Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

Improvements on the KNN classifier

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Semantic relations extraction from unstructured information for domain ontologies enrichment

Based in internet growth, through semantic web, together with communication speed improvement and fast development of storage device sizes, data and information volume rises considerably every day. Because of this, in the last few years there has been a growing interest in structures for formal representation with suitable characteristics, such as the possibility to organize data and information, as well as the reuse of its contents aimed for the generation of new knowledge. Controlled Vocabulary, specifically Ontologies, present themselves in the lead as one of such structures of representation with high potential. Not only allow for data representation, as well as the reuse of such data for knowledge extraction, coupled with its subsequent storage through not so complex formalisms. However, for the purpose of assuring that ontology knowledge is always up to date, they need maintenance. Ontology Learning is an area which studies the details of update and maintenance of ontologies. It is worth noting that relevant literature already presents first results on automatic maintenance of ontologies, but still in a very early stage. Human-based processes are still the current way to update and maintain an ontology, which turns this into a cumbersome task. The generation of new knowledge aimed for ontology growth can be done based in Data Mining techniques, which is an area that studies techniques for data processing, pattern discovery and knowledge extraction in IT systems. This work aims at proposing a novel semi-automatic method for knowledge extraction from unstructured data sources, using Data Mining techniques, namely through pattern discovery, focused in improving the precision of concept and its semantic relations present in an ontology. In order to verify the applicability of the proposed method, a proof of concept was developed, presenting its results, which were applied in building and construction sector.

RoboCup Soccer Leagues

RoboCup was created in 1996 by a group of Japanese, American, and European Artificial Intelligence and Robotics researchers with a formidable, visionary long-term challenge: “By 2050 a team of robot soccer players will beat the human World Cup champion team.” At that time, in the mid 90s, when there were very few effective mobile robots and the Honda P2 humanoid robot was presented to a stunning public for the first time also in 1996, the RoboCup challenge, set as an adversarial game between teams of autonomous robots, was fascinating and exciting. RoboCup enthusiastically and concretely introduced three robot soccer leagues, namely “Simulation,” “Small-Size,” and “Middle-Size,” as we explain below, and organized its first competitions at IJCAI’97 in Nagoya with a surprising number of 100 participants [RC97]. It was the beginning of what became a continously growing research community. RoboCup established itself as a structured organization (the RoboCup Federation www.RoboCup.org). RoboCup fosters annual competition events, where the scientific challenges faced by the researchers are addressed in a setting that is attractive also to the general public. and the RoboCup events are the ones most popular and attended in the research fields of AI and Robotics.RoboCup further includes a technical symposium with contributions relevant to the RoboCup competitions and beyond to the general AI and robotics.

An evolutionary multi-objective optimization system for earthworks

Earthworks involve the levelling or shaping of a target area through the moving or processing of the ground surface. Most construction projects require earthworks, which are heavily dependent on mechanical equipment (e.g., excavators, trucks and compactors). Often, earthworks are the most costly and time-consuming component of infrastructure constructions (e.g., road, railway and airports) and current pressure for higher productivity and safety highlights the need to optimize earthworks, which is a nontrivial task. Most previous attempts at tackling this problem focus on single-objective optimization of partial processes or aspects of earthworks, overlooking the advantages of a multi-objective and global optimization. This work describes a novel optimization system based on an evolutionary multi-objective approach, capable of globally optimizing several objectives simultaneously and dynamically. The proposed system views an earthwork construction as a production line, where the goal is to optimize resources under two crucial criteria (costs and duration) and focus the evolutionary search (non-dominated sorting genetic algorithm-II) on compaction allocation, using linear programming to distribute the remaining equipment (e.g., excavators). Several experiments were held using real-world data from a Portuguese construction site, showing that the proposed system is quite competitive when compared with current manual earthwork equipment allocation.

A proactive intelligent decision support system for predicting the popularity of online news

"Lecture notes in computer science series, ISSN 0302-9743, vol. 9273"

Modelling and verifying smell-free architectures with the Archery language

Architectural (bad) smells are design decisions found in software architectures that degrade the ability of systems to evolve. This paper presents an approach to verify that a software architecture is smellfree using the Archery architectural description language. The language provides a core for modelling software architectures and an extension for specifying constraints. The approach consists in precisely specifying architectural smells as constraints, and then verifying that software architectures do not satisfy any of them. The constraint language is based on a propositional modal logic with recursion that includes: a converse operator for relations among architectural concepts, graded modalities for describing the cardinality in such relations, and nominals referencing architectural elements. Four architectural smells illustrate the approach.

Indexació de continguts televisius: anàlisi de so

Aquest és un projecte sobre la indexació de continguts televisius; és a dir, el procés d’etiquetatge de programes televisius per facilitar cerques segons diferents paràmetres. El món de la televisió està immers en un procés d'evolució i canvis gràcies a l'entrada de la televisió digital. Aquesta nova forma d'entendre la televisió obrirà un gran ventall de possibilitats i permetrà la interacció entre usuaris i emissora. El primer pas de la gestió de continguts consisteix en la indexació dels programes segons el contingut. Aquest és el nostre objectiu. Indexar els continguts televisius de manera automàtica mitjançant la intelligència artificial.

