Computational Intelligence-Based Financial Crisis Prediction Model Using Feature Subset Selection with Optimal Deep Belief Network

A Hybrid Seasonal Autoregressive Integrated Moving Average and Denoising Autoencoder Model for Atmospheric Temperature Profile Prediction

Atmospheric parameter profile plays a vital role in the studies on meteorology and quantitative remote sensing. Besides measurement of the radiosonde and satellite remote sensing, the atmospheric temperature profile can be predicted by the time series model. However, the performance of the time series model is limited by the weak correlation of temperature data in the stratosphere. In this study, to predict monthly mean atmospheric temperature profile, a hybrid model named seasonal autoregressive integrated moving average and denoising autoencoder (SARIMA-DAE), which combines the traditional time series model with an artificial neural network (ANN), is proposed. The SARIMA is first used to predict the temperature at each altitude level independently; then, the DAE is employed to denoise the predicted temperature profile by SARIMA. The data set used is the L3 monthly mean gridded product of atmospheric infrared sounder, an instrument aboard NASA's Aqua satellite. Taking Maoming, a city in China, as an example, the absolute errors are within 1 K. The mean squared error and mean absolute percentage error on the test set are 0.12 and 0.0012, respectively. Compared with SARIMA, support vector machine regression, and ANN models, experimental results show that the SARIMA-DAE model improves the prediction accuracy at almost all altitude levels. Especially in the stratosphere, the advantage of the hybrid model is more pronounced. The model we proposed should, therefore, be of value to estimate missing data and predict atmospheric parameter profiles.

Deep Learning-Based Model for Financial Distress Prediction

Predicting bankruptcies and assessing credit risk are two of the most pressing issues in finance. Therefore, financial distress prediction and credit scoring remain hot research topics in the finance sector. Earlier studies have focused on the design of statistical approaches and machine learning models to predict a company's financial distress. In this study, an adaptive whale optimization algorithm with deep learning (AWOA-DL) technique is used to create a new financial distress prediction model. The goal of the AWOA-DL approach is to determine whether a company is experiencing financial distress or not. A deep neural network (DNN) model called multilayer perceptron based predictive and AWOA-based hyperparameter tuning processes are used in the AWOA-DL method. Primarily, the DNN model receives the financial data as input and predicts financial distress. In addition, the AWOA is applied to tune the DNN model's hyperparameters, thereby raising the predictive outcome. The proposed model is applied in three stages: preprocessing, hyperparameter tuning using AWOA, and the prediction phase. A comprehensive simulation took place on four datasets, and the results pointed out the supremacy of the AWOA-DL method over other compared techniques by achieving an average accuracy of 95.8%, where the average accuracy equals 93.8%, 89.6%, 84.5%, and 78.2% for compared models.