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Event Study Method For Validating Agent-Based Trading Simulations, Shih-Fen Cheng Sep 2010

Event Study Method For Validating Agent-Based Trading Simulations, Shih-Fen Cheng

Research Collection School Of Computing and Information Systems

In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely important for agent-based simulations, but unfortunately, so far there is no one universal method that would work in all domains. The primary contribution of this paper is a novel combination of event-centric simulation design and event study approach for market dynamics generation and validation. In our event-centric design, the simulation is progressed by announcing news events that affect market prices. Upon receiving these events, event-aware software agents would adjust their views on the market …

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Selecting Predictor Subsets: Considering Validity And Adverse Impact, Wilfred De Corte, Paul Sackett, Filip Lievens Sep 2010

Selecting Predictor Subsets: Considering Validity And Adverse Impact, Wilfred De Corte, Paul Sackett, Filip Lievens

Research Collection Lee Kong Chian School Of Business

The paper proposes a procedure for designing Pareto-optimal selection systems considering validity, adverse impact and constraints on the number of predictors from a larger subset that can be included in an operational selection system. The procedure determines Pareto-optimal composites of a given maximum size thereby solving the dual task of identifying the predictors that will be included in the reduced set and determining the weights with which the retained predictors will be combined to the composite predictor. Compared with earlier proposals, the simultaneous consideration of both tasks makes it possible to combine several strategies for reducing adverse impact in a …

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Embellishing Text Search Queries To Protect User Privacy, Hwee Hwa Pang, Xuhua Ding, Xiaokui Xiao Sep 2010

Embellishing Text Search Queries To Protect User Privacy, Hwee Hwa Pang, Xuhua Ding, Xiaokui Xiao

Research Collection School Of Computing and Information Systems

Users of text search engines are increasingly wary that their activities may disclose confidential information about their business or personal profiles. It would be desirable for a search engine to perform document retrieval for users while protecting their intent. In this paper, we identify the privacy risks arising from semantically related search terms within a query, and from recurring highspecificity query terms in a search session. To counter the risks, we propose a solution for a similarity text retrieval system to offer anonymity and plausible deniability for the query terms, and hence the user intent, without degrading the system’s precision-recall …

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Pseudonym-Based Rfid Discovery Service To Mitigate Unauthorized Tracking In Supply Chain Management, Qiang Yan, Robert H. Deng, Zheng Yan, Yingjiu Li, Tieyan Li Sep 2010

Pseudonym-Based Rfid Discovery Service To Mitigate Unauthorized Tracking In Supply Chain Management, Qiang Yan, Robert H. Deng, Zheng Yan, Yingjiu Li, Tieyan Li

Research Collection School Of Computing and Information Systems

Unauthorized tracking of RFID tagged assets at the system level, where an adversary tracks movement of RFID tagged assets by eavesdropping network messages or compromising date center servers, has not been well recognized in prior research. Compared to the traditional unauthorized tracking by clandestine scanning at the physical level, unauthorized tracking at the system level could be even more harmful as the adversary is able to obtain tracking information on a global scale and without physical presence. This paper analyzes the threat of unauthorized tracking by a semi-trusted RFID Discovery Service which maintains a database of RFID tag location records …

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A New Framework For Rfid Privacy, Robert H. Deng, Yingjiu Li, Moti Yung, Yunlei Zhao Sep 2010

A New Framework For Rfid Privacy, Robert H. Deng, Yingjiu Li, Moti Yung, Yunlei Zhao

Research Collection School Of Computing and Information Systems

Formal RFID security and privacy frameworks are fundamental to the design and analysis of robust RFID systems. In this paper, we develop a new definitional framework for RFID privacy in a rigorous and precise manner. Our framework is based on a zero-knowledge (ZK) formulation [8,6] and incorporates the notions of adaptive completeness and mutual authentication. We provide meticulous justification of the new framework and contrast it with existing ones in the literature. In particular, we prove that our framework is strictly stronger than the ind-privacy model of [18], which answers an open question posed in [18] for developing stronger RFID …

