Search results for: parallel algorithm

Authors: Ashkan Izadi, Vic Ciesielski

Abstract:

We describe a work with an evolutionary computing algorithm for non photo–realistic rendering of a target image. The renderings are produced by genetic programming. We have used two different types of strokes: “empty triangle" and “filled triangle" in color level. We compare both empty and filled triangular strokes to find which one generates more aesthetic pleasing images. We found the filled triangular strokes have better fitness and generate more aesthetic images than empty triangular strokes.

Keywords: Artificial intelligence, Evolutionary programming, Geneticprogramming, Non photo–realistic rendering.

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Authors: Isik Cetintav, Cenk Misirli, Yilmaz Can

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This work investigates upsetting of the tri-metallic cylindrical billets both experimentally and analytically with a reduction ratio 30%. Steel, brass, and copper are used for the outer and outmost rings and aluminum for the inner core. Two different models have been designed to show material flow and the cavity took place over the two interfaces during forming after this reduction ratio. Each model has an outmost ring material as steel. Model 1 has an outer ring between the outmost ring and the solid core material as copper and Model 2 has a material as brass. Solid core is aluminum for each model. Billets were upset in press machine by using parallel flat dies. Upsetting load was recorded and compared for models and single billets. To extend the tests and compare with experimental procedure to a wider range of inner core and outer ring geometries, finite element model was performed. ABAQUS software was used for the simulations. The aim is to show how contact between outmost ring, outer ring and the inner core are carried on throughout the upsetting process. Results have shown that, with changing in height, between outmost ring, outer ring and inner core, the Model 1 and Model 2 had very good interaction, and the contact surfaces of models had various interface behaviour. It is also observed that tri-metallic materials have lower weight but better mechanical properties than single materials. This can give an idea for using and producing these new materials for different purposes.

Keywords: Tri-metallic, upsetting, copper, brass, steel, aluminum.

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Authors: Jai Raj, Jito Vanualailai, Bibhya Sharma, Shonal Singh

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This paper proposes a solution to the motion planning and control problem of car-like mobile robots which is required to move safely to a designated target in a priori known workspace cluttered with swarm of boids exhibiting collective emergent behaviors. A generalized algorithm for target convergence and swarm avoidance is proposed that will work for any number of swarms. The control laws proposed in this paper also ensures practical stability of the system. The effectiveness of the proposed control laws are demonstrated via computer simulations of an emergent behavior.

Keywords: Swarm, practical stability, motion planning, emergent.

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Authors: Hataitep Wongsuwarn, Djitt Laowattana

Abstract:

This paper summaries basic principles and concepts of intelligent controls, implemented in humanoid robotics as well as recent algorithms being devised for advanced control of humanoid robots. Secondly, this paper presents a new approach neuro-fuzzy system. We have included some simulating results from our computational intelligence technique that will be applied to our humanoid robot. Subsequently, we determine a relationship between joint trajectories and located forces on robot-s foot through a proposed neuro-fuzzy technique.

Keywords: Biped Robot, Computational Intelligence, Static and Dynamic Walking, Gait Synthesis, Neuro-Fuzzy System.

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Authors: Mohammad Reza Zamani Kouhpanji

Abstract:

Characterizing the fatigue and fracture properties of nanostructures is one of the most challenging tasks in nanoscience and nanotechnology due to lack of a MEMS/NEMS device for generating uniform cyclic loadings at high frequencies. Here, the dynamic response of a recently proposed MEMS/NEMS device under different inputs signals is completely investigated. This MEMS/NEMS device is designed and modeled based on the electromagnetic force induced between paired parallel wires carrying electrical currents, known as Ampere’s Force Law (AFL). Since this MEMS/NEMS device only uses two paired wires for actuation part and sensing part, it represents highly sensitive and linear response for nanostructures with any stiffness and shapes (single or arrays of nanowires, nanotubes, nanosheets or nanowalls). In addition to studying the maximum gains at different resonance frequencies of the MEMS/NEMS device, its dynamical responses are investigated for different inputs and nanostructure properties to demonstrate the capability, usability, and reliability of the device for wide range of nanostructures. This MEMS/NEMS device can be readily integrated into SEM/TEM instruments to provide real time study of the fatigue and fracture properties of nanostructures as well as their softening or hardening behaviors, and initiation and/or propagation of nanocracks in them.

