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.

Off-line signature verification and forgery detection using fuzzy modeling

Automatic signature verification is a well-established and an active area of research with numerous applications such as bank check verification, ATM access, etc. This paper proposes a novel approach to the problem of automatic off-line signature verification and forgery detection. The proposed approach is based on fuzzy modeling that employs the Takagi-Sugeno (TS) model. Signature verification and forgery detection are carried out using angle features extracted from box approach. Each feature corresponds to a fuzzy set. The features are fuzzified by an exponential membership function involved in the TS model, which is modified to include structural parameters. The structural parameters are devised to take account of possible variations due to handwriting styles and to reflect moods. The membership functions constitute weights in the TS model. The optimization of the output of the TS model with respect to the structural parameters yields the solution for the parameters. We have also derived two TS models by considering a rule for each input feature in the first formulation (Multiple rules) and by considering a single rule for all input features in the second formulation. In this work, we have found that TS model with multiple rules is better than TS model with single rule for detecting three types of forgeries; random, skilled and unskilled from a large database of sample signatures in addition to verifying genuine signatures. We have also devised three approaches, viz., an innovative approach and two intuitive approaches using the TS model with multiple rules for improved performance. (C) 2004 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

Learning to play Pac-Man: An evolutionary, rule-based approach

Pac-Man is a well-known, real-time computer game that provides an interesting platform for research. We describe an initial approach to developing an artificial agent that replaces the human to play a simplified version of Pac-Man. The agent is specified as a simple finite state machine and ruleset. with parameters that control the probability of movement by the agent given the constraints of the maze at some instant of time. In contrast to previous approaches, the agent represents a dynamic strategy for playing Pac-Man, rather than a pre-programmed maze-solving method. The agent adaptively "learns" through the application of population-based incremental learning (PBIL) to adjust the agents' parameters. Experimental results are presented that give insight into some of the complexities of the game, as well as highlighting the limitations and difficulties of the representation of the agent.

A soft-computing-based method for the automatic discovery of fuzzy rules in databases:uses for academic research and management support in marketing

The study here highlights the potential that analytical methods based on Knowledge Discovery in Databases (KDD) methodologies have to aid both the resolution of unstructured marketing/business problems and the process of scholarly knowledge discovery. The authors present and discuss the application of KDD in these situations prior to the presentation of an analytical method based on fuzzy logic and evolutionary algorithms, developed to analyze marketing databases and uncover relationships among variables. A detailed implementation on a pre-existing data set illustrates the method. © 2012 Published by Elsevier Inc.

Performance measurement with fuzzy data envelopment analysis

The intensity of global competition and ever-increasing economic uncertainties has led organizations to search for more efficient and effective ways to manage their business operations. Data envelopment analysis (DEA) has been widely used as a conceptually simple yet powerful tool for evaluating organizational productivity and performance. Fuzzy DEA (FDEA) is a promising extension of the conventional DEA proposed for dealing with imprecise and ambiguous data in performance measurement problems. This book is the first volume in the literature to present the state-of-the-art developments and applications of FDEA. It is designed for students, educators, researchers, consultants and practicing managers in business, industry, and government with a basic understanding of the DEA and fuzzy logic concepts.

Intonation contour realisation for Standard Yorùbá text-to-speech synthesis:a fuzzy computational approach

This paper presents a novel intonation modelling approach and demonstrates its applicability using the Standard Yorùbá language. Our approach is motivated by the theory that abstract and realised forms of intonation and other dimensions of prosody should be modelled within a modular and unified framework. In our model, this framework is implemented using the Relational Tree (R-Tree) technique. The R-Tree is a sophisticated data structure for representing a multi-dimensional waveform in the form of a tree. Our R-Tree for an utterance is generated in two steps. First, the abstract structure of the waveform, called the Skeletal Tree (S-Tree), is generated using tone phonological rules for the target language. Second, the numerical values of the perceptually significant peaks and valleys on the S-Tree are computed using a fuzzy logic based model. The resulting points are then joined by applying interpolation techniques. The actual intonation contour is synthesised by Pitch Synchronous Overlap Technique (PSOLA) using the Praat software. We performed both quantitative and qualitative evaluations of our model. The preliminary results suggest that, although the model does not predict the numerical speech data as accurately as contemporary data-driven approaches, it produces synthetic speech with comparable intelligibility and naturalness. Furthermore, our model is easy to implement, interpret and adapt to other tone languages.

