Symbol grounding and its implications for artificial intelligence

In response to Searle's well-known Chinese room argument against Strong AI (and more generally, computationalism), Harnad proposed that if the symbols manipulated by a robot were sufficiently grounded in the real world, then the robot could be said to literally understand. In this article, I expand on the notion of symbol groundedness in three ways. Firstly, I show how a robot might select the best set of categories describing the world, given that fundamentally continuous sensory data can be categorised in an almost infinite number of ways. Secondly, I discuss the notion of grounded abstract (as opposed to concrete) concepts. Thirdly, I give an objective criterion for deciding when a robot's symbols become sufficiently grounded for "understanding" to be attributed to it. This deeper analysis of what symbol groundedness actually is weakens Searle's position in significant ways; in particular, whilst Searle may be able to refute Strong AI in the specific context of present-day digital computers, he cannot refute computationalism in general

Identifying Market Price Levels Using Differential Evolution

Evolutionary data mining is used in this paper to investigate the concept of support and resistance levels in financial markets. Specifically, Differential Evolution is used to learn support/resistance levels from price data. The presence of these levels is then tested in out-of-sample data. Our results from a set of experiments covering five years worth of daily data across nine different US markets show that there is statistical evidence for price levels in certain markets, and that Differential Evolution can uncover them

Bayesian sequence learning for predicting protein cleavage points

A challenging problem in data mining is the application of efficient techniques to automatically annotate the vast databases of biological sequence data. This paper describes one such application in this area, to the prediction of the position of signal peptide cleavage points along protein sequences. It is shown that the method, based on Bayesian statistics, is comparable in terms of accuracy to the existing state-of-the-art neural network techniques while providing explanatory information for its predictions

Random convolution ensembles

A novel method for creating diverse ensembles of image classifiers is proposed. The idea is that, for each base image classifier in the ensemble, a random image transformation is generated and applied to all of the images in the labeled training set. The base classifiers are then learned using features extracted from these randomly transformed versions of the training data, and the result is a highly diverse ensemble of image classifiers. This approach is evaluated on a benchmark pedestrian detection dataset and shown to be effective

Cartesian genetic programming for trading: a preliminary investigation

In this paper, a preliminary investigation of Cartesian Genetic Programming (CGP) for algorithmic intraday trading is conducted. CGP is a recent new variant of genetic programming that differs from traditional approaches in a number of ways, including being able to evolve programs with limited size and with multiple outputs. CGP is used to evolve a predictor for intraday price movements, and trading strategies using the evolved predictors are evaluated along three dimensions (return, maximum drawdown and recovery factor) and against four different financial datasets (the Euro/US dollar exchange rate and the Dow Jones Industrial Average during periods from 2006 and 2010). We show that CGP is capable in many instances of evolving programs that, when used as trading strategies, lead to modest positive returns

Hybridizing data stream mining and technical indicators in automated trading systems

Automated trading systems for financial markets can use data mining techniques for future price movement prediction. However, classifier accuracy is only one important component in such a system: the other is a decision procedure utilizing the prediction in order to be long, short or out of the market. In this paper, we investigate the use of technical indicators as a means of deciding when to trade in the direction of a classifier’s prediction. We compare this “hybrid” technical/data stream mining-based system with a naive system that always trades in the direction of predicted price movement. We are able to show via evaluations across five financial market datasets that our novel hybrid technique frequently outperforms the naive system. To strengthen our conclusions, we also include in our evaluation several “simple” trading strategies without any data mining component that provide a much stronger baseline for comparison than traditional buy-and-hold or sell-and-hold strategies

Two computer-based learning environments for reading and writing narratives

In this brief paper, two computer-based educational tools are described. They are designed to support children learning the literacy skills of narrative comprehension and creation. We give an overview of these tools, and then discuss the educational hypotheses that we are planning to use them to test

Learning Petri net models of non-linear gene interactions

Understanding how an individual's genetic make-up influences their risk of disease is a problem of paramount importance. Although machine-learning techniques are able to uncover the relationships between genotype and disease, the problem of automatically building the best biochemical model or “explanation” of the relationship has received less attention. In this paper, I describe a method based on random hill climbing that automatically builds Petri net models of non-linear (or multi-factorial) disease-causing gene–gene interactions. Petri nets are a suitable formalism for this problem, because they are used to model concurrent, dynamic processes analogous to biochemical reaction networks. I show that this method is routinely able to identify perfect Petri net models for three disease-causing gene–gene interactions recently reported in the literature

Evolutionary data selection for enhancing models of intraday forex time series

The hypothesis in this paper is that a significant amount of intraday market data is either noise or redundant, and that if it is eliminated, then predictive models built using the remaining intraday data will be more accurate. To test this hypothesis, we use an evolutionary method (called Evolutionary Data Selection, EDS) to selectively remove out portions of training data that is to be made available to an intraday market predictor. After performing experiments in which data-selected and non-data-selected versions of the same predictive models are compared, it is shown that EDS is effective and does indeed boost predictor accuracy. It is also shown in the paper that building multiple models using EDS and placing them into an ensemble further increases performance. The datasets for evaluation are large intraday forex time series, specifically series from the EUR/USD, the USD/JPY and the EUR/JPY markets, and predictive models for two primary tasks per market are built: intraday return prediction and intraday volatility prediction

A multi-player educational game for story writing

In this short paper, a multi-player interactive game called STORYWORLD BUILDER is described. The game enables children to collaboratively build a virtual “story world” and then role-play characters in that world. The educational purpose of the system is to motivate children to write better stories, by providing them with a collaborative, interactive, computer game-like environment in which stories can be enacted. We are interested in whether such a system can improve children’s story writing skills