Artificial Immune Systems - Models, algorithms and applications

Copyright © 2010 Academic Research Publishing Agency.This article has been made available through the Brunel Open Access Publishing Fund.Artificial Immune Systems (AIS) are computational paradigms that belong to the computational intelligence family and are inspired by the biological immune system. During the past decade, they have attracted a lot of interest from researchers aiming to develop immune-based models and techniques to solve complex computational or engineering problems. This work presents a survey of existing AIS models and algorithms with a focus on the last five years.This article is available through the Brunel Open Access Publishing Fun

Nature inspired computational intelligence for financial contagion modelling

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Financial contagion refers to a scenario in which small shocks, which initially affect only a few financial institutions or a particular region of the economy, spread to the rest of the financial sector and other countries whose economies were previously healthy. This resembles the “transmission” of a medical disease. Financial contagion happens both at domestic level and international level. At domestic level, usually the failure of a domestic bank or financial intermediary triggers transmission by defaulting on inter-bank liabilities, selling assets in a fire sale, and undermining confidence in similar banks. An example of this phenomenon is the failure of Lehman Brothers and the subsequent turmoil in the US financial markets. International financial contagion happens in both advanced economies and developing economies, and is the transmission of financial crises across financial markets. Within the current globalise financial system, with large volumes of cash flow and cross-regional operations of large banks and hedge funds, financial contagion usually happens simultaneously among both domestic institutions and across countries. There is no conclusive definition of financial contagion, most research papers study contagion by analyzing the change in the variance-covariance matrix during the period of market turmoil. King and Wadhwani (1990) first test the correlations between the US, UK and Japan, during the US stock market crash of 1987. Boyer (1997) finds significant increases in correlation during financial crises, and reinforces a definition of financial contagion as a correlation changing during the crash period. Forbes and Rigobon (2002) give a definition of financial contagion. In their work, the term interdependence is used as the alternative to contagion. They claim that for the period they study, there is no contagion but only interdependence. Interdependence leads to common price movements during periods both of stability and turmoil. In the past two decades, many studies (e.g. Kaminsky et at., 1998; Kaminsky 1999) have developed early warning systems focused on the origins of financial crises rather than on financial contagion. Further authors (e.g. Forbes and Rigobon, 2002; Caporale et al, 2005), on the other hand, have focused on studying contagion or interdependence. In this thesis, an overall mechanism is proposed that simulates characteristics of propagating crisis through contagion. Within that scope, a new co-evolutionary market model is developed, where some of the technical traders change their behaviour during crisis to transform into herd traders making their decisions based on market sentiment rather than underlying strategies or factors. The thesis focuses on the transformation of market interdependence into contagion and on the contagion effects. The author first build a multi-national platform to allow different type of players to trade implementing their own rules and considering information from the domestic and a foreign market. Traders’ strategies and the performance of the simulated domestic market are trained using historical prices on both markets, and optimizing artificial market’s parameters through immune - particle swarm optimization techniques (I-PSO). The author also introduces a mechanism contributing to the transformation of technical into herd traders. A generalized auto-regressive conditional heteroscedasticity - copula (GARCH-copula) is further applied to calculate the tail dependence between the affected market and the origin of the crisis, and that parameter is used in the fitness function for selecting the best solutions within the evolving population of possible model parameters, and therefore in the optimization criteria for contagion simulation. The overall model is also applied in predictive mode, where the author optimize in the pre-crisis period using data from the domestic market and the crisis-origin foreign market, and predict in the crisis period using data from the foreign market and predicting the affected domestic market

免疫学的および進化的アルゴリズムに基づく改良された群知能最適化に関する研究

富山大学・富理工博甲第175号・楊玉・2020/3/24富山大学202

NMEP based Gaussian Mutation Process on Optimizing Fitness Function for MOEED

The increment of Economic Dispatch (ED) problem is very distressing today. In view of countless of the researchers doing the research to minimize the ED problem day after day, the multi objective New Meta Heuristic Evolutionary Programming (NMEP) techniques are proposed to optimize the multi objective function in ED problem called as Multi Objective Environmental Economic Dispatch (MOEED). The techniques mimic the original Meta Heuristic Evolutionary Programming (Meta-EP) and merge with Artificial Immune System (AIS) with some improvement in Gaussian mutation process and cloning process. The NMEP produced two objective function result simultaneously by exercising the weighted sum method. In order to justify the result, the comparison between the NMEP and Meta-EP techniques is conducted with difference case number of alpha. Therefore, the outcome of the simulation shows the NMEP approach is better than Meta-EP in the both case numbers of alpha. The simulation is operated using MATLAB simulation based on standard IEEE 26 bus system in the laboratory

