Computing with Granular Words

Computational linguistics is a sub-field of artificial intelligence; it is an interdisciplinary field dealing with statistical and/or rule-based modeling of natural language from a computational perspective. Traditionally, fuzzy logic is used to deal with fuzziness among single linguistic terms in documents. However, linguistic terms may be related to other types of uncertainty. For instance, different users search ‘cheap hotel’ in a search engine, they may need distinct pieces of relevant hidden information such as shopping, transportation, weather, etc. Therefore, this research work focuses on studying granular words and developing new algorithms to process them to deal with uncertainty globally. To precisely describe the granular words, a new structure called Granular Information Hyper Tree (GIHT) is constructed. Furthermore, several technologies are developed to cooperate with computing with granular words in spam filtering and query recommendation. Based on simulation results, the GIHT-Bayesian algorithm can get more accurate spam filtering rate than conventional method Naive Bayesian and SVM; computing with granular word also generates better recommendation results based on users’ assessment when applied it to search engine

Binary Matrix Shuffling Filter for Feature Selection in Neuronal Morphology Classification

A prerequisite to understand neuronal function and characteristic is to classify neuron correctly. The existing classification techniques are usually based on structural characteristic and employ principal component analysis to reduce feature dimension. In this work, we dedicate to classify neurons based on neuronal morphology. A new feature selection method named binary matrix shuffling filter was used in neuronal morphology classification. This method, coupled with support vector machine for implementation, usually selects a small amount of features for easy interpretation. The reserved features are used to build classification models with support vector classification and another two commonly used classifiers. Compared with referred feature selection methods, the binary matrix shuffling filter showed optimal performance and exhibited broad generalization ability in five random replications of neuron datasets. Besides, the binary matrix shuffling filter was able to distinguish each neuron type from other types correctly; for each neuron type, private features were also obtained

Binary Matrix Shuffling Filter for Feature Selection in Neuronal Morphology Classification

A prerequisite to understand neuronal function and characteristic is to classify neuron correctly. The existing classification techniques are usually based on structural characteristic and employ principal component analysis to reduce feature dimension. In this work, we dedicate to classify neurons based on neuronal morphology. A new feature selection method named binary matrix shuffling filter was used in neuronal morphology classification. This method, coupled with support vector machine for implementation, usually selects a small amount of features for easy interpretation. The reserved features are used to build classification models with support vector classification and another two commonly used classifiers. Compared with referred feature selection methods, the binary matrix shuffling filter showed optimal performance and exhibited broad generalization ability in five random replications of neuron datasets. Besides, the binary matrix shuffling filter was able to distinguish each neuron type from other types correctly; for each neuron type, private features were also obtained

An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment

The advancement of information technology in financial applications nowadays have led to fast market-driven events that prompt flash decision-making and actions issued by computer algorithms. As a result, today’s markets experience intense activity in the highly dynamic environment where trading systems respond to others at a much faster pace than before. This new breed of technology involves the implementation of high-speed trading strategies which generate significant portion of activity in the financial markets and present researchers with a wealth of information not available in traditional low-speed trading environments. In this study, we aim at developing feasible computational intelligence methodologies, particularly genetic algorithms (GA), to shed light on high-speed trading research using price data of stocks on the microscopic level. Our empirical results show that the proposed GA-based system is able to improve the accuracy of the prediction significantly for price movement, and we expect this GA-based methodology to advance the current state of research for high-speed trading and other relevant financial applications