Quality-sensitive foraging by a robot swarm through virtual pheromone trails

Large swarms of simple autonomous robots can be employed to find objects clustered at random locations, and transport them to a central depot. This solution offers system parallelisation through concurrent environment exploration and object collection by several robots, but it also introduces the challenge of robot coordination. Inspired by ants’ foraging behaviour, we successfully tackle robot swarm coordination through indirect stigmergic communication in the form of virtual pheromone trails. We design and implement a robot swarm composed of up to 100 Kilobots using the recent technology Augmented Reality for Kilobots (ARK). Using pheromone trails, our memoryless robots rediscover object sources that have been located previously. The emerging collective dynamics show a throughput inversely proportional to the source distance. We assume environments with multiple sources, each providing objects of different qualities, and we investigate how the robot swarm balances the quality-distance trade-off by using quality-sensitive pheromone trails. To our knowledge this work represents the largest robotic experiment in stigmergic foraging, and is the first complete demonstration of ARK, showcasing the set of unique functionalities it provides

Using Population-based Metaheuristics and Trend Representative Testing to Compose Strategies for Market Timing

Market Timing is the capacity of deciding when to buy or sell a given asset on a financial market. Market Timing strategies are usually composed of components that process market context and return a recommendation whether to buy or sell. The main issues with composing market timing strategies are twofold: (i) selecting the signal generating components; and (ii) tuning their parameters. In previous work, researchers usually attempt to either tune the parameters of a set of components or select amongst a number of components with predetermined parameter values. In this paper, we approach market timing as one integrated problem and propose to solve it with two variants of Particle Swarm Optimization (PSO). We compare the performance of PSO against a Genetic Algorithm (GA), the most widely used metaheuristic in the domain of market timing. We also propose the use of trend representative testing to circumvent the issue of overfitting commonly associated with step-forward testing. Results show PSO to be competitive with GA, and that trend representative testing is an effective method of exposing strategies to various market conditions during training and testing

A Multiobjective Optimization Approach for Market Timing

The introduction of electronic exchanges was a crucial point in history as it heralded the arrival of algorithmic trading. Designers of such systems face a number of issues, one of which is deciding when to buy or sell a given security on a financial market. Although Genetic Algorithms (GA) have been the most widely used to tackle this issue, Particle Swarm Optimization (PSO) has seen much lower adoption within the domain. In two previous works, the authors adapted PSO algorithms to tackle market timing and address the shortcomings of the previous approaches both with GA and PSO. The majority of work done to date on market timing tackled it as a single objective optimization problem, which limits its suitability to live trading as designers of such strategies will realistically pursue multiple objectives such as maximizing profits, minimizing exposure to risk and using the shortest strategies to improve execution speed. In this paper, we adapt both a GA and PSO to tackle market timing as a multiobjective optimization problem and provide an in depth discussion of our results and avenues of future research

Distributed Robotic Systems in the Edge-Cloud Continuum with ROS 2: a Review on Novel Architectures and Technology Readiness

Robotic systems are more connected, networked, and distributed than ever. New architectures that comply with the \textit{de facto} robotics middleware standard, ROS\,2, have recently emerged to fill the gap in terms of hybrid systems deployed from edge to cloud. This paper reviews new architectures and technologies that enable containerized robotic applications to seamlessly run at the edge or in the cloud. We also overview systems that include solutions from extension to ROS\,2 tooling to the integration of Kubernetes and ROS\,2. Another important trend is robot learning, and how new simulators and cloud simulations are enabling, e.g., large-scale reinforcement learning or distributed federated learning solutions. This has also enabled deeper integration of continuous interaction and continuous deployment (CI/CD) pipelines for robotic systems development, going beyond standard software unit tests with simulated tests to build and validate code automatically. We discuss the current technology readiness and list the potential new application scenarios that are becoming available. Finally, we discuss the current challenges in distributed robotic systems and list open research questions in the field

An Approach Based on Particle Swarm Optimization for Inspection of Spacecraft Hulls by a Swarm of Miniaturized Robots

The remoteness and hazards that are inherent to the operating environments of space infrastructures promote their need for automated robotic inspection. In particular, micrometeoroid and orbital debris impact and structural fatigue are common sources of damage to spacecraft hulls. Vibration sensing has been used to detect structural damage in spacecraft hulls as well as in structural health monitoring practices in industry by deploying static sensors. In this paper, we propose using a swarm of miniaturized vibration-sensing mobile robots realizing a network of mobile sensors. We present a distributed inspection algorithm based on the bio-inspired particle swarm optimization and evolutionary algorithm niching techniques to deliver the task of enumeration and localization of an a priori unknown number of vibration sources on a simplified 2.5D spacecraft surface. Our algorithm is deployed on a swarm of simulated cm-scale wheeled robots. These are guided in their inspection task by sensing vibrations arising from failure points on the surface which are detected by on-board accelerometers. We study three performance metrics: (1) proximity of the localized sources to the ground truth locations, (2) time to localize each source, and (3) time to finish the inspection task given a 75% inspection coverage threshold. We find that our swarm is able to successfully localize the present so

Building Market Timing Strategies Using Trend Representative Testing and Computational Intelligence Metaheuristics

Market timing, one of the core deciding when to buy or sell an asset of interest on a financial market. Market timing strategies can be built by using a collection of components or functions that process market context and return a recommendation on the course of action to take. In this chapter, we revisit the work presented in [20] on the application of Genetic Algorithms (GA) and Particle Swarm Optimization (PSO) to the issue of market timing while using a novel approach for training and testing called Trend Representative Testing. We provide more details on the process of building trend representative datasets, as well as, introduce a new PSO variant with a different approach to pruning. Results show that the new pruning procedure is capable of reducing solution length while not adversely affecting the quality of the solutions in a statistically significant manner

A Performance Study of Multiobjective Particle Swarm Optimization Algorithms for Market Timing

Market timing is the issue of deciding when to buy or sell a given asset on a financial market. As one of the core issues of algorithmic trading systems, designers of such systems have turned to computational intelligence methods to aid them in this task. In our previous work, we introduced a number of Particle Swarm Optimization (PSO) algorithms to compose strategies for market timing using a novel training and testing methodology that reduced the likelihood of overfitting and tackled market timing as a multiobjective optimization problem. In this paper, we provide a detailed analysis of these multiobjective PSO algorithms and address two limitations in the results presented previously. The first limitation is that the PSO algorithms have not been compared to well-known algorithms or market timing techniques. This is addressed by comparing the results obtained against NSGA-II and MACD, a technique commonly used in market timing strategies. The second limitation is that we have no insight regarding diversity of the Pareto sets returned by the algorithms. We address this by using RadViz to visualize the Pareto sets returned by all the algorithms, including NSGA-II and MACD. The results show that the multiobjective PSO algorithms return statistically significantly better results than NSGA-II and MACD. We also observe that the multiobjective PSOSP algorithm consistently displayed the best spread in its returned Pareto sets despite not having any explicit diversity promoting measures