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

A generic optimising feature extraction method using multiobjective genetic programming

In this paper, we present a generic, optimising feature extraction method using multiobjective genetic programming. We re-examine the feature extraction problem and show that effective feature extraction can significantly enhance the performance of pattern recognition systems with simple classifiers. A framework is presented to evolve optimised feature extractors that transform an input pattern space into a decision space in which maximal class separability is obtained. We have applied this method to real world datasets from the UCI Machine Learning and StatLog databases to verify our approach and compare our proposed method with other reported results. We conclude that our algorithm is able to produce classifiers of superior (or equivalent) performance to the conventional classifiers examined, suggesting removal of the need to exhaustively evaluate a large family of conventional classifiers on any new problem. (C) 2010 Elsevier B.V. All rights reserved

Decision Making in the Medical Domain: Comparing the Effectiveness of GP-Generated Fuzzy Intelligent Structures

ABSTRACT: In this work, we examine the effectiveness of two intelligent models in medical domains. Namely, we apply grammar-guided genetic programming to produce fuzzy intelligent structures, such as fuzzy rule-based systems and fuzzy Petri nets, in medical data mining tasks. First, we use two context-free grammars to describe fuzzy rule-based systems and fuzzy Petri nets with genetic programming. Then, we apply cellular encoding in order to express the fuzzy Petri nets with arbitrary size and topology. The models are examined thoroughly in four real-world medical data sets. Results are presented in detail and the competitive advantages and drawbacks of the selected methodologies are discussed, in respect to the nature of each application domain. Conclusions are drawn on the effectiveness and efficiency of the presented approach