical performance of the four models, the ARIMA + GPRC model is found to be the dominant model for stock price forecasting and can significantly improve forecasting performance. Full article
(This article belongs to the Special Issue Intelligence Optimization Algorithms and Applications)
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