Machine Learning for Financial Prediction Under Regime Change Using Technical Analysis: A Systematic Review

Recent crises, recessions and bubbles have stressed the non-stationary nature and the presence of drastic structural changes in the financial domain. The most recent literature suggests the use of conventional machine learning and statistical approaches in this context. Unfortunately, several of these techniques are unable or slow to adapt to changes in the price-generation process. This study aims to survey the relevant literature on Machine Learning for financial prediction under regime change employing a systematic approach. It reviews key papers with a special emphasis on technical analysis. The study discusses the growing number of contributions that are bridging the gap between two separate communities, one focused on data stream learning and the other on economic research. However, it also makes apparent that we are still in an early stage. The range of machine learning algorithms that have been tested in this domain is very wide, but the results of the study do not suggest that currently there is a specific technique that is clearly dominant

From supply chains to demand networks. Agents in retailing: the electrical bazaar

A paradigm shift is taking place in logistics. The focus is changing from operational effectiveness to adaptation. Supply Chains will develop into networks that will adapt to consumer demand in almost real time. Time to market, capacity of adaptation and enrichment of customer experience seem to be the key elements of this new paradigm. In this environment emerging technologies like RFID (Radio Frequency ID), Intelligent Products and the Internet, are triggering a reconsideration of methods, procedures and goals. We present a Multiagent System framework specialized in retail that addresses these changes with the use of rational agents and takes advantages of the new market opportunities. Like in an old bazaar, agents able to learn, cooperate, take advantage of gossip and distinguish between collaborators and competitors, have the ability to adapt, learn and react to a changing environment better than any other structure. Keywords: Supply Chains, Distributed Artificial Intelligence, Multiagent System.Postprint (published version

A survey of machine learning techniques applied to self organizing cellular networks

In this paper, a survey of the literature of the past fifteen years involving Machine Learning (ML) algorithms applied to self organizing cellular networks is performed. In order for future networks to overcome the current limitations and address the issues of current cellular systems, it is clear that more intelligence needs to be deployed, so that a fully autonomous and flexible network can be enabled. This paper focuses on the learning perspective of Self Organizing Networks (SON) solutions and provides, not only an overview of the most common ML techniques encountered in cellular networks, but also manages to classify each paper in terms of its learning solution, while also giving some examples. The authors also classify each paper in terms of its self-organizing use-case and discuss how each proposed solution performed. In addition, a comparison between the most commonly found ML algorithms in terms of certain SON metrics is performed and general guidelines on when to choose each ML algorithm for each SON function are proposed. Lastly, this work also provides future research directions and new paradigms that the use of more robust and intelligent algorithms, together with data gathered by operators, can bring to the cellular networks domain and fully enable the concept of SON in the near future

Architecting system of systems: artificial life analysis of financial market behavior

This research study focuses on developing a framework that can be utilized by system architects to understand the emergent behavior of system architectures. The objective is to design a framework that is modular and flexible in providing different ways of modeling sub-systems of System of Systems. At the same time, the framework should capture the adaptive behavior of the system since evolution is one of the key characteristics of System of Systems. Another objective is to design the framework so that humans can be incorporated into the analysis. The framework should help system architects understand the behavior as well as promoters or inhibitors of change in human systems. Computational intelligence tools have been successfully used in analysis of Complex Adaptive Systems. Since a System of Systems is a collection of Complex Adaptive Systems, a framework utilizing combination of these tools can be developed. Financial markets are selected to demonstrate the various architectures developed from the analysis framework --Introduction, page 3

Status and Future Perspectives for Lattice Gauge Theory Calculations to the Exascale and Beyond

In this and a set of companion whitepapers, the USQCD Collaboration lays out a program of science and computing for lattice gauge theory. These whitepapers describe how calculation using lattice QCD (and other gauge theories) can aid the interpretation of ongoing and upcoming experiments in particle and nuclear physics, as well as inspire new ones.Comment: 44 pages. 1 of USQCD whitepapers