Keywords: Ampere’s force law, dynamical response, fatigue and fracture characterization, paired wire actuators and sensors, MEMS/NEMS devices.

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Authors: Raja Das, M. K. Pradhan

Abstract:

This paper presents a comparative study between two neural network models namely General Regression Neural Network (GRNN) and Back Propagation Neural Network (BPNN) are used to estimate radial overcut produced during Electrical Discharge Machining (EDM). Four input parameters have been employed: discharge current (Ip), pulse on time (Ton), Duty fraction (Tau) and discharge voltage (V). Recently, artificial intelligence techniques, as it is emerged as an effective tool that could be used to replace time consuming procedures in various scientific or engineering applications, explicitly in prediction and estimation of the complex and nonlinear process. The both networks are trained, and the prediction results are tested with the unseen validation set of the experiment and analysed. It is found that the performance of both the networks are found to be in good agreement with average percentage error less than 11% and the correlation coefficient obtained for the validation data set for GRNN and BPNN is more than 91%. However, it is much faster to train GRNN network than a BPNN and GRNN is often more accurate than BPNN. GRNN requires more memory space to store the model, GRNN features fast learning that does not require an iterative procedure, and highly parallel structure. GRNN networks are slower than multilayer perceptron networks at classifying new cases.

Keywords: Electrical-discharge machining, General Regression Neural Network, Back-propagation Neural Network, Radial Overcut.

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Authors: A. Doaa M. Atia, Faten H. Fahmy, Ninet M. Ahmed, Hassen T. Dorrah

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Temperature is one of the most principle factors affects aquaculture system. It can cause stress and mortality or superior environment for growth and reproduction. This paper presents the control of pond water temperature using artificial intelligence technique. The water temperature is very important parameter for shrimp growth. The required temperature for optimal growth is 34oC, if temperature increase up to 38oC it cause death of the shrimp, so it is important to control water temperature. Solar thermal water heating system is designed to supply an aquaculture pond with the required hot water in Mersa Matruh in Egypt. Neural networks are massively parallel processors that have the ability to learn patterns through a training experience. Because of this feature, they are often well suited for modeling complex and non-linear processes such as those commonly found in the heating system. Artificial neural network is proposed to control water temperature due to Artificial intelligence (AI) techniques are becoming useful as alternate approaches to conventional techniques. They have been used to solve complicated practical problems. Moreover this paper introduces a complete mathematical modeling and MATLAB SIMULINK model for the aquaculture system. The simulation results indicate that, the control unit success in keeping water temperature constant at the desired temperature by controlling the hot water flow rate.

Keywords: artificial neural networks, aquaculture, forced circulation hot water system,

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Authors: S. Hossainpour, A. R. Binesh

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High-velocity oxygen fuel (HVOF) thermal spraying uses a combustion process to heat the gas flow and coating material. A computational fluid dynamics (CFD) model has been developed to predict gas dynamic behavior in a HVOF thermal spray gun in which premixed oxygen and propane are burnt in a combustion chamber linked to a parallel-sided nozzle. The CFD analysis is applied to investigate axisymmetric, steady-state, turbulent, compressible, chemically reacting, subsonic and supersonic flow inside and outside the gun. The gas velocity, temperature, pressure and Mach number distributions are presented for various locations inside and outside the gun. The calculated results show that the most sensitive parameters affecting the process are fuel-to-oxygen gas ratio and total gas flow rate. Gas dynamic behavior along the centerline of the gun depends on both total gas flow rate and fuel-to-oxygen gas ratio. The numerical simulations show that the axial gas velocity and Mach number distribution depend on both flow rate and ratio; the highest velocity is achieved at the higher flow rate and most fuel-rich ratio. In addition, the results reported in this paper illustrate that the numerical simulation can be one of the most powerful and beneficial tools for the HVOF system design, optimization and performance analysis.

