Fractional-order cuckoo search algorithm for parameter identification of the fractional-order chaotic, chaotic with noise and hyper-chaotic financial systems

Loading...
Thumbnail Image
File version

Version of Record (VoR)

Author(s)
Yousri, Dalia
Mirjalili, Seyedali
Griffith University Author(s)
Primary Supervisor
Other Supervisors
Editor(s)
Date
2020
Size
File type(s)
Location
Abstract

Identifying the parameters of the chaos phenomena in the economic-financial systems is a critical issue to control and avoid the financial crises and bogging the market down. Therefore, in this paper, an efficient and reliable optimization algorithm is developed to identify the corresponding parameters of that chaotic dynamical behavior in the fractional-order chaotic, chaotic with noise, and hyper-chaotic financial systems. The introduced algorithm is a cooperation among the fractional calculus (FC) perspective and the basic cuckoo search algorithm to enhance the stochastic cuckoo’s walk via considering the cuckoo’s earlier behaviors from memory. The developed fractional-order cuckoo search (FO-CS) is validated with twenty-eight functions of CEC2017 with different dimensions. Several measures and non-parametric statistical tests are presented to demonstrate the superiority of the introduced algorithm while compared with the CS and the state-of-the-art techniques. The results show that merging of FC properties magnifies CS’s efficiency, convergence speed, and robustness against the complexity of the considered CEC benchmarks suite and the non-linearity of the fractional-order chaotic, chaotic with noise, and hyper-chaotic financial systems.

Journal Title

Engineering Applications of Artificial Intelligence

Conference Title
Book Title
Edition
Volume

92

Issue
Thesis Type
Degree Program
School
Publisher link
Patent number
Funder(s)
Grant identifier(s)
Rights Statement
Rights Statement

© 2020 Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence (http://creativecommons.org/licenses/by-nc-nd/4.0/) which permits unrestricted, non-commercial use, distribution and reproduction in any medium, providing that the work is properly cited.

Item Access Status
Note
Access the data
Related item(s)
Subject

Engineering

Information and computing sciences

Science & Technology

Automation & Control Systems

Computer Science, Artificial Intelligence

Engineering, Multidisciplinary

Persistent link to this record
Citation

Yousri, D; Mirjalili, S, Fractional-order cuckoo search algorithm for parameter identification of the fractional-order chaotic, chaotic with noise and hyper-chaotic financial systems, Engineering Applications of Artificial Intelligence, 2020, 92, pp. 103662:1-103662:21

Collections