An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process is very helpful. In this paper, we try to create such a system with a genetic algorithm engine to emulate trader behaviour on the foreign exchange market and to find the most profitable trading strategy.

Determining the specification of a control system from that of its environment

Well understood methods exist for developing programs from given specifications. A formal method identifies proof obligations at each development step: if all such proof obligations are discharged, a precisely defined class of errors can be excluded from the final program. For a class of closed systems such methods offer a gold standard against which less formal approaches can be measured. For open systems -those which interact with the physical world- the task of obtaining the program specification can be as challenging as the task of deriving the program. And, when a system of this class must tolerate certain kinds of unreliability in the physical world, it is still more challenging to reach confidence that the specification obtained is adequate. We argue that widening the notion of software development to include specifying the behaviour of the relevant parts of the physical world gives a way to derive the specification of a control system and also to record precisely the assumptions being made about the world outside the computer.

Classifying an opponent's behaviour in robot soccer

This paper illustrates the prediction of opponent behaviour in a competitive, highly dynamic, multi-agent and partially observableenvironment, namely RoboCup small size league robot soccer. The performance is illustrated in the context of the highly successful robot soccer team, the RoboRoos. The project is broken into three tasks; classification of behaviours, modelling and prediction of behaviours and integration of the predictions into the existing planning system. A probabilistic approach is taken to dealing with the uncertainty in the observations and with representing the uncertainty in the prediction of the behaviours. Results are shown for a classification system using a Naïve Bayesian Network that determines the opponent’s current behaviour. These results are compared to an expert designed fuzzy behaviour classification system. The paper illustrates how the modelling system will use the information from behaviour classification to produce probability distributions that model the manner with which the opponents perform their behaviours. These probability distributions are show to match well with the existing multi-agent planning system (MAPS) that forms the core of the RoboRoos system.

A synchronous multimedia annotation system for secure collaboratories

In this paper, we describe the Vannotea system - an application designed to enable collaborating groups to discuss and annotate collections of high quality images, video, audio or 3D objects. The system has been designed specifically to capture and share scholarly discourse and annotations about multimedia research data by teams of trusted colleagues within a research or academic environment. As such, it provides: authenticated access to a web browser search interface for discovering and retrieving media objects; a media replay window that can incorporate a variety of embedded plug-ins to render different scientific media formats; an annotation authoring, editing, searching and browsing tool; and session logging and replay capabilities. Annotations are personal remarks, interpretations, questions or references that can be attached to whole files, segments or regions. Vannotea enables annotations to be attached either synchronously (using jabber message passing and audio/video conferencing) or asynchronously and stand-alone. The annotations are stored on an Annotea server, extended for multimedia content. Their access, retrieval and re-use is controlled via Shibboleth identity management and XACML access policies.

Exploring Change in Neanderthal Behavioural Complexity: An Innovative Approach to the Study of Neanderthal Behaviour

Diachronic approaches provide potential for a more sophisticated framework within which to examine change in Neanderthal behavioural complexity using archaeological proxies such as symbolic artefacts, faunal assemblages and technology. Analysis of the temporal appearance and distribution of such artefacts and assemblages provide the basis for identifying changes in Neanderthal behavioural complexity in terms of symbolism, faunal extraction and technology respectively. Although changes in technology and faunal extraction were examined in the wider study, only the results of the symbolic study are presented below to illustrate the potential of the approach.

Research Quality, Publications and Impact in Hydraulic Engineering into the 21st Century. Publish or Perish, Commercial versus Open Access, Internet versus Libraries

One of the main objectives of the first International Junior Researcher and Engineer Workshop on Hydraulic Structures is to provide an opportunity for young researchers and engineers to present their research. But a research project is only completed when it has been published and shared with the community. Referees and peer experts play an important role to control the research quality. While some new electronic tools provide further means to disseminate some research information, the quality and impact of the works remain linked with some thorough expert-review process and the publications in international scientific journals and books. Importantly unethical publishing standards are not acceptable and cheating is despicable.