Keywords: HVOF, CFD, gas dynamics, thermal spray, combustion.

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Authors: A. Junaid, M. A. Z. Raja, I. M. Qureshi

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An evolutionary computing technique for solving initial value problems in Ordinary Differential Equations is proposed in this paper. Neural network is used as a universal approximator while the adaptive parameters of neural networks are optimized by genetic algorithm. The solution is achieved on the continuous grid of time instead of discrete as in other numerical techniques. The comparison is carried out with classical numerical techniques and the solution is found with a uniform accuracy of MSE ≈ 10-9 .

Keywords: Neural networks, Unsupervised learning, Evolutionary computing, Numerical methods, Fitness evaluation function.

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Authors: Dale Dzemydiene, Aurelija Burinskiene, Arunas Miliauskas, Kristina Ciziuniene

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Data flow and the purpose of reporting the data are different and dependent on business needs. Different parameters are reported and transferred regularly during freight delivery. This business practices form the dataset constructed for each time point and contain all required information for freight moving decisions. As a significant amount of these data is used for various purposes, an integrating methodological approach must be developed to respond to the indicated problem. The proposed methodology contains several steps: (1) collecting context data sets and data validation; (2) multi-objective analysis for optimizing freight transfer services. For data validation, the study involves Grubbs outliers analysis, particularly for data cleaning and the identification of statistical significance of data reporting event cases. The Grubbs test is often used as it measures one external value at a time exceeding the boundaries of standard normal distribution. In the study area, the test was not widely applied by authors, except when the Grubbs test for outlier detection was used to identify outsiders in fuel consumption data. In the study, the authors applied the method with a confidence level of 99%. For the multi-objective analysis, the authors would like to select the forms of construction of the genetic algorithms, which have more possibilities to extract the best solution. For freight delivery management, the schemas of genetic algorithms' structure are used as a more effective technique. Due to that, the adaptable genetic algorithm is applied for the description of choosing process of the effective transportation corridor. In this study, the multi-objective genetic algorithm methods are used to optimize the data evaluation and select the appropriate transport corridor. The authors suggest a methodology for the multi-objective analysis, which evaluates collected context data sets and uses this evaluation to determine a delivery corridor for freight transfer service in the multi-modal transportation network. In the multi-objective analysis, authors include safety components, the number of accidents a year, and freight delivery time in the multi-modal transportation network. The proposed methodology has practical value in the management of multi-modal transportation processes.

Keywords: Multi-objective decision support, analysis, data validation, freight delivery, multi-modal transportation, genetic programming methods.

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Authors: Huey-Kuo Chen

Abstract:

Travel demand forecasting including four travel choices, i.e., trip generation, trip distribution, modal split and traffic assignment constructs the core of transportation planning. In its current application, travel demand forecasting has associated with three important issues, i.e., interface inconsistencies among four travel choices, inefficiency of commonly used solution algorithms, and undesirable multiple path solutions. In this paper, each of the three issues is extensively elaborated. An ideal unified framework for the combined model consisting of the four travel choices and variable demand functions is also suggested. Then, a few remarks are provided in the end of the paper

Keywords: Travel choices, B algorithm, entropy maximization, dynamic traffic assignment.

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Authors: D. Fodorean, D.C. Popa, F. Jurca, M. Ruba

Abstract:

the paper presents the optimization results for several electrical machines dedicated for powered electric wheel-chairs. The optimization, using the Hook-Jeeves algorithm, was employed based on a design approach which takes into consideration the road conditions. Also, through numerical simulations (based on finite element method), the analytical approach was validated. The optimization approach gave satisfactory results and the best suited variant was chosen for the motorization of the wheel-chair.

Keywords: electrical machines, numerical validation, optimization, electric wheel chair.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

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Authors: Hassan E. A. Ibrahim, Mohamed F. Serag

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In this paper, Novel method, Particle Swarm Optimization (PSO) algorithm, based technique is proposed to estimate and analyze the steady state performance of self-excited induction generator (SEIG). In this novel method the tedious job of deriving the complex coefficients of a polynomial equation and solving it, as in previous methods, is not required. By comparing the simulation results obtained by the proposed method with those obtained by the well known mathematical methods, a good agreement between these results is obtained. The comparison validates the effectiveness of the proposed technique.

