A New Class of Processes for Formalizing and Generalizing Individual-Based Models: The Semi-Semi-Markov Processes

2000 Mathematics Subject Classification: 60K15, 60K20, 60G20,60J75, 60J80, 60J85, 60-08, 90B15.

Agent-based Anomalies Monitoring in Distributed Systems

In this paper an agent-based approach for anomalies monitoring in distributed systems such as computer networks, or Grid systems is proposed. This approach envisages on-line and off-line monitoring in order to analyze users’ activity. On-line monitoring is carried in real time, and is used to predict user actions. Off-line monitoring is done after the user has ended his work, and is based on the analysis of statistical information obtained during user’s work. In both cases neural networks are used in order to predict user actions and to distinguish normal and anomalous user behavior.

Multi-Agent Security System based on Neural Network Model of User's Behavior

It is proposed an agent approach for creation of intelligent intrusion detection system. The system allows detecting known type of attacks and anomalies in user activity and computer system behavior. The system includes different types of intelligent agents. The most important one is user agent based on neural network model of user behavior. Proposed approach is verified by experiments in real Intranet of Institute of Physics and Technologies of National Technical University of Ukraine "Kiev Polytechnic Institute”.

An Ontology-based Approach to Student Skills in Multiagent e-Learning Systems

The main idea of our approach is that the domain ontology is not only the instrument of learning but an object of examining student skills. We propose for students to build the domain ontology of examine discipline and then compare it with etalon one. Analysis of student mistakes allows to propose them personalized recommendations and to improve the course materials in general. For knowledge interoperability we apply Semantic Web technologies. Application of agent-based technologies in e-learning provides the personification of students and tutors and saved all users from the routine operations.

Core Design Pattern for Efficient Multi-agent Architecture

Interaction engineering is fundamental for agent based systems. In this paper we will present a design pattern for the core of a multi-agent platform - the message communication and behavior activation mechanisms - using language features of C#. An agent platform is developed based on the pattern structure, which is legiti- mated through experiences of using JADE in real applications. Results of the communication model are compared against the popular JADE platform.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.