Solving the Response Time Variability Problem by means of a psychoclonal approach

The Response Time Variability Problem (RTVP) is a combinatorial scheduling problem which has recently appeared in the literature. This problem has a wide range of reallife applications in, for example, manufacturing, hard real-time systems, operating systems and network environment. Originally, the RTVP occurs whenever products, clients or jobs need to be sequenced in such a way that the variability in the time between the instants at which they receive the necessary resources is minimized. Since RTVP is hard to solve, heuristic techniques are needed for solving it. In a previous study, three metaheuristic algorithms (a multi-start, a GRASP and a PSO algorithm) were proposed to solve the RTVP. These three metaheuristic algorithms have been the most efficient to date in solving non-small instances of the RTVP. We propose solving the RTVP by means of a psychoclonal algorithm based approach. The psychoclonal algorithm inherits its attributes from the need hierarchy theory proposed by Maslow and the artificial immune system (AIS) approach, specifically the clonal selection principle. In this paper we compare the proposed psychoclonal algorithm with the other three metaheuristic algorithms previously mentioned and show that, on average, the psychoclonal algorithm strongly improves the obtained results

Artificial immune systems based committee machine for classification application

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.A new adaptive learning Artificial Immune System (AIS) based committee machine is developed in this thesis. The new proposed approach efficiently tackles the general problem of clustering high-dimensional data. In addition, it helps on deriving useful decision and results related to other application domains such classification and prediction. Artificial Immune System (AIS) is a branch of computational intelligence field inspired by the biological immune system, and has gained increasing interest among researchers in the development of immune-based models and techniques to solve diverse complex computational or engineering problems. This work presents some applications of AIS techniques to health problems, and a thorough survey of existing AIS models and algorithms. The main focus of this research is devoted to building an ensemble model integrating different AIS techniques (i.e. Artificial Immune Networks, Clonal Selection, and Negative Selection) for classification applications to achieve better classification results. A new AIS-based ensemble architecture with adaptive learning features is proposed by integrating different learning and adaptation techniques to overcome individual limitations and to achieve synergetic effects through the combination of these techniques. Various techniques related to the design and enhancements of the new adaptive learning architecture are studied, including a neuro-fuzzy based detector and an optimizer using particle swarm optimization method to achieve enhanced classification performance. An evaluation study was conducted to show the performance of the new proposed adaptive learning ensemble and to compare it to alternative combining techniques. Several experiments are presented using different medical datasets for the classification problem and findings and outcomes are discussed. The new adaptive learning architecture improves the accuracy of the ensemble. Moreover, there is an improvement over the existing aggregation techniques. The outcomes, assumptions and limitations of the proposed methods with its implications for further research in this area draw this research to its conclusion

Hybrid nature-inspired computation methods for optimization

The focus of this work is on the exploration of the hybrid Nature-Inspired Computation (NIC) methods with application in optimization. In the dissertation, we first study various types of the NIC algorithms including the Clonal Selection Algorithm (CSA), Particle Swarm Optimization (PSO), Ant Colony Optimization (ACO), Simulated Annealing (SA), Harmony Search (HS), Differential Evolution (DE), and Mind Evolution Computing (MEC), and propose several new fusions of the NIC techniques, such as CSA-DE, HS-DE, and CSA-SA. Their working principles, structures, and algorithms are analyzed and discussed in details. We next investigate the performances of our hybrid NIC methods in handling nonlinear, multi-modal, and dynamical optimization problems, e.g., nonlinear function optimization, optimal LC passive power filter design, and optimization of neural networks and fuzzy classification systems. The hybridization of these NIC methods can overcome the shortcomings of standalone algorithms while still retaining all the advantages. It has been demonstrated using computer simulations that the proposed hybrid NIC approaches are capable of yielding superior optimization performances over the individual NIC methods as well as conventional methodologies with regard to the search efficiency, convergence speed, and quantity and quality of the optimal solutions achieved