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Context-Aware Query Recommendations, Alexandros Ntoulas, Heasoo Hwang, Lise Getoor, Stelios Paparizos, Hady Wirawan Lauw Sep 2010

Context-Aware Query Recommendations, Alexandros Ntoulas, Heasoo Hwang, Lise Getoor, Stelios Paparizos, Hady Wirawan Lauw

Research Collection School Of Computing and Information Systems

Described is a search-related technology in which context information regarding a user's prior search actions is used in making query recommendations for a current user action, such as a query or click. To determine whether each set or subset of context information is relevant to the user action, data obtained from a query log is evaluated. More particularly, a query transition (query-query) graph and a query click (query-URL) graph are extracted from the query log; vectors are computed for the current action and each context/sub-context and evaluated against vectors in the graphs to determine current action-to-context similarity. Also described is …

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A Biologically-Inspired Cognitive Agent Model Integrating Declarative Knowledge And Reinforcement Learning, Ah-Hwee Tan, Gee-Wah Ng Sep 2010

A Biologically-Inspired Cognitive Agent Model Integrating Declarative Knowledge And Reinforcement Learning, Ah-Hwee Tan, Gee-Wah Ng

Research Collection School Of Computing and Information Systems

The paper proposes a biologically-inspired cognitive agent model, known as FALCON-X, based on an integration of the Adaptive Control of Thought (ACT-R) architecture and a class of self-organizing neural networks called fusion Adaptive Resonance Theory (fusion ART). By replacing the production system of ACT-R by a fusion ART model, FALCON-X integrates high-level deliberative cognitive behaviors and real-time learning abilities, based on biologically plausible neural pathways. We illustrate how FALCON-X, consisting of a core inference area interacting with the associated intentional, declarative, perceptual, motor and critic memory modules, can be used to build virtual robots for battles in a simulated RoboCode …

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Developing Model Checkers Using Pat, Yang Liu, Jun Sun, Jin Song Dong Sep 2010

Developing Model Checkers Using Pat, Yang Liu, Jun Sun, Jin Song Dong

Research Collection School Of Computing and Information Systems

During the last two decades, model checking has emerged as an effective system analysis technique complementary to simulation and testing. Many model checking algorithms and state space reduction techniques have been proposed. Although it is desirable to have dedicated model checkers for every language (or application domain), implementing one with effective reduction techniques is rather challenging. In this work, we present a generic and extensible framework PAT, which facilitates users to build customized model checkers. PAT provides a library of state-of-art model checking algorithms as well as support for customizing language syntax, semantics, state space reduction techniques, graphic user interfaces, …

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P2pdoctagger: Content Management Through Automated P2p Collaborative Tagging, Hock Hee Ang, Vivekanand Gopalkrishnan, Wee Keong Ng, Steven C. H. Hoi Sep 2010

P2pdoctagger: Content Management Through Automated P2p Collaborative Tagging, Hock Hee Ang, Vivekanand Gopalkrishnan, Wee Keong Ng, Steven C. H. Hoi

Research Collection School Of Computing and Information Systems

As the amount of user generated content grows, personal information management has become a challenging problem. Several information management approaches, such as desktop search, document organization and (collaborative) document tagging have been proposed to address this, however they are either inappropriate or inefficient. Automated collaborative document tagging approaches mitigate the problems of manual tagging, but they are usually based on centralized settings which are plagued by problems such as scalability, privacy, etc. To resolve these issues, we present P2PDocTagger, an automated and distributed document tagging system based on classification in P2P networks. P2P-DocTagger minimizes the efforts of individual peers and …

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Hoare Logic For Graph Programs, Christopher M. Poskitt, Detlef Plump Aug 2010

Hoare Logic For Graph Programs, Christopher M. Poskitt, Detlef Plump

Research Collection School Of Computing and Information Systems

We present a new approach for verifying programs written in GP (for Graph Programs), an experimental programming language for performing computations on graphs at a high level of abstraction. Taking a labelled graph as input, a graph program nondeterministically applies to it a number of graph transformation rules, directed by simple control constructs such as sequential composition and as-long-as-possible iteration. We adapt classical Hoare logic to the domain of graphs, and describe a system of sound proof rules for showing the partial correctness of graph programs.

