Objective: In general, financial time series such as stock indexes have nonlinear, mutable and noisy behavior. Structural and statistical models and machine learning-based models are often unable to accurately predict series with such a behavior. Accordingly, the aim of the present study is to present a new hybrid model using the advantages of the GMDH method and Non-dominated Sorting Genetic A...

this paper provides a comparison of the maximum inter-story drifts and tip acceleration of both a 16 and 30 stories building each with different structural systems; hybrid r.c moment frame with shear walls and hybrid steel frame with shear walls and x bracing which are equipped by passive dampers. each of the building models were analyzed as fully non-linear structures for variety of dampers pl...

time, cost and quality are considered as the main components in managing each project. previous researches have mainly focused on the time-cost trade-off problems. recently quality is considered as the most important factor in project�s success, which is influenced by time acceleration that is the less time is spent the more success is gained. in time-cost-quality trade-off problems, each act...

this paper attempts to compare the forecasting performance of the arima model and hybrid arma-garch models by using daily data of the iran’s exchange rate against the u.s. dollar (irr/usd) for the period of 20 march 2014 to 20 june 2015. the period of 20 march 2014 to 19 april 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

Stochastic hybrid systems arise in numerous applications of systems with multiple models; e.g., air traffc management, flexible manufacturing systems, fault tolerant control systems etc. In a typical hybrid system, the state space is hybrid in the sense that some components take values in a Euclidean space, while some other components are discrete. In this paper we propose two stochastic hybrid...