An Evolutionary Approach To Optimization Of Compound Stock Trading Indicators Used To Confirm Buy Signals,
2010
Utah State University
An Evolutionary Approach To Optimization Of Compound Stock Trading Indicators Used To Confirm Buy Signals, Allan W. Teeples
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
This thesis examines the application of genetic algorithms to the optimization of a composite set of technical indicator filters to confirm or reject buy signals in stock trading, based on probabilistic values derived from historical data. The simplicity of the design, which gives each filter within the composite filter the ability to act independently of the other filters, is outlined, and the cumulative indirect effect each filter has on all the others is discussed. This system is contrasted with the complexity of systems from previous research that attempt to merge several indicator filters together by giving each one a weight …
Map Estimation For Graphical Models By Likelihood Maximization,
2010
Singapore Management University
Map Estimation For Graphical Models By Likelihood Maximization, Akshat Kumar, Shlomo Zilberstein
Research Collection School Of Computing and Information Systems
Computing a maximum a posteriori (MAP) assignment in graphical models is a crucial inference problem for many practical applications. Several provably convergent approaches have been successfully developed using linear programming (LP) relaxation of the MAP problem. We present an alternative approach, which transforms the MAP problem into that of inference in a finite mixture of simple Bayes nets. We then derive the Expectation Maximization (EM) algorithm for this mixture that also monotonically increases a lower bound on the MAP assignment until convergence. The update equations for the EM algorithm are remarkably simple, both conceptually and computationally, and can be implemented …
Visual Salience And Reference Resolution In Situated Dialogues: A Corpus-Based Evaluation.,
2010
Technological University Dublin
Visual Salience And Reference Resolution In Situated Dialogues: A Corpus-Based Evaluation., Niels Schütte, John D. Kelleher, Brian Mac Namee
Conference papers
Dialogues between humans and robots are necessarily situated and so, often, a shared visual context is present. Exophoric references are very frequent in situated dialogues, and are particularly important in the presence of a shared visual context - for example when a human is verbally guiding a tele-operated mobile robot. We present an approach to automatically resolving exophoric referring expressions in a situated dialogue based on the visual salience of possible referents. We evaluate the effectiveness of this approach and a range of different salience metrics using data from the SCARE corpus which we have augmented with visual information. The …
Situating Spatial Templates For Human-Robot Interaction,
2010
Technological University Dublin
Situating Spatial Templates For Human-Robot Interaction, John D. Kelleher, Robert J. Ross, Brian Mac Namee, Colm Sloan
Conference papers
People often refer to objects by describing the object's spatial location relative to another object. Due to their ubiquity in situated discourse, the ability to use 'locative expressions' is fundamental to human-robot dialogue systems. A key component of this ability are computational models of spatial term semantics. These models bridge the grounding gap between spatial language and sensor data. Within the Artificial Intelligence and Robotics communities, spatial template based accounts, such as the Attention Vector Sum model (Regier and Carlson, 2001), have found considerable application in mediating situated human-machine communication (Gorniak, 2004; Brenner et a., 2007; Kelleher and Costello, 2009). …
Semi-Autonomous Virtual Valet Parking,
2010
Singapore Management University
Semi-Autonomous Virtual Valet Parking, Arne Suppe, Luis Navarro-Serment, Aaron Steinfeld
Research Collection School Of Computing and Information Systems
Despite regulations specifying parking spots that support wheelchair vans, it is not uncommon for end users to encounter problems with clearance for van ramps. Even if a driver elects to park in the far reaches of a parking lot as a precautionary measure, there is no guarantee that the spot next to their van will be empty when they return. Likewise, the prevalence of older drivers who experience significant difficulty with ingress and egress from vehicles is nontrivial and the ability to fully open a car door is important. This work describes a method and user interaction for low cost, …
Agent Sensing With Stateful Resources,
2010
University of Nebraska-Lincoln
Agent Sensing With Stateful Resources, Adam D. Eck
School of Computing: Dissertations, Theses, and Student Research
In many real-world applications of multi-agent systems, agent reasoning suffers from bounded rationality caused by both limited resources and limited knowledge. When agent sensing also requires resource use, the agent’s knowledge revision is affected due to its inability to always sense when and as accurately as needed, further leading to poor decision making. In this research, we consider what happens when sensing activities require the use of stateful resources, which we define as resources whose state-dependent behavior changes over time based on usage. Specifically, sensing itself can change the state of a resource, and thus its behavior, which affects both …
Electroencephalogram Artifact Removal Using A Wavelet Neural Network,
2010
Old Dominion University
Electroencephalogram Artifact Removal Using A Wavelet Neural Network, Hoang-Anh T. Nguyen
Electrical & Computer Engineering Theses & Dissertations
A wavelet neural network (WNN) technique rs developed for electroencephalogram (EEG) artifact removal without electrooculographic (EOG) recordings. The algorithm combines the universal approximation characteristics of neural networks and the time/frequency property of wavelet, where the neural network was trained on a simulated dataset with known ground truths. The contribution of this thesis is two-fold. First, many EEG artifact removal algorithms, including regression based methods, require reference EOG signals, which are not always available. To remove EEG ai1ifacts, a WNN tries to learn the characteristics of the artifacts first and does not need reference EOG signals once trained. Second, WNNs are …
Faculty Success: Developing A Research And Publication Agenda,
2010
University of South Florida
Faculty Success: Developing A Research And Publication Agenda, Kathleen P. King
Department of Leadership, Policy, and Lifelong Learning
Anyone associated with higher education will acknowledge that tenure track faculty have to perform a fantastic balancing act. Compared to an administrative or line role in an organization, higher education faculty have tremendous autonomy and freedom. However, they face competing demands of many different (and good) opportunities, and for them the stakes are always high. Help is here! This article introduces a powerful strategy for staying on track in the research strand of this competitive journey.
