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Articles 571 - 600 of 629
Full-Text Articles in Artificial Intelligence and Robotics
Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya
Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya
CBN Journal of Applied Statistics (JAS)
This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …
Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim
Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim
CBN Journal of Applied Statistics (JAS)
This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …
A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom
A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom
CBN Journal of Applied Statistics (JAS)
A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.
Self-Organizing Cognitive Models For Virtual Agents, Yilin Kang, Ah-Hwee Tan
Self-Organizing Cognitive Models For Virtual Agents, Yilin Kang, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Three key requirements of realistic characters or agents in virtual world can be identified as autonomy, interactivity, and personification. Working towards these challenges, this paper proposes a brain inspired agent architecture that integrates goal-directed autonomy, natural language interaction and human-like personification. Based on self-organizing neural models, the agent architecture maintains explicit mental representation of desires, intention, personalities, self-awareness, situation awareness and user awareness. Autonomous behaviors are generated via evaluating the current situation with active goals and learning the most appropriate social or goal-directed rule from the available knowledge, in accordance with the personality of each individual agent. We have built …
Hybrid Methods For Feature Selection, Iunniang Cheng
Hybrid Methods For Feature Selection, Iunniang Cheng
Masters Theses & Specialist Projects
Feature selection is one of the important data preprocessing steps in data mining. The feature selection problem involves finding a feature subset such that a classification model built only with this subset would have better predictive accuracy than model built with a complete set of features. In this study, we propose two hybrid methods for feature selection. The best features are selected through either the hybrid methods or existing feature selection methods. Next, the reduced dataset is used to build classification models using five classifiers. The classification accuracy was evaluated in terms of the area under the Receiver Operating Characteristic …
Why Individuals Seek Diverse Opinions (Or Why They Don't), Jisun An, Daniele Quercia, Jon Crowcroft
Why Individuals Seek Diverse Opinions (Or Why They Don't), Jisun An, Daniele Quercia, Jon Crowcroft
Research Collection School Of Computing and Information Systems
Fact checking has been hard enough to do in traditional settings, but, as news consumption is moving on the Internet and sources multiply, it is almost unmanageable. To solve this problem, researchers have created applications that expose people to diverse opinions and, as a result, expose them to balanced information. The wisdom of this solution is, however, placed in doubt by this paper. Survey responses of 60 individuals in the UK and South Korea and in-depth structured interviews of 10 respondents suggest that exposure to diverse opinions would not always work. That is partly because not all individuals equally value …
Enabling Generative, Emergent Artificial Culture, Jaroslaw Kochanowicz, Ah-Hwee Tan, Daniel Thalmann
Enabling Generative, Emergent Artificial Culture, Jaroslaw Kochanowicz, Ah-Hwee Tan, Daniel Thalmann
Research Collection School Of Computing and Information Systems
Despite the demand for culturally placed agent models, an adequate simulation approach to the relationship between group-cultural and individual-psychological qualities, including culture emergence, is just appearing. It could be argued that we are at the beginning of a domain forming process, a dawn of generative, emergent artificial culture. In this context we discuss current limitations and argue e.g. that too far reaching agent simplicity within Agent Based Modeling limits the emergence of realistic cultural-conventional level and we advocate psychologically rich models of culture forming mechanisms. We propose an approach to cultural phenomena modeling based on the interaction of habitual, affective …
Spoons: Netflix Outage Detection Using Microtext Classification, Eriq A. Augusitne
Spoons: Netflix Outage Detection Using Microtext Classification, Eriq A. Augusitne
Master's Theses
Every week there are over a billion new posts to Twitter services and many of those messages contain feedback to companies about their services. One company that recognizes this unused source of information is Netflix. That is why Netflix initiated the development of a system that lets them respond to the millions of Twitter and Netflix users that are acting as sensors and reporting all types of user visible outages. This system enhances the feedback loop between Netflix and its customers by increasing the amount of customer feedback that Netflix receives and reducing the time it takes for Netflix to …