Data bases for the assessment of medical technologies: examples from Europe.

The assessment of medical technologies has to answer several questions ranging from safety and effectiveness to complex economical, social, and health policy issues. The type of data needed to carry out such evaluation depends on the specific questions to be answered, as well as on the stage of development of a technology. Basically two types of data may be distinguished: (a) general demographic, administrative, or financial data which has been collected not specifically for technology assessment; (b) the data collected with respect either to a specific technology or to a disease or medical problem. On the basis of a pilot inquiry in Europe and bibliographic research, the following categories of type (b) data bases have been identified: registries, clinical data bases, banks of factual and bibliographic knowledge, and expert systems. Examples of each category are discussed briefly. The following aims for further research and practical goals are proposed: criteria for the minimal data set required, improvement to the registries and clinical data banks, and development of an international clearinghouse to enhance information diffusion on both existing data bases and available reports on medical technology assessments.

Intel·ligència artificial aplicada a un joc beat'em up en 2D

Creació d'un joc del tipus Arcade beat'em up en 2D utilitzant escenaris amb una certa profunditat de moviment i dotant als personatges no jugadors i altres objectes d'Intel·ligència Artificial de manera que el seu comportament no sigui sempre lineal i aprofitant-ho per afegir nivells de dificultat.

Mejora diagnóstica de hepatopatías de afectación difusa mediante técnicas de inteligencia artificial

The automatic diagnostic discrimination is an application of artificial intelligence techniques that can solve clinical cases based on imaging. Diffuse liver diseases are diseases of wide prominence in the population and insidious course, yet early in its progression. Early and effective diagnosis is necessary because many of these diseases progress to cirrhosis and liver cancer. The usual technique of choice for accurate diagnosis is liver biopsy, an invasive and not without incompatibilities one. It is proposed in this project an alternative non-invasive and free of contraindications method based on liver ultrasonography. The images are digitized and then analyzed using statistical techniques and analysis of texture. The results are validated from the pathology report. Finally, we apply artificial intelligence techniques as Fuzzy k-Means or Support Vector Machines and compare its significance to the analysis Statistics and the report of the clinician. The results show that this technique is significantly valid and a promising alternative as a noninvasive diagnostic chronic liver disease from diffuse involvement. Artificial Intelligence classifying techniques significantly improve the diagnosing discrimination compared to other statistics.

Inteligencia artificial en vehiculo

Desarrollo de un robot seguidor de líneas, en el que se implementan diversas soluciones de las áreas de sistemas embebidos e inteligencia artificial.

A multidimensional segmentation evaluation for medical image data.

Evaluation of segmentation methods is a crucial aspect in image processing, especially in the medical imaging field, where small differences between segmented regions in the anatomy can be of paramount importance. Usually, segmentation evaluation is based on a measure that depends on the number of segmented voxels inside and outside of some reference regions that are called gold standards. Although some other measures have been also used, in this work we propose a set of new similarity measures, based on different features, such as the location and intensity values of the misclassified voxels, and the connectivity and the boundaries of the segmented data. Using the multidimensional information provided by these measures, we propose a new evaluation method whose results are visualized applying a Principal Component Analysis of the data, obtaining a simplified graphical method to compare different segmentation results. We have carried out an intensive study using several classic segmentation methods applied to a set of MRI simulated data of the brain with several noise and RF inhomogeneity levels, and also to real data, showing that the new measures proposed here and the results that we have obtained from the multidimensional evaluation, improve the robustness of the evaluation and provides better understanding about the difference between segmentation methods.

Intelligent task-level grasp mapping for robot control

In the future, robots will enter our everyday lives to help us with various tasks.For a complete integration and cooperation with humans, these robots needto be able to acquire new skills. Sensor capabilities for navigation in real humanenvironments and intelligent interaction with humans are some of the keychallenges.Learning by demonstration systems focus on the problem of human robotinteraction, and let the human teach the robot by demonstrating the task usinghis own hands. In this thesis, we present a solution to a subproblem within thelearning by demonstration field, namely human-robot grasp mapping. Robotgrasping of objects in a home or office environment is challenging problem.Programming by demonstration systems, can give important skills for aidingthe robot in the grasping task.The thesis presents two techniques for human-robot grasp mapping, directrobot imitation from human demonstrator and intelligent grasp imitation. Inintelligent grasp mapping, the robot takes the size and shape of the object intoconsideration, while for direct mapping, only the pose of the human hand isavailable.These are evaluated in a simulated environment on several robot platforms.The results show that knowing the object shape and size for a grasping taskimproves the robot precision and performance

Desarrollo y gestión del videojuego The Condemned

The Condemned es un juego de lucha en dos dimensiones desarrollado en Flash CS4 y ActionScript 3. El juego consta de cuatro pantallas, en cada una de ellas el jugador se enfrenta a un enemigo controlado por el ordenador a través de una inteligencia artificial. En la creación de este videojuego se ha pasado por todas las fases de desarrollo: diseño gráfico de personajes y escenarios, programación y control de errores.