Poly-bagging predictors for classification modelling for credit scoring

Credit scoring modelling comprises one of the leading formal tools for supporting the granting of credit. Its core objective consists of the generation of a score by means of which potential clients can be listed in the order of the probability of default. A critical factor is whether a credit scoring model is accurate enough in order to provide correct classification of the client as a good or bad payer. In this context the concept of bootstraping aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the fitted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper we propose a new bagging-type variant procedure, which we call poly-bagging, consisting of combining predictors over a succession of resamplings. The study is derived by credit scoring modelling. The proposed poly-bagging procedure was applied to some different artificial datasets and to a real granting of credit dataset up to three successions of resamplings. We observed better classification accuracy for the two-bagged and the three-bagged models for all considered setups. These results lead to a strong indication that the poly-bagging approach may promote improvement on the modelling performance measures, while keeping a flexible and straightforward bagging-type structure easy to implement. (C) 2011 Elsevier Ltd. All rights reserved.

How language can help discrimination in the Neural Modelling Fields framework

The relationship between thought and language and, in particular, the issue of whether and how language influences thought is still a matter of fierce debate. Here we consider a discrimination task scenario to study language acquisition in which an agent receives linguistic input from an external teacher, in addition to sensory stimuli from the objects that exemplify the overlapping categories that make up the environment. Sensory and linguistic input signals are fused using the Neural Modelling Fields (NMF) categorization algorithm. We find that the agent with language is capable of differentiating object features that it could not distinguish without language. In this sense, the linguistic stimuli prompt the agent to redefine and refine the discrimination capacity of its sensory channels. (C) 2007 Elsevier Ltd. All rights reserved.

Modelling water adsorption on Au(210) surfaces: II. Monte Carlo simulations

Canonical Monte Carlo simulations for the Au(210)/H(2)O interface, using a force field recently proposed by us, are reported. The results exhibit the main features normally observed in simulations of water molecules in contact with different noble metal surfaces. The calculations also assess the influence of the surface topography on the structural aspects of the adsorbed water and on the distribution of the water molecules in the direction normal to the metal surface plane. The adsorption process is preferential at sites in the first layer of the metal. The analysis of the density profiles and dipole moment distributions points to two predominant orientations. Most of the molecules are adsorbed with the molecular plane parallel to surface, while others adsorb with one of the O-H bonds parallel to the surface and the other bond pointing towards the bulk liquid phase. There is also evidence of hydrogen bond formation between the first and second solvent layers at the interface. (c) 2007 Elsevier B.V. All rights reserved.

Modelling and Administration of Contract-Based Systems

Mirroring the paper versions exchanged between businesses today, electronic contracts offer the possibility of dynamic, automatic creation and enforcement of restrictions and compulsions on agent behaviour that are designed to ensure business objectives are met. However, where there are many contracts within a particular application, it can be difficult to determine whether the system can reliably fulfil them all; computer-parsable electronic contracts may allow such verification to be automated. In this paper, we describe a conceptual framework and architecture specification in which normative business contracts can be electronically represented, verified, established, renewed, etc. In particular, we aim to allow systems containing multiple contracts to be checked for conflicts and violations of business objectives. We illustrate the framework and architecture with an aerospace example.

WAMM: wiki aided meta modelling

All over the world, organizations are becoming more and more complex, and there’s a need to capture its complexity, so this is when the DEMO methodology (Design and Engineering Methodology for Organizations), created and developed by Jan L. G. Dietz, reaches its potential, which is to capture the structure of business processes in a coherent and consistent form of diagrams with their respective grammatical rules. The creation of WAMM (Wiki Aided Meta Modeling) platform was the main focus of this thesis, and had like principal precursor the idea to create a Meta-Editor that supports semantic data and uses MediaWiki. This prototype Meta-Editor uses MediaWiki as a receptor of data, and uses the ideas created in the Universal Enterprise Adaptive Object Model and the concept of Semantic Web, to create a platform that suits our needs, through Semantic MediaWiki, which helps the computer interconnect information and people in a more comprehensive, giving meaning to the content of the pages. The proposed Meta-Modeling platform allows the specification of the abstract syntax i.e., the grammar, and concrete syntax, e.g., symbols and connectors, of any language, as well as their model types and diagram types. We use the DEMO language as a proofof-concept and example. All such specifications are done in a coherent and formal way by the creation of semantic wiki pages and semantic properties connecting them.

A methodology for building energy modelling and calibration in warm climates

PEDRINI, Aldomar; WESTPHAL, F. S.; LAMBERT, R.. A methodology for building energy modelling and calibration in warm climates. Building And Environment, Australia, n. 37, p.903-912, 2002. Disponível em: . Acesso em: 04 out. 2010.

Anaerobic threshold estimation by statistical modelling.

Anaerobic threshold (AT) is usually estimated as a change point problem by visual analysis of the cardiorespiratory response to incremental dynamic exercise. In this study, two phase linear (TPL) models of the linear-linear and linear-quadratic type were used for the estimation of AT. The correlation coefficient between the classical and statistical approaches was 0.88, and 0.89 after outlier exclusion. The TPL models provide a simple method for estimating AT that can be easily implemented using a digital computer for the automatic pattern recognition of AT.

Modelling of the influence of the layer pollution thickness in high voltage polluted insulators

An experimental model and a mathematical model with the introduction of a ramp in the channel of Obenaus model are presented. The aim is to present a better reproduction of the real layer pollution deposited on the HV insulators. This better reproduction is obtained from two types of thickness variation: the introduction of a ramp (soft variation) and the introduction of a step (sudden variation). The computational simulations and the experimental data suggest that the introduction of the ramp is the better reproduction of the layer pollution. The ramp approximates to the real layer pollution more than the step.

Scheduler simulation using iSPD, an iconic-based computer grid simulator

Increased accessibility to high-performance computing resources has created a demand for user support through performance evaluation tools like the iSPD (iconic Simulator for Parallel and Distributed systems), a simulator based on iconic modelling for distributed environments such as computer grids. It was developed to make it easier for general users to create their grid models, including allocation and scheduling algorithms. This paper describes how schedulers are managed by iSPD and how users can easily adopt the scheduling policy that improves the system being simulated. A thorough description of iSPD is given, detailing its scheduler manager. Some comparisons between iSPD and Simgrid simulations, including runs of the simulated environment in a real cluster, are also presented. © 2012 IEEE.

Modelling shared attention through relational reinforcement learning

Shared attention is a type of communication very important among human beings. It is sometimes reserved for the more complex form of communication being constituted by a sequence of four steps: mutual gaze, gaze following, imperative pointing and declarative pointing. Some approaches have been proposed in Human-Robot Interaction area to solve part of shared attention process, that is, the most of works proposed try to solve the first two steps. Models based on temporal difference, neural networks, probabilistic and reinforcement learning are methods used in several works. In this article, we are presenting a robotic architecture that provides a robot or agent, the capacity of learning mutual gaze, gaze following and declarative pointing using a robotic head interacting with a caregiver. Three learning methods have been incorporated to this architecture and a comparison of their performance has been done to find the most adequate to be used in real experiment. The learning capabilities of this architecture have been analyzed by observing the robot interacting with the human in a controlled environment. The experimental results show that the robotic head is able to produce appropriate behavior and to learn from sociable interaction.