Ortalama-varyans portföy optimizasyonunda genetik algoritma uygulamaları üzerine bir literatür araştırması

Mean-variance portfolio optimization model, introduced by Markowitz, provides a fundamental answer to the problem of portfolio management. This model seeks an efficient frontier with the best trade-offs between two conflicting objectives of maximizing return and minimizing risk. The problem of determining an efficient frontier is known to be NP-hard. Due to the complexity of the problem, genetic algorithms have been widely employed by a growing number of researchers to solve this problem. In this study, a literature review of genetic algorithms implementations on mean-variance portfolio optimization is examined from the recent published literature. Main specifications of the problems studied and the specifications of suggested genetic algorithms have been summarized

On relational learning and discovery in social networks: a survey

The social networking scene has evolved tremendously over the years. It has grown in relational complexities that extend a vast presence onto popular social media platforms on the internet. With the advance of sentimental computing and social complexity, relationships which were once thought to be simple have now become multi-dimensional and widespread in the online scene. This explosion in the online social scene has attracted much research attention. The main aims of this work revolve around the knowledge discovery and datamining processes of these feature-rich relations. In this paper, we provide a survey of relational learning and discovery through popular social analysis of different structure types which are integral to applications within the emerging field of sentimental and affective computing. It is hoped that this contribution will add to the clarity of how social networks are analyzed with the latest groundbreaking methods and provide certain directions for future improvements

An empirical learning-based validation procedure for simulation workflow

Simulation workflow is a top-level model for the design and control of simulation process. It connects multiple simulation components with time and interaction restrictions to form a complete simulation system. Before the construction and evaluation of the component models, the validation of upper-layer simulation workflow is of the most importance in a simulation system. However, the methods especially for validating simulation workflow is very limit. Many of the existing validation techniques are domain-dependent with cumbersome questionnaire design and expert scoring. Therefore, this paper present an empirical learning-based validation procedure to implement a semi-automated evaluation for simulation workflow. First, representative features of general simulation workflow and their relations with validation indices are proposed. The calculation process of workflow credibility based on Analytic Hierarchy Process (AHP) is then introduced. In order to make full use of the historical data and implement more efficient validation, four learning algorithms, including back propagation neural network (BPNN), extreme learning machine (ELM), evolving new-neuron (eNFN) and fast incremental gaussian mixture model (FIGMN), are introduced for constructing the empirical relation between the workflow credibility and its features. A case study on a landing-process simulation workflow is established to test the feasibility of the proposed procedure. The experimental results also provide some useful overview of the state-of-the-art learning algorithms on the credibility evaluation of simulation models

Link communities reveal multiscale complexity in networks

Networks have become a key approach to understanding systems of interacting objects, unifying the study of diverse phenomena including biological organisms and human society. One crucial step when studying the structure and dynamics of networks is to identify communities: groups of related nodes that correspond to functional subunits such as protein complexes or social spheres. Communities in networks often overlap such that nodes simultaneously belong to several groups. Meanwhile, many networks are known to possess hierarchical organization, where communities are recursively grouped into a hierarchical structure. However, the fact that many real networks have communities with pervasive overlap, where each and every node belongs to more than one group, has the consequence that a global hierarchy of nodes cannot capture the relationships between overlapping groups. Here we reinvent communities as groups of links rather than nodes and show that this unorthodox approach successfully reconciles the antagonistic organizing principles of overlapping communities and hierarchy. In contrast to the existing literature, which has entirely focused on grouping nodes, link communities naturally incorporate overlap while revealing hierarchical organization. We find relevant link communities in many networks, including major biological networks such as protein-protein interaction and metabolic networks, and show that a large social network contains hierarchically organized community structures spanning inner-city to regional scales while maintaining pervasive overlap. Our results imply that link communities are fundamental building blocks that reveal overlap and hierarchical organization in networks to be two aspects of the same phenomenon.Comment: Main text and supplementary informatio

Unsupervised learning of relation detection patterns

L'extracció d'informació és l'àrea del processament de llenguatge natural l'objectiu de la qual és l'obtenir dades estructurades a partir de la informació rellevant continguda en fragments textuals. L'extracció d'informació requereix una quantitat considerable de coneixement lingüístic. La especificitat d'aquest coneixement suposa un inconvenient de cara a la portabilitat dels sistemes, ja que un canvi d'idioma, domini o estil té un cost en termes d'esforç humà. Durant dècades, s'han aplicat tècniques d'aprenentatge automàtic per tal de superar aquest coll d'ampolla de portabilitat, reduint progressivament la supervisió humana involucrada. Tanmateix, a mida que augmenta la disponibilitat de grans col·leccions de documents, esdevenen necessàries aproximacions completament nosupervisades per tal d'explotar el coneixement que hi ha en elles. La proposta d'aquesta tesi és la d'incorporar tècniques de clustering a l'adquisició de patrons per a extracció d'informació, per tal de reduir encara més els elements de supervisió involucrats en el procés En particular, el treball se centra en el problema de la detecció de relacions. L'assoliment d'aquest objectiu final ha requerit, en primer lloc, el considerar les diferents estratègies en què aquesta combinació es podia dur a terme; en segon lloc, el desenvolupar o adaptar algorismes de clustering adequats a les nostres necessitats; i en tercer lloc, el disseny de procediments d'adquisició de patrons que incorporessin la informació de clustering. Al final d'aquesta tesi, havíem estat capaços de desenvolupar i implementar una aproximació per a l'aprenentatge de patrons per a detecció de relacions que, utilitzant tècniques de clustering i un mínim de supervisió humana, és competitiu i fins i tot supera altres aproximacions comparables en l'estat de l'art.Information extraction is the natural language processing area whose goal is to obtain structured data from the relevant information contained in textual fragments. Information extraction requires a significant amount of linguistic knowledge. The specificity of such knowledge supposes a drawback on the portability of the systems, as a change of language, domain or style demands a costly human effort. Machine learning techniques have been applied for decades so as to overcome this portability bottleneck¿progressively reducing the amount of involved human supervision. However, as the availability of large document collections increases, completely unsupervised approaches become necessary in order to mine the knowledge contained in them. The proposal of this thesis is to incorporate clustering techniques into pattern learning for information extraction, in order to further reduce the elements of supervision involved in the process. In particular, the work focuses on the problem of relation detection. The achievement of this ultimate goal has required, first, considering the different strategies in which this combination could be carried out; second, developing or adapting clustering algorithms suitable to our needs; and third, devising pattern learning procedures which incorporated clustering information. By the end of this thesis, we had been able to develop and implement an approach for learning of relation detection patterns which, using clustering techniques and minimal human supervision, is competitive and even outperforms other comparable approaches in the state of the art.Postprint (published version