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Semi-Supervised Distance Metric Learning For Collaborative Image Retrieval And Clustering, Steven C. H. Hoi, Wei Liu, Shih-Fu Chang Aug 2010

Semi-Supervised Distance Metric Learning For Collaborative Image Retrieval And Clustering, Steven C. H. Hoi, Wei Liu, Shih-Fu Chang

Research Collection School Of Computing and Information Systems

Learning a good distance metric plays a vital role in many multimedia retrieval and data mining tasks. For example, a typical content-based image retrieval (CBIR) system often relies on an effective distance metric to measure similarity between any two images. Conventional CBIR systems simply adopting Euclidean distance metric often fail to return satisfactory results mainly due to the well-known semantic gap challenge. In this article, we present a novel framework of Semi-Supervised Distance Metric Learning for learning effective distance metrics by exploring the historical relevance feedback log data of a CBIR system and utilizing unlabeled data when log data are …

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Incorporating Economic Objectives Into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty, Jun Tu, Guofu Zhou Aug 2010

Incorporating Economic Objectives Into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty, Jun Tu, Guofu Zhou

Research Collection Lee Kong Chian School Of Business

This paper proposes a way to allow Bayesian priors to reflect the objectives of an economic problem. That is, we impose priors on the solution to the problem rather than on the primitive parameters whose implied priors can be backed out from the Euler equation. Using monthly returns on the Fama-French 25 size and book-to-market portfolios and their 3 factors from January 1965 to December 2004, we find that investment performances under the objective-based priors can be significantly different from those under alternative priors, with differences in terms of annual certainty-equivalent returns greater than 10% in many cases. In terms …

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On Decision Support For Deliberating With Constraints In Constrained Optimization Models, Steven O. Kimbrough, Ann Kuo, Hoong Chuin Lau, David H. Wood Aug 2010

On Decision Support For Deliberating With Constraints In Constrained Optimization Models, Steven O. Kimbrough, Ann Kuo, Hoong Chuin Lau, David H. Wood

Research Collection School Of Computing and Information Systems

This paper introduces the Deliberation Decision Support System (DDSS). The DDSS obtains heuristically (using a genetic algorithm) solutions of interest for constrained optimization models. This is illustrated, without loss of generality, by generalized assignment problems. The DDSS also provides users with graphical tools that support post-solution deliberation for constrained optimization models. The DDSS and this paper, as befits practical concerns, are focused on deliberation with respect to the constraints of the models being used.

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Architectural Strategy For Digital Platforms: Technological And Organizational Perspectives, Jason Woodard, Joel West Aug 2010

Architectural Strategy For Digital Platforms: Technological And Organizational Perspectives, Jason Woodard, Joel West

Research Collection School Of Computing and Information Systems

different spatial queries such as kNN query, range query and CNN query. A comprehensive experimental study has been conducted to

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Team Performance Prediction In Massively Multiplayer Online Role-Playing Games (Mmorpgs), Kyong Jin Shim, Jaideep Srivastava Aug 2010

Team Performance Prediction In Massively Multiplayer Online Role-Playing Games (Mmorpgs), Kyong Jin Shim, Jaideep Srivastava

Research Collection School Of Computing and Information Systems

In this study, we propose a comprehensive performance management tool for measuring and reporting operational activities of teams. This study uses performance data of game players and teams in EverQuest II, a popular MMORPG developed by Sony Online Entertainment, to build performance prediction models for task performing teams. The prediction models provide a projection of task performing team's future performance based on the past performance patterns of participating players on the team as well as team characteristics. While the existing game system lacks the ability to predict team-level performance, the prediction models proposed in this study are expected to be …

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Modeling Of The Single Coil, Twin Fan Air-Conditioning System In Energyplus, Clayton Miller, Chandra Sekhar Aug 2010

Modeling Of The Single Coil, Twin Fan Air-Conditioning System In Energyplus, Clayton Miller, Chandra Sekhar

