Cash balance management: A comparison between genetic algorithms and particle swarm optimization

This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using Miller-Orr model, which consists in a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower bound, an ideal balance and an upper bound. Thus, this paper proposes the application of GA and PSO to minimize the Total Cost of cash maintenance, obtaining the parameter of the lower bound of the Miller-Orr model, using for this the assumptions presented in literature. Computational experiments were applied in the development and validation of the models. The results indicated that both the GA and PSO are applicable in determining the cash level from the lower limit, with best results of PSO model, which had not yet been applied in this type of problem.

On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Structure learning of graphical models for task-oriented robot grasping

In the collective imaginaries a robot is a human like machine as any androids in science fiction. However the type of robots that you will encounter most frequently are machinery that do work that is too dangerous, boring or onerous. Most of the robots in the world are of this type. They can be found in auto, medical, manufacturing and space industries. Therefore a robot is a system that contains sensors, control systems, manipulators, power supplies and software all working together to perform a task. The development and use of such a system is an active area of research and one of the main problems is the development of interaction skills with the surrounding environment, which include the ability to grasp objects. To perform this task the robot needs to sense the environment and acquire the object informations, physical attributes that may influence a grasp. Humans can solve this grasping problem easily due to their past experiences, that is why many researchers are approaching it from a machine learning perspective finding grasp of an object using information of already known objects. But humans can select the best grasp amongst a vast repertoire not only considering the physical attributes of the object to grasp but even to obtain a certain effect. This is why in our case the study in the area of robot manipulation is focused on grasping and integrating symbolic tasks with data gained through sensors. The learning model is based on Bayesian Network to encode the statistical dependencies between the data collected by the sensors and the symbolic task. This data representation has several advantages. It allows to take into account the uncertainty of the real world, allowing to deal with sensor noise, encodes notion of causality and provides an unified network for learning. Since the network is actually implemented and based on the human expert knowledge, it is very interesting to implement an automated method to learn the structure as in the future more tasks and object features can be introduced and a complex network design based only on human expert knowledge can become unreliable. Since structure learning algorithms presents some weaknesses, the goal of this thesis is to analyze real data used in the network modeled by the human expert, implement a feasible structure learning approach and compare the results with the network designed by the expert in order to possibly enhance it.

On the Design of a Boolean-network Robot Swarm: Collective Recognition of Ground Patterns.

Uno dei principali ambiti di ricerca dell’intelligenza artificiale concerne la realizzazione di agenti (in particolare, robot) in grado di aiutare o sostituire l’uomo nell’esecuzione di determinate attività. A tal fine, è possibile procedere seguendo due diversi metodi di progettazione: la progettazione manuale e la progettazione automatica. Quest’ultima può essere preferita alla prima nei contesti in cui occorra tenere in considerazione requisiti quali flessibilità e adattamento, spesso essenziali per lo svolgimento di compiti non banali in contesti reali. La progettazione automatica prende in considerazione un modello col quale rappresentare il comportamento dell’agente e una tecnica di ricerca (oppure di apprendimento) che iterativamente modifica il modello al fine di renderlo il più adatto possibile al compito in esame. In questo lavoro, il modello utilizzato per la rappresentazione del comportamento del robot è una rete booleana (Boolean network o Kauffman network). La scelta di tale modello deriva dal fatto che possiede una semplice struttura che rende agevolmente studiabili le dinamiche tuttavia complesse che si manifestano al suo interno. Inoltre, la letteratura recente mostra che i modelli a rete, quali ad esempio le reti neuronali artificiali, si sono dimostrati efficaci nella programmazione di robot. La metodologia per l’evoluzione di tale modello riguarda l’uso di tecniche di ricerca meta-euristiche in grado di trovare buone soluzioni in tempi contenuti, nonostante i grandi spazi di ricerca. Lavori precedenti hanno gia dimostrato l’applicabilità e investigato la metodologia su un singolo robot. Lo scopo di questo lavoro è quello di fornire prova di principio relativa a un insieme di robot, aprendo nuove strade per la progettazione in swarm robotics. In questo scenario, semplici agenti autonomi, interagendo fra loro, portano all’emergere di un comportamento coordinato adempiendo a task impossibili per la singola unità. Questo lavoro fornisce utili ed interessanti opportunità anche per lo studio delle interazioni fra reti booleane. Infatti, ogni robot è controllato da una rete booleana che determina l’output in funzione della propria configurazione interna ma anche dagli input ricevuti dai robot vicini. In questo lavoro definiamo un task in cui lo swarm deve discriminare due diversi pattern sul pavimento dell’arena utilizzando solo informazioni scambiate localmente. Dopo una prima serie di esperimenti preliminari che hanno permesso di identificare i parametri e il migliore algoritmo di ricerca, abbiamo semplificato l’istanza del problema per meglio investigare i criteri che possono influire sulle prestazioni. E’ stata così identificata una particolare combinazione di informazione che, scambiata localmente fra robot, porta al miglioramento delle prestazioni. L’ipotesi è stata confermata applicando successivamente questo risultato ad un’istanza più difficile del problema. Il lavoro si conclude suggerendo nuovi strumenti per lo studio dei fenomeni emergenti in contesti in cui le reti booleane interagiscono fra loro.