Keywords: Evolution theory, MATLAB, optimization, PSO, SEIG.

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Authors: Kiran Kumar K, Ramesh Babu Bejjam, Atul Najan

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A thermosyphon system is a heat transfer loop which operates on the basis of gravity and buoyancy forces. It guarantees a good reliability and low maintenance cost as it does not involve any mechanical pump. Therefore, it can be used in many industrial applications such as refrigeration and air conditioning, electronic cooling, nuclear reactors, geothermal heat extraction, etc. But flow instabilities and loop configuration are the major problems in this system. Several previous researchers studied that stabilities can be suppressed by using nanofluids as loop fluid. In the present study a rectangular thermosyphon loop with end heat exchangers are considered for the study. This configuration is more appropriate for many practical applications such as solar water heater, geothermal heat extraction, etc. In the present work, steady-state analysis is carried out on thermosyphon loop with parallel flow coaxial heat exchangers at heat source and heat sink. In this loop nanofluid is considered as the loop fluid and water is considered as the external fluid in both hot and cold heat exchangers. For this analysis onedimensional homogeneous model is developed. In this model, conservation equations like conservation of mass, momentum, energy are discretized using finite difference method. A computer code is written in MATLAB to simulate the flow in thermosyphon loop. A comparison in terms of heat transfer is made between water and nanofluid as working fluids in the loop.

Keywords: Heat exchanger, Heat transfer, Nanofluid, Thermosyphon loop.

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Authors: R. Farkh, K. Laabidi, M. Ksouri

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In this paper, we consider the control of time delay system by Proportional-Integral (PI) controller. By Using the Hermite- Biehler theorem, which is applicable to quasi-polynomials, we seek a stability region of the controller for first order delay systems. The essence of this work resides in the extension of this approach to second order delay system, in the determination of its stability region and the computation of the PI optimum parameters. We have used the genetic algorithms to lead the complexity of the optimization problem.

Keywords: Genetic algorithm, Hermit-Biehler theorem, optimization, PI controller, second order delay system, stability region.

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Authors: Xiaoou Li, Wen Yu

Abstract:

Crude oil blending is an important unit operation in petroleum refining industry. A good model for the blending system is beneficial for supervision operation, prediction of the export petroleum quality and realizing model-based optimal control. Since the blending cannot follow the ideal mixing rule in practice, we propose a static neural network to approximate the blending properties. By the dead-zone approach, we propose a new robust learning algorithm and give theoretical analysis. Real data of crude oil blending is applied to illustrate the neuro modeling approach.

Keywords: Neural networks, modeling, stability, crude oil.

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Authors: Radouane Iqdour, Abdelouhab Zeroual

Abstract:

The Multi-Layered Perceptron (MLP) Neural networks have been very successful in a number of signal processing applications. In this work we have studied the possibilities and the met difficulties in the application of the MLP neural networks for the prediction of daily solar radiation data. We have used the Polack-Ribière algorithm for training the neural networks. A comparison, in term of the statistical indicators, with a linear model most used in literature, is also performed, and the obtained results show that the neural networks are more efficient and gave the best results.

Keywords: Daily solar radiation, Prediction, MLP neural networks, linear model

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Authors: Moulay A. Akhloufi

Abstract:

This paper presents an new vision technique for robotic manipulation of randomly oriented objects in industrial applications. The proposed approach uses 2D and 3D vision for efficiently extracting the 3D pose of an object in the presence of multiple randomly positioned objects. 2D vision permits to quickly select the objects of interest for 3D processing with a new modified ICP algorithm (FaR-ICP), thus reducing significantly the processing time. The extracted 3D pose is then sent to the robot manipulator for picking. The tests show that the proposed system achieves high performances

Keywords: 3D vision, Hand-Eye calibration, robot visual servoing, random bin picking.