Research Collection College of Integrative Studies

This paper outlines the conceptual development of a building energy simulation model for the Single Coil, Twin Fan Air Conditioning (SCTF) system in the whole building simulation program EnergyPlus. The SCTF system is a unitary, multi-zone system which conditions the outdoor ventilation and recirculated return air in two separate streams through a single compartmented cooling coil and supplies these unmixed streams via two variable speed fans and a dual duct arrangement to zonal mixing boxes. The main challenges addressed in EnergyPlus include the existing inability to concurrently simulate unmixed air streams within a centralized VAV system, supply and control outdoor …

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On The Annotation Of Web Videos By Efficient Near-Duplicate Search, Wan-Lei Zhao, Xiao Wu, Chong-Wah Ngo Aug 2010

On The Annotation Of Web Videos By Efficient Near-Duplicate Search, Wan-Lei Zhao, Xiao Wu, Chong-Wah Ngo

Research Collection School Of Computing and Information Systems

With the proliferation of Web 2.0 applications, usersupplied social tags are commonly available in social media as a means to bridge the semantic gap. On the other hand, the explosive expansion of social web makes an overwhelming number of web videos available, among which there exists a large number of near-duplicate videos. In this paper, we investigate techniques which allow effective annotation of web videos from a data-driven perspective. A novel classifier-free video annotation framework is proposed by first retrieving visual duplicates and then suggesting representative tags. The significance of this paper lies in the addressing of two timely issues …

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Automatic Generation Of Semantic Fields For Annotating Web Images, Gang Wang, Tat Seng Chua, Chong-Wah Ngo, Yong Cheng Wang Aug 2010

Automatic Generation Of Semantic Fields For Annotating Web Images, Gang Wang, Tat Seng Chua, Chong-Wah Ngo, Yong Cheng Wang

Research Collection School Of Computing and Information Systems

The overwhelming amounts of multimedia contents have triggered the need for automatically detecting the semantic concepts within the media contents. With the development of photo sharing websites such as Flickr, we are able to obtain millions of images with usersupplied tags. However, user tags tend to be noisy, ambiguous and incomplete. In order to improve the quality of tags to annotate web images, we propose an approach to build Semantic Fields for annotating the web images. The main idea is that the images are more likely to be relevant to a given concept, if several tags to the image belong …

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Learning Personal Agents With Adaptive Player Modeling In Virtual Worlds, Yilin Kang, Ah-Hwee Tan Aug 2010

Learning Personal Agents With Adaptive Player Modeling In Virtual Worlds, Yilin Kang, Ah-Hwee Tan

Research Collection School Of Computing and Information Systems

There has been growing interest in creating intelligent agents in virtual worlds that do not follow fixed scripts predefined by the developers, but react accordingly based on actions performed by human players during their interaction. In order to achieve this objective, previous approaches have attempted to model the environment and the user’s context directly. However, a critical component for enabling personalized virtual world experience is missing, namely the capability to adapt over time to the habits and eccentricity of a particular player. To address the above issue, this paper presents a cognitive agent with learning player model capability for personalized …

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A Hubel Wiesel Model For Hierarchical Representation Of Concepts In Textual Documents, Kiruthika Ramanathan, Luping Shi, Chong Chong Tow Aug 2010

A Hubel Wiesel Model For Hierarchical Representation Of Concepts In Textual Documents, Kiruthika Ramanathan, Luping Shi, Chong Chong Tow

Research Collection School Of Computing and Information Systems

Hubel Weisel models of the cortex describe visual processing as a hierarchy of increasingly sophisticated representations. While several models exist for image processing, little work has been done with Hubel Weisel models out of the domain of object recognition. In this paper, we describe how such models can be extended to the representation of concepts, resulting in a model that shares several properties with the PDP model of semantic cognition. The model that we propose is also capable of incremental learning, in which the knowledge is stored in the strength of the neuron connections. Degradation of old knowledge occurs as …

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An Efficient Signcryption Scheme With Key Privacy And Its Extension To Ring Signcryption, Chung Ki Li, Guomin Yang, Duncan S. Wong, Xiaotie Deng, Sherman S. M. Chow Aug 2010