Unsupervised KDD to creatively support managers' decision making with fuzzy association rules:a distribution channel application

To be competitive in contemporary turbulent environments, firms must be capable of processing huge amounts of information, and effectively convert it into actionable knowledge. This is particularly the case in the marketing context, where problems are also usually highly complex, unstructured and ill-defined. In recent years, the development of marketing management support systems has paralleled this evolution in informational problems faced by managers, leading to a growth in the study (and use) of artificial intelligence and soft computing methodologies. Here, we present and implement a novel intelligent system that incorporates fuzzy logic and genetic algorithms to operate in an unsupervised manner. This approach allows the discovery of interesting association rules, which can be linguistically interpreted, in large scale databases (KDD or Knowledge Discovery in Databases.) We then demonstrate its application to a distribution channel problem. It is shown how the proposed system is able to return a number of novel and potentially-interesting associations among variables. Thus, it is argued that our method has significant potential to improve the analysis of marketing and business databases in practice, especially in non-programmed decisional scenarios, as well as to assist scholarly researchers in their exploratory analysis. © 2013 Elsevier Inc.

The Fuzzy-Neuro Classifier for Decision Support

This paper aims at development of procedures and algorithms for application of artificial intelligence tools to acquire process and analyze various types of knowledge. The proposed environment integrates techniques of knowledge and decision process modeling such as neural networks and fuzzy logic-based reasoning methods. The problem of an identification of complex processes with the use of neuro-fuzzy systems is solved. The proposed classifier has been successfully applied for building one decision support systems for solving managerial problem.

A Geometrical Interpretation to Define Contradiction Degrees between Two Fuzzy Sets

For inference purposes in both classical and fuzzy logic, neither the information itself should be contradictory, nor should any of the items of available information contradict each other. In order to avoid these troubles in fuzzy logic, a study about contradiction was initiated by Trillas et al. in [5] and [6]. They introduced the concepts of both self-contradictory fuzzy set and contradiction between two fuzzy sets. Moreover, the need to study not only contradiction but also the degree of such contradiction is pointed out in [1] and [2], suggesting some measures for this purpose. Nevertheless, contradiction could have been measured in some other way. This paper focuses on the study of contradiction between two fuzzy sets dealing with the problem from a geometrical point of view that allow us to find out new ways to measure the contradiction degree. To do this, the two fuzzy sets are interpreted as a subset of the unit square, and the so called contradiction region is determined. Specially we tackle the case in which both sets represent a curve in [0,1]2. This new geometrical approach allows us to obtain different functions to measure contradiction throughout distances. Moreover, some properties of these contradiction measure functions are established and, in some particular case, the relations among these different functions are obtained.

Ensemble Fuzzy Belief Intrusion Detection Design

With the rapid growth of the Internet, computer attacks are increasing at a fast pace and can easily cause millions of dollar in damage to an organization. Detecting these attacks is an important issue of computer security. There are many types of attacks and they fall into four main categories, Denial of Service (DoS) attacks, Probe, User to Root (U2R) attacks, and Remote to Local (R2L) attacks. Within these categories, DoS and Probe attacks continuously show up with greater frequency in a short period of time when they attack systems. They are different from the normal traffic data and can be easily separated from normal activities. On the contrary, U2R and R2L attacks are embedded in the data portions of the packets and normally involve only a single connection. It becomes difficult to achieve satisfactory detection accuracy for detecting these two attacks. Therefore, we focus on studying the ambiguity problem between normal activities and U2R/R2L attacks. The goal is to build a detection system that can accurately and quickly detect these two attacks. In this dissertation, we design a two-phase intrusion detection approach. In the first phase, a correlation-based feature selection algorithm is proposed to advance the speed of detection. Features with poor prediction ability for the signatures of attacks and features inter-correlated with one or more other features are considered redundant. Such features are removed and only indispensable information about the original feature space remains. In the second phase, we develop an ensemble intrusion detection system to achieve accurate detection performance. The proposed method includes multiple feature selecting intrusion detectors and a data mining intrusion detector. The former ones consist of a set of detectors, and each of them uses a fuzzy clustering technique and belief theory to solve the ambiguity problem. The latter one applies data mining technique to automatically extract computer users’ normal behavior from training network traffic data. The final decision is a combination of the outputs of feature selecting and data mining detectors. The experimental results indicate that our ensemble approach not only significantly reduces the detection time but also effectively detect U2R and R2L attacks that contain degrees of ambiguous information.

