Particle swarm optimization with composite particles in dynamic environments

This article is placed here with the permission of IEEE - Copyright @ 2010 IEEEIn recent years, there has been a growing interest in the study of particle swarm optimization (PSO) in dynamic environments. This paper presents a new PSO model, called PSO with composite particles (PSO-CP), to address dynamic optimization problems. PSO-CP partitions the swarm into a set of composite particles based on their similarity using a "worst first" principle. Inspired by the composite particle phenomenon in physics, the elementary members in each composite particle interact via a velocity-anisotropic reflection scheme to integrate valuable information for effectively and rapidly finding the promising optima in the search space. Each composite particle maintains the diversity by a scattering operator. In addition, an integral movement strategy is introduced to promote the swarm diversity. Experiments on a typical dynamic test benchmark problem provide a guideline for setting the involved parameters and show that PSO-CP is efficient in comparison with several state-of-the-art PSO algorithms for dynamic optimization problems.This work was supported in part by the Key Program of the National Natural Science Foundation (NNSF) of China under Grant 70931001 and 70771021, the Science Fund for Creative Research Group of the NNSF of China under Grant 60821063 and 70721001, the Ph.D. Programs Foundation of the Ministry of education of China under Grant 200801450008, and by the Engineering and Physical Sciences Research Council of U.K. under Grant EP/E060722/1

Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization

The motivation for this paper is to introduce a hybrid Neural Network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF-PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a Neural Network fitness function for financial forecasting purposes. This is done by benchmarking the ARBF-PSO results with those of three different Neural Networks architectures, a Nearest Neighbors algorithm (k-NN), an autoregressive moving average model (ARMA), a moving average convergence/divergence model (MACD) plus a naïve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the EUR/USD, EUR/GBP and EUR/JPY ECB exchange rate fixing time series over the period January 1999 to March 2011 using the last two years for out-of-sample testing

Automatic Malware Detection

The problem of automatic malware detection presents challenges for antivirus vendors. Since the manual investigation is not possible due to the massive number of samples being submitted every day, automatic malware classication is necessary. Our work is focused on an automatic malware detection framework based on machine learning algorithms. We proposed several static malware detection systems for the Windows operating system to achieve the primary goal of distinguishing between malware and benign software. We also considered the more practical goal of detecting as much malware as possible while maintaining a suciently low false positive rate. We proposed several malware detection systems using various machine learning techniques, such as ensemble classier, recurrent neural network, and distance metric learning. We designed architectures of the proposed detection systems, which are automatic in the sense that extraction of features, preprocessing, training, and evaluating the detection model can be automated. However, antivirus program relies on more complex system that consists of many components where several of them depends on malware analysts and researchers. Malware authors adapt their malicious programs frequently in order to bypass antivirus programs that are regularly updated. Our proposed detection systems are not automatic in the sense that they are not able to automatically adapt to detect the newest malware. However, we can partly solve this problem by running our proposed systems again if the training set contains the newest malware. Our work relied on static analysis only. In this thesis, we discuss advantages and drawbacks in comparison to dynamic analysis. Static analysis still plays an important role, and it is used as one component of a complex detection system.The problem of automatic malware detection presents challenges for antivirus vendors. Since the manual investigation is not possible due to the massive number of samples being submitted every day, automatic malware classication is necessary. Our work is focused on an automatic malware detection framework based on machine learning algorithms. We proposed several static malware detection systems for the Windows operating system to achieve the primary goal of distinguishing between malware and benign software. We also considered the more practical goal of detecting as much malware as possible while maintaining a suciently low false positive rate. We proposed several malware detection systems using various machine learning techniques, such as ensemble classier, recurrent neural network, and distance metric learning. We designed architectures of the proposed detection systems, which are automatic in the sense that extraction of features, preprocessing, training, and evaluating the detection model can be automated. However, antivirus program relies on more complex system that consists of many components where several of them depends on malware analysts and researchers. Malware authors adapt their malicious programs frequently in order to bypass antivirus programs that are regularly updated. Our proposed detection systems are not automatic in the sense that they are not able to automatically adapt to detect the newest malware. However, we can partly solve this problem by running our proposed systems again if the training set contains the newest malware. Our work relied on static analysis only. In this thesis, we discuss advantages and drawbacks in comparison to dynamic analysis. Static analysis still plays an important role, and it is used as one component of a complex detection system

A Comparison of the Machine Learning Algorithm for Evaporation Duct Estimation

In this research, a comparison of the relevance vector machine (RVM), least square support vector machine (LSSVM) and the radial basis function neural network (RBFNN) for evaporation duct estimation are presented. The parabolic equation model is adopted as the forward propagation model, and which is used to establish the training database between the radar sea clutter power and the evaporation duct height. The comparison of the RVM, LSSVM and RBFNN for evaporation duct estimation are investigated via the experimental and the simulation studies, and the statistical analysis method is employed to analyze the performance of the three machine learning algorithms in the simulation study. The analysis demonstrate that the M profile of RBFNN estimation has a relatively good match to the measured profile for the experimental study; for the simulation study, the LSSVM is the most precise one among the three machine learning algorithms, besides, the performance of RVM is basically identical to the RBFNN

Seeking multiple solutions:an updated survey on niching methods and their applications

Multi-Modal Optimization (MMO) aiming to locate multiple optimal (or near-optimal) solutions in a single simulation run has practical relevance to problem solving across many fields. Population-based meta-heuristics have been shown particularly effective in solving MMO problems, if equipped with specificallydesigned diversity-preserving mechanisms, commonly known as niching methods. This paper provides an updated survey on niching methods. The paper first revisits the fundamental concepts about niching and its most representative schemes, then reviews the most recent development of niching methods, including novel and hybrid methods, performance measures, and benchmarks for their assessment. Furthermore, the paper surveys previous attempts at leveraging the capabilities of niching to facilitate various optimization tasks (e.g., multi-objective and dynamic optimization) and machine learning tasks (e.g., clustering, feature selection, and learning ensembles). A list of successful applications of niching methods to real-world problems is presented to demonstrate the capabilities of niching methods in providing solutions that are difficult for other optimization methods to offer. The significant practical value of niching methods is clearly exemplified through these applications. Finally, the paper poses challenges and research questions on niching that are yet to be appropriately addressed. Providing answers to these questions is crucial before we can bring more fruitful benefits of niching to real-world problem solving