Computer Science ›› 2016, Vol. 43 ›› Issue (7): 275-280.doi: 10.11896/j.issn.1002-137X.2016.07.050

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Employing AS-FOA for Optimization of GRNN Network with Application to Financial Warning Research

WANG Ying-bo and CHAI Jia-jia   

  • Online:2018-12-01 Published:2018-12-01

Abstract: The process of fruit fly optimization algorithm(FOA) optimizing complex problems easily falls into local optimum.In order to solve the problem,adaptive step fruit fly optimization algorithm (AS-FOA) was put forward.The improved FOA was used to find GRNN network optimal parameters,and financial data were used for the crisis warning to verify the feasibility of the algorithm.The algorithm gives fruit fly two random directions,meanwhile introduces two concepts,which are stability threshold and fitness step length factor,in order to define the flies’ active and steady state,thus effectively preventing local optimum-induced slow convergence and low accuracy in the process of searching the optimal parameters of GRNN by FOA.The experimental results show that AS-FOA can quickly find the best parameters of GRNN network and achieve higher warning accuracy after being applied to financial data.

Key words: FOA,GRNN network optimization,Stability threshold,Fitness step length factor,Financial warning

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