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Authors: Stephanie Fabris Russo, Daiane Costa Guimarães, Jonas Pedro Fabris, Maria Emilia Camargo, Suzana Leitão Russo, José Augusto Andrade Filho

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Among renewable energy sources, solar energy is the one that has stood out. Solar radiation can be used as a thermal energy source and can also be converted into electricity by means of effects on certain materials, such as thermoelectric and photovoltaic panels. These panels are often used to generate energy in homes, buildings, arenas, etc., and have low pollution emissions. Thus, a technological prospecting was performed to find patents related to the use of photovoltaic plates in urban residences. The patent search was based on ESPACENET, associating the keywords photovoltaic and home, where we found 136 patent documents in the period of 1994-2015 in the fields title and abstract. Note that the years 2009, 2010, 2011, 2012, 2013 and 2014 had the highest number of applicants, with respectively, 11, 13, 23, 29, 15 and 21. Regarding the country that deposited about this technology, it is clear that China leads with 67 patent deposits, followed by Japan with 38 patents applications. It is important to note that most depositors, 50% are companies, 44% are individual inventors and only 6% are universities. On the International Patent classification (IPC) codes, we noted that the most present classification in results was H02J3/38, which represents provisions in parallel to feed a single network by two or more generators, converters or transformers. Among all categories, there is the H session, which means Electricity, with 70% of the patents.

Keywords: Prospecting, technology forecasting, photovoltaic, urban residences.

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Authors: Chaiwat Tantarangsee

Abstract:

The purposes of this study are 1) to study the frequent English writing errors of students registering the course: Reading and Writing English for Academic Purposes II, and 2) to find out the results of writing error correction by using coded indirect corrective feedback and writing error treatments. Samples include 28 2nd year English Major students, Faculty of Education, Suan Sunandha Rajabhat University. Tool for experimental study includes the lesson plan of the course; Reading and Writing English for Academic Purposes II, and tool for data collection includes 4 writing tests of short texts. The research findings disclose that frequent English writing errors found in this course comprise 7 types of grammatical errors, namely Fragment sentence, Subject-verb agreement, Wrong form of verb tense, Singular or plural noun endings, Run-ons sentence, Wrong form of verb pattern and Lack of parallel structure. Moreover, it is found that the results of writing error correction by using coded indirect corrective feedback and error treatment reveal the overall reduction of the frequent English writing errors and the increase of students’ achievement in the writing of short texts with the significance at .05.

Keywords: Coded indirect corrective feedback, error correction, error treatment, frequent English writing errors.

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Authors: M. Ahmad, M. Gourgand, C. Caux

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The Resource-Constrained Project Scheduling Problem (RCPSP) is concerned with single-item or small batch production where limited resources have to be allocated to dependent activities over time. Over the past few decades, a lot of work has been made with the use of optimal solution procedures for this basic problem type and its extensions. Brucker and Knust[1] discuss, how timetabling problems can be modeled as a RCPSP. Authors discuss high school timetabling and university course timetabling problem as an example. We have formulated two mathematical formulations of course timetabling problem in a new way which are the prototype of single-mode RCPSP. Our focus is to show, how course timetabling problem can be transformed into RCPSP. We solve this transformation model with genetic algorithm.

Keywords: Course Timetabling, Integer programming, Combinatorial optimizations

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Authors: Byung-Joo Oh

Abstract:

This paper describes a method to improve the robustness of a face recognition system based on the combination of two compensating classifiers. The face images are preprocessed by the appearance-based statistical approaches such as Principal Component Analysis (PCA) and Linear Discriminant Analysis (LDA). LDA features of the face image are taken as the input of the Radial Basis Function Network (RBFN). The proposed approach has been tested on the ORL database. The experimental results show that the LDA+RBFN algorithm has achieved a recognition rate of 93.5%

Keywords: Face recognition, linear discriminant analysis, radial basis function network.

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Authors: P. Bergl

Abstract:

Numerous divergence measures (spectral distance, cepstral distance, difference of the cepstral coefficients, Kullback-Leibler divergence, distance given by the General Likelihood Ratio, distance defined by the Recursive Bayesian Changepoint Detector and the Mahalanobis measure) are compared in this study. The measures are used for detection of abrupt spectral changes in synthetic AR signals via the sliding window algorithm. Two experiments are performed; the first is focused on detection of single boundary while the second concentrates on detection of a couple of boundaries. Accuracy of detection is judged for each method; the measures are compared according to results of both experiments.

