Stock market prediction using Altruistic Dragonfly Algorithm.

Stock market prediction is the process of determining the value of a company's shares and other financial assets in the future. This paper proposes a new model where Altruistic Dragonfly Algorithm (ADA) is combined with Least Squares Support Vector Machine (LS-SVM) for stock market prediction. ADA is a meta-heuristic algorithm which optimizes the parameters of LS-SVM to avoid local minima and overfitting, resulting in better prediction performance. Experiments have been performed on 12 datasets and the obtained results are compared with other popular meta-heuristic algorithms. The results show that the proposed model provides a better predictive ability and demonstrate the effectiveness of ADA in optimizing the parameters of LS-SVM.

Simulated annealing aided genetic algorithm for gene selection from microarray data.

In recent times, microarray gene expression datasets have gained significant popularity due to their usefulness to identify different types of cancer directly through bio-markers. These datasets possess a high gene-to-sample ratio and high dimensionality, with only a few genes functioning as bio-markers. Consequently, a significant amount of data is redundant, and it is essential to filter out important genes carefully. In this paper, we propose the Simulated Annealing aided Genetic Algorithm (SAGA), a meta-heuristic approach to identify informative genes from high-dimensional datasets. SAGA utilizes a two-way mutation-based Simulated Annealing (SA) as well as Genetic Algorithm (GA) to ensure a good trade-off between exploitation and exploration of the search space, respectively. The naive version of GA often gets stuck in a local optimum and depends on the initial population, leading to premature convergence. To address this, we have blended a clustering-based population generation with SA to distribute the initial population of GA over the entire feature space. To further enhance the performance, we reduce the initial search space by a score-based filter approach called the Mutually Informed Correlation Coefficient (MICC). The proposed method is evaluated on 6 microarray and 6 omics datasets. Comparison of SAGA with contemporary algorithms has shown that SAGA performs much better than its peers. Our code is available at https://github.com/shyammarjit/SAGA.