Comparison of smoothing filters in analysis of EEG data for the medical diagnostics purposes

This paper covers a brief review of both the advantages and disadvantages of the implementation of various smoothing filters in the analysis of electroencephalography (EEG) data for the purpose of potential medical diagnostics. The EEG data are very prone to the occurrence of various internal and external artifacts and signal distortions. In this paper, three types of smoothing filters were compared: smooth filter, median filter and Savitzky-Golay filter. The authors of this paper compared those filters and proved their usefulness, as they made the analyzed data more legible for diagnostic purposes. The obtained results were promising, however, the studies on finding perfect filtering methods are still in progress.Web of Science203art. no. 80

A review of portfolio planning: Models and systems

In this chapter, we first provide an overview of a number of portfolio planning models which have been proposed and investigated over the last forty years. We revisit the mean-variance (M-V) model of Markowitz and the construction of the risk-return efficient frontier. A piecewise linear approximation of the problem through a reformulation involving diagonalisation of the quadratic form into a variable separable function is also considered. A few other models, such as, the Mean Absolute Deviation (MAD), the Weighted Goal Programming (WGP) and the Minimax (MM) model which use alternative metrics for risk are also introduced, compared and contrasted. Recently asymmetric measures of risk have gained in importance; we consider a generic representation and a number of alternative symmetric and asymmetric measures of risk which find use in the evaluation of portfolios. There are a number of modelling and computational considerations which have been introduced into practical portfolio planning problems. These include: (a) buy-in thresholds for assets, (b) restriction on the number of assets (cardinality constraints), (c) transaction roundlot restrictions. Practical portfolio models may also include (d) dedication of cashflow streams, and, (e) immunization which involves duration matching and convexity constraints. The modelling issues in respect of these features are discussed. Many of these features lead to discrete restrictions involving zero-one and general integer variables which make the resulting model a quadratic mixed-integer programming model (QMIP). The QMIP is a NP-hard problem; the algorithms and solution methods for this class of problems are also discussed. The issues of preparing the analytic data (financial datamarts) for this family of portfolio planning problems are examined. We finally present computational results which provide some indication of the state-of-the-art in the solution of portfolio optimisation problems

Evaluation of genetic improvement tools for improvement of non-functional properties of software

Genetic improvement (GI) improves both functional properties of software, such as bug repair, and non-functional properties, such as execution time, energy consumption, or source code size. There are studies summarising and comparing GI tools for improving functional properties of software; however there is no such study for improvement of its non-functional properties using GI. Therefore, this research aims to survey and report on the existing GI tools for improvement of non-functional properties of software. We conducted a literature review of available GI tools, and ran multiple experiments on the found open-source tools to examine their usability. We applied a cross-testing strategy to check whether the available tools can work on different programs. Overall, we found 63 GI papers that use a GI tool to improve nonfunctional properties of software, within which 31 are accompanied with open-source code. We were able to successfully run eight GI tools, and found that ultimately only two ---Gin and PyGGI--- can be readily applied to new general software

Approximate Circuits in Low-Power Image and Video Processing: The Approximate Median Filter

Low power image and video processing circuits are crucial in many applications of computer vision. Traditional techniques used to reduce power consumption in these applications have recently been accompanied by circuit approximation methods which exploit the fact that these applications are highly error resilient and, hence, the quality of image processing can be traded for power consumption. On the basis of a literature survey, we identified the components whose implementations are the most frequently approximated and the methods used for obtaining these approximations. One of the components is the median image filter. We propose, evaluate and compare two approximation strategies based on Cartesian genetic programming applied to approximate various common implementations of the median filter. For filters developed using these approximation strategies, trade-offs between the quality of filtering and power consumption are investigated. Under conditions of our experiments we conclude that better trade-offs are achieved when the image filter is evolved from scratch rather than a conventional filter is approximated

