16 citations · 17 across the 7 of their papers we have counts for
15 papers
Identification of Cellular Automata on Spaces of Bernoulli Probability Measures
Faizal Hafiz, Amelia Kunze, Enrico Formenti +1
Classical Cellular Automata (CCAs) are a powerful computational framework for modeling global spatio-temporal dynamics with local interactions. While CCAs have been applied across…
Cellular Automata on Probability Measures
Enrico Formenti, Faizal Hafiz, Amelia Kunze +1
Classical Cellular Automata (CCAs) are a powerful computational framework widely used to model complex systems driven by local interactions. Their simplicity lies in the use of a f…
Quantification of Non-stationary Power Quality Events: A New Index Based on -norm of Energy
Faizal Hafiz, Chirag Naik, Davide La Torre +1
The present study proposes a new index to quantify the severity of non-stationary power quality (PQ) disturbance events. In particular, the severity of PQ events is estimated from…
Evolution of Neural Architectures for Financial Forecasting: A Note on Data Incompatibility during Crisis Periods
Faizal Hafiz, Jan Broekaert, Akshya Swain
This note focuses on the optimization of neural architectures for stock index movement forecasting following a major market disruption or crisis. Given that such crises may introdu…
Coevolution of Neural Architectures and Features for Stock Market Forecasting: A Multi-objective Decision Perspective
Faizal Hafiz, Jan Broekaert, Davide La Torre +1
In a multi objective setting, a portfolio manager's highly consequential decisions can benefit from assessing alternative forecasting models of stock index movement. The present in…
A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting
Faizal Hafiz, Jan Broekaert, Davide La Torre +1
This study proposes a new framework to evolve efficacious yet parsimonious neural architectures for the movement prediction of stock market indices using technical indicators as in…