Real-time adaptive models for the personalized prediction of glycemic profile in type 1 diabetes patients

Prediction of glycemic profile is an important task for both early recognition of hypoglycemia and enhancement of the control algorithms for optimization of insulin infusion rate. Adaptive models for glucose prediction and recognition of hypoglycemia based on statistical and artificial intelligence techniques are presented.

Performance on auditory and visual temporal informationprocessing is related to psychometric intelligence

The present study investigated the relationship between psychometric intelligence and temporal resolution power (TRP) as simultaneously assessed by auditory and visual psychophysical timing tasks. In addition, three different theoretical models of the functional relationship between TRP and psychometric intelligence as assessed by means of the Adaptive Matrices Test (AMT) were developed. To test the validity of these models, structural equation modeling was applied. Empirical data supported a hierarchical model that assumed auditory and visual modality-specific temporal processing at a first level and amodal temporal processing at a second level. This second-order latent variable was substantially correlated with psychometric intelligence. Therefore, the relationship between psychometric intelligence and psychophysical timing performance can be explained best by a hierarchical model of temporal information processing.

Evaluating the Quality and Accuracy of TanDEM-X Digital Elevation Models at Archaeological Sites in the Cilician Plain, Turkey

Satellite remote sensing provides a powerful instrument for mapping and monitoring traces of historical settlements and infrastructure, not only in distant areas and crisis regions. It helps archaeologists to embed their findings from field surveys into the broader context of the landscape. With the start of the TanDEM-X mission, spatially explicit 3D-information is available to researchers at an unprecedented resolution worldwide. We examined different experimental TanDEM-X digital elevation models (DEM) that were processed from two different imaging modes (Stripmap/High Resolution Spotlight) using the operational alternating bistatic acquisition mode. The quality and accuracy of the experimental DEM products was compared to other available DEM products and a high precision archaeological field survey. The results indicate the potential of TanDEM-X Stripmap (SM) data for mapping surface elements at regional scale. For the alluvial plain of Cilicia, a suspected palaeochannel could be reconstructed. At the local scale, DEM products from TanDEM-X High Resolution Spotlight (HS) mode were processed at 2 m spatial resolution using a merge of two monostatic/bistatic interferograms. The absolute and relative vertical accuracy of the outcome meet the specification of high resolution elevation data (HRE) standards from the National System for Geospatial Intelligence (NSG) at the HRE20 level.

Elucidating the Functional Relationship Between Working Memory Capacity and Psychometric Intelligence: A Fixed-Links Modeling Approach for Experimental Repeated-Measures Designs

Numerous studies reported a strong link between working memory capacity (WMC) and fluid intelligence (Gf), although views differ in respect to how close these two constructs are related to each other. In the present study, we used a WMC task with five levels of task demands to assess the relationship between WMC and Gf by means of a new methodological approach referred to as fixed-links modeling. Fixed-links models belong to the family of confirmatory factor analysis (CFA) and are of particular interest for experimental, repeated-measures designs. With this technique, processes systematically varying across task conditions can be disentangled from processes unaffected by the experimental manipulation. Proceeding from the assumption that experimental manipulation in a WMC task leads to increasing demands on WMC, the processes systematically varying across task conditions can be assumed to be WMC-specific. Processes not varying across task conditions, on the other hand, are probably independent of WMC. Fixed-links models allow for representing these two kinds of processes by two independent latent variables. In contrast to traditional CFA where a common latent variable is derived from the different task conditions, fixed-links models facilitate a more precise or purified representation of the WMC-related processes of interest. By using fixed-links modeling to analyze data of 200 participants, we identified a non-experimental latent variable, representing processes that remained constant irrespective of the WMC task conditions, and an experimental latent variable which reflected processes that varied as a function of experimental manipulation. This latter variable represents the increasing demands on WMC and, hence, was considered a purified measure of WMC controlled for the constant processes. Fixed-links modeling showed that both the purified measure of WMC (β = .48) as well as the constant processes involved in the task (β = .45) were related to Gf. Taken together, these two latent variables explained the same portion of variance of Gf as a single latent variable obtained by traditional CFA (β = .65) indicating that traditional CFA causes an overestimation of the effective relationship between WMC and Gf. Thus, fixed-links modeling provides a feasible method for a more valid investigation of the functional relationship between specific constructs.