An Efficient Signcryption Scheme With Key Privacy And Its Extension To Ring Signcryption, Chung Ki Li, Guomin Yang, Duncan S. Wong, Xiaotie Deng, Sherman S. M. Chow

Research Collection School Of Computing and Information Systems

In Information Processing Letters (2006), Tan pointed out that the anonymous signcryption scheme proposed by Yang, Wong and Deng (YWD) in ISC 2005 provides neither confidentiality nor anonymity. However, no discussion has been made on how a secure scheme can be made and there is no secure scheme available to date. In this paper, we propose a modification of YWD scheme which resolves the security issues of the original scheme without sacrificing its high efficiency and simple design. Indeed, we show that our scheme achieves confidentiality, existential unforgeability and anonymity with more precise reduction bounds. We also give a variation …

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Decentralized Resource Allocation And Scheduling Via Walrasian Auctions With Negotiable Agents, Huaxing Chen, Hoong Chuin Lau Aug 2010

Decentralized Resource Allocation And Scheduling Via Walrasian Auctions With Negotiable Agents, Huaxing Chen, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

This paper is concerned with solving decentralized resource allocation and scheduling problems via auctions with negotiable agents by allowing agents to switch their bid generation strategies within the auction process, such that a better system wide performance is achieved on average as compared to the conventional walrasian auction running with agents of fixed bid generation strategy. We propose a negotiation mechanism embedded in auctioneer to solicit bidders’ change of strategies in the process of auction. Finally we benchmark our approach against conventional auctions subject to the real-time large-scale dynamic resource coordination problem to demonstrate the effectiveness of our approach.

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Distributed Route Planning And Scheduling Via Hybrid Conflict Resolution, Ramesh Thangarajoo, Hoong Chuin Lau Aug 2010

Distributed Route Planning And Scheduling Via Hybrid Conflict Resolution, Ramesh Thangarajoo, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

In this paper, we discuss the problem of route planning and scheduling by a group of agents. Each agent is responsible for designing a route plan and schedule over a geographical network, and the goal is to obtain a conflict-free plan/schedule that optimizes a global objective. We present a hybrid conflict resolution method that involves coalition formation and distributed constraint satisfaction depending on the level of coupling between agents. We show how this approach can be effectively applied to solve a distributed convoy movement planning problem.

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Cloud Services From A Consumer Perspective, Philip Koehler, Arun Anandasivam, Dan Ma Aug 2010

Cloud Services From A Consumer Perspective, Philip Koehler, Arun Anandasivam, Dan Ma

Research Collection School Of Computing and Information Systems

Although there is an increased attention on Cloud Computing in the academic literature in the recent years, most research work focus on technical aspects of cloud computing. Research on consumers’ preferences for cloud services is limited to studies from consulting and industry companies. This paper fills the gap by empirically identifying consumer preferences for cloud service attributes. Using conjoint methods we reveal the relative importance of different attributes of cloud services. The results help both practitioners and academic researchers to better understand the prerequisites of a successful market introduction of cloud services and to design appropriate services. Moreover, the derived …

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Investigating Perceptions Of A Location-Based Annotation System, Huynh Nhu Hop Quach, Khasfariyati Razikin, Dion Hoe-Lian Goh, Thi Nhu Quynh Kim, Tan Phat Pham, Yin-Leng Theng, Ee-Peng Lim Aug 2010

Investigating Perceptions Of A Location-Based Annotation System, Huynh Nhu Hop Quach, Khasfariyati Razikin, Dion Hoe-Lian Goh, Thi Nhu Quynh Kim, Tan Phat Pham, Yin-Leng Theng, Ee-Peng Lim

Research Collection School Of Computing and Information Systems

We introduce MobiTOP, a Web-based system for organizing and retrieving hierarchical location-based annotations. Each annotation contains multimedia content (such as text, images, video) associated with a location, and users are able to annotate existing annotations to an arbitrary depth, in effect creating a hierarchy. An evaluation was conducted on a group of potential users to ascertain their perceptions of the usability of the application. The results were generally positive and the majority of the participants saw MobiTOP as a useful platform to share location-based information. We conclude with implications of our work and opportunities for future research.

