MODELLING EXPECTATIONS WITH GENEFER- AN ARTIFICIAL INTELLIGENCE APPROACH

Economic modelling of financial markets means to model highly complex systems in which expectations can be the dominant driving forces. Therefore it is necessary to focus on how agents form their expectations. We believe that they look for patterns, hypothesize, try, make mistakes, learn and adapt. AgentsÆ bounded rationality leads us to a rule-based approach which we model using Fuzzy Rule-Bases. E. g. if a single agent believes the exchange rate is determined by a set of possible inputs and is asked to put their relationship in words his answer will probably reveal a fuzzy nature like: "IF the inflation rate in the EURO-Zone is low and the GDP growth rate is larger than in the US THEN the EURO will rise against the USD". æLowÆ and ælargerÆ are fuzzy terms which give a gradual linguistic meaning to crisp intervalls in the respective universes of discourse. In order to learn a Fuzzy Fuzzy Rule base from examples we introduce Genetic Algorithms and Artificial Neural Networks as learning operators. These examples can either be empirical data or originate from an economic simulation model. The software GENEFER (GEnetic NEural Fuzzy ExplorER) has been developed for designing such a Fuzzy Rule Base. The design process is modular and comprises Input Identification, Fuzzification, Rule-Base Generating and Rule-Base Tuning. The two latter steps make use of genetic and neural learning algorithms for optimizing the Fuzzy Rule-Base.

Application of DEO Method to Solving Fuzzy Multiobjective Optimal Control Problem

In the present paper a problem of optimal control for a single-product dynamical macroeconomic model is considered. In this model gross domestic product is divided into productive consumption, gross investment, and nonproductive consumption. The model is described by a fuzzy differential equation (FDE) to take into account imprecision inherent in the dynamics that may be naturally conditioned by influence of various external factors, unforeseen contingencies of future, and so forth. The considered problems are characterized by four criteria and by several important aspects. On one hand, the problem is complicated by the presence of fuzzy uncertainty as a result of a natural imprecision inherent in information about dynamics of real-world systems. On the other hand, the number of the criteria is not small and most of them are integral criteria. Due to the above mentioned aspects, solving the considered problem by using convolution of criteria into one criterion would lead to loss of information and also would be counterintuitive and complex. We applied DEO (differential evolution optimization) method to solve the considered problem

Computerized Analysis of Magnetic Resonance Images to Study Cerebral Anatomy in Developing Neonates

The study of cerebral anatomy in developing neonates is of great importance for the understanding of brain development during the early period of life. This dissertation therefore focuses on three challenges in the modelling of cerebral anatomy in neonates during brain development. The methods that have been developed all use Magnetic Resonance Images (MRI) as source data. To facilitate study of vascular development in the neonatal period, a set of image analysis algorithms are developed to automatically extract and model cerebral vessel trees. The whole process consists of cerebral vessel tracking from automatically placed seed points, vessel tree generation, and vasculature registration and matching. These algorithms have been tested on clinical Time-of- Flight (TOF) MR angiographic datasets. To facilitate study of the neonatal cortex a complete cerebral cortex segmentation and reconstruction pipeline has been developed. Segmentation of the neonatal cortex is not effectively done by existing algorithms designed for the adult brain because the contrast between grey and white matter is reversed. This causes pixels containing tissue mixtures to be incorrectly labelled by conventional methods. The neonatal cortical segmentation method that has been developed is based on a novel expectation-maximization (EM) method with explicit correction for mislabelled partial volume voxels. Based on the resulting cortical segmentation, an implicit surface evolution technique is adopted for the reconstruction of the cortex in neonates. The performance of the method is investigated by performing a detailed landmark study. To facilitate study of cortical development, a cortical surface registration algorithm for aligning the cortical surface is developed. The method first inflates extracted cortical surfaces and then performs a non-rigid surface registration using free-form deformations (FFDs) to remove residual alignment. Validation experiments using data labelled by an expert observer demonstrate that the method can capture local changes and follow the growth of specific sulcus

Solving an Optimal Control Problem of Cancer Treatment by Artificial Neural Networks

Cancer is an uncontrollable growth of abnormal cells in any tissue of the body. Many researchers have focused on machine learning and artificial intelligence (AI) based on approaches for cancer treatment. Dissimilar to traditional methods, these approaches are efficient and are able to find the optimal solutions of cancer chemotherapy problems. In this paper, a system of ordinary differential equations (ODEs) with the state variables of immune cells, tumor cells, healthy cells and drug concentration is proposed to anticipate the tumor growth and to show their interactions in the body. Then, an artificial neural network (ANN) is applied to solve the ODEs system through minimizing the error function and modifying the parameters consisting of weights and biases. The mean square errors (MSEs) between the analytical and ANN results corresponding to four state variables are 1.54e-06, 6.43e-07, 6.61e-06, and 3.99e-07, respectively. These results show the good performance and efficiency of the proposed method. Moreover, the optimal dose of chemotherapy drug and the amount of drug needed to continue the treatment process are achieved

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

Tools and Techniques in Simulation of Highly Complex, Dynamic Systems

This paper will tell us some considerations on solution tools for highly complex problems usually unsolvable by classic exact tools. We are all surrounded by such complex problems even in our every-day life. Usually we should not deal with them in the merit, as we can manage them by intuitive steps and reactions. Other models cannot be handled so easily. There is a great need for qualitative simulating tools and techniques. A rural development system, product development processes, a university management or the solid waste system in New York cannot be investigated without sophisticated simulation tools. The subject of this paper is to develop tools for models, which consist of several parallel processes. Tools and techniques, that will be introduced in the following, have the goal to help the analysis of dynamic systems. Researchers need interactivity to see the behaviour of a system. Another issue is reliability. Double run estimations present a solution for this problem. All these features and more others are included in our simulation tool. The simplicity of experimenting has been utilized and new results have been reached in the models mentioned. Further steps have been taken to develop a well-usable interface

Efficient approximate analytical methods for nonlinear fuzzy boundary value problem

This paper aims to solve the nonlinear two-point fuzzy boundary value problem (TPFBVP) using approximate analytical methods. Most fuzzy boundary value problems cannot be solved exactly or analytically. Even if the analytical solutions exist, they may be challenging to evaluate. Therefore, approximate analytical methods may be necessary to consider the solution. Hence, there is a need to formulate new, efficient, more accurate techniques. This is the focus of this study: two approximate analytical methods-homotopy perturbation method (HPM) and the variational iteration method (VIM) is proposed. Fuzzy set theory properties are presented to formulate these methods from crisp domain to fuzzy domain to find approximate solutions of nonlinear TPFBVP. The presented algorithms can express the solution as a convergent series form. A numerical comparison of the mean errors is made between the HPM and VIM. The results show that these methods are reliable and robust. However, the comparison reveals that VIM convergence is quicker and offers a swifter approach over HPM. Hence, VIM is considered a more efficient approach for nonlinear TPFBVPs