A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Generating Circuit Tests by Exploiting Designed Behavior

This thesis describes two programs for generating tests for digital circuits that exploit several kinds of expert knowledge not used by previous approaches. First, many test generation problems can be solved efficiently using operation relations, a novel representation of circuit behavior that connects internal component operations with directly executable circuit operations. Operation relations can be computed efficiently by searching traces of simulated circuit behavior. Second, experts write test programs rather than test vectors because programs are more readable and compact. Test programs can be constructed automatically by merging program fragments using expert-supplied goal-refinement rules and domain-independent planning techniques.

Residual Vibration Reduction in Computer Controlled Machines

Control of machines that exhibit flexibility becomes important when designers attempt to push the state of the art with faster, lighter machines. Three steps are necessary for the control of a flexible planet. First, a good model of the plant must exist. Second, a good controller must be designed. Third, inputs to the controller must be constructed using knowledge of the system dynamic response. There is a great deal of literature pertaining to modeling and control but little dealing with the shaping of system inputs. Chapter 2 examines two input shaping techniques based on frequency domain analysis. The first involves the use of the first deriviate of a gaussian exponential as a driving function template. The second, acasual filtering, involves removal of energy from the driving functions at the resonant frequencies of the system. Chapter 3 presents a linear programming technique for generating vibration-reducing driving functions for systems. Chapter 4 extends the results of the previous chapter by developing a direct solution to the new class of driving functions. A detailed analysis of the new technique is presented from five different perspectives and several extensions are presented. Chapter 5 verifies the theories of the previous two chapters with hardware experiments. Because the new technique resembles common signal filtering, chapter 6 compares the new approach to eleven standard filters. The new technique will be shown to result in less residual vibrations, have better robustness to system parameter uncertainty, and require less computation than other currently used shaping techniques.

Learning Shape Descriptions: Generating and Generalizing Models of Visual Objects

We present the results of an implemented system for learning structural prototypes from grey-scale images. We show how to divide an object into subparts and how to encode the properties of these subparts and the relations between them. We discuss the importance of hierarchy and grouping in representing objects and show how a notion of visual similarities can be embedded in the description language. Finally we exhibit a learning algorithm that forms class models from the descriptions produced and uses these models to recognize new members of the class.

Generating Semantic Descriptions From Drawings of Scenes With Shadows

The research reported here concerns the principles used to automatically generate three-dimensional representations from line drawings of scenes. The computer programs involved look at scenes which consist of polyhedra and which may contain shadows and various kinds of coincidentally aligned scene features. Each generated description includes information about edge shape (convex, concave, occluding, shadow, etc.), about the type of illumination for each region (illuminated, projected shadow, or oriented away from the light source), and about the spacial orientation of regions. The methods used are based on the labeling schemes of Huffman and Clowes; this research provides a considerable extension to their work and also gives theoretical explanations to the heuristic scene analysis work of Guzman, Winston, and others.