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The Bi-Objective Master Physician Scheduling Problem, Aldy Gunawan, Hoong Chuin Lau Aug 2010

The Bi-Objective Master Physician Scheduling Problem, Aldy Gunawan, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

Physician scheduling is the assignment of physicians to perform different duties in the hospital timetable. In this paper, the goals are to satisfy as many physicians’ preferences and duty requirements as possible while ensuring optimum usage of available resources. We present a mathematical programming model to represent the problem as a bi-objective optimization problem. Three different methods based on ε–Constraint Method, Weighted-Sum Method and HillClimbing algorithm are proposed. These methods were tested on a real case from the Surgery Department of a large local government hospital, as well as on randomly generated problem instances. The strengths and weaknesses of the …

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A Decision Theoretic Approach To Data Leakage Prevention, Janusz Marecki, Mudhakar Srivastava, Pradeep Reddy Varakantham Aug 2010

A Decision Theoretic Approach To Data Leakage Prevention, Janusz Marecki, Mudhakar Srivastava, Pradeep Reddy Varakantham

Research Collection School Of Computing and Information Systems

In both the commercial and defense sectors a compelling need is emerging for rapid, yet secure, dissemination of information. In this paper we address the threat of information leakage that often accompanies such information flows. We focus on domains with one information source (sender) and many information sinks (recipients) where: (i) sharing is mutually beneficial for the sender and the recipients, (ii) leaking a shared information is beneficial to the recipients but undesirable to the sender, and (iii) information sharing decisions of the sender are determined using imperfect monitoring of the (un)intended information leakage by the recipients.We make two key …

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Effect Of Human Biases On Human-Agent Teams, Praveen Paruchuri, Pradeep Reddy Varakantham, Katia Sycara, Paul Scerri Aug 2010

Effect Of Human Biases On Human-Agent Teams, Praveen Paruchuri, Pradeep Reddy Varakantham, Katia Sycara, Paul Scerri

Research Collection School Of Computing and Information Systems

As human-agent teams get increasingly deployed in the real-world, agent designers need to take into account that humans and agents have different abilities to specify preferences. In this paper, we focus on how human biases in specifying preferences for resources impacts the performance of large, heterogeneous teams. In particular, we model the inclination of humans to simplify their preference functions and to exaggerate their utility for desired resources, and show the effect of these biases on the team performance. We demonstrate this on two different problems, which are representative of many resource allocation problems addressed in literature. In both these …

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A Probabilistic Approach To Personalized Tag Recommendation, Meiqun Hu, Ee Peng Lim, Jing Jiang Aug 2010

A Probabilistic Approach To Personalized Tag Recommendation, Meiqun Hu, Ee Peng Lim, Jing Jiang

Research Collection School Of Computing and Information Systems

In this work, we study the task of personalized tag recommendation in social tagging systems. To reach out to tags beyond the existing vocabularies of the query resource and of the query user, we examine recommendation methods that are based on personomy translation, and propose a probabilistic framework for incorporating translations by similar users (neighbors). We propose to use distributional divergence to measure the similarity between users in the context of personomy translation, and examine two variations of such similarity measures. We evaluate the proposed framework on a benchmark dataset collected from BibSonomy, and compare with personomy translation methods based …

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Mining Interaction Behaviors For Email Reply Order Prediction, Byung-Won On, Ee Peng Lim, Jing Jiang, Amruta Purandare, Loo Nin Teow Aug 2010

Mining Interaction Behaviors For Email Reply Order Prediction, Byung-Won On, Ee Peng Lim, Jing Jiang, Amruta Purandare, Loo Nin Teow

Research Collection School Of Computing and Information Systems

In email networks, user behaviors affect the way emails are sent and replied. While knowing these user behaviors can help to create more intelligent email services, there has not been much research into mining these behaviors. In this paper, we investigate user engagingness and responsiveness as two interaction behaviors that give us useful insights into how users email one another. Engaging users are those who can effectively solicit responses from other users. Responsive users are those who are willing to respond to other users. By modeling such behaviors, we are able to mine them and to identify engaging or responsive …

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