Bubbly Flow Structure in Hydraulic Jump

In an open channel, a hydraulic jump is the rapid transition from super- to sub-critical flow associated with strong turbulence and air bubble entrainment in the mixing layer. New experiments were performed at relatively large Reynolds numbers using phase-detection probes. Some new signal analysis provided characteristic air-water time and length scales of the vortical structures advecting the air bubbles in the developing shear flow. An analysis of the longitudinal air-water flow structure suggested little bubble clustering in the mixing layer, although an interparticle arrival time analysis showed some preferential bubble clustering for small bubbles with chord times below 3 ms. Correlation analyses yielded longitudinal air-water time scales Txx*V1/d1 of about 0.8 in average. The transverse integral length scale Z/d1 of the eddies advecting entrained bubbles was typically between 0.25 and 0.4, irrespective of the inflow conditions within the range of the investigations. Overall the findings highlighted the complicated nature of the air-water flow

Bimanual aiming and overt attention: one law for two hands

Reaching to interact with an object requires a compromise between the speed of the limb movement and the required end-point accuracy. The time it takes one hand to move to a target in a simple aiming task can be predicted reliably from Fitts' law, which states that movement time is a function of a combined measure of amplitude and accuracy constraints (the index of difficulty, ID). It has been assumed previously that Fitts' law is violated in bimanual aiming movements to targets of unequal ID. We present data from two experiments to show that this assumption is incorrect: if the attention demands of a bimanual aiming task are constant then the movements are well described by a Fitts' law relationship. Movement time therefore depends not only on ID but on other task conditions, which is a basic feature of Fitts' law. In a third experiment we show that eye movements are an important determinant of the attention demands in a bimanual aiming task. The results from the third experiment extend the findings of the first two experiments and show that bimanual aiming often relies on the strategic co-ordination of separate actions into a seamless behaviour. A number of the task specific strategies employed by the adult human nervous system were elucidated in the third experiment. The general strategic pattern observed in the hand trajectories was reflected by the pattern of eye movements recorded during the experiment. The results from all three experiments demonstrate that eye movements must be considered as an important constraint in bimanual aiming tasks.

Biomechanical consequences of impairment: A taxonomically valid basis for classification in a unified disability athletics system

Developing a unified classification system to replace four of the systems currently used in disability athletics (i.e., track and field) has been widely advocated. The diverse impairments to be included in a unified system require severed assessment methods, results of which cannot be meaningfully compared. Therefore, the taxonomic basis of current classification systems is invalid in a unified system. Biomechanical analysis establishes that force, a vector described in terms of magnitude and direction, is a key determinant of success in all athletic disciplines. It is posited that all impairments to be included in a unified system may be classified as either force magnitude impairments (FMI) or force control impairments (FCI). This framework would provide a valid taxonomic basis for a unified system, creating the opportunity to decrease the number of classes and enhance the viability of disability athletics.

DR-NEGOTIATE - A system for automated agent negotiation with defeasible logic-based strategies

This paper reports on a system for automated agent negotiation, based on a formal and executable approach to capture the behavior of parties involved in a negotiation. It uses the JADE agent framework, and its major distinctive feature is the use of declarative negotiation strategies. The negotiation strategies are expressed in a declarative rules language, defeasible logic, and are applied using the implemented system DR-DEVICE. The key ideas and the overall system architecture are described, and a particular negotiation case is presented in detail.

Hydraulic Design of Stepped Spillways and Downstream Energy Dissipators for Embankment Dams

In recent years, the design flows of many dams were re-evaluated, often resulting in discharges larger than the original design. In many cases, the occurrence of the revised flows could result in dam overtopping because of insufficient storage and spillway capacity. An experimental study was conducted herein to gain a better understanding of the flow properties in stepped chutes with slopes typical of embankment dams. The work was based upon a Froude similitude in large-size experimental facilities. A total of 10 configurations were tested including smooth steps, steps equipped with devices to enhance energy dissipation and rough steps. The present results yield a new design procedure. The design method includes some key issues not foreseen in prior studies : e.g., gradually varied flow, type of flow regime, flow resistance. It is believed that the outcomes are valid for a wide range of chute geometry and flow conditions typical of embankment chutes.

Organizational behaviour: An emotions perspective

This opening chapter provides an overview of organizational behavior theory and research and the paradigms that have dominated the field to date. Running through a discussion of rational notions of organizational behavior, to concepts of bounded rationality and most recently the call for bounded emotionality perspectives, we identify for the reader what a bounded emotionality perspective adds to the understanding of organizations. We then provide an overview of the remaining chapters in the book and how they contribute to the book's objectives.