Soft computing techniques applied to finance

Soft computing is progressively gaining presence in the financial world. The number of real and potential applications is very large and, accordingly, so is the presence of applied research papers in the literature. The aim of this paper is both to present relevant application areas, and to serve as an introduction to the subject. This paper provides arguments that justify the growing interest in these techniques among the financial community and introduces domains of application such as stock and currency market prediction, trading, portfolio management, credit scoring or financial distress prediction areas.Publicad

Grid service discovery with rough sets

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.The computational grid is evolving as a service-oriented computing infrastructure that facilitates resource sharing and large-scale problem solving over the Internet. Service discovery becomes an issue of vital importance in utilising grid facilities. This paper presents ROSSE, a Rough sets based search engine for grid service discovery. Building on Rough sets theory, ROSSE is novel in its capability to deal with uncertainty of properties when matching services. In this way, ROSSE can discover the services that are most relevant to a service query from a functional point of view. Since functionally matched services may have distinct non-functional properties related to Quality of Service (QoS), ROSSE introduces a QoS model to further filter matched services with their QoS values to maximise user satisfaction in service discovery. ROSSE is evaluated in terms of its accuracy and efficiency in discovery of computing services

A Soft Computing Approach to Dynamic Load Balancing in 3GPP LTE

A major objective of the 3GPP LTE standard is the provision of high-speed data services. These services must be guaranteed under varying radio propagation conditions, to stochastically distributed mobile users. A necessity for determining and regulating the traffic load of eNodeBs naturally ensues. Load balancing is a self-optimization operation of self-organizing networks (SON). It aims at ensuring an equitable distribution of users in the network. This translates into better user satisfaction and a more efficient use of network resources. Several methods for load balancing have been proposed. Most of the algorithms are based on hard (traditional) computing which does not utilize the tolerance for precision of load balancing. This paper proposes the use of soft computing, precisely adaptive Neuro-fuzzy inference system (ANFIS) model for dynamic QoS aware load balancing in 3GPP LTE. The use of ANFIS offers learning capability of neural network and knowledge representation of fuzzy logic for a load balancing solution that is cost effective and closer to human intuitio