6,923 research outputs found
Recommended from our members
An intelligent system for risk classification of stock investment projects
The proposed paper demonstrates that a hybrid fuzzy neural network can serve as a risk classifier of stock investment projects. The training algorithm for the regular part of the network is based on bidirectional incremental evolution proving more efficient than direct evolution. The approach is compared with other crisp and soft investment appraisal and trading techniques, while building a multimodel domain representation for an intelligent decision support system. Thus the advantages of each model are utilised while looking at the investment problem from different perspectives. The empirical results are based on UK companies traded on the London Stock Exchange
Recommended from our members
On evolution of relatively large combinational logic circuits
Evolvable hardware (EHW) (Yao and Higuchi, 1999) is a technique introduced to automatically design circuits where the circuit configuration is carried out by evolutionary algorithms. One of the main difficulties in using EHW to solve real-world problems is the scalability. Until now, several strategies have been proposed to avoid this problem, but none of them completely tackle the issue. In this paper three different methods for evolving the most complex circuits have been tested for their scalability. These methods are bi-directional incremental evolution (SO-BIE); generalised disjunction decomposition (GD-BIE) and evolutionary strategies (ES) with dynamic mutation rate. In order to achieve the generalised conclusions the chosen approaches were tested using multipliers, traditionally used in EHW, but also logic circuits taken from MCNC (Yang, 1991) benchmark library and randomly generated circuits. The analysis of the approaches demonstrated that PLA-based ES is capable of evolving logic circuits of up to 12 inputs. The use of SO-BIE allows the generation of fully functional circuits of 14 inputs and GD-BIE is estimated to be able to evolve circuits of 21 inputs
Recent Advances in Graph Partitioning
We survey recent trends in practical algorithms for balanced graph
partitioning together with applications and future research directions
Generalised additive multiscale wavelet models constructed using particle swarm optimisation and mutual information for spatio-temporal evolutionary system representation
A new class of generalised additive multiscale wavelet models (GAMWMs) is introduced for high dimensional spatio-temporal evolutionary (STE) system identification. A novel two-stage hybrid learning scheme is developed for constructing such an additive wavelet model. In the first stage, a new orthogonal projection pursuit (OPP) method, implemented using a particle swarm optimisation(PSO) algorithm, is proposed for successively augmenting an initial coarse wavelet model, where relevant parameters of the associated wavelets are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be a redundant model. In the second stage, a forward orthogonal regression (FOR) algorithm, implemented using a mutual information method, is then applied to refine and improve the initially constructed wavelet model. The proposed two-stage hybrid method can generally produce a parsimonious wavelet model, where a ranked list of wavelet functions, according to the capability of each wavelet to represent the total variance in the desired system output signal is produced. The proposed new modelling framework is applied to real observed images, relative to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, and the associated identification results show that the new modelling framework is applicable and effective for handling high dimensional identification problems of spatio-temporal evolution sytems
BOOL-AN: A method for comparative sequence analysis and phylogenetic reconstruction
A novel discrete mathematical approach is proposed as an additional tool for molecular systematics which does not require prior statistical assumptions concerning the evolutionary process. The method is based on algorithms generating mathematical representations directly from DNA/RNA or protein sequences, followed by the output of numerical (scalar or vector) and visual characteristics (graphs). The binary encoded sequence information is transformed into a compact analytical form, called the Iterative Canonical Form (or ICF) of Boolean functions, which can then be used as a generalized molecular descriptor. The method provides raw vector data for calculating different distance matrices, which in turn can be analyzed by neighbor-joining or UPGMA to derive a phylogenetic tree, or by principal coordinates analysis to get an ordination scattergram. The new method and the associated software for inferring phylogenetic trees are called the Boolean analysis or BOOL-AN
A new class of multiscale lattice cell (MLC) models for spatio-temporal evolutionary image representation
Spatio-temporal evolutionary (STE) images are a class of complex dynamical systems that evolve over both space and time. With increased interest in the investigation of nonlinear complex phenomena, especially spatio-temporal behaviour governed by evolutionary laws that are dependent
on both spatial and temporal dimensions, there has been an increased need to investigate model identification methods for this class of complex systems. Compared with pure temporal processes, the identification of spatio-temporal models from observed images is much more difficult and quite
challenging. Starting with an assumption that there is no apriori information about the true model but
only observed data are available, this study introduces a new class of multiscale lattice cell (MLC)
models to represent the rules of the associated spatio-temporal evolutionary system. An application to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, is investigated to demonstrate the new modelling framework
Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms
We present a mathematical framework for constructing and analyzing parallel
algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting
algorithms have the capacity to simulate a wide range of spatio-temporal scales
in spatially distributed, non-equilibrium physiochemical processes with complex
chemistry and transport micro-mechanisms. The algorithms can be tailored to
specific hierarchical parallel architectures such as multi-core processors or
clusters of Graphical Processing Units (GPUs). The proposed parallel algorithms
are controlled-error approximations of kinetic Monte Carlo algorithms,
departing from the predominant paradigm of creating parallel KMC algorithms
with exactly the same master equation as the serial one.
Our methodology relies on a spatial decomposition of the Markov operator
underlying the KMC algorithm into a hierarchy of operators corresponding to the
processors' structure in the parallel architecture. Based on this operator
decomposition, we formulate Fractional Step Approximation schemes by employing
the Trotter Theorem and its random variants; these schemes, (a) determine the
communication schedule} between processors, and (b) are run independently on
each processor through a serial KMC simulation, called a kernel, on each
fractional step time-window.
Furthermore, the proposed mathematical framework allows us to rigorously
justify the numerical and statistical consistency of the proposed algorithms,
showing the convergence of our approximating schemes to the original serial
KMC. The approach also provides a systematic evaluation of different processor
communicating schedules.Comment: 34 pages, 9 figure
Visual and computational analysis of structure-activity relationships in high-throughput screening data
Novel analytic methods are required to assimilate the large volumes of structural and bioassay data generated by combinatorial chemistry and high-throughput screening programmes in the pharmaceutical and agrochemical industries. This paper reviews recent work in visualisation and data mining that can be used to develop structure-activity relationships from such chemical/biological datasets
- âŠ