Proceedings of the third International Workshop of the IFIP WG5.7

Contents of the papers presented at the international workshop deal with the wide variety of new and computer-based techniques for production planning and control that has become available to the scientific and industrial world in the past few years: formal modeling techniques, artificial neural networks, autonomous agent theory, genetic algorithms, chaos theory, fuzzy logic, simulated annealing, tabu search, simulation and so on. The approach, while being scientifically rigorous, is focused on the applicability to industrial environment

Random Neural Networks and Optimisation

In this thesis we introduce new models and learning algorithms for the Random Neural Network (RNN), and we develop RNN-based and other approaches for the solution of emergency management optimisation problems. With respect to RNN developments, two novel supervised learning algorithms are proposed. The first, is a gradient descent algorithm for an RNN extension model that we have introduced, the RNN with synchronised interactions (RNNSI), which was inspired from the synchronised firing activity observed in brain neural circuits. The second algorithm is based on modelling the signal-flow equations in RNN as a nonnegative least squares (NNLS) problem. NNLS is solved using a limited-memory quasi-Newton algorithm specifically designed for the RNN case. Regarding the investigation of emergency management optimisation problems, we examine combinatorial assignment problems that require fast, distributed and close to optimal solution, under information uncertainty. We consider three different problems with the above characteristics associated with the assignment of emergency units to incidents with injured civilians (AEUI), the assignment of assets to tasks under execution uncertainty (ATAU), and the deployment of a robotic network to establish communication with trapped civilians (DRNCTC). AEUI is solved by training an RNN tool with instances of the optimisation problem and then using the trained RNN for decision making; training is achieved using the developed learning algorithms. For the solution of ATAU problem, we introduce two different approaches. The first is based on mapping parameters of the optimisation problem to RNN parameters, and the second on solving a sequence of minimum cost flow problems on appropriately constructed networks with estimated arc costs. For the exact solution of DRNCTC problem, we develop a mixed-integer linear programming formulation, which is based on network flows. Finally, we design and implement distributed heuristic algorithms for the deployment of robots when the civilian locations are known or uncertain

DOC 2015-03 Master of Finance

Legislative Authority. Constitution of the Academic Senate of the University of Dayton, Article ll.B.

Evolutionary Computation

This book presents several recent advances on Evolutionary Computation, specially evolution-based optimization methods and hybrid algorithms for several applications, from optimization and learning to pattern recognition and bioinformatics. This book also presents new algorithms based on several analogies and metafores, where one of them is based on philosophy, specifically on the philosophy of praxis and dialectics. In this book it is also presented interesting applications on bioinformatics, specially the use of particle swarms to discover gene expression patterns in DNA microarrays. Therefore, this book features representative work on the field of evolutionary computation and applied sciences. The intended audience is graduate, undergraduate, researchers, and anyone who wishes to become familiar with the latest research work on this field

Representation learning in finance

Finance studies often employ heterogeneous datasets from different sources with different structures and frequencies. Some data are noisy, sparse, and unbalanced with missing values; some are unstructured, containing text or networks. Traditional techniques often struggle to combine and effectively extract information from these datasets. This work explores representation learning as a proven machine learning technique in learning informative embedding from complex, noisy, and dynamic financial data. This dissertation proposes novel factorization algorithms and network modeling techniques to learn the local and global representation of data in two specific financial applications: analysts’ earnings forecasts and asset pricing. Financial analysts’ earnings forecast is one of the most critical inputs for security valuation and investment decisions. However, it is challenging to fully utilize this type of data due to the missing values. This work proposes one matrix-based algorithm, “Coupled Matrix Factorization,” and one tensor-based algorithm, “Nonlinear Tensor Coupling and Completion Framework,” to impute missing values in analysts’ earnings forecasts and then use the imputed data to predict firms’ future earnings. Experimental analysis shows that missing value imputation and representation learning by coupled matrix/tensor factorization from the observed entries improve the accuracy of firm earnings prediction. The results confirm that representing financial time-series in their natural third-order tensor form improves the latent representation of the data. It learns high-quality embedding by overcoming information loss of flattening data in spatial or temporal dimensions. Traditional asset pricing models focus on linear relationships among asset pricing factors and often ignore nonlinear interaction among firms and factors. This dissertation formulates novel methods to identify nonlinear asset pricing factors and develops asset pricing models that capture global and local properties of data. First, this work proposes an artificial neural network “auto enco der” based model to capture the latent asset pricing factors from the global representation of an equity index. It also shows that autoencoder effectively identifies communal and non-communal assets in an index to facilitate portfolio optimization. Second, the global representation is augmented by propagating information from local communities, where the network determines the strength of this information propagation. Based on the Laplacian spectrum of the equity market network, a network factor “Z-score” is proposed to facilitate pertinent information propagation and capture dynamic changes in network structures. Finally, a “Dynamic Graph Learning Framework for Asset Pricing” is proposed to combine both global and local representations of data into one end-to-end asset pricing model. Using graph attention mechanism and information diffusion function, the proposed model learns new connections for implicit networks and refines connections of explicit networks. Experimental analysis shows that the proposed model incorporates information from negative and positive connections, captures the network evolution of the equity market over time, and outperforms other state-of-the-art asset pricing and predictive machine learning models in stock return prediction. In a broader context, this is a pioneering work in FinTech, particularly in understanding complex financial market structures and developing explainable artificial intelligence models for finance applications. This work effectively demonstrates the application of machine learning to model financial networks, capture nonlinear interactions on data, and provide investors with powerful data-driven techniques for informed decision-making

