Student Number : 9702018F - MSc(Eng) Dissertation - School of Electrical and Information Engineering - Faculty of Engineering and the Built Environment / Due to the volatile nature of the world economies, investing is crucial in ensuring an individual is prepared for future financial necessities. This research proposes an application, which employs computational intelligent methods that could assist investors in making financial decisions. This system consists of 2 components. The Forecasting Component (FC) is employed to predict the closing index price performance. Based on these predictions, the Stock Quantity Selection Component (SQSC) recommends the investor to purchase stocks, hold the current investment position or sell stocks in possession. The development of the FC module involved the creation of Multi-Layer Perceptron (MLP) as well as Radial Basis Function (RBF) neural network classifiers. TCategorizes that these networks classify are based on a profitable trading strategy that outperforms the long-term “Buy and hold” trading strategy. The Dow Jones Industrial Average, Johannesburg Stock Exchange (JSE) All Share, Nasdaq 100 and the Nikkei 225 Stock Average indices are considered. TIt has been determined that the MLP neural network architecture is particularly suited in the prediction of closing index price performance. Accuracies of 72%, 68%, 69% and 64% were obtained for the prediction of closing price performance of the Dow Jones Industrial Average, JSE All Share, Nasdaq 100 and Nikkei 225 Stock Average indices, respectively. TThree designs of the Stock Quantity Selection Component were implemented and compared in terms of their complexity as well as scalability. TComplexity is defined as the number of classifiers employed by the design. Scalability is defined as the ability of the design to accommodate the classification of additional investment recommendations. TDesigns that utilized 1, 4 and 16 classifiers, respectively, were developed. These designs were implemented using MLP neural networks, RBF neural networks, Fuzzy Inference Systems as well as Adaptive Neuro-Fuzzy Inference Systems. The design that employed 4 classifiers achieved low complexity and high scalability. As a result, this design is most appropriate for the application of concern. It has also been determined that the neural network architecture as well as the Fuzzy Inference System implementation of this design performed equally well.

The main purpose of this study is to develop a predictive model capable to forecast residential real estate prices in the city of Prague using Artificial Intelligence methods. The first part of this study discusses fundamentals of Artificial Neural Networks and Fuzzy Inference Systems in the context of real estate valuation. The second part demonstrates a development and testing of such models using a dataset of real estate market transactions. In the third part, results are compared to Multiple Regression and an explanatory power of each model is evaluated. Conclusions of this research are: (1) Artificial Neural Networks and Fuzzy Inference Systems give more accurate estimates of market values of residential real estates than Multiple Regression; (2) Artificial Neural Networks and Fuzzy Inference Systems represent an efficient way of modeling and analyzing residential real estate prices in Prague.

The military recently recognized the importance of taking sociocultural factors into consideration. Therefore, Human Social Culture Behavior (HSCB) modeling has been getting much attention in current and future operational requirements to successfully understand the effects of social and cultural factors on human behavior. There are different kinds of modeling approaches to the data that are being used in this field and so far none of them has been widely accepted. HSCB modeling needs the capability to represent complex, ill-defined, and imprecise concepts, and soft computing modeling can deal with these concepts. There is currently no study on the use of any computational methodology for representing the relationship between adverse events and infrastructure development investments in an active war theater. This study investigates the relationship between adverse events and infrastructure development projects in an active war theater using soft computing techniques including fuzzy inference systems (FIS), artificial neural networks (ANNs), and adaptive neuro-fuzzy inference systems (ANFIS) that directly benefits from their accuracy in prediction applications. Fourteen developmental and economic improvement project types were selected based on allocated budget values and a number of projects at different time periods, urban and rural population density, and total adverse event numbers at previous month selected as independent variables. A total of four outputs reflecting the adverse events in terms of the number of people killed, wounded, hijacked, and total number of adverse events has been estimated. For each model, the data was grouped for training and testing as follows: years between 2004 and 2009 (for training purpose) and year 2010 (for testing). Ninety-six different models were developed and investigated for Afghanistan iv and the country was divided into seven regions for analysis purposes. Performance of each model was investigated and compared to all other models with the calculated mean absolute error (MAE) values and the prediction accuracy within ±1 error range (difference between actual and predicted value). Furthermore, sensitivity analysis was performed to determine the effects of input values on dependent variables and to rank the top ten input parameters in order of importance. According to the the results obtained, it was concluded that the ANNs, FIS, and ANFIS are useful modeling techniques for predicting the number of adverse events based on historical development or economic projects’ data. When the model accuracy was calculated based on the MAE for each of the models, the ANN had better predictive accuracy than FIS and ANFIS models in general as demonstrated by experimental results. The percentages of prediction accuracy with values found within ±1 error range around 90%. The sensitivity analysis results show that the importance of economic development projects varies based on the regions, population density, and occurrence of adverse events in Afghanistan. For the purpose of allocating resources and development of regions, the results can be summarized by examining the relationship between adverse events and infrastructure development in an active war theater; emphasis was on predicting the occurrence of events and assessing the potential impact of regional infrastructure development efforts on reducing number of such events.