Keywords: Abrupt changes detection, autoregressive model, divergence measure.

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Authors: Jyoti Dua

Abstract:

An algorithm is a well-defined procedure that takes some input in the form of some values, processes them and gives the desired output. It forms the basis of many other algorithms such as searching, pattern matching, digital filters etc., and other applications have been found in database systems, data statistics and processing, data communications and pattern matching. This paper introduces algorithmic “Enhanced Bidirectional Selection” sort which is bidirectional, stable. It is said to be bidirectional as it selects two values smallest from the front and largest from the rear and assigns them to their appropriate locations thus reducing the number of passes by half the total number of elements as compared to selection sort.

Keywords: Bubble sort, cocktail sort, selection sort, heap sort.

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Authors: T. C. Manjunath, C. Ardil

Abstract:

This paper deals with the design and the implementation of an automatic task planner for a robot, irrespective of whether it is a stationary robot or a mobile robot. The aim of the task planner nothing but, they are planning systems which are used to plan a particular task and do the robotic manipulation. This planning system is embedded into the system software in the computer, which is interfaced to the computer. When the instructions are given using the computer, this is transformed into real time application using the robot. All the AI based algorithms are written and saved in the control software, which acts as the intelligent task planning system.

Keywords: AI, Robot, Task Planner, RT, Algorithm, Specs, Controller.

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Authors: S. Samanta, D. Datta, S. S. Gautam

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In this paper, quantitative evaluation of ultrasonic Cscan images through estimation of their Fractal Dimension (FD) is discussed. Necessary algorithm for evaluation of FD of any 2-D digitized image is implemented by developing a computer code. For the evaluation purpose several C-scan images of the Kevlar composite impacted by high speed bullet and glass fibre composite having flaw in the form of inclusion is used. This analysis automatically differentiates a C-scan image showing distinct damage zone, from an image that contains no such damage.

Keywords: C-scan, Impact, Fractal Dimension, Kevlar composite and Inclusion Flaw

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Authors: Ramin Javadzadeh, Zahra Afsahi, MohammadReza Meybodi

Abstract:

The hybridization of artificial immune system with cellular automata (CA-AIS) is a novel method. In this hybrid model, the cellular automaton within each cell deploys the artificial immune system algorithm under optimization context in order to increase its fitness by using its neighbor-s efforts. The hybrid model CA-AIS is introduced to fix the standard artificial immune system-s weaknesses. The credibility of the proposed approach is evaluated by simulations and it shows that the proposed approach achieves better results compared to standard artificial immune system.

Keywords: Artificial Immune System, Cellular Automat, neighborhood

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Authors: Hanaa T. El-Madany, Faten H. Fahmy, Ninet M. A. El-Rahman, Hassen T. Dorrah

Abstract:

Designing and implementing intelligent systems has become a crucial factor for the innovation and development of better products of space technologies. A neural network is a parallel system, capable of resolving paradigms that linear computing cannot. Field programmable gate array (FPGA) is a digital device that owns reprogrammable properties and robust flexibility. For the neural network based instrument prototype in real time application, conventional specific VLSI neural chip design suffers the limitation in time and cost. With low precision artificial neural network design, FPGAs have higher speed and smaller size for real time application than the VLSI and DSP chips. So, many researchers have made great efforts on the realization of neural network (NN) using FPGA technique. In this paper, an introduction of ANN and FPGA technique are briefly shown. Also, Hardware Description Language (VHDL) code has been proposed to implement ANNs as well as to present simulation results with floating point arithmetic. Synthesis results for ANN controller are developed using Precision RTL. Proposed VHDL implementation creates a flexible, fast method and high degree of parallelism for implementing ANN. The implementation of multi-layer NN using lookup table LUT reduces the resource utilization for implementation and time for execution.

Keywords: Spacecraft, neural network, FPGA, VHDL.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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