Effect Of Business Intelligence And It Infrastructure Flexibility On Organizational Agility, Xiaofeng Chen, Keng Siau
Effect Of Business Intelligence And It Infrastructure Flexibility On Organizational Agility, Xiaofeng Chen, Keng Siau
Research Collection School Of Computing and Information Systems
There is a growing use of business intelligence (BI) for better management decisions in different industries. However, empirical studies on BI are still scarce in academic research. This research investigates BI from an organizational agility perspective. Organizational agility is the ability to sense and respond to market opportunities and threats with speed. Drawing on systems theory and literature on organizational agility, business intelligence, and IT infrastructure flexibility, we hypothesize that BI use and IT infrastructure flexibility are two major antecedents to organizational agility. We developed a research model to examine the effect of BI use and IT infrastructure flexibility on …
Agent-Based Virtual Humans In Co-Space: An Evaluative Study, Yilin Kang, Ah-Hwee Tan, Fiona Fui-Hoon Nah
Agent-Based Virtual Humans In Co-Space: An Evaluative Study, Yilin Kang, Ah-Hwee Tan, Fiona Fui-Hoon Nah
Research Collection School Of Computing and Information Systems
Co-Space refers to interactive virtual environment modelled after the real world in terms of look-and-feel, functionalities and services. We have developed a 3D virtual world named Nan yang Technological University (NTU) Co-Space populated with virtual human characters. Three key requirements of realistic virtual humans in the virtual world have been identified, namely (1) autonomy: agents can function on their own, (2) interactivity: agents can interact naturally with players, and (3) personality: agents can exhibit human traits and characteristics. Working towards these challenges, we propose a brain-inspired agent architecture that integrates goal-directed autonomy, natural language interaction and human-like personality. We conducted …
Investigating Intelligent Agents In A 3d Virtual World, Yilin Kang, Fiona Fui-Hoon Nah, Ah-Hwee Tan
Investigating Intelligent Agents In A 3d Virtual World, Yilin Kang, Fiona Fui-Hoon Nah, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Web 3.0 involves "intelligent" web applications that utilize natural language processing, machine-based learning and reasoning, and intelligent techniques to analyze and understand user behavior. In this research, we empirically assess a specific form of Web 3.0 application in the form of intelligent agents that offer assistance to users in the virtual world. Using media naturalness theory, we hypothesize that the use of intelligent agents in the virtual world can enhance user experience by offering a more natural way of communication and assistance to users. We are interested to test if media naturalness theory holds in the context of intelligent agents …
Knowledge-Based Exploration For Reinforcement Learning In Self-Organizing Neural Networks, Teck-Hou Teng, Ah-Hwee Tan
Knowledge-Based Exploration For Reinforcement Learning In Self-Organizing Neural Networks, Teck-Hou Teng, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Exploration is necessary during reinforcement learning to discover new solutions in a given problem space. Most reinforcement learning systems, however, adopt a simple strategy, by randomly selecting an action among all the available actions. This paper proposes a novel exploration strategy, known as Knowledge-based Exploration, for guiding the exploration of a family of self-organizing neural networks in reinforcement learning. Specifically, exploration is directed towards unexplored and favorable action choices while steering away from those negative action choices that are likely to fail. This is achieved by using the learned knowledge of the agent to identify prior action choices leading to …
A Generalized Cluster Centroid Based Classifier For Text Categorization, Guansong Pang, Shengyi Jiang
A Generalized Cluster Centroid Based Classifier For Text Categorization, Guansong Pang, Shengyi Jiang
Research Collection School Of Computing and Information Systems
In this paper, a Generalized Cluster Centroid based Classifier (GCCC) and its variants for text categorization are proposed by utilizing a clustering algorithm to integrate two wellknown classifiers, i.e., the K-nearest-neighbor (KNN) classifier and the Rocchio classifier. KNN, a lazy learning method, suffers from inefficiency in online categorization while achieving remarkable effectiveness. Rocchio, which has efficient categorization performance, fails to obtain an expressive categorization model due to its inherent linear separability assumption. Our proposed method mainly focuses on two points: one point is that we use a clustering algorithm to strengthen the expressiveness of the Rocchio model; another one is …
