System for foreign exchange trading using genetic algorithms and reinforcement learning

Foreign exchange trading has emerged recently 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 will be very helpful. A major issue for traders in the deregulated Foreign Exchange Market is when to sell and when to buy a particular currency in order to maximize profit. This paper presents novel trading strategies based on the machine learning methods of genetic algorithms and reinforcement learning.

Applying machine learning to catalogue matching in astrophysics

We present the results of applying automated machine learning techniques to the problem of matching different object catalogues in astrophysics. In this study, we take two partially matched catalogues where one of the two catalogues has a large positional uncertainty. The two catalogues we used here were taken from the H I Parkes All Sky Survey (HIPASS) and SuperCOSMOS optical survey. Previous work had matched 44 per cent (1887 objects) of HIPASS to the SuperCOSMOS catalogue. A supervised learning algorithm was then applied to construct a model of the matched portion of our catalogue. Validation of the model shows that we achieved a good classification performance (99.12 per cent correct). Applying this model to the unmatched portion of the catalogue found 1209 new matches. This increases the catalogue size from 1887 matched objects to 3096. The combination of these procedures yields a catalogue that is 72 per cent matched.

Machine learning for matching astronomy catalogues

An emerging issue in the field of astronomy is the integration, management and utilization of databases from around the world to facilitate scientific discovery. In this paper, we investigate application of the machine learning techniques of support vector machines and neural networks to the problem of amalgamating catalogues of galaxies as objects from two disparate data sources: radio and optical. Formulating this as a classification problem presents several challenges, including dealing with a highly unbalanced data set. Unlike the conventional approach to the problem (which is based on a likelihood ratio) machine learning does not require density estimation and is shown here to provide a significant improvement in performance. We also report some experiments that explore the importance of the radio and optical data features for the matching problem.

A machine learning approach to intraday trading on foreign exchange markets

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 will be very helpful. In this paper we try to create such a system using Machine learning approach to emulate trader behaviour on the Foreign Exchange market and to find the most profitable trading strategy.

Genes for the majority of group A streptococcal virulence factors and extracellular surface proteins do not confer an increased propensity to cause invasive disease

Background. The factors behind the reemergence of severe, invasive group A streptococcal (GAS) diseases are unclear, but it could be caused by altered genetic endowment in these organisms. However, data from previous studies assessing the association between single genetic factors and invasive disease are often conflicting, suggesting that other, as-yet unidentified factors are necessary for the development of this class of disease. Methods. In this study, we used a targeted GAS virulence microarray containing 226 GAS genes to determine the virulence gene repertoires of 68 GAS isolates (42 associated with invasive disease and 28 associated with noninvasive disease) collected in a defined geographic location during a contiguous time period. We then employed 3 advanced machine learning methods (genetic algorithm neural network, support vector machines, and classification trees) to identify genes with an increased association with invasive disease. Results. Virulence gene profiles of individual GAS isolates varied extensively among these geographically and temporally related strains. Using genetic algorithm neural network analysis, we identified 3 genes with a marginal overrepresentation in invasive disease isolates. Significantly, 2 of these genes, ssa and mf4, encoded superantigens but were only present in a restricted set of GAS M-types. The third gene, spa, was found in variable distributions in all M-types in the study. Conclusions. Our comprehensive analysis of GAS virulence profiles provides strong evidence for the incongruent relationships among any of the 226 genes represented on the array and the overall propensity of GAS to cause invasive disease, underscoring the pathogenic complexity of these diseases, as well as the importance of multiple bacteria and/ or host factors.

Prediction of protein continuum secondary structure with probabilistic models based on NMR solved structures

Background: The structure of proteins may change as a result of the inherent flexibility of some protein regions. We develop and explore probabilistic machine learning methods for predicting a continuum secondary structure, i.e. assigning probabilities to the conformational states of a residue. We train our methods using data derived from high-quality NMR models. Results: Several probabilistic models not only successfully estimate the continuum secondary structure, but also provide a categorical output on par with models directly trained on categorical data. Importantly, models trained on the continuum secondary structure are also better than their categorical counterparts at identifying the conformational state for structurally ambivalent residues. Conclusion: Cascaded probabilistic neural networks trained on the continuum secondary structure exhibit better accuracy in structurally ambivalent regions of proteins, while sustaining an overall classification accuracy on par with standard, categorical prediction methods.

Rule extraction from technology IPOs in the US stock market

Machine learning techniques for prediction and rule extraction from artificial neural network methods are used. The hypothesis that market sentiment and IPO specific attributes are equally responsible for first-day IPO returns in the US stock market is tested. Machine learning methods used are Bayesian classifications, support vector machines, decision tree techniques, rule learners and artificial neural networks. The outcomes of the research are predictions and rules associated With first-day returns of technology IPOs. The hypothesis that first-day returns of technology IPOs are equally determined by IPO specific and market sentiment is rejected. Instead lower yielding IPOs are determined by IPO specific and market sentiment attributes, while higher yielding IPOs are largely dependent on IPO specific attributes.