6 resultados para market manipulation

em Massachusetts Institute of Technology


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A Whole-Arm Manipulator uses every surface to both sense and interact with the environment. To facilitate the analysis and control of a Whole-Arm Manipulator, line geometry is used to describe the location and trajectory of the links. Applications of line kinematics are described and implemented on the MIT Whole-Arm Manipulator (WAM-1).

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This paper describes a new statistical, model-based approach to building a contact state observer. The observer uses measurements of the contact force and position, and prior information about the task encoded in a graph, to determine the current location of the robot in the task configuration space. Each node represents what the measurements will look like in a small region of configuration space by storing a predictive, statistical, measurement model. This approach assumes that the measurements are statistically block independent conditioned on knowledge of the model, which is a fairly good model of the actual process. Arcs in the graph represent possible transitions between models. Beam Viterbi search is used to match measurement history against possible paths through the model graph in order to estimate the most likely path for the robot. The resulting approach provides a new decision process that can be use as an observer for event driven manipulation programming. The decision procedure is significantly more robust than simple threshold decisions because the measurement history is used to make decisions. The approach can be used to enhance the capabilities of autonomous assembly machines and in quality control applications.

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Babies are born with simple manipulation capabilities such as reflexes to perceived stimuli. Initial discoveries by babies are accidental until they become coordinated and curious enough to actively investigate their surroundings. This thesis explores the development of such primitive learning systems using an embodied light-weight hand with three fingers and a thumb. It is self-contained having four motors and 36 exteroceptor and proprioceptor sensors controlled by an on-palm microcontroller. Primitive manipulation is learned from sensory inputs using competitive learning, back-propagation algorithm and reinforcement learning strategies. This hand will be used for a humanoid being developed at the MIT Artificial Intelligence Laboratory.

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This paper presents an adaptive learning model for market-making under the reinforcement learning framework. Reinforcement learning is a learning technique in which agents aim to maximize the long-term accumulated rewards. No knowledge of the market environment, such as the order arrival or price process, is assumed. Instead, the agent learns from real-time market experience and develops explicit market-making strategies, achieving multiple objectives including the maximizing of profits and minimization of the bid-ask spread. The simulation results show initial success in bringing learning techniques to building market-making algorithms.

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Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.

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During the last decade, large and costly instruments are being replaced by system based on microfluidic devices. Microfluidic devices hold the promise of combining a small analytical laboratory onto a chip-sized substrate to identify, immobilize, separate, and purify cells, bio-molecules, toxins, and other chemical and biological materials. Compared to conventional instruments, microfluidic devices would perform these tasks faster with higher sensitivity and efficiency, and greater affordability. Dielectrophoresis is one of the enabling technologies for these devices. It exploits the differences in particle dielectric properties to allow manipulation and characterization of particles suspended in a fluidic medium. Particles can be trapped or moved between regions of high or low electric fields due to the polarization effects in non-uniform electric fields. By varying the applied electric field frequency, the magnitude and direction of the dielectrophoretic force on the particle can be controlled. Dielectrophoresis has been successfully demonstrated in the separation, transportation, trapping, and sorting of various biological particles.