Neural Networks for Complex Data

Artificial neural networks are simple and efficient machine learning tools. Defined originally in the traditional setting of simple vector data, neural network models have evolved to address more and more difficulties of complex real world problems, ranging from time evolving data to sophisticated data structures such as graphs and functions. This paper summarizes advances on those themes from the last decade, with a focus on results obtained by members of the SAMM team of Universit\'e Paris

On delayed genetic regulatory networks with polytopic uncertainties: Robust stability analysis

Copyright [2008] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we investigate the robust asymptotic stability problem of genetic regulatory networks with time-varying delays and polytopic parameter uncertainties. Both cases of differentiable and nondifferentiable time-delays are considered, and the convex polytopic description is utilized to characterize the genetic network model uncertainties. By using a Lyapunov functional approach and linear matrix inequality (LMI) techniques, the stability criteria for the uncertain delayed genetic networks are established in the form of LMIs, which can be readily verified by using standard numerical software. An important feature of the results reported here is that all the stability conditions are dependent on the upper and lower bounds of the delays, which is made possible by using up-to-date techniques for achieving delay dependence. Another feature of the results lies in that a novel Lyapunov functional dependent on the uncertain parameters is utilized, which renders the results to be potentially less conservative than those obtained via a fixed Lyapunov functional for the entire uncertainty domain. A genetic network example is employed to illustrate the applicability and usefulness of the developed theoretical results

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001