Design and construction of a portable force-reflecting manual controller for teleoperation systems

A man-machine system called teleoperator system has been developed to work in hazardous environments such as nuclear reactor plants. Force reflection is a type of force feedback in which forces experienced by the remote manipulator are fed back to the manual controller. In a force-reflecting teleoperation system, the operator uses the manual controller to direct the remote manipulator and receives visual information from a video image and/or graphical animation on the computer screen. This thesis presents the design of a portable Force-Reflecting Manual Controller (FRMC) for the teleoperation of tasks such as hazardous material handling, waste cleanup, and space-related operations. The work consists of the design and construction of a prototype 1-Degree-of-Freedom (DOF) FRMC, the development of the Graphical User Interface (GUI), and system integration. Two control strategies - PID and fuzzy logic controllers are developed and experimentally tested. The system response of each is analyzed and evaluated. In addition, the concept of a telesensation system is introduced, and a variety of design alternatives of a 3-DOF FRMC are proposed for future development.

Sistema de contagem com morfologia matemática fuzzy

Mathematical Morphology presents a systematic approach to extract geometric features of binary images, using morphological operators that transform the original image into another by means of a third image called structuring element and came out in 1960 by researchers Jean Serra and George Matheron. Fuzzy mathematical morphology extends the operators towards grayscale and color images and was initially proposed by Goetherian using fuzzy logic. Using this approach it is possible to make a study of fuzzy connectives, which allows some scope for analysis for the construction of morphological operators and their applicability in image processing. In this paper, we propose the development of morphological operators fuzzy using the R-implications for aid and improve image processing, and then to build a system with these operators to count the spores mycorrhizal fungi and red blood cells. It was used as the hypothetical-deductive methodologies for the part formal and incremental-iterative for the experimental part. These operators were applied in digital and microscopic images. The conjunctions and implications of fuzzy morphology mathematical reasoning will be used in order to choose the best adjunction to be applied depending on the problem being approached, i.e., we will use automorphisms on the implications and observe their influence on segmenting images and then on their processing. In order to validate the developed system, it was applied to counting problems in microscopic images, extending to pathological images. It was noted that for the computation of spores the best operator was the erosion of Gödel. It developed three groups of morphological operators fuzzy, Lukasiewicz, And Godel Goguen that can have a variety applications

Otimização do sistema de supervisão e controle de uma planta de tratamento de resíduos utilizando plasma

A major and growing problems faced by modern society is the high production of waste and related effects they produce, such as environmental degradation and pollution of various ecosystems, with direct effects on quality of life. The thermal treatment technologies have been widely used in the treatment of these wastes and thermal plasma is gaining importance in processing blanketing. This work is focused on developing an optimized system of supervision and control applied to a processing plant and petrochemical waste effluents using thermal plasma. The system is basically composed of a inductive plasma torch reactors washing system / exhaust gases and RF power used to generate plasma. The process of supervision and control of the plant is of paramount importance in the development of the ultimate goal. For this reason, various subsidies were created in the search for greater efficiency in the process, generating events, graphics / distribution and storage of data for each subsystem of the plant, process execution, control and 3D visualization of each subsystem of the plant between others. A communication platform between the virtual 3D plant architecture and a real control structure (hardware) was created. The goal is to use the concepts of mixed reality and develop strategies for different types of controls that allow manipulating 3D plant without restrictions and schedules, optimize the actual process. Studies have shown that one of the best ways to implement the control of generation inductively coupled plasma techniques is to use intelligent control, both for their efficiency in the results is low for its implementation, without requiring a specific model. The control strategy using Fuzzy Logic (Fuzzy-PI) was developed and implemented, and the results showed satisfactory condition on response time and viability

Fuzzy angel: uma arquitetura distribuída de telemedicina para monitoramento de pacientes com esclerose lateral amiotrófica

The Amyotrophic Lateral Sclerosis (ALS) is a neurodegenerative disease characterized by progressive muscle weakness that leads the patient to death, usually due to respiratory complications. Thus, as the disease progresses the patient will require noninvasive ventilation (NIV) and constant monitoring. This paper presents a distributed architecture for homecare monitoring of nocturnal NIV in patients with ALS. The implementation of this architecture used single board computers and mobile devices placed in patient’s homes, to display alert messages for caregivers and a web server for remote monitoring by the healthcare staff. The architecture used a software based on fuzzy logic and computer vision to capture data from a mechanical ventilator screen and generate alert messages with instructions for caregivers. The monitoring was performed on 29 patients for 7 con-tinuous hours daily during 5 days generating a total of 126000 samples for each variable monitored at a sampling rate of one sample per second. The system was evaluated regarding the rate of hits for character recognition and its correction through an algorithm for the detection and correction of errors. Furthermore, a healthcare team evaluated regarding the time intervals at which the alert messages were generated and the correctness of such messages. Thus, the system showed an average hit rate of 98.72%, and in the worst case 98.39%. As for the message to be generated, the system also agreed 100% to the overall assessment, and there was disagreement in only 2 cases with one of the physician evaluators.