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    Gold Investment Model on RNN and Finding Best Investment Strategy on PSO
    (2022-01-01)
    Kanchanakantikul, Pakamas
    ;
    Nootyaskool, Supakit
    Nowadays, Algorithm trading in community and stock is interesting research, while gold is also an investment option. This research presents two steps. Three inputs sequence consists of the gold price(sell), gold spot and crude oil. Output has an order sequence indicating buy, sell, and wait for the signal. Firstly, finding the best strategy from historical data by particle swarm optimization (PSO) compared with random search (RS). That will get buying, selling, or waiting signals in the gold trading market Secondly, creating gold investment by recurrent neural network (RNN) model. The experiment result showed RNN trading model based on PSO is better than RS, which has a profit of 79.667 percent.
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    Roulette wheel selection applied to PSO on numerical function in discrete and continuous space
    (2016-07-22)
    Ounsrimuang, Pimolrat
    ;
    Nootyaskool, Supakit
    Particle Swarm Optimization (PSO) successfully finds a solution as shown in various literatures. In some problems creating on discrete space, adjustment control-parameter may be difficult to modify a reach of optimum solution. The paper proposes an approach applying roulette wheel selection to PSO, which can help PSO escape from a local solution. This approach tested on both continuous and discrete space by finding solution of 12-numerical functions and an engineering-problem. The experiment result showed that the proposed technique can help PSO getting the best result both problem spaces, the performance improvement but also maintain easily to implementation.
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    Comparison solving discrete space on flower pollination algorithm, PSO and GA
    (2016-03-23)
    Rathasamuth, Wanthanee
    ;
    Nootyaskool, Supakit
    In order to find an optimal solution of a research problem, the problem parameters are encoded in discrete space (e.g. bits or integers). Genetic algorithm (GA) performs the discrete space by binary chromosome. Particle swarm optimization (PSO) uses probability and sigmoid function to convert the next bird's velocity into binary bit. Flower pollination algorithm (FPA) is quite new and also has a few number of the paper implements to discrete space. This research uses a cut-off parameter applied on FPA. The main objective is to examine the performance of the algorithms on discrete space and calculate velocity of PSO as well as Levy fight movement of FPA when using discrete parameter. The experiment used eight-numerical functions to test conversion from a real value to a bit value and measure the effectiveness of each algorithm. Experiment result showed that FPA could perform better than PSO and GA.
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    The hybrid implementation genetic algorithm with particle swarm optimization to solve the unconstrained optimization problems
    (2012-10-26)
    Nootyaskool, Supakit
    Genetic algorithm (GA) has an advantage in exploration search. Particle swarm optimization (PSO) has an advantage in sharing movement information between particles. The combining between GA and PSO is proposed in this research. We design hybrid-GA with PSO, and compare the performance with simple GA and simple PSO, which their models will find the solution of five-difference complexity of numerical functions. The experiment result showed that hybrid GA with PSO can find the solution of a multimodal problem and unimodal with noise signal quickly. © 2012 IEEE.