A Biologically-Inspired Cognitive Agent Model Integrating Declarative Knowledge And Reinforcement Learning,
2010
Singapore Management University
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 …
Event Study Method For Validating Agent-Based Trading Simulations,
2010
Singapore Management University
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 …
Is Competition Making A Comeback? Discovering Methods To Keep Female Adolescents Engaged In Stem: A Phenomenological Approach,
2010
University of Nebraska-Lincoln
Is Competition Making A Comeback? Discovering Methods To Keep Female Adolescents Engaged In Stem: A Phenomenological Approach, Kathryn B. Notter
College of Education and Human Sciences: Dissertations, Theses, and Student Research
The decreasing number of women who are graduating in the Science, Technology, Engineering and Mathematics (STEM) fields continues to be a major concern. Despite national support in the form of grants provided by National Science Foundation, National Center for Information and Technology and legislation passed such as the Deficit Reduction Act of 2005 that encourages women to enter the STEM fields, the number of women actually graduating in these fields is surprisingly low. This research study focuses on a robotics competition and its ability to engage female adolescents in STEM curricula. Data have been collected to help explain why young …
Early Stopping Of A Neural Network Via The Receiver Operating Curve.,
2010
East Tennessee State University
Early Stopping Of A Neural Network Via The Receiver Operating Curve., Daoping Yu
Electronic Theses and Dissertations
This thesis presents the area under the ROC (Receiver Operating Characteristics) curve, or abbreviated AUC, as an alternate measure for evaluating the predictive performance of ANNs (Artificial Neural Networks) classifiers. Conventionally, neural networks are trained to have total error converge to zero which may give rise to over-fitting problems. To ensure that they do not over fit the training data and then fail to generalize well in new data, it appears effective to stop training as early as possible once getting AUC sufficiently large via integrating ROC/AUC analysis into the training process. In order to reduce learning costs involving the …
Automated Theorem Prover Axiom Management,
2010
California State University - San Bernardino
Automated Theorem Prover Axiom Management, Ashley T. Holeman, Ewen Denney
STAR Program Research Presentations
Automated Theorem Provers (ATPs), are computer programs that use collections of axioms,which are logical statements assumed to be true, in order to prove conjectures. NASA uses these programs to verify safety and functional requirements in domains like Guidance, Navigation, and Control. There are about 30 axioms on each major topic including the theory of coordinate systems, elementary arithmetic and linear algebra. These axioms have been created over the duration of many projects and combined into a single file. One task is to manage the axioms by arranging them into logical sections, deleting unnecessary ones and rewriting some into a more …
A Comparative Study Of Filter-Based Feature Ranking Techniques,
2010
Western Kentucky University
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,
2010
Western Kentucky University
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 …
A Decision Theoretic Approach To Data Leakage Prevention,
2010
IBM TJ Watson
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 …
Distributed Route Planning And Scheduling Via Hybrid Conflict Resolution,
2010
National University of Singapore
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.
Topology In Composite Spatial Terms,
2010
Technological University Dublin
Topology In Composite Spatial Terms, John D. Kelleher, Robert J. Ross
Conference papers
People often refer to objects by describing the object's spatial location relative to another object, e.g. the book on the right of the table. This type of referring expression is called a spatial locative expression. Spatial locatives have three major components: (1) the target object that is being located (the book), (2) the landmark object relative to which the target is being located (the table), and (3) the description of the spatial relationship that exists between the target and the landmark (on the right of ). In English spatial relationships are often described using spatial prepositions. The set of English …
Decentralized Resource Allocation And Scheduling Via Walrasian Auctions With Negotiable Agents,
2010
Singapore Management University
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.
The Bi-Objective Master Physician Scheduling Problem,
2010
Singapore Management University
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 …