Analyzing Business Models for Mobile Augmented Reality

Nowadays, a wide offer of mobile augmented reality (mAR) applications is available at the market, and the user base of mobile AR-capable devices -smartphones- is rapidly increasing. Nevertheless, likewise to what happens in other mobile segments, business models to put mAR in value are not clearly defined yet. In this paper, we focus on sketching the big picture of the commercial offer of mAR applications, in order to inspire a posterior analysis of business models that may successfully support the evolution of mAR. We have gathered more than 400 mAR applications from Android Market, and analyzed the offer as a whole, taking into account some technology aspects, pricing schemes and user adoption factors. Results show, for example, that application providers are not expecting to generate revenues per direct download, although they are producing high-quality applications, well rated by the users.

Hydrologic models for emergency decision support using Bayesian networks

In the presence of a river flood, operators in charge of control must take decisions based on imperfect and incomplete sources of information (e.g., data provided by a limited number sensors) and partial knowledge about the structure and behavior of the river basin. This is a case of reasoning about a complex dynamic system with uncertainty and real-time constraints where bayesian networks can be used to provide an effective support. In this paper we describe a solution with spatio-temporal bayesian networks to be used in a context of emergencies produced by river floods. In the paper we describe first a set of types of causal relations for hydrologic processes with spatial and temporal references to represent the dynamics of the river basin. Then we describe how this was included in a computer system called SAIDA to provide assistance to operators in charge of control in a river basin. Finally the paper shows experimental results about the performance of the model.

Response threshold models, stochastic learning automata and ant colony optimization-based decentralized self-coordination algorithms for heterogeneous multi-tasks distribution in multi-robot systems

In recent decades, there has been an increasing interest in systems comprised of several autonomous mobile robots, and as a result, there has been a substantial amount of development in the eld of Articial Intelligence, especially in Robotics. There are several studies in the literature by some researchers from the scientic community that focus on the creation of intelligent machines and devices capable to imitate the functions and movements of living beings. Multi-Robot Systems (MRS) can often deal with tasks that are dicult, if not impossible, to be accomplished by a single robot. In the context of MRS, one of the main challenges is the need to control, coordinate and synchronize the operation of multiple robots to perform a specic task. This requires the development of new strategies and methods which allow us to obtain the desired system behavior in a formal and concise way. This PhD thesis aims to study the coordination of multi-robot systems, in particular, addresses the problem of the distribution of heterogeneous multi-tasks. The main interest in these systems is to understand how from simple rules inspired by the division of labor in social insects, a group of robots can perform tasks in an organized and coordinated way. We are mainly interested on truly distributed or decentralized solutions in which the robots themselves, autonomously and in an individual manner, select a particular task so that all tasks are optimally distributed. In general, to perform the multi-tasks distribution among a team of robots, they have to synchronize their actions and exchange information. Under this approach we can speak of multi-tasks selection instead of multi-tasks assignment, which means, that the agents or robots select the tasks instead of being assigned a task by a central controller. The key element in these algorithms is the estimation ix of the stimuli and the adaptive update of the thresholds. This means that each robot performs this estimate locally depending on the load or the number of pending tasks to be performed. In addition, it is very interesting the evaluation of the results in function in each approach, comparing the results obtained by the introducing noise in the number of pending loads, with the purpose of simulate the robot's error in estimating the real number of pending tasks. The main contribution of this thesis can be found in the approach based on self-organization and division of labor in social insects. An experimental scenario for the coordination problem among multiple robots, the robustness of the approaches and the generation of dynamic tasks have been presented and discussed. The particular issues studied are: Threshold models: It presents the experiments conducted to test the response threshold model with the objective to analyze the system performance index, for the problem of the distribution of heterogeneous multitasks in multi-robot systems; also has been introduced additive noise in the number of pending loads and has been generated dynamic tasks over time. Learning automata methods: It describes the experiments to test the learning automata-based probabilistic algorithms. The approach was tested to evaluate the system performance index with additive noise and with dynamic tasks generation for the same problem of the distribution of heterogeneous multi-tasks in multi-robot systems. Ant colony optimization: The goal of the experiments presented is to test the ant colony optimization-based deterministic algorithms, to achieve the distribution of heterogeneous multi-tasks in multi-robot systems. In the experiments performed, the system performance index is evaluated by introducing additive noise and dynamic tasks generation over time.

The Optimal combination: Grammatical Swarm, Particle Swarm Optimization and Neural Networks.

Social behaviour is mainly based on swarm colonies, in which each individual shares its knowledge about the environment with other individuals to get optimal solutions. Such co-operative model differs from competitive models in the way that individuals die and are born by combining information of alive ones. This paper presents the particle swarm optimization with differential evolution algorithm in order to train a neural network instead the classic back propagation algorithm. The performance of a neural network for particular problems is critically dependant on the choice of the processing elements, the net architecture and the learning algorithm. This work is focused in the development of methods for the evolutionary design of artificial neural networks. This paper focuses in optimizing the topology and structure of connectivity for these networks.