A Computational Intelligence Hybrid Algorithm Based on Population Evolutionary and Neural Network Learning for the Crude Oil Spot Price Prediction

Abstract

Abstract This research attempts to reinforce the cultivating expression of radial basis function neural network (RBFnet) through computational intelligence (CI) and swarm intelligence (SI) learning methods. Consequently, the artificial immune system (AIS) and ant colony optimization (ACO) approaches are utilized to cultivate RBFnet for function approximation issue. The proposed hybridization of AIS and ACO approaches optimization (HIAO) algorithm combines the complementarity of exploitation and exploration to realize problem solving. It allows the solution domain having the advantages of intensification and diversification, which further avoids the situation of immature convergence. In addition, the empirical achievements have confirmed that the HIAO algorithm not only obtained the best accurate function approximation for theoretically standard nonlinear problems, it can be further applied on the instance solving for practical crude oil spot price prediction.

Keywords

• Computational intelligence
• Swarm intelligence
• Artificial immune system
• Ant colony optimization
• Neural network
• Price prediction