Global patterns and extreme events in sovereign risk premia: a fuzzy vs deep learning comparative.

Investment in foreign countries has become more common nowadays and this im- plies that there may be risks inherent to these investments, being the sovereign risk premium the measure of such risk. Many studies have examined the behaviour of the sovereign risk premium, nevertheless, there are limitations to the current models and the literature calls for further investigation of the issue as behavioural factors are necessary to analyse the investor’s risk perception. In addition, the methodology widely used in previous research is the regres- sion model, and the literature shows it as scarce yet. This study provides a model for a new of the drivers of the government risk premia in developing countries and developed coun- tries, comparing Fuzzy methods such as Fuzzy Decision Trees, Fuzzy Rough Nearest Neighbour, Neuro-Fuzzy Approach, with Deep Learning procedures such as Deep Recurrent Convolution Neural Network, Deep Neural Decision Trees, Deep Learning Linear Support Vector Machines. Our models have a large effect on the suitability of macroeconomic policy in the face of foreign investment risks by delivering instruments that contribute to bringing about financial stability at the global level.This research received funding from the University of Málaga, and from the Cátedra de Economía y Finanzas Sostenibles (University of Málaga). Additionally, we also appreciate the financial support from the University of Barcelona (under the grant UB-AE-AS017634)

Global patterns and extreme events in sovereign risk premia: a fuzzy s deep learning comparative

Investment in foreign countries has become more common nowadays and this implies that there may be risks inherent to these investments, being the sovereign risk premium the measure of such risk. Many studies have examined the behaviour of the sovereign risk premium, nevertheless, there are limitations to the current models and the literature calls for further investigation of the issue as behavioural factors are necessary to analyse the investor’s risk perception. In addition, the methodology widely used in previous research is the regression model, and the literature shows it as scarce yet. This study provides a model for a new of the drivers of the government risk premia in developing countries and developed countries, comparing Fuzzy methods such as Fuzzy Decision Trees, Fuzzy Rough Nearest Neighbour, Neuro-Fuzzy Approach, with Deep Learning procedures such as Deep Recurrent Convolution Neural Network, Deep Neural Decision Trees, Deep Learning Linear Support Vector Machines. Our models have a large effect on the suitability of macroeconomic policy in the face of foreign investment risks by delivering instruments that contribute to bringing about financial stability at the global level. First published online 17 April 202

A new approach to fuzzy estimation of Takagi-Sugeno model and its applications to optimal control for nonlinear systems

An efficient approach is presented to improve the local and global approximation and modelling capability of Takagi-Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy. The main problem is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the use of the T-S method because this type of membership function has been widely used during the last two decades in the stability, controller design and are popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S method with optimized performance in approximating nonlinear functions. A simple approach with few computational effort, based on the well known parameters' weighting method is suggested for tuning T-S parameters to improve the choice of the performance index and minimize it. A global fuzzy controller (FC) based Linear Quadratic Regulator (LQR) is proposed in order to show the effectiveness of the estimation method developed here in control applications. Illustrative examples of an inverted pendulum and Van der Pol system are chosen to evaluate the robustness and remarkable performance of the proposed method and the high accuracy obtained in approximating nonlinear and unstable systems locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity and generality of the algorithm

Development of new methodologies for the weight estimation of aircraft structures

The problem of weight estimation in the aerospace industry has been acquiring considerably greater importance in recent years, due to the numerous challenges frequently encountered in the preliminary phases of the design of a new aircraft. This is the stage where it is possible to make design changes without incurring into excessive cost penalties. On the other hand, the knowledge of the design, of the relationships existing between the different variables and their subsequent impact on the final weight of the structure is very limited. As a result, the designer is unable to understand the true effect that individual design decisions will produce on the weight of the structure. In addition to this, new aircraft concepts end up being too conservative, due to the high dependency of current weight estimation methods to historical data and off-the-shelf design solutions. This thesis aims at providing an alternative framework for the weight estimation of aircraft structures at preliminary design stages. By conducting a thorough assessment of current state-of-the-art approaches and tools used in the field, fuzzy logic is presented as an appropriate foundation on which to build an innovative approach to the problem. Different adaptive fuzzy approaches have been used in the development of a methodology which is able to combine an analytical base to the structural design of selected trailing edge components, with substantial knowledge acquisition capabilities for the computation of robust and reliable weight estimates. The final framework allows considerable flexibility in the level of detail of the estimate consistent with the granularity of the input data used. This, combined with an extensive uncertainty analysis through the use of Interval Type-2 fuzzy logic, will provide the designer with the capabilities to understand the impact of error propagation within the model and increase the confidence in the final estimat

Applications of Artificial Intelligence (AI) in Petroleum Engineering Problems

For the last few decades multiple business sectors have been influenced by the advancement in Artificial Intelligence (AI). Though the oil and gas sector began to utilize the potential of AI comparatively latter than many other sectors, the appreciable amount of work has been done by researchers to equip the industry with AI tools. This work aims to explore various horizons of petroleum engineering by using different AI tools.;For providing better decision making in reservoir fluid characterization problem, fuzzy logic has been applied, which is an AI method to drive decisions when data is incomplete or unreliable. The second part of the work is the combination of supervised and unsupervised machine learning has provided an automated version of well log analysis, where the generated algorithm is able to distinguish between different lithological zones on the basis of well log parameters.;The majority of the problems such as drilling process optimization, production forecasting, comes under the umbrella of statistical regression. The supervised learning regression algorithm was generated to predict the drilling performance in terms of rate of penetration. The similar model was used for producing regression analysis of reservoir that has been treated by steam assisted gas drainage. The accuracy of both cases were investigated by comparing the prediction with available real time data.;The work has been concluded by providing conclusion gathered from comparing different methods and limitations of methodologies derived from Artificial Intelligent (AI) tools

Survey Paper Artificial and Computational Intelligence in the Internet of Things and Wireless Sensor Network

In this modern age, Internet of Things (IoT) and Wireless Sensor Network (WSN) as its derivatives have become one of the most popular and important technological advancements. In IoT, all things and services in the real world are digitalized and it continues to grow exponentially every year. This growth in number of IoT device in the end has created a tremendous amount of data and new data services such as big data systems. These new technologies can be managed to produce additional value to the existing business model. It also can provide a forecasting service and is capable to produce decision-making support using computational intelligence methods. In this survey paper, we provide detailed research activities concerning Computational Intelligence methods application in IoT WSN. To build a good understanding, in this paper we also present various challenges and issues for Computational Intelligence in IoT WSN. In the last presentation, we discuss the future direction of Computational Intelligence applications in IoT WSN such as Self-Organizing Network (dynamic network) concept

Proceedings. 24. Workshop Computational Intelligence, Dortmund, 27. - 28. November 2014

Dieser Tagungsband enthält die Beiträge des 24. Workshops "Computational Intelligence" des Fachausschusses 5.14 der VDI/VDE-Gesellschaft für Mess- und Automatisierungstechnik (GMA), der vom 27. - 28. November 2014 in Dortmund stattgefunden hat. Die Schwerpunkte sind Methoden, Anwendungen und Tools für Fuzzy-Systeme, Künstliche Neuronale Netze, Evolutionäre Algorithmen und Data-Mining-Verfahren sowie der Methodenvergleich anhand von industriellen Anwendungen und Benchmark-Problemen

Improving the cost model development process using fuzzy logic

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