CHASING THE UNKNOWN: A PREDICTIVE MODEL TO DEMYSTIFY BGP COMMUNITY SEMANTICS

The Border Gateway Protocol (BGP) specifies an optional communities attribute for traffic engineering, route manipulation, remotely-triggered blackholing, and other services. However, communities have neither unifying semantics nor cryptographic protections and often propagate much farther than intended. Consequently, Autonomous System (AS) operators are free to define their own community values. This research is a proof-of-concept for a machine learning approach to prediction of community semantics; it attempts a quantitative measurement of semantic predictability between different AS semantic schemata. Ground-truth community semantics data were collated and manually labeled according to a unified taxonomy of community services. Various classification algorithms, including a feed-forward Multi-Layer Perceptron and a Random Forest, were used as the estimator for a One-vs-All multi-class model and trained according to a feature set engineered from this data. The best model's performance on the test set indicates as much as 89.15% of these semantics can be accurately predicted according to a proposed standard taxonomy of community services. This model was additionally applied to historical BGP data from various route collectors to estimate the taxonomic distribution of communities transiting the control plane.http://archive.org/details/chasingtheunknow1094566047Outstanding ThesisCivilian, CyberCorps - Scholarship For ServiceApproved for public release. distribution is unlimite

Reports to the President

A compilation of annual reports for the 1985-1986 academic year, including a report from the President of the Massachusetts Institute of Technology, as well as reports from the academic and administrative units of the Institute. The reports outline the year's goals, accomplishments, honors and awards, and future plans

Methods to Improve Applicability and Efficiency of Distributed Data-Centric Compute Frameworks

The success of modern applications depends on the insights they collect from their data repositories. Data repositories for such applications currently exceed exabytes and are rapidly increasing in size, as they collect data from varied sources - web applications, mobile phones, sensors and other connected devices. Distributed storage and data-centric compute frameworks have been invented to store and analyze these large datasets. This dissertation focuses on extending the applicability and improving the efficiency of distributed data-centric compute frameworks

Wide-Field InfraRed Survey Telescope (WFIRST) Final Report

In December 2010, NASA created a Science Definition Team (SDT) for WFIRST, the Wide Field Infra-Red Survey Telescope, recommended by the Astro 2010 Decadal Survey as the highest priority for a large space mission. The SDT was chartered to work with the WFIRST Project Office at GSFC and the Program Office at JPL to produce a Design Reference Mission (DRM) for WFIRST. Part of the original charge was to produce an interim design reference mission by mid-2011. That document was delivered to NASA and widely circulated within the astronomical community. In late 2011 the Astrophysics Division augmented its original charge, asking for two design reference missions. The first of these, DRM1, was to be a finalized version of the interim DRM, reducing overall mission costs where possible. The second of these, DRM2, was to identify and eliminate capabilities that overlapped with those of NASA's James Webb Space Telescope (henceforth JWST), ESA's Euclid mission, and the NSF's ground-based Large Synoptic Survey Telescope (henceforth LSST), and again to reduce overall mission cost, while staying faithful to NWNH. This report presents both DRM1 and DRM2.Comment: 102 pages, 57 figures, 17 table

Intelligent Business Process Optimization for the Service Industry

The company\u27s sustainable competitive advantage derives from its capacity to create value for customers and to adapt the operational practices to changing situations. Business processes are the heart of each company. Therefore process excellence has become a key issue. This book introduces a novel approach focusing on the autonomous optimization of business processes by applying sophisticated machine learning techniques such as Relational Reinforcement Learning and Particle Swarm Optimization