Cognitive Architectures And Autonomy: Commentary And Response, Włodzisław Duch, Ah-Hwee Tan, Stan Franklin
Cognitive Architectures And Autonomy: Commentary And Response, Włodzisław Duch, Ah-Hwee Tan, Stan Franklin
Research Collection School Of Computing and Information Systems
This paper provides a very useful and promising analysis and comparison of current architectures of autonomous intelligent systems acting in real time and specific contexts, with all their constraints. The chosen issue of Cognitive Architectures and Autonomy is really a challenge for AI current projects and future research. I appreciate and endorse not only that challenge but many specific choices and claims; in particular: (i) that “autonomy” is a key concept for general intelligent systems; (ii) that “a core issue in cognitive architecture is the integration of cognitive processes ....”; (iii) the analysis of features and capabilities missing in current …
Memory Formation, Consolidation, And Forgetting In Learning Agents, Budhitama Subagdja, Wenwen Wang, Ah-Hwee Tan, Yuan-Sin Tan, Loo-Nin Teow
Memory Formation, Consolidation, And Forgetting In Learning Agents, Budhitama Subagdja, Wenwen Wang, Ah-Hwee Tan, Yuan-Sin Tan, Loo-Nin Teow
Research Collection School Of Computing and Information Systems
Memory enables past experiences to be remembered and acquired as useful knowledge to support decision making, especially when perception and computational resources are limited. This paper presents a neuropsychological-inspired dual memory model for agents, consisting of an episodic memory that records the agent’s experience in real time and a semantic memory that captures factual knowledge through a parallel consolidation process. In addition, the model incorporates a natural forgetting mechanism that prevents memory overloading by removing transient memory traces. Our experimental study based on a real-time first-person-shooter video game has indicated that the memory consolidation and forgetting processes are not only …
A Biologically-Inspired Affective Model Based On Cognitive Situational Appraisal, Feng Shu, Ah-Hwee Tan
A Biologically-Inspired Affective Model Based On Cognitive Situational Appraisal, Feng Shu, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Although various emotion models have been proposed based on appraisal theories, most of them focus on designing specific appraisal rules and there is no unified framework for emotional appraisal. Moreover, few existing emotion models are biologically-inspired and are inadequate in imitating emotion process of human brain. This paper proposes a bio-inspired computational model called Cognitive Regulated Affective Architecture (CRAA), inspired by the cognitive regulated emotion theory and the network theory of emotion. This architecture is proposed by taking the following positions: (1) Cognition and emotion are not separated but interacted systems; (2) The appraisal of emotion depends on and should …
Memory Formation, Consolidation, And Forgetting In Learning Agents, Budhitama Susnagdja, Wenwen Wang, Ah-Hwee Tan, Yuan-Sin Tan, Loo-Nin Teow
Memory Formation, Consolidation, And Forgetting In Learning Agents, Budhitama Susnagdja, Wenwen Wang, Ah-Hwee Tan, Yuan-Sin Tan, Loo-Nin Teow
Research Collection School Of Computing and Information Systems
Memory enables past experiences to be remembered and acquired as useful knowledge to support decision making, especially when perception and computational resources are limited. This paper presents a neuropsychological- inspired dual memory model for agents, consisting of an episodic memory that records the agent's experience in real time and a semantic memory that captures factual knowledge through a parallel consolidation process. In addition, the model incorporates a natural forgetting mechanism that prevents memory overloading by removing transient memory traces. Our experimental study based on a real-time first-person-shooter video game has indicated that the memory consolidation and forgetting processes are not …
Motivated Learning For The Development Of Autonomous Agents, Janusz A. Starzyk, James T. Graham, Pawel Raif, Ah-Hwee Tan
Motivated Learning For The Development Of Autonomous Agents, Janusz A. Starzyk, James T. Graham, Pawel Raif, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
A new machine learning approach known as motivated learning (ML) is presented in this work. Motivated learning drives a machine to develop abstract motivations and choose its own goals. ML also provides a self-organizing system that controls a machine’s behavior based on competition between dynamically-changing pain signals. This provides an interplay of externally driven and internally generated control signals. It is demonstrated that ML not only yields a more sophisticated learning mechanism and system of values than reinforcement learning (RL), but is also more efficient in learning complex relations and delivers better performance than RL in dynamically changing environments. In …
Trust And Reputation For Successful Software Self-Organisation, Pierpaolo Dondio, Jean Marc Seigneur
Trust And Reputation For Successful Software Self-Organisation, Pierpaolo Dondio, Jean Marc Seigneur
Books/Book Chapters
Abstract An increasing number of dynamic software evolution approaches is com- monly based on integrating or utilising new pieces of software. This requires reso- lution of issues such as ensuring awareness of newly available software pieces and selection of most appropriate software pieces to use. Other chapters in this book dis- cuss dynamic software evolution focusing primarily on awareness, integration and utilisation of new software pieces, paying less attention on how selection among different software pieces is made. The selection issue is quite important since in the increasingly dynamic software world quite a few new software pieces occur over time, …
Preface: Trends In Natural And Machine Intelligence, Jonathan H. Chan, Ah-Hwee Tan
Preface: Trends In Natural And Machine Intelligence, Jonathan H. Chan, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Trends in natural and machine intelligence are increasingly reflecting a convergence in these two well-established fields of study. The Third International Neural Network Society Winter Conference (INNS-WC 2012) was held in Bangkok, Thailand, on October 3-5, 2012. INNS-WC2012, with an aim to bring together scientists, practitioners, and students worldwide, to discuss the past, present, and future challenges and trends in the area of natural and machine intelligence. This event has been a bi-annual conference of the International Neural Network Society (INNS) to provide a forum for international researchers to exchange latest ideas and advances on neural networks and related discipline.
Contributions Of Financial Sector Reforms And Credit Supply To Nigerian Agricultural Sector (1978-2009), Anthony O. Onoja, M. E. Onu, S. Ajodo-Ohiemi
Contributions Of Financial Sector Reforms And Credit Supply To Nigerian Agricultural Sector (1978-2009), Anthony O. Onoja, M. E. Onu, S. Ajodo-Ohiemi
CBN Journal of Applied Statistics (JAS)
This study analyzed the trends and pattern of institutional credit supply to agriculture during pre- and post-financial reforms along with their determinants. It then compared the effects of reform policies on access to institutional credits in Nigerian agricultural sector before and after the reforms (1978 - 1985; and 1986 -2009). Relying mainly on time series data from CBN and NBS, it used ordinary least squares method (linear, semi-log and double log) to model the determinants of banking sector lending to the agricultural sector during the review period. The models were subjected to several econometric tests before accepting one. Chow test …
Determinants Of Foreign Reserves In Nigeria: An Autoregressive Distributed Lag Approach, David Irefin, Baba N. Yaaba
Determinants Of Foreign Reserves In Nigeria: An Autoregressive Distributed Lag Approach, David Irefin, Baba N. Yaaba
CBN Journal of Applied Statistics (JAS)
On global scale, central banks’ holdings of foreign reserves have escalated sharply in recent years. World international reserves holdings have risen significantly from US$1.2 trillion in 1995 to nearly US$10.0 trillion in June 2011. Dominant among these reserves are concentrated in the hands of few countries. Ten major holders of foreign reserves are mostly from Asia. Oil exporting countries in Africa and the Middle East are not left out in this trend. Nigeria’s foreign reserves rose from US$5.5 billion in 1999 to US$62.40 billion in July 2008, making Nigeria the twenty-fourth largest reserves holder in the world. This pace of …
Effects Of Exchange Rate Movements On Economic Growth In Nigeria, Eme O. Akpan, Johnson A. Atan
Effects Of Exchange Rate Movements On Economic Growth In Nigeria, Eme O. Akpan, Johnson A. Atan
CBN Journal of Applied Statistics (JAS)
This study investigates the effect of exchange rate movements on real output growth in Nigeria. Based on quarterly series for the period 1986 to 2010, the paper examines the possible direct and indirect relationship between exchange rates and GDP growth. The relationship is derived in two ways using a simultaneous equations model within a fully specified (but small) macroeconomic model. A Generalised Method of Moments (GMM) technique was explored. The estimation results suggest that there is no evidence of a strong direct relationship between changes in exchange rate and output growth. Rather, Nigeria’s economic growth has been directly affected by …
Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda
Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda
CBN Journal of Applied Statistics (JAS)
The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates all through different time horizons. On this basis, this study examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis-a-vis the United State dollar using monthly time series data from 1986 to 2008. The standard Purchasing Power Parity (PPP) model was used to analyze the long-run consistency of …
Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari
Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari
CBN Journal of Applied Statistics (JAS)
This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of the impact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation. The study further investigates the causal relationship using the Granger causality analysis of VECM which indicates a uni-directional causality relationship between GDP and FDI …
Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola
Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola
CBN Journal of Applied Statistics (JAS)
The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970-2008. The causal links between the pairs of variables of interest were established using Granger causality test while a Two-Stage Least Squares (TSLS) estimation technique was used for the regression models. The results of Granger causality test show evidence of unidirectional causal relationship from GDP to private sector credit (PSC) and from industrial production index (IND) to GDP. Estimated regression models indicate that private sector credit impacts positively on economic growth over the period of coverage in this study. However, lending (interest) rate …
A Brain-Inspired Model Of Hierarchical Planner, Budhitama Subagdja, Ah-Hwee Tan
A Brain-Inspired Model Of Hierarchical Planner, Budhitama Subagdja, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Hierarchical planning is an approach of planning by composing and executing hierarchically arranged plans to solve some problems. Most symbolic-based hierarchical planners have been devised to allow the knowledge to be described expressively. However, a great challenge is to automatically seek and acquire new plans on the fly. This paper presents a novel neural-based model of hierarchical planning that can seek and acquired new plans on-line if the necessary knowledge are lacking. Inspired by findings in neuropsychology, plans can be inherently learnt, retrieved, and manipulated simultaneously rather than discretely processed like in most symbolic approaches. Using a multi-channel adaptive resonance …
A Comparative Study Of Filter-Based Feature Ranking Techniques, Huanjing Wang, Taghi M. Khoshgoftaar, Kehan Gao
A Comparative Study Of Filter-Based Feature Ranking Techniques, Huanjing Wang, Taghi M. Khoshgoftaar, Kehan Gao
Computer Science Faculty Publications
One factor that affects the success of machine learning is the presence of irrelevant or redundant information in the training data set. Filter-based feature ranking techniques (rankers) rank the features according to their relevance to the target attribute and we choose the most relevant features to build classification models subsequently. In order to evaluate the effectiveness of different feature ranking techniques, a commonly used method is to assess the classification performance of models built with the respective selected feature subsets in terms of a given performance metric (e.g., classification accuracy or misclassification rate). Since a given performance metric usually can …
A Comparative Study Of Threshold-Based Feature Selection Techniques, Huanjing Wang, Taghi M. Khoshgoftaar, Jason Van Hulse
A Comparative Study Of Threshold-Based Feature Selection Techniques, Huanjing Wang, Taghi M. Khoshgoftaar, Jason Van Hulse
Computer Science Faculty Publications
Abstract Given high-dimensional software measurement data, researchers and practitioners often use feature (metric) selection techniques to improve the performance of software quality classification models. This paper presents our newly proposed threshold-based feature selection techniques, comparing the performance of these techniques by building classification models using five commonly used classifiers. In order to evaluate the effectiveness of different feature selection techniques, the models are evaluated using eight different performance metrics separately since a given performance metric usually captures only one aspect of the classification performance. All experiments are conducted on three Eclipse data sets with different levels of class imbalance. The …
Mental Development And Representation Building Through Motivated Learning, Janusz Starzyk, Pawel Raif, Ah-Hwee Tan
Mental Development And Representation Building Through Motivated Learning, Janusz Starzyk, Pawel Raif, Ah-Hwee Tan
Research Collection School Of Computing and Information Systems
Motivated learning is a new machine learning approach that extends reinforcement learning idea to dynamically changing, and highly structured environments. In this approach a machine is capable of defining its own objectives and learns to satisfy them though an internal reward system. The machine is forced to explore the environment in response to externally applied negative (pain) signals that it must minimize. In doing so, it discovers relationships between objects observed through its sensory inputs and actions it performs on the observed objects. Observed concepts are not predefined but are emerging as a result of successful operations. For the optimum …