A statistical mechanical model of economics

Statistical mechanics pursues low-dimensional descriptions of systems with a very large number of degrees of freedom. I explore this theme in two contexts. The main body of this dissertation explores and extends the Yard Sale Model (YSM) of economic transactions using a combination of simulations and theory. The YSM is a simple interacting model for wealth distributions which has the potential to explain the empirical observation of Pareto distributions of wealth. I develop the link between wealth condensation and the breakdown of ergodicity due to nonlinear diffusion effects which are analogous to the geometric random walk. Using this, I develop a deterministic effective theory of wealth transfer in the YSM that is useful for explaining many quantitative results. I introduce various forms of growth to the model, paying attention to the effect of growth on wealth condensation, inequality, and ergodicity. Arithmetic growth is found to partially break condensation, and geometric growth is found to completely break condensation. Further generalizations of geometric growth with growth in- equality show that the system is divided into two phases by a tipping point in the inequality parameter. The tipping point marks the line between systems which are ergodic and systems which exhibit wealth condensation. I explore generalizations of the YSM transaction scheme to arbitrary betting functions to develop notions of universality in YSM-like models. I find that wealth condensation is universal to a large class of models which can be divided into two phases. The first exhibits slow, power-law condensation dynamics, and the second exhibits fast, finite-time condensation dynamics. I find that the YSM, which exhibits exponential dynamics, is the critical, self-similar model which marks the dividing line between the two phases. The final chapter develops a low-dimensional approach to materials microstructure quantification. Modern materials design harnesses complex microstructure effects to develop high-performance materials, but general microstructure quantification is an unsolved problem. Motivated by statistical physics, I envision microstructure as a low-dimensional manifold, and construct this manifold by leveraging multiple machine learning approaches including transfer learning, dimensionality reduction, and computer vision breakthroughs with convolutional neural networks

Abstracts of National PhD Students Days 2018 (NPSD’2018) 1st Edition, May 4-5, 2018, Université Ibn Zohr Agadir Maroc, Ouarzazate, Morocco

Abstracts of National PhD Students Days 2018 (NPSD’2018) 1st Edition, May 4-5, 2018, Université Ibn Zohr Agadir Maroc, Ouarzazate, Morocc

Stories from different worlds in the universe of complex systems: A journey through microstructural dynamics and emergent behaviours in the human heart and financial markets

A physical system is said to be complex if it exhibits unpredictable structures, patterns or regularities emerging from microstructural dynamics involving a large number of components. The study of complex systems, known as complexity science, is maturing into an independent and multidisciplinary area of research seeking to understand microscopic interactions and macroscopic emergence across a broad spectrum systems, such as the human brain and the economy, by combining specific modelling techniques, data analytics, statistics and computer simulations. In this dissertation we examine two different complex systems, the human heart and financial markets, and present various research projects addressing specific problems in these areas. Cardiac fibrillation is a diffuse pathology in which the periodic planar electrical conduction across the cardiac tissue is disrupted and replaced by fast and disorganised electrical waves. In spite of a century-long history of research, numerous debates and disputes on the mechanisms of cardiac fibrillation are still unresolved while the outcomes of clinical treatments remain far from satisfactory. In this dissertation we use cellular automata and mean-field models to qualitatively replicate the onset and maintenance of cardiac fibrillation from the interactions among neighboring cells and the underlying topology of the cardiac tissue. We use these models to study the transition from paroxysmal to persistent atrial fibrillation, the mechanisms through which the gap-junction enhancer drug Rotigaptide terminates cardiac fibrillation and how focal and circuital drivers of fibrillation may co-exist as projections of transmural electrical activities. Financial markets are hubs in which heterogeneous participants, such as humans and algorithms, adopt different strategic behaviors to exchange financial assets. In recent decades the widespread adoption of algorithmic trading, the electronification of financial transactions, the increased competition among trading venues and the use of sophisticated financial instruments drove the transformation of financial markets into a global and interconnected complex system. In this thesis we introduce agent-based and state-space models to describe specific microstructural dynamics in the stock and foreign exchange markets. We use these models to replicate the emergence of cross-currency correlations from the interactions between heterogeneous participants in the currency market and to disentangle the relationships between price fluctuations, market liquidity and demand/supply imbalances in the stock market.Open Acces

EMPIRICAL ASSESSMENT OF THE IMPACT OF USING AUTOMATIC STATIC ANALYSIS ON CODE QUALITY

Automatic static analysis (ASA) tools analyze the source or compiled code looking for violations of recommended programming practices (called issues) that might cause faults or might degrade some dimensions of software quality. Antonio Vetro' has focused his PhD in studying how applying ASA impacts software quality, taking as reference point the different quality dimensions specified by the standard ISO/IEC 25010. The epistemological approach he used is that one of empirical software engineering. During his three years PhD, he's been conducting experiments and case studies on three main areas: Functionality/Reliability, Performance and Maintainability. He empirically proved that specific ASA issues had impact on these quality characteristics in the contexts under study: thus, removing them from the code resulted in a quality improvement. Vetro' has also investigated and proposed new research directions for this field: using ASA to improve software energy efficiency and to detect the problems deriving from the interaction of multiple languages. The contribution is enriched with the final recommendation of a generalized process for researchers and practitioners with a twofold goal: improve software quality through ASA and create a body of knowledge on the impact of using ASA on specific software quality dimensions, based on empirical evidence. This thesis represents a first step towards this goa