Interim research assessment 2003-2005 - Computer Science

This report primarily serves as a source of information for the 2007 Interim Research Assessment Committee for Computer Science at the three technical universities in the Netherlands. The report also provides information for others interested in our research activities

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

Women in Artificial intelligence (AI)

This Special Issue, entitled "Women in Artificial Intelligence" includes 17 papers from leading women scientists. The papers cover a broad scope of research areas within Artificial Intelligence, including machine learning, perception, reasoning or planning, among others. The papers have applications to relevant fields, such as human health, finance, or education. It is worth noting that the Issue includes three papers that deal with different aspects of gender bias in Artificial Intelligence. All the papers have a woman as the first author. We can proudly say that these women are from countries worldwide, such as France, Czech Republic, United Kingdom, Australia, Bangladesh, Yemen, Romania, India, Cuba, Bangladesh and Spain. In conclusion, apart from its intrinsic scientific value as a Special Issue, combining interesting research works, this Special Issue intends to increase the invisibility of women in AI, showing where they are, what they do, and how they contribute to developments in Artificial Intelligence from their different places, positions, research branches and application fields. We planned to issue this book on the on Ada Lovelace Day (11/10/2022), a date internationally dedicated to the first computer programmer, a woman who had to fight the gender difficulties of her times, in the XIX century. We also thank the publisher for making this possible, thus allowing for this book to become a part of the international activities dedicated to celebrating the value of women in ICT all over the world. With this book, we want to pay homage to all the women that contributed over the years to the field of AI

Semantic web system for differential diagnosis recommendations

There is a growing realization that healthcare is a knowledge-intensive field. The ability to capture and leverage semantics via inference or query processing is crucial for supporting the various required processes in both primary (e.g. disease diagnosis) and long term care (e.g. predictive and preventive diagnosis). Given the wide canvas and the relatively frequent knowledge changes that occur in this area, we need to take advantage of the new trends in Semantic Web technologies. In particular, the power of ontologies allows us to share medical research and provide suitable support to physician's practices. There is also a need to integrate these technologies within the currently used healthcare practices. In particular the use of semantic web technologies is highly demanded within the clinicians' differential diagnosis process and the clinical pathways disease management procedures as well as to aid the predictive/preventative measures used by healthcare professionals

Les aspects temporels qualitatifs et quantitatifs dans les systèmes embarqués

Je présente mes travaux qui se situent à différentes étapes du cycle de vie d'un système. Certains de mes travaux concernent l'expression des besoins et plus précisément le passage d'une expression semi-formelle des besoins (diagrammes UML) à leur expression formelle (réseau de Petri) pour des besoins de vérification. D'autres travaux concernent les phases de conception et de mise en oeuvre en s'appuyant sur des systèmes multi-agents, et des réseaux de Petri avec ou sans information imprécise (floue). Une partie de mes travaux traite des aspects formels avec la vérification de réseaux de Petri temporels et temporels flous. Ces travaux ont en commun un même outil de base, les réseaux de Petri, et se trouvent à l'intersection de différentes disciplines, faisant appel par exemple à la logique linéaire, la théorie des possibilités, le raisonnement temporel et UML. Ils sont organisés en quatre unités thématiques : - la sémantique des diagrammes UML décrivant la dynamique, - la vérification et mise en oeuvre de systèmes à événements discrets, - la spécification de contraintes floues, - la spécification et vérification de contraintes temporelles quantitatives imprécises et floues

The contemporary visualization and modelling technologies and techniques for the design of the green roofs

The contemporary design solutions are merging the boundaries between real and virtual world. The Landscape architecture like the other interdisciplinary field stepped in a contemporary technologies area focused on that, beside the good execution of works, designer solutions has to be more realistic and “touchable”. The opportunities provided by Virtual Reality are certainly not negligible, it is common knowledge that the designs in the world are already presented in this way so the Virtual Reality increasingly used. Following the example of the application of virtual reality in landscape architecture, this paper deals with proposals for the use of virtual reality in landscape architecture so that designers, clients and users would have a virtual sense of scope e.g. rooftop garden, urban areas, parks, roads, etc. It is a programming language that creates a series of images creating a whole, so certain parts can be controlled or even modified in VR. Virtual reality today requires a specific gadget, such as Occulus, HTC Vive, Samsung Gear VR and similar. The aim of this paper is to acquire new theoretical and practical knowledge in the interdisciplinary field of virtual reality, the ability to display using virtual reality methods, and to present through a brief overview the plant species used in the design and construction of an intensive roof garden in a Mediterranean climate, the basic characteristics of roofing gardens as well as the benefits they carry. Virtual and augmented reality as technology is a very powerful tool for landscape architects, when modeling roof gardens, parks, and urban areas. One of the most popular technologies used by landscape architects is Google Tilt Brush, which enables fast modeling. The Google Tilt Brush VR app allows modeling in three-dimensional virtual space using a palette to work with the use of a three-dimensional brush. The terms of two "programmed" realities - virtual reality and augmented reality - are often confused. One thing they have in common, though, is VRML - Virtual Reality Modeling Language. In this paper are shown the ways on which this issue can be solved and by the way, get closer the term of Virtual Reality (VR), also all the opportunities which the Virtual reality offered us. As well, in this paper are shown the conditions of Mediterranean climate, the conceptual solution and the plant species which will be used by execution of